Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

1. > Econometrics > Forecasting

---

This topic is covered by the following reading lists:

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

2025

• Gordon Anderson, 2025. "On Transiting to a Sustainable World Population: Lessons from an Overlapping Generations Model on the associated Problems, Prospects and Time Horizons," Working Papers tecipa-797, University of Toronto, Department of Economics.
• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025. "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers 25-1607, Toulouse School of Economics (TSE).
• Tae-Hwy Lee & Daanish Padha, 2025. "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers 202502, University of California at Riverside, Department of Economics.
• William A. Brock & J. Isaac Miller, 2025. "Polar Amplification Helps Forecast Northern Temperature Anomalies," Working Papers 2502, Department of Economics, University of Missouri.
• Ergenç Cansu & Aktaş Rafet, 2025. "Sector-specific financial forecasting with machine learning algorithm and SHAP interaction values," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 21(1), pages 42-66.
• Cellmer Radosław & Kobylińska Katarzyna, 2025. "Housing Price Prediction - Machine Learning and Geostatistical Methods," Real Estate Management and Valuation, Sciendo, vol. 33(1), pages 1-10.
• Simionescu Mihaela & Strielkowski Wadim, 2025. "The Impact of Brexit on Unemployment In The United Kingdom Using Synthetic Control Method," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 35(2), pages 38-64.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Working Papers 2025-14, Faculty of Economic Sciences, University of Warsaw.
• Robert Stehrer & Stella Zilian, 2025. "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," FIW Research Reports series RR-01-25-, FIW.
  • Robert Stehrer & Stella Sophie Zilian, 2025. "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," wiiw Research Reports in German language 30, The Vienna Institute for International Economic Studies, wiiw.
• Simon Tranberg Bodilsen & Asger Lunde, 2025. "Exploiting News Analytics for Volatility Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 18-36, January.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 57-73, January.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2025. "Tracking Economic Activity With Alternative High‐Frequency Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(3), pages 270-290, April.
  • Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020. "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers 20-488, KOF Swiss Economic Institute, ETH Zurich.
• Emile du Plessis & Ulrich Fritsche, 2025. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 3-40, January.
  • du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Amy Y. Guisinger & Michael W. Mccracken & Michael T. Owyang, 2025. "Reconsidering the Fed's Inflation Forecasting Advantage," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(1), pages 5-30, February.
  • Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022. "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers 2022-001, Federal Reserve Bank of St. Louis, revised 23 Oct 2023.
• Zongxin Li & Yongchang Hui & Wing-Keung Wong & Ruiyue Lin, 2025. "Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 42(03), pages 1-24, June.
• Robert Stehrer & Stella Sophie Zilian, 2025. "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," wiiw Research Reports in German language 30, The Vienna Institute for International Economic Studies, wiiw.
  • Robert Stehrer & Stella Zilian, 2025. "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," FIW Research Reports series RR-01-25-, FIW.
• Verona, Fabio, 2025. "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers 1/2025, Bank of Finland.
• Juvonen, Petteri & Lindblad, Annika, 2025. "Nowcasting in real time: Large Bayesian vector autoregression in a test," Bank of Finland Research Discussion Papers 6/2025, Bank of Finland.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025. "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers 25-01, University of Cologne, Centre for Financial Research (CFR).
• Heinisch, Katja & Scaramella, Fabio & Schult, Christoph, 2025. "Assumption errors and forecast accuracy: A partial linear instrumental variable and double machine learning approach," IWH Discussion Papers 6/2025, Halle Institute for Economic Research (IWH).
• Garnier, Félix, 2025. "Satisfying human needs at low material footprints: An investigation on the role of provisioning systems," Working Paper Series 05/2025, Post-Growth Economics Network (PEN).
• Marco Zanotti, 2025. "Do global forecasting models require frequent retraining?," Working Papers 551, University of Milano-Bicocca, Department of Economics.
• Yuying Sun & Feng Chen & Jiti Gao, 2025. "Model Averaging for Time-Varying Vector Autoregressions," Monash Econometrics and Business Statistics Working Papers 1/25, Monash University, Department of Econometrics and Business Statistics.
• Mikhail Chernov & Vadim Elenev & Dongho Song, 2025. "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," NBER Working Papers 33339, National Bureau of Economic Research, Inc.
• Zhouyu Shen & Dacheng Xiu, 2025. "Can Machines Learn Weak Signals?," NBER Working Papers 33421, National Bureau of Economic Research, Inc.
• Oriol González-Casasús & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," NBER Working Papers 33474, National Bureau of Economic Research, Inc.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025. "Asset Embeddings," NBER Working Papers 33651, National Bureau of Economic Research, Inc.
• Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Working Paper 19-10, Federal Reserve Bank of Richmond.
• Konstantin Boss & Andre Groeger & Tobias Heidland & Finja Krueger & Conghan Zheng, 2025. "Forecasting bilateral asylum seeker flows with high-dimensional data and machine learning techniques," Journal of Economic Geography, Oxford University Press, vol. 25(1), pages 3-19.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025. "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(1), pages 499-547.
• Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2025. "Graph-Based Methods for Forecasting Realized Covariances," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 1977-2016.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025. "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 31-53.
• Paolo Giordani, 2025. "SMARTboost Learning for Tabular Data," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 929-985.
• Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2025. "Inflation-overshooting commitment: an analysis using a macroeconomic model," Oxford Economic Papers, Oxford University Press, vol. 77(1), pages 213-233.
• Sulkhan Chavleishvili & Manfred Kremer, 2025. "CISS of death: measuring financial crises in real time," Review of Finance, European Finance Association, vol. 29(3), pages 685-710.
• Zo Andriantomanga, 2025. "The role of survey-based expectations in real-time forecasting of US inflation," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 60(2), pages 77-98, April.
• Jennifer Priefer Author-1-Name-First: Jennifer Author-1-Name-Last: Priefer & Jan-Peter Kucklick Author-2-Name-First: Jan-Peter Author-2-Name-Last: Kucklick & Daniel Beverungen Author-3-Name-First: Dan, 2025. "Elucidating the Predictive Power of Search and Experience Qualities for Pricing of Complex Goods: A Machine Learning-based Study on Real Estate Appraisal," Working Papers Dissertations 138, Paderborn University, Faculty of Business Administration and Economics.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive 25-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Li, Chenxing & Yang, Qiao, 2025. "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper 123200, University Library of Munich, Germany.
• Said Magomedov & Dean Fantazzini, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, vol. 18(2), pages 1-20, January.
  • Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Harashima, Taiji, 2025. "Numerical Simulation of Economic Inequality Widened by the Persistent Effects of Temporary Rent Income," MPRA Paper 123557, University Library of Munich, Germany.
• Angelo Leogrande & Nicola Magaletti & Valeria Notarnicola & Mauro Di Molfetta & Stefano Mariani, 2025. "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," Working Papers hal-05043506, HAL.
  • Magaletti, Nicola & Notarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025. "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," MPRA Paper 124548, University Library of Munich, Germany.
• Bahaa Aly, Tarek, 2025. "Deep Impulse Response Functions for Macroeconomic Dynamics: A Hybrid LSTM-Wavelet Approach Compared to an ANN-Wavelet and VECM Models," MPRA Paper 124905, University Library of Munich, Germany.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025. "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers 202501, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025. "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers 202502, University of Pretoria, Department of Economics.
• Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025. "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers 202503, University of Pretoria, Department of Economics.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025. "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers 202513, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025. "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers 202516, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Domenica Di Virgilio & Duarte Maia, 2025. "Complementarities between capital buffers and dividend prudential target," Working Papers w202504, Banco de Portugal, Economics and Research Department.
• Frederico Godinho & Katja Neugebauer, 2025. "House Hunting High and Low: Constructing a Housing Search Index for Portugal," Working Papers w202507, Banco de Portugal, Economics and Research Department.
• Fantazzini, Dean & Korobova, Elena, 2025. "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 46-73.
  • Korobova, Elena & Fantazzini, Dean, 2024. "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper 122951, University Library of Munich, Germany.
• Emilian DOBRESCU, 2025. "Functional reciprocity of the macroeconomic variables," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 40-62, April.
• Tommaso Proietti & Alessandro Giovannelli, 2025. "On the Estimation of Climate Normals and Anomalies," CEIS Research Paper 602, Tor Vergata University, CEIS, revised 04 Jun 2025.
• Elliot Beck & Michael Wolf, 2025. "Forecasting inflation with the hedged random forest," Working Papers 2025-07, Swiss National Bank.
• Dennis Kant & Andreas Pick & Jasper de Winter, 2025. "Nowcasting GDP using machine learning methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(1), pages 1-24, March.
  • Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
• Muneer M. Alshater & Ilias Kampouris & Hazem Marashdeh & Osama F. Atayah & Hasanul Banna, 2025. "Early warning system to predict energy prices: the role of artificial intelligence and machine learning," Annals of Operations Research, Springer, vol. 345(2), pages 1297-1333, February.
• Sabri Boubaker & Zhenya Liu & Yifan Zhang, 2025. "Forecasting oil commodity spot price in a data-rich environment," Annals of Operations Research, Springer, vol. 345(2), pages 685-702, February.
• Bo Yu & Dayong Zhang & Qiang Ji, 2025. "Forecasting portfolio variance: a new decomposition approach," Annals of Operations Research, Springer, vol. 348(1), pages 543-578, May.
• Lukas Krain & Xiaorui ZUO & Wolfgang Karl Härdle, 2025. "Cryptos have rough volatility and correlated jumps," Digital Finance, Springer, vol. 7(2), pages 275-294, June.
• Lixiong Yang & Mingjian Ren & Jianming Bai, 2025. "Threshold mixed data sampling logit model with an application to forecasting US bank failures," Empirical Economics, Springer, vol. 68(1), pages 433-477, January.
• Jean-Paul Chavas, 2025. "Stochastic instability: a dynamic quantile approach," Empirical Economics, Springer, vol. 68(2), pages 485-509, February.
• Martin M. Bojaj, 2025. "Dynamic effects of blockchain on financial markets: evidence from TVP-Bayesian VAR with a connectedness approach," Empirical Economics, Springer, vol. 68(5), pages 2159-2197, May.
• Hwee Kwan Chow, 2025. "Gauging growth risk in an international financial centre: some evidence from Singapore," Empirical Economics, Springer, vol. 68(5), pages 2199-2224, May.
• Yang Zhou & Chi Xie & Gang-Jin Wang & Jue Gong & You Zhu, 2025. "Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-52, December.
• Bechir Raggad & Elie Bouri, 2025. "Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications," Future Business Journal, Springer, vol. 11(1), pages 1-24, December.
• Olufemi Samuel Adegboyo & Kiran Sarwar, 2025. "Modelling and forecasting of Nigeria stock market volatility," Future Business Journal, Springer, vol. 11(1), pages 1-13, December.
• Joost Bosker & Marc Gürtler & Marvin Zöllner, 2025. "Machine learning-based variable selection for clustered credit risk modeling," Journal of Business Economics, Springer, vol. 95(4), pages 617-652, May.
• Talita Greyling & Stephanié Rossouw, 2025. "Development and Validation of a Real-Time Happiness Index Using Google Trends™," Journal of Happiness Studies, Springer, vol. 26(3), pages 1-24, March.
• Yong-Hyong Kim & Song-Jun Ham & Chong-Sim Ri & Won-Hyok Kim & Wi-Song Ri, 2025. "Application of empirical wavelet transform, particle swarm optimization, gravitational search algorithm and long short-term memory neural network to copper price forecasting," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 24(1), pages 151-169, January.
• Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025. "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, vol. 5(3), pages 1-21, March.
• Saqib Muneer & Cristiana Cerqueira Leal & Benilde Oliveira, 2025. "Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models," SN Operations Research Forum, Springer, vol. 6(2), pages 1-13, June.
• Alexandra Kechrinioti & Dimitrios Karamanis, 2025. "The Greek-Turkish Rivalry: A Bayesian VAR Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 36(3), pages 395-410, April.
  • Karamanis, Dimitrios & Kechrinioti, Alexandra, 2023. "The Greek-Turkish rivalry: A Bayesian VAR approach," MPRA Paper 116827, University Library of Munich, Germany.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2025. "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," Auburn Economics Working Paper Series auwp2025-01, Department of Economics, Auburn University.
• Ahmet Akusta, 2025. "Predicting Market Sensitivity: The Role of Board Structure in the Beta Coefficient of Software Companies on the Nasdaq Global Select Market," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 14-34, April.
• Gary Cornwall & Marina Gindelsky, 2025. "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," AEA Papers and Proceedings, American Economic Association, vol. 115, pages 79-84, May.
• Jian Zhang & Jianzhou Wen & Zhen Lu & Jiang Qian & Ning Wei, 2025. "Investment Allocation Method for Distribution Networks Based on a Panel Data Model and an Incentive–Penalty Mechanism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 27(69), pages 656-656, April.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Papers 2501.16069, arXiv.org, revised Jan 2025.
  • Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025. "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers 349169, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Working Papers 2025.04, Fondazione Eni Enrico Mattei.
• Yash Chawla & Katarzyna Chojnacka & Michal Paca & Anna Pudelko & Rafal Weron & Przemyslaw Zaleski, 2025. "Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035," WORking papers in Management Science (WORMS) WORMS/25/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Arkadiusz Lipiecki & Rafal Weron, 2025. "PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions," WORking papers in Management Science (WORMS) WORMS/25/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Hasan ŞENGÜLER & Berat KARA, 2025. "Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 58-91.
• Yunus Emre Gür & Ahmet İhsan Şimşek & Emre Bulut, 2025. "Artificial Intelligence-Assisted Machine Learning Methods For Forecasting Green Bond Index: A Comparative Analysis," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 628-655.
• Savaş Gayaker, 2025. "Türkiye'de Ekonomik Şoklar ve Krizler Bağlamında Enflasyon Öngörüsü: XGBOOST ve ARMA Yöntemlerinin Karşılaştırması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 877-895.
• Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan & Шамар Бауыржан // Shamar Bauyrzhan & Толегенова Жибек // Tolegenova Zhibek, 2025. "Инфляция - Всегда И Везде Монетарный Феномен: Миф Или Реальность Казахстана?," Working Papers #2025-1, National Bank of Kazakhstan.
• Rodrigo García Arancibia & Ignacio Girela & Daniela Agostina Gonzalez, 2025. "Global Multidimensional Poverty Prediction using World Development Indicators," Working Papers 350, Red Nacional de Investigadores en Economía (RedNIE).
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Working Papers 2025.04, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Papers 2501.16069, arXiv.org, revised Jan 2025.
  • Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025. "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers 349169, Fondazione Eni Enrico Mattei (FEEM).
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers 25-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised May 2025.
• Stéphane Surprenant, 2025. "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers 25-4, Bank of Canada.
• Bob Kaempff & David Kremer, 2025. "Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices," BCL working papers 194, Central Bank of Luxembourg.
• Matteo Mogliani & Florens Odendahl, 2024. "Density forecast transformations," Papers 2412.06092, arXiv.org.
  • Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
• Corinna Ghirelli & Javier J. Pérez & Daniel Santabárbara, 2025. "Inflation and growth forecast errors and the sacrifice ratio of monetary policy in the euro area," Working Papers 2516, Banco de España.
• Giuseppe Cascarino & Federica Ciocchetta & Stefano Pietrosanti & Ivan Quaglia, 2025. "Forecasting corporate default probabilities: a local logit approach for scenario analysis," Questioni di Economia e Finanza (Occasional Papers) 909, Bank of Italy, Economic Research and International Relations Area.
• Valentina Aprigliano & Francesco Corsello, 2025. "Underlying Composite Inflation (UCI): a novel indicator to track inflation developments," Questioni di Economia e Finanza (Occasional Papers) 928, Bank of Italy, Economic Research and International Relations Area.
• Inaki Aldasoro & Peter Hördahl & Andreas Schrimpf & Sonya Zhu, 2025. "Predicting financial market stress with machine learning," BIS Working Papers 1250, Bank for International Settlements.
• Alberto Americo & Douglas Kiarelly Godoy de Araujo & Johannes Damp & Sjur Nilsen & Daniel Rees & Rafael Schmidt & Christian Schmieder, 2025. "Inflation cycles: evidence from international data," BIS Working Papers 1264, Bank for International Settlements.
• Anton Ilichov, 2025. "Problems of the efficiency of the functioning of the market of passenger transportation services in the conditions of the stateof war: identification and ways of overcoming," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 1, pages 212-225.
• Elizaveta Volgina, 2025. "Forecasting Inflation Using News Indices," Russian Journal of Money and Finance, Bank of Russia, vol. 84(1), pages 26-59, March.
• Oleg Kryzhanovskiy & Anastasia Mogilat & Zhanna Shuvalova & Dmitry Gvozdev, 2025. "Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors," Russian Journal of Money and Finance, Bank of Russia, vol. 84(1), pages 93-104, March.
• Artur Silva Lopes, 2025. "Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 71(1), February.
  • Silva Lopes, Artur, 2024. "Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results," MPRA Paper 120143, University Library of Munich, Germany, revised Jun 2022.
• Yang, Zhang & Jianxiong Lin & Yihe Qian & Lianjie Shu, 2025. "Machine learning and financial inclusion: Evidence from credit risk assessment of small-business loans in China," Working Papers 202532, University of Macau, Faculty of Business Administration.
• Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025. "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series 25-E-2, Bank of Japan.
• Ichiro Fukunaga & Yui Kishaba & Nao Shibata & Shunichi Yoneyama, 2025. "Uncertainty in the Formation of Inflation Expectations in Japan: An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series 25-E-3, Bank of Japan.
• Klaus Adam & Pei Kuang & Shihan Xie, 2025. "Overconfidence in Private Information Explains Biases in Professional Forecasts," CRC TR 224 Discussion Paper Series crctr224_2025_617, University of Bonn and University of Mannheim, Germany.
• Orujov Samir & Elvira Victor & Poterie Audrey & Rajabov Farid & Septier Francois, 2025. "VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models," Journal of Time Series Econometrics, De Gruyter, vol. 17(1), pages 1-34.
• Mattera Raffaele, 2025. "Forecasting High-Dimensional Portfolios," Journal of Time Series Econometrics, De Gruyter, vol. 17(1), pages 35-67.
• Herculano Miguel C. & Jacob Punnoose, 2025. "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(1), pages 19-38.
  • Miguel Herculano & Punnoose Jacob, 2023. "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers 2023-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Gupta Rangan & Sun Xiaojin, 2025. "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(2), pages 235-246.
• Congressional Budget Office, 2025. "The Accuracy of CBO’s Budget Projections for Fiscal Year 2024," Reports 60885, Congressional Budget Office.
• Maximilian Langer & Joshua Hassib & Lars P. Feld & Daniel Nientiedt, 2025. "Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach," CESifo Working Paper Series 119333, CESifo.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025. "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series 25-04, Swiss Finance Institute.
• Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024. "Inflation, Attention and Expectations," Working Papers 24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
  • Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Inflation, Attention and Expectations," CIRANO Working Papers 2025s-01, CIRANO.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers 25-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised May 2025.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," CIRANO Working Papers 2025s-15, CIRANO.
• Sona Benecka, 2025. "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers 2025/2, Czech National Bank, Research and Statistics Department.
• Frantisek Brazdik & Karel Musil & Tomas Pokorny & Tomas Sestorad & Jaromir Tonner & Jan Zacek, 2025. "Upgrading the Czech National Bank's Core Forecasting Model g3+," Working Papers 2025/7, Czech National Bank, Research and Statistics Department.
• Rincón Briceño, Juan José, 2025. "Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning," Documentos CEDE 21388, Universidad de los Andes, Facultad de Economía, CEDE.
• Marco Guerzoni & Luigi Riso & Maria Grazia Zoia, 2025. "Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection," DISCE - Working Papers del Dipartimento di Politica Economica dipe0043, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Shirlee LICHTMAN-SADOT & Neta BNEHSHALOM-TIROSH & Eyal SHEINER, 2025. "Conflict, rockets, and birth outcomes: evidence from Israel's Operation Protective Edge," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 91(1), pages 119-145, March.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025. "Forecasting Dutch inflation using machine learning methods," Working Papers 828, DNB.
• Foroni, Claudia & Schroeder, Christofer, 2025. "Using corporate earnings calls to forecast euro area labour demand," Economic Bulletin Boxes, European Central Bank, vol. 2.
• De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan, 2024. "The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1530, University of Warwick, Department of Economics.
  • Petrella, Ivan & De Polis, Andrea & Melosi, Leonardo, 2025. "The taming of the skew: asymmetric inflation risk and monetary policy," Working Paper Series 3028, European Central Bank.
• Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025. "A new model to forecast energy inflation in the euro area," Working Paper Series 3062, European Central Bank.
• Adachi, Yusuke & Ogawa, Hikaru & Tsubuku, Masafumi, 2025. "Regional employment during recessions and recoveries in Japan: A data-driven approach," Journal of Asian Economics, Elsevier, vol. 98(C).
• Zanetti Chini, Emilio, 2025. "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 170(C).
• Bao, Te & Dai, Yun & Duffy, John, 2025. "Least squares learning? Evidence from the laboratory," Journal of Economic Dynamics and Control, Elsevier, vol. 172(C).
• Clements, Michael P. & Rich, Robert W. & Tracy, Joseph, 2025. "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
  • Michael Clements & Robert W. Rich & Joseph Tracy, 2024. "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Working Papers 24-19, Federal Reserve Bank of Cleveland.
• Falconio, Andrea & Manganelli, Simone, 2025. "Financial conditions, business cycle fluctuations and growth-at-risk," Journal of Economic Dynamics and Control, Elsevier, vol. 176(C).
• Lian, Zeng & Chen, Liang & Tan, Hongru, 2025. "How NAFTA affected U.S. vehicle emissions: Demand growth and usage patterns," Economic Modelling, Elsevier, vol. 143(C).
• Wang, Nianling & Wang, Qianchao & Li, Yong, 2025. "Estimation and forecast of carbon emission market volatility based on model averaging method," Economic Modelling, Elsevier, vol. 143(C).
• Qiu, Yue & Qu, Shaoguang & Shi, Zhentao & Xie, Tian, 2025. "Predicting cryptocurrency volatility: The power of model clustering," Economic Modelling, Elsevier, vol. 144(C).
• Kaustubh, Kaustubh & Ranjan, Abhishek, 2025. "A multi-factor GDP nowcast model for India," Economic Modelling, Elsevier, vol. 147(C).
• Gillmann, Niels & Okhrin, Ostap, 2025. "Adaptive local VAR for dynamic economic policy uncertainty spillover," Economic Modelling, Elsevier, vol. 148(C).
• Papenfuß, Patric & Schischke, Amelie & Rathgeber, Andreas, 2025. "Factors of predictive power for metal commodities," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025. "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  • Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025. "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers 202504, University of Barcelona, Research Institute of Applied Economics.
• Hu, Genhua & Ma, Xiaoqing & Zhu, Tingting, 2025. "Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
• Clements, Adam & Otero, Jesús, 2025. "Forecasting retail fuel prices with spatial interdependencies," Economics Letters, Elsevier, vol. 247(C).
• Younker, James, 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, vol. 247(C).
• Paap, Richard & Franses, Philip Hans, 2025. "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, vol. 247(C).
• Czellar, Veronika & Garcia, René & Le Grand, François, 2025. "Uncovering asset market participation from household consumption and income," Journal of Econometrics, Elsevier, vol. 248(C).
• Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua, 2025. "Multiplicative factor model for volatility," Journal of Econometrics, Elsevier, vol. 249(PB).
• Lin, Tzu-Chi & Liu, Chu-An, 2025. "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, vol. 249(PB).
• Tu, Yundong & Wang, Siwei, 2025. "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, vol. 249(PB).
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2025. "Bayesian neural networks for macroeconomic analysis," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022. "Bayesian Neural Networks for Macroeconomic Analysis," Papers 2211.04752, arXiv.org, revised Apr 2024.
  • Hauzenberger , Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2024. "Bayesian Neural Networks for Macroeconomic Analysis," CEPR Discussion Papers 19381, C.E.P.R. Discussion Papers.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers 18191, C.E.P.R. Discussion Papers.
  • Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
• Haghighi, Maryam & Joseph, Andreas & Kapetanios, George & Kurz, Christopher & Lenza, Michele & Marcucci, Juri, 2025. "Machine Learning for Economic Policy," Journal of Econometrics, Elsevier, vol. 249(PC).
• Ellington, Michael & Kalli, Maria, 2025. "Predictive distributions and the market return: The role of market illiquidity," European Journal of Operational Research, Elsevier, vol. 323(1), pages 309-322.
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025. "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, vol. 80(C).
• Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025. "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, vol. 81(C).
  • Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
• Agakishiev, Ilyas & Härdle, Wolfgang Karl & Kopa, Milos & Kozmik, Karel & Petukhina, Alla, 2025. "Multivariate probabilistic forecasting of electricity prices with trading applications," Energy Economics, Elsevier, vol. 141(C).
• Ellwanger, Reinhard, 2025. "The tail risk premium in the oil market," Energy Economics, Elsevier, vol. 141(C).
• Wang, Zhengzhong & Wei, Yunjie & Wang, Shouyang, 2025. "Forecasting the carbon price of China's national carbon market: A novel dynamic interval-valued framework," Energy Economics, Elsevier, vol. 141(C).
• Motegi, Kaiji & Hamori, Shigeyuki, 2025. "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, vol. 143(C).
• Forgetta, Anthony & Godin, Frédéric & Augustyniak, Maciej, 2025. "Distributional forecasting of electricity DART spreads with a covariate-dependent mixture model," Energy Economics, Elsevier, vol. 144(C).
• Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025. "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, vol. 147(C).
• Wu, Bangzheng, 2025. "The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis," Energy Economics, Elsevier, vol. 147(C).
• Yan, Lili & Kellard, Neil M. & Lambercy, Lyudmyla, 2025. "Multivariate range-based EGARCH models," International Review of Financial Analysis, Elsevier, vol. 100(C).
• Chen, Sihan & Ming, Lei & Yang, Haoxi & Yang, Shenggang, 2025. "Iterated Dynamic Model Averaging and application to inflation forecasting," International Review of Financial Analysis, Elsevier, vol. 102(C).
• Liu, Yanchen & Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025. "Asymmetric impacts of energy market-related uncertainty on clean energy stock volatility: The role of extreme shocks," International Review of Financial Analysis, Elsevier, vol. 103(C).
• Zhao, Dongshuai & Wang, Zhongli & Schweizer-Gamborino, Florian & Sornette, Didier, 2025. "Polytope Fraud Theory," International Review of Financial Analysis, Elsevier, vol. 97(C).
• Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025. "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, vol. 97(C).
• Hu, Nan & Yin, Xuebao & Yao, Yuhang, 2025. "A novel HAR-type realized volatility forecasting model using graph neural network," International Review of Financial Analysis, Elsevier, vol. 98(C).
• Blazsek, Szabolcs & Kong, Dejun & Shadoff, Samantha R., 2025. "Within-regime volatility dynamics for observable- and Markov-switching score-driven models," Finance Research Letters, Elsevier, vol. 73(C).
• Li, Sitong & Chen, Huangen & Chen, Gengxuan, 2025. "The US-China tension and fossil fuel energy price volatility relationship," Finance Research Letters, Elsevier, vol. 74(C).
• Hu, Wendi & Shao, Chujian & Zhang, Wenyu, 2025. "Predicting U.S. bank failures and stress testing with machine learning algorithms," Finance Research Letters, Elsevier, vol. 75(C).
• Liu, Zhenya & You, Rongyu & Zhan, Yaosong, 2025. "Modeling GDP with a continuous-time finance approach," Finance Research Letters, Elsevier, vol. 76(C).
• Ellwanger, Reinhard & Snudden, Stephen, 2025. "Putting VAR forecasts of the real price of crude oil to the test," Finance Research Letters, Elsevier, vol. 77(C).
• Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
• Wu, Bangzheng, 2025. "Sino-American relations and gold market volatility," Finance Research Letters, Elsevier, vol. 80(C).
• Chen, Ze & Li, Hong & Mao, Yu & Zhou, Kenneth Q., 2025. "Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era," Insurance: Mathematics and Economics, Elsevier, vol. 123(C).
• Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025. "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  • Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
• Feng, Guanhao & He, Xin & Wang, Yanchu & Wu, Chunchi, 2025. "Predicting individual corporate bond returns," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Amendola, Marco & Pereira, Marcelo C., 2025. "State-dependent impulse responses in agent-based models: A new methodology and an economic application," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
• Nutarelli, Federico & Edet, Samuel & Gnecco, Giorgio & Riccaboni, Massimo, 2025. "Predicting the technological complexity of global cities based on unsupervised and supervised machine learning methods," Journal of Economic Behavior & Organization, Elsevier, vol. 234(C).
• Jung, Hyeyoon & Engle, Robert F. & Berner, Richard, 2025. "CRISK: Measuring the climate risk exposure of the financial system," Journal of Financial Economics, Elsevier, vol. 171(C).
• Mertzanis, Charilaos & Kampouris, Ilias & Samitas, Aristeidis, 2025. "Climate change and U.S. Corporate bond market activity: A machine learning approach," Journal of International Money and Finance, Elsevier, vol. 151(C).
• Santos, Augusto Seabra & Almeida, Alexandre Nunes, 2025. "Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?," Journal of Commodity Markets, Elsevier, vol. 37(C).
• Shi, Qi, 2025. "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, vol. 77(C).
• Kampouris, Ilias & Mertzanis, Charilaos & Samitas, Aristeidis, 2025. "Natural disaster shocks and commodity market volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Ohikhuare, Obaika M. & Oyewole, Oluwatomisin J., 2025. "Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?," Research in Economics, Elsevier, vol. 79(2).
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025. "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, vol. 101(C).
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025. "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
• Dolaeva, Aishat & Beliaeva, Uliana & Grigoriev, Dmitry & Semenov, Alexander & Rysz, Maciej, 2025. "Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Kumar, Satish & Rao, Amar & Dhochak, Monika, 2025. "Hybrid ML models for volatility prediction in financial risk management," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
  • Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025. "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 75(C).
• Chen, Rui & Jiang, Haiqi & Guo, Tingyu & Fan, Chenyou, 2025. "Can Large Language Models forecast carbon price movements? Evidence from Chinese carbon markets," Research in International Business and Finance, Elsevier, vol. 77(PB).
• Papík, Mário & Papíková, Lenka, 2025. "The possibilities of using AutoML in bankruptcy prediction: Case of Slovakia," Technological Forecasting and Social Change, Elsevier, vol. 215(C).
• Thomas Persson, 2025. "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 68(2), pages 106-129.
• Weifeng Larry Liu & Warwick J. McKibbin, 2025. "Long-Term Projections of the World Economy," CAMA Working Papers 2025-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mohammad Mahabub Alam, 2025. "The Effects of Macroeconomic Shocks and Uncertainty on Bangladesh’s Fiscal Sustainability," CAMA Working Papers 2025-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025. "An information-theoretic asset pricing model," LSE Research Online Documents on Economics 126155, London School of Economics and Political Science, LSE Library.
• Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025. "HLOB–Information persistence and structure in limit order books," LSE Research Online Documents on Economics 126623, London School of Economics and Political Science, LSE Library.
• Koukorinis, Andreas & Peters, Gareth W. & Germano, Guido, 2025. "Generative-discriminative machine learning models for high-frequency financial regime classification," LSE Research Online Documents on Economics 128016, London School of Economics and Political Science, LSE Library.
• Pornpawee Supsermpol & Van Nam Huynh & Suttipong Thajchayapong & Nathridee Suppakitjarak & Navee Chiadamrong, 2025. "Predicting post-IPO financial performance: a hybrid approach using logistic regression and decision trees," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 32(1), pages 52-65, February.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Papers 2501.16069, arXiv.org, revised Jan 2025.
  • Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Working Papers 2025.04, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025. "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers 349169, Fondazione Eni Enrico Mattei (FEEM).
• Dobrislav Dobrev & Pawel J. Szerszen, 2025. "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series 2025-001, Board of Governors of the Federal Reserve System (U.S.).
• Robin Braun & George Kapetanios & Massimiliano Marcellino, 2025. "Nonparametric Time Varying IV-SVARs: Estimation and Inference," Finance and Economics Discussion Series 2025-004, Board of Governors of the Federal Reserve System (U.S.).
• Richard K. Crump & Nikolay Gospodinov, 2025. "How Uncertain Is the Estimated Probability of a Future Recession?," Liberty Street Economics 20250529, Federal Reserve Bank of New York.
• Hannah O’Keeffe & Katerina Petrova, 2025. "Component-Based Dynamic Factor Nowcast Model," Staff Reports 1152, Federal Reserve Bank of New York.
• Berlin, Mitchell & Byun, Sung Je & D'Erasmo, Pablo & Yu, Edison, 2024. "Measuring climate transition risk at the regional level with an application to community banks," European Economic Review, Elsevier, vol. 170(C).
  • Mitchell Berlin & SungJe Byun & Pablo D'Erasmo & Edison Yu, 2025. "Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks," Working Papers 25-11, Federal Reserve Bank of Philadelphia.
• Vera Barinova & Margarita Gvozdeva & Stepan Zemtsov & Poilov N, 2025. "The impact of sanctions on small technology companies in Russia," Published Papers ppaper-2025-1412, Gaidar Institute for Economic Policy, revised 2025.
• Said Magomedov & Dean Fantazzini, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, vol. 18(2), pages 1-20, January.
  • Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Shakhzod Abdullaevich Makhmudov, 2025. "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers 05-2025, Economics Section, The Graduate Institute of International Studies, revised 17 Feb 2025.
• Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025. "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers 2025-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Natsuki Arai & Shian Chang, 2025. "Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities," Working Papers 2025-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-19, February.
  • Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Post-Print hal-04885268, HAL.
• Ally Manengu Manengu, 2025. "Analysis Of The Non-Linear Effects Of The Volatile Exchange Rate On Inflation In The Democratic Republic Of Congo From 1970 To 2022 [Analyse Des Effets Non-Lineaires De La Volatilite Du Taux De Cha," Post-Print hal-05083768, HAL.
• Magaletti, Nicola & Notarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025. "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," MPRA Paper 124548, University Library of Munich, Germany.
  • Angelo Leogrande & Nicola Magaletti & Valeria Notarnicola & Mauro Di Molfetta & Stefano Mariani, 2025. "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," Working Papers hal-05043506, HAL.
• Enerstvedt, Vegard, 2025. "The Cost of Weather: Modeling Weather Delay in Bulk Shipping," Discussion Papers 2025/4, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2025. "Optimal risk sharing with translation invariant recursive utility for jump-diffusions," Discussion Papers 2025/5, Norwegian School of Economics, Department of Business and Management Science.
• Karlsson, Sune & Mazur, Stepan & Raftab, Mariya, 2025. "Identifying Useful Indicators for Nowcasting GDP in Sweden," Working Papers 2025:4, Örebro University, School of Business.
• NAKAJIMA, Jouchi, 2025. "Time-varying Local Projections with Stochastic Volatility," Discussion Paper Series 761, Institute of Economic Research, Hitotsubashi University.
• Kostiantyn Zatvornytskyi, 2025. "The Role of Financial Forecasting in the Formation of Optimal Loan Portfolios of Ukrainian Banks," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 40-48, March.
• Afees A. Salisu & Dinci J. Penzin & Yinka S. Hammed, 2025. "Health Crisis And Currency Risk: Fresh Evidence From New Data Sets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 28(1), pages 1-14, April.
• Roshen Fernando & Warwick J. McKibbin, 2025. "Global economic impacts of antimicrobial resistance," Working Paper Series WP25-12, Peterson Institute for International Economics.
• Mateo Ljubisic, 2025. "Guiding through uncertainty: nowcasting the GDP of Croatia," Public Sector Economics, Institute of Public Finance, vol. 49(2), pages 185-211.
• Budría, Santiago & Fermé, Eduardo & Freitas, Diogo Nuno, 2025. "Toward Proactive Policy Design: Identifying 'To-Be' Energy-Poor Households Using Shap for Early Intervention," IZA Discussion Papers 17669, Institute of Labor Economics (IZA).
• Fei Su & Feifan Wang & Yahua Xu, 2025. "Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 237-266, March.
• João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1169-1189, March.
  • Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
• Emile du Plessis, 2025. "Can Text-Based Statistical Models Reveal Impending Banking Crises?," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1265-1298, March.
• Havisha Jahajeeah & Aslam A. E. F. Saib, 2025. "Greymodels: A Shiny Package for Grey Forecasting Models in R," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1549-1565, March.
• Xiaoxiao Liu & Wei Wang, 2025. "Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory," Computational Economics, Springer;Society for Computational Economics, vol. 65(4), pages 2057-2080, April.
• C. Flores Komatsu & L. A. Gil-Alana, 2025. "Analyzing Stationarity in World Coffee Prices," Computational Economics, Springer;Society for Computational Economics, vol. 65(4), pages 2115-2131, April.
• Sang-Heon Lee, 2025. "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2965-2990, May.
• Özge Çamalan & Esra Hasdemir & Tolga Omay & Mustafa Can Küçüker, 2025. "Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3111-3159, June.
• Minh Vo, 2025. "Measuring and Forecasting Stock Market Volatilities with High-Frequency Data," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3503-3544, June.
• Dalia Atif, 2025. "Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3447-3473, June.
• Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-19, February.
  • Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Post-Print hal-04885268, HAL.
• Nicolas Yol, 2025. "How a French corporate tax reform raised wages: evidence from an innovative method," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 32(2), pages 387-428, April.
• Daisuke Murakami & Mami Kajita & Seiji Kajita, 2025. "Spatial process-based transfer learning for prediction problems," Journal of Geographical Systems, Springer, vol. 27(1), pages 147-166, January.
• Ging-Ginq Pan & Yung-Ming Shiu & Tu-Cheng Wu, 2025. "Time-varying predictability of TAIEX volatility," Review of Derivatives Research, Springer, vol. 28(2), pages 1-28, August.

2024

• Kim, Sunjin & Park, Daehyeon & Ryu, Doojin, 2024. "Potential sanctions on the Northeast Asia supergrid: A network theory perspective," Energy, Elsevier, vol. 302(C).
• Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024. "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, vol. 307(C).
• He, Mengxi & Zhang, Zhikai & Zhang, Yaojie, 2024. "Forecasting crude oil prices with global ocean temperatures," Energy, Elsevier, vol. 311(C).
• Hong, Yun & Yao, Youfu, 2024. "Can comment letters impact excess perks? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024. "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Bouazizi, Tarek & Guesmi, Khaled & Galariotis, Emilios & Vigne, Samuel A., 2024. "Crude oil prices in times of crisis: The role of Covid-19 and historical events," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Teng, Huei-Wen & Kang, Ming-Hsuan & Lee, I-Han & Bai, Le-Chi, 2024. "Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Wang, Yuejing & Ye, Wuyi & Jiang, Ying & Liu, Xiaoquan, 2024. "Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model," International Review of Financial Analysis, Elsevier, vol. 92(C).
• Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024. "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, vol. 92(C).
• Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2024. "Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Heger, Julia & Min, Aleksey & Zagst, Rudi, 2024. "Analyzing credit spread changes using explainable artificial intelligence," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Huang, Yujun, 2024. "Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024. "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Moffo, Ahmadou Mustapha Fonton, 2024. "A machine learning approach in stress testing US bank holding companies," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Ben Hamida, Amal & de Peretti, Christian & Belkacem, Lotfi, 2024. "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Yang, Ni & Fernandez-Perez, Adrian & Indriawan, Ivan, 2024. "Spillover between investor sentiment and volatility: The role of social media," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Zhang, Xiaoyun & Guo, Qiang, 2024. "How useful are energy-related uncertainty for oil price volatility forecasting?," Finance Research Letters, Elsevier, vol. 60(C).
• Baruník, Jozef & Hanus, Luboš, 2024. "Fan charts in era of big data and learning," Finance Research Letters, Elsevier, vol. 61(C).
• Liu, Dinggao & Chen, Kaijie & Cai, Yi & Tang, Zhenpeng, 2024. "Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach," Finance Research Letters, Elsevier, vol. 61(C).
• Tang, Wenjin & Bu, Hui & Zuo, Yuan & Wu, Junjie, 2024. "Unlocking the power of the topic content in news headlines: BERTopic for predicting Chinese corporate bond defaults," Finance Research Letters, Elsevier, vol. 62(PA).
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
• Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024. "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, vol. 62(PB).
• Ma, Feng & Lyu, Zhichong & Li, Haibo, 2024. "Can ChatGPT predict Chinese equity premiums?," Finance Research Letters, Elsevier, vol. 65(C).
• Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024. "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, vol. 67(PA).
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
  • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
• Göncü, Ahmet & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2024. "Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction," Finance Research Letters, Elsevier, vol. 67(PB).
• Nguyen, Hien Thi & Nguyen, Hoang & Tran, Minh-Ngoc, 2024. "Deep learning enhanced volatility modeling with covariates," Finance Research Letters, Elsevier, vol. 69(PB).
• Liu, Wei-han & Xu, Xingfu, 2024. "Forecasting crude oil price: A deep forest ensemble approach," Finance Research Letters, Elsevier, vol. 69(PB).
• Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024. "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, vol. 69(PB).
  • Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024. "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers 202435, University of Pretoria, Department of Economics.
• Wang, Qi & Zhang, Li, 2024. "Are natural resource volatility curses or blessings for economic performance? Stories of resource-rich regions," Finance Research Letters, Elsevier, vol. 69(PB).
• Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
  • Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
  • Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
• Biswas, Rita & Loungani, Prakash & Liang, Zhongwen & Michaelides, Michael, 2024. "Linkages between financial and macroeconomic indicators in emerging markets and developing economies," Global Finance Journal, Elsevier, vol. 62(C).
• Steinmetz, Julia & Jentsch, Carsten, 2024. "Bootstrap consistency for the Mack bootstrap," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 83-121.
• Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024. "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  • Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
• Huang, Zih-Chun & Sangiorgi, Ivan & Urquhart, Andrew, 2024. "Forecasting Bitcoin volatility using machine learning techniques," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
• Alexandridis, Antonios K. & Panopoulou, Ekaterini & Souropanis, Ioannis, 2024. "Forecasting exchange rate volatility: An amalgamation approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
• Iseringhausen, Martin, 2024. "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
  • Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024. "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
  • Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024. "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
  • George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
  • Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
• Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
  • Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024. "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1002-1021.
  • Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
  • Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org, revised Oct 2023.
• Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024. "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
  • Joseph, Andreas & Kalamara, Eleni & Kapetanios, George & Potjagailo, Galina & Chakraborty, Chiranjit, 2021. "Forecasting UK inflation bottom up," Bank of England working papers 915, Bank of England, revised 27 Sep 2022.
• Berrisch, Jonathan & Ziel, Florian, 2024. "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1568-1586.
• Gibbs, Christopher G. & Vasnev, Andrey L., 2024. "Conditionally optimal weights and forward-looking approaches to combining forecasts," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1734-1751.
  • Christopher G. Gibbs & Andrey L. Vasnev, 2017. "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers 2017-10, School of Economics, The University of New South Wales.
• Fritzsch, Simon & Timphus, Maike & Weiß, Gregor, 2024. "Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?," Journal of Banking & Finance, Elsevier, vol. 158(C).
• Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024. "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, vol. 161(C).
• Cao, Cong, 2024. "How to better predict the effect of urban traffic and weather on air pollution? Norwegian evidence from machine learning approaches," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 544-569.
• Zhang, Li & Liang, Chao & Huynh, Luu Duc Toan & Wang, Lu & Damette, Olivier, 2024. "Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies," Journal of Economic Behavior & Organization, Elsevier, vol. 223(C), pages 168-184.
• Clements, Michael P., 2024. "Survey expectations and adjustments for multiple testing," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 338-354.
• Qiu, Yajie & Deschamps, Bruno & Liu, Xiaoquan, 2024. "Uncertainty and macroeconomic forecasts: Evidence from survey data," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 463-480.
• Xiao, Wei, 2024. "Initial anchors and limited information in learning-to-forecast experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 225(C), pages 192-227.
• Chen, Heng & Li, Xu & Pei, Guangyu & Xin, Qian, 2024. "Heterogeneous overreaction in expectation formation: Evidence and theory," Journal of Economic Theory, Elsevier, vol. 218(C).
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2024. "The out-of-sample performance of carry trades," Journal of International Money and Finance, Elsevier, vol. 143(C).
  • Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020. "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers 15052, C.E.P.R. Discussion Papers.
• Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2024. "A short term credibility index for central banks under inflation targeting: An application to Brazil," Journal of International Money and Finance, Elsevier, vol. 143(C).
  • Alain Hecq & Joao Issler & Elisa Voisin, 2022. "A short term credibility index for central banks under inflation targeting: an application to Brazil," Papers 2205.00924, arXiv.org, revised Jul 2022.
• Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024. "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, vol. 143(C).
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024. "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, vol. 33(C).
• Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024. "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, vol. 34(C).
• Ma, Tian & Li, Ganghui & Zhang, Huajing, 2024. "Stock return predictability using economic narrative: Evidence from energy sectors," Journal of Commodity Markets, Elsevier, vol. 35(C).
• Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024. "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, vol. 36(C).
• Cavicchioli, Maddalena, 2024. "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
• Alves, Renan Santos & Palma, Andreza A., 2024. "The effectiveness of fiscal policy in Brazil through the MIDAS Lens," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 113-128.
• Sen, Abhibasu & Dutta Choudhury, Karabi, 2024. "Forecasting the Crude Oil prices for last four decades using deep learning approach," Resources Policy, Elsevier, vol. 88(C).
• Simionescu, Mihaela & Cifuentes-Faura, Javier, 2024. "The digital economy and energy poverty in Central and Eastern Europe," Utilities Policy, Elsevier, vol. 91(C).
• Bolivar, Osmar, 2024. "GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(3).
• Durand, Luigi & Fornero, Jorge Alberto, 2024. "Estimating the output gap in times of COVID-19," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(4).
• Han, Zhao, 2024. "Asymmetric information and misaligned inflation expectations," Journal of Monetary Economics, Elsevier, vol. 143(C).
• Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
  • Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
• López-Salido, David & Loria, Francesca, 2024. "Inflation at risk," Journal of Monetary Economics, Elsevier, vol. 145(S).
• Tong, Bin & Diao, Xundi & Li, Xiaoping, 2024. "Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2024. "Extrapolation and option-implied kurtosis in volatility forecasting," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Lu, Yao & Zhao, Zhihui & Tian, Yuan & Zhan, Minghua, 2024. "How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
• Huynh, Tran & Uebelmesser, Silke, 2024. "Early warning models for systemic banking crises: Can political indicators improve prediction?," European Journal of Political Economy, Elsevier, vol. 81(C).
  • Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
• Christensen, Peter & Francisco, Paul & Myers, Erica & Shao, Hansen & Souza, Mateus, 2024. "Energy efficiency can deliver for climate policy: Evidence from machine learning-based targeting," Journal of Public Economics, Elsevier, vol. 234(C).
  • Peter Christensen & Paul Francisco & Erica Myers & Hansen Shao & Mateus Souza, 2022. "Energy Efficiency Can Deliver for Climate Policy: Evidence from Machine Learning-Based Targeting," NBER Working Papers 30467, National Bureau of Economic Research, Inc.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024. "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
  • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
• Wang, Lu & Wang, Xing & Liang, Chao, 2024. "Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
• du Plessis, Emile, 2024. "Reading between the lines: Quantitative text analysis of banking crises," Research in Economics, Elsevier, vol. 78(4).
• Mati, Sagiru & Baita, Abubakar Jamilu & Ismael, Goran Yousif & Abdullahi, Salisu Garba & Samour, Ahmed & Ozsahin, Dilber Uzun, 2024. "Enhancing CO2 emissions prediction in Africa: A novel approach integrating enviroeconomic factors and nature-inspired neural network in the presence of unit root," Renewable Energy, Elsevier, vol. 237(PA).
• Westphal, Igor, 2024. "The effects of reducing renewable power intermittency through portfolio diversification," Renewable and Sustainable Energy Reviews, Elsevier, vol. 197(C).
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
  • Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Guo, Yanfeng & Zhao, Huanyu, 2024. "Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 446-457.
• Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024. "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 597-611.
• Li, Xiaodan & Gong, Xue & Ge, Futing & Huang, Jingjing, 2024. "Forecasting stock volatility using pseudo-out-of-sample information," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 123-135.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024. "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 673-711.
• Peng, Lijuan & Liang, Chao & Yang, Baoying & Wang, Lu, 2024. "Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, vol. 94(C).
• Patra, Saswat, 2024. "An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting," International Review of Economics & Finance, Elsevier, vol. 94(C).
• He, Mengxi & Wen, Danyan & Xing, Lu & Zhang, Yaojie, 2024. "Industry volatility concentration and the predictability of aggregate stock market volatility," International Review of Economics & Finance, Elsevier, vol. 95(C).
• Zhang, Xincheng & Wu, Shaojiang, 2024. "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, vol. 96(PB).
• Semenov, Andrei, 2024. "Overreaction and underreaction to new information and the directional forecast of exchange rates," International Review of Economics & Finance, Elsevier, vol. 96(PC).
• Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024. "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, vol. 67(PA).
• Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024. "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, vol. 69(C).
• Lohmann, Christian & Ohliger, Thorsten, 2024. "Predicting the cure of a defaulted company: Nonlinear relationships between loan-related variables and the cure probability," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
• Belhadj, Besma, 2024. "Fuzzy multiple regressions for Cross-Section and Panel data," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
• Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
• Battiston, Pietro & Gamba, Simona & Santoro, Alessandro, 2024. "Machine learning and the optimization of prediction-based policies," Technological Forecasting and Social Change, Elsevier, vol. 199(C).
• Ghosh, Indranil & Jana, Rabin K., 2024. "Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
• Zhang, Xincheng, 2024. "Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
• Saâdaoui, Foued & Rabbouch, Hana, 2024. "Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions," Technological Forecasting and Social Change, Elsevier, vol. 206(C).
• Lamperti, Fabio, 2024. "Unlocking machine learning for social sciences: The case for identifying Industry 4.0 adoption across business restructuring events," Technological Forecasting and Social Change, Elsevier, vol. 207(C).
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2024. "Quantifying Qualitative Survey Data with Panel Data Structure," CESifo Working Paper Series 11013, CESifo.
  • Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2024. "Quantifying Qualitative Survey Data with Panel Data Structure," CAMA Working Papers 2024-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Agarwala, Matthew & Burke, Matt & Doherty-Bigara, Jennifer & Klusak, Patrycja & Mohaddes, Kamiar, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," IDB Publications (Working Papers) 13478, Inter-American Development Bank.
  • Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Cambridge Working Papers in Economics 2420, Faculty of Economics, University of Cambridge.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Janeway Institute Working Papers 2414, Faculty of Economics, University of Cambridge.
• Roshen Fernando, 2024. "Global Economic Impacts of Physical Climate Risks on Agriculture and Energy," CAMA Working Papers 2024-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Roshen Fernando, 2024. "Impact of Physical Climate Risks on Financial Assets," CAMA Working Papers 2024-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Fernando, Roshen & Mckibbin, Warwick, 2024. "Global Economic Impacts of Antimicrobial Resistance," CEPR Discussion Papers 19138, C.E.P.R. Discussion Papers.
  • Roshen Fernando & Warwick McKibbin, 2024. "Global Economic Impacts of Antimicrobial Resistance," CAMA Working Papers 2024-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner, 2024. "Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form," CAMA Working Papers 2024-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Janeway Institute Working Papers 2430, Faculty of Economics, University of Cambridge.
  • Matt Burke & Matthew Agarwala & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," CAMA Working Papers 2024-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2470, Faculty of Economics, University of Cambridge.
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
• Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2322-2340, September.
  • Kumar, Utkarsh & Ahmad, Wasim & Uddin, Gazi Salah, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," LSE Research Online Documents on Economics 122816, London School of Economics and Political Science, LSE Library.
• Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus," Journal of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 2395114-239, December.
  • Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics 125580, London School of Economics and Political Science, LSE Library.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 5, pages 90-125, Edward Elgar Publishing.
  • Marcellino, Massimiliano & Pfarrhofer, Michael, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers 18970, C.E.P.R. Discussion Papers.
  • Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024. "Lessons from nowcasting GDP across the world," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217, Edward Elgar Publishing.
  • Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
• Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt, 2024. "Improving Predictions of Technical Inefficiency," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 309-328, Emerald Group Publishing Limited.
• Kwame Asiam Addey & John Baptist D. Jatoe, 2024. "Implications of crop yield distributions for multiperil crop insurance rating in Ghana: a lasso model application," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 84(2/3), pages 246-265, August.
• Siddhartha S. Bora & Ani L. Katchova, 2024. "Multi-step commodity forecasts using deep learning," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 84(4/5), pages 269-296, September.
• Bingzi Jin & Xiaojie Xu, 2024. "Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 9(1), pages 64-82, December.
• Ehsanul Hassan & Muhammad Awais-E-Yazdan & Ramona Birau & Peter Wanke & Yong Aaron Tan, 2024. "Predicting financial distress in non-financial sector of Pakistan using PCA and logit," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(3), pages 485-508, June.
• Vighneswara Swamy & Vijayakumar Narayanamurthy, 2024. "Are private banks more sensitive to changes in reserve requirements? Evidence from an emerging market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 30(59), pages 79-115, December.
• Souhir Amri Amamou & Mouna Ben Daoud & Saoussen Aguir Bargaoui, 2024. "Green bonds forecasting: evidence from pre-crisis, Covid-19 and Russian–Ukrainian crisis frameworks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(1), pages 179-193, June.
• Dinci J. Penzin & Kazeem O. Isah & Afees A. Salisu, 2024. "Climate change-stock return volatility nexus in advanced economies: the role of technology shocks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(1), pages 119-135, May.
• Luan Thanh Le & Trang Xuan-Thi-Thu, 2024. "Discovering supply chain operation towards sustainability using machine learning and DES techniques: a case study in Vietnam seafood," Maritime Business Review, Emerald Group Publishing Limited, vol. 9(3), pages 243-262, July.
• A. Szepeluk & D. Tomczyszyn & A. Cyburt, 2024. "Application of Technical Analysis Stochastic Oscillator for Early Detection of Epidemiological Changes Based on Covid-19 Data in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 1069-1082.
• Oksana Kiforenko & Iwona Szczepaniak, 2024. "The War’s Impact on Ukraine’s Agricultural Production – Projections Vs. Real Data," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 241-269.
• Bartosz Przysucha & Piotr Bednarczuk & Wlodzimierz Martyniuk & Ewa Golec & Michal Jasienski & Damian Pliszczuk, 2024. "Monte Carlo Simulation as a Demand Forecasting Tool," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 103-113.
• Pawel Rymarczyk & Cezary Figura & Lukasz Wojciechowski & Kamila Cwik & Piotr Stalinski, 2024. "Evaluating the Effectiveness of Advertising Campaigns in the Fast-Food Industry Using an Analytical Engine," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 126-136.
• Pawel Olszewski & Leszek Gil & Natalia Rak & Tomasz Wolowiec & Michal Jasienski, 2024. "Construction of Regression Models Predicting Lead Times and Classification Models," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 179-189.
• Krzysztof Krol & Pawel Kaleta & Dariusz Kasperek & Sylwia Skrzypek-Ahmed & Emanuel Jozefacki & Agnieszka Chmielowska-Marmucka, 2024. "Analysis System for Logistics and Production Processes: A Methodological Approach to Signal Analysis for Forecasting," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 59-71.
• Tomasz Smutek & Jan Sikora & Sylwester Bogacki & Marek Rutkowski & Dariusz Wozniak, 2024. "Use of Autoencoder and One-Hot Encoding for Customer Segmentation," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 72-82.
• Boris Fisera & Filip Ostrihon, 2024. "Constructing Prediction Regions for Exchange Rate Path Forecasts: The Potential of Calibration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(4), pages 432-472, October.
• Jiri Kukacka & Erik Zila, 2024. "Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model," Working Papers IES 2024/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2024.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16, Federal Reserve Bank of Atlanta.
  • Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Edward S. Knotek & Saeed Zaman, 2024. "Nowcasting Inflation," Working Papers 24-06, Federal Reserve Bank of Cleveland.
• Hajdini, Ina & Kurmann, Andre, 2022. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," School of Economics Working Paper Series 2022-5, LeBow College of Business, Drexel University.
  • Ina Hajdini & Andre Kurmann, 2024. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," Working Papers 24-08, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  • Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
• Clements, Michael P. & Rich, Robert W. & Tracy, Joseph, 2025. "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
  • Michael Clements & Robert W. Rich & Joseph Tracy, 2024. "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Working Papers 24-19, Federal Reserve Bank of Cleveland.
• Kurt Graden Lunsford & Kenneth D. West, 2024. "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," Working Papers 24-20, Federal Reserve Bank of Cleveland.
• Hana Braitsch & James Mitchell & Taylor Shiroff, 2024. "Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation," Working Papers 24-25, Federal Reserve Bank of Cleveland.
• Jesus Cañas & Aparna Jayashankar & Emily Kerr & Diego Morales-Burnett, 2024. "Texas Manufacturing Outlook Survey: Survey Methodology, Performance and Forecast Accuracy," Working Papers 2402, Federal Reserve Bank of Dallas.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024. "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series 2024-100, Board of Governors of the Federal Reserve System (U.S.).
• Miguel Faria-e-Castro & Fernando Leibovici, 2024. "Artificial Intelligence and Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 106(12), pages 1-14, November.
  • Miguel Faria-e-Castro & Fernando Leibovici, 2023. "Artificial Intelligence and Inflation Forecasts," Working Papers 2023-015, Federal Reserve Bank of St. Louis, revised 26 Feb 2024.
• Sergey V. Arzhenovskiy, 2024. "Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 31-44, February.
• Vera Barinova & Margarita Gvozdeva & Stepan Zemtsov, 2024. "Small and medium-sized enterprises in Russia in the context of sanctions," Published Papers ppaper-2024-1330, Gaidar Institute for Economic Policy, revised 2024.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
  • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
• Prodosh Eugene Simlai, 2024. "Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method," JRFM, MDPI, vol. 17(5), pages 1-9, May.
• Dean Fantazzini, 2024. "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, vol. 17(6), pages 1-44, June.
  • Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
• Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, vol. 12(18), pages 1-26, September.
  • Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
• Muhammad Akmal Farouqi & Gigih Fitrianto, 2024. "Systemic Effects on Intersectoral Linkages: Framework and Analysis," Gadjah Mada Economics Working Paper Series 202403001, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada.
• Matias Quiroz & Laleh Tafakori & Hans Manner, 2024. "Forecasting Realized Covariances Using HAR-Type Models," Graz Economics Papers 2024-20, University of Graz, Department of Economics.
• Tobias Eibinger & Karl W. Steininger & Hans Manner, 2024. "The Development of Austrian Greenhouse Gas Emissions since 2021," Graz Economics Papers 2024-23, University of Graz, Department of Economics.
• Gary Cornwall & Marina Gindelsky, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024. "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, vol. 241(2).
  • Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024. "Extreme expectile estimation for short-tailed data," Post-Print hal-04672516, HAL.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024. "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  • Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024. "Forecasting realized volatility: Does anything beat linear models?," Post-Print hal-04835657, HAL.
• Jannik Kreye & Philipp Sibbertsen, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers 2409.07087, arXiv.org.
  • Kreye, Tom Jannik & Sibbertsen, Philipp, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP) dp-729, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Tea Šestanović, 2024. "A Comprehensive Approach To Bitcoin Forecasting Using Neural Networks," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 75(1), pages 62-85.
• Sheybanivaziri, Samaneh & Le Dréau, Jérôme & Kazmi, Hussain, 2024. "Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead," Discussion Papers 2024/1, Norwegian School of Economics, Department of Business and Management Science.
• Narum, Benjamin S. & Berentsen, Geir D., 2024. "Joint Forecasting of Salmon Lice and Treatment Interventions in Aquaculture Operations," Discussion Papers 2024/7, Norwegian School of Economics, Department of Business and Management Science.
• Shchestyuk, Nataliya & Tyshchenkob, Sergii, 2024. "Subdiffusive option price model with Inverse Gaussian subordinator," Working Papers 2024:1, Örebro University, School of Business.
• Pettersson, Nicklas & Kelemen, Katalin, 2024. "Yet another case of Nordic exceptionalism?: A quantitative approach to an intra-Nordic and an international comparison of supreme courts’ constitutional reasoning," Working Papers 2024:7, Örebro University, School of Business.
• Kim Karlsson, Hyunjoo & Li, Yushu, 2024. "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics 10/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
• HARA, Naoko & YAMAMOTO, Yohei, 2024. "Testing and Quantifying Economic Resilience," Discussion paper series HIAS-E-142, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Alison W. Baulos & Jorge Luis García & James J. Heckman, 2024. "Perry Preschool at 50: What Lessons Should Be Drawn and Which Criticisms Ignored?," NBER Working Papers 32972, National Bureau of Economic Research, Inc.
  • Alison Baulos & Jorge Luis Garcia & James J. Heckman, 2024. "Perry Preschool at 50: What Lessons Should Be Drawn and Which Criticisms Ignored?," Working Papers 2024-019, Human Capital and Economic Opportunity Working Group.
• J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2024. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," IAB-Discussion Paper 202403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Gerard J. van den Berg & Max Kunaschk & Julia Lang & Gesine Stephan & Arne Uhlendorf, 2023. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," Working Papers 2023-09, Center for Research in Economics and Statistics.
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers," IZA Discussion Papers 16426, Institute of Labor Economics (IZA).
• Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Agarwala, Matthew & Burke, Matt & Doherty-Bigara, Jennifer & Klusak, Patrycja & Mohaddes, Kamiar, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," IDB Publications (Working Papers) 13478, Inter-American Development Bank.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Cambridge Working Papers in Economics 2420, Faculty of Economics, University of Cambridge.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Janeway Institute Working Papers 2414, Faculty of Economics, University of Cambridge.
• Benítez, Miguel & Parrado, Eric, 2024. "Mirror, Mirror on the Wall: Which Jobs Will AI Replace After All?: A New Index of Occupational Exposure," IDB Publications (Working Papers) 13696, Inter-American Development Bank.
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024. "Reinvigorating Gva Nowcasting In The Postpandemic Period: A Case Study For India," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 95-130, February.
• Gabriel, Stefan & Kunst, Robert M., 2024. "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series 52, Institute for Advanced Studies.
• Cullen S. Hendrix, 2024. "The El Nino Southern Oscillation and Geopolitical Risk," Working Paper Series WP24-14, Peterson Institute for International Economics.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 237-290, April.
  • Mahir Binici & Samuele Centorrino & Mr. Serhan Cevik & Gyowon Gwon, 2022. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," IMF Working Papers 2022/241, International Monetary Fund.
• Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Ferdinand Fichtner & Heike Joebges, 2024. "Stock market returns and GDP growth," IMK Studies 90-2024, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024. "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers 202402, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025. "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers 202504, University of Barcelona, Research Institute of Applied Economics.
• Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024. "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," GLO Discussion Paper Series 1384, Global Labor Organization (GLO).
  • Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024. "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," IZA Discussion Papers 16764, Institute of Labor Economics (IZA).
• Davide Fiaschi & Cristina Tealdi, 2024. "Let's roll back! The challenging task of regulating temporary contracts," Papers 2401.17971, arXiv.org.
  • Fiaschi, Davide & Tealdi, Cristina, 2024. "Let's Roll Back! The Challenging Task of Regulating Temporary Contracts," IZA Discussion Papers 16777, Institute of Labor Economics (IZA).
• Kumar, Pradeep & Nicodemo, Catia & Oreffice, Sonia & Quintana-Domeque, Climent, 2024. "Machine Learning and Multiple Abortions," IZA Discussion Papers 17046, Institute of Labor Economics (IZA).
• Hyee, Raphaela & Immervoll, Herwig & Fernandez, Rodrigo & Lee, Jongmi & Handscomb, Karl, 2024. "How Reliable Are Social Safety Nets in Situations of Acute Economic Need? Extended Estimates for 14 OECD Countries," IZA Discussion Papers 17477, Institute of Labor Economics (IZA).
• TORI Athina & GJECI Ardit & KUFO Andromahi, 2024. "Emerging from the Storm: Forecasting Bank Loan Quality in the Aftermath of COVID-19," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024. "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202410, University of Kansas, Department of Economics.
• Zongwu Cai & Gunawan & Yuying Sun, 2024. "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202412, University of Kansas, Department of Economics, revised Sep 2024.
• Peter J. Zeitsch, 2024. "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 159-192, January.
• Dibyendu Maiti & Naveen Kumar & Debajit Jha & Soumyadipta Sarkar, 2024. "Post-COVID Recovery and Long-Run Forecasting of Indian GDP with Factor-Augmented Error Correction Model (FECM)," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1095-1120, March.
• Pierre Rostan & Alexandra Rostan & John Wall, 2024. "Measuring the Resilience to the Covid-19 Pandemic of Eurozone Economies with Their 2050 Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1137-1157, March.
• Helong Li & Guanglong Xu & Qin Huang & Rubin Ruan & Weiguo Zhang, 2024. "COVID-19 Impact on Stock Markets: A Multiscale Event Analysis Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1191-1212, March.
• Yamin Ahmad & Adam Check & Ming Chien Lo, 2024. "Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2139-2173, June.
• Efstathios Polyzos & Costas Siriopoulos, 2024. "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 225-262, July.
• Aparna Gupta & Vipula Rawte & Mohammed J. Zaki, 2024. "Predicting Firm Financial Performance from SEC Filing Changes Using Automatically Generated Dictionary," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 307-334, July.
• Rebecca Westphal & Didier Sornette, 2024. "How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1315-1356, September.
• Maolin Cheng & Bin Liu, 2024. "Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2385-2412, October.
• Shun Chen & Lingling Guo & Lei Ge, 2024. "Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2853-2878, November.
• Aykut Ekinci & Safa Sen, 2024. "Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3161-3179, December.
• Jie Cheng, 2024. "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3617-3643, December.
• Andrea Baldin & Trine Bille & Raghava Rao Mukkamala & Ravi Vatrapu, 2024. "The impact of social media activities on theater demand," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 48(2), pages 199-220, June.
• Batuhan Kilic & Onur Can Bayrak & Fatih Gülgen & Mert Gurturk & Perihan Abay, 2024. "Unveiling the impact of machine learning algorithms on the quality of online geocoding services: a case study using COVID-19 data," Journal of Geographical Systems, Springer, vol. 26(4), pages 601-622, October.
• Michael Allan Ribers & Hannes Ullrich, 2024. "Complementarities between algorithmic and human decision-making: The case of antibiotic prescribing," Quantitative Marketing and Economics (QME), Springer, vol. 22(4), pages 445-483, December.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2024. "Can we trust machine learning to predict the credit risk of small businesses?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 925-954, October.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024. "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 979-1006, October.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
  • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
• Csizmadia, Péter & Kosztyán, Zsolt Tibor & Fehérvölgyi, Beáta & Hausz, Frigyes, 2024. "Intézményi koncentráció és az innovációs hálózatok vizsgálata [Institutional concentration and innovation networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1351-1380.
• Chin Kuo-Hsuan & Lau Chi Ho, 2024. "Inflation Forecast Combination: Evidence from Taiwan," Review of Economics, De Gruyter, vol. 75(3), pages 215-231.
• Bachmann Ronald & Boockmann Bernhard & Vonnahme Christina & Wiemann Jan Simon, 2024. "Internationale Dateninnovationen: Potenziale für die deutsche Arbeitsmarkt- und Sozialpolitik," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 73(1), pages 1-23, May.
• João Amador & Paulo Barbosa & João Cortes, 2024. "Distance to Export: A Machine Learning Approach with Portuguese Firms," Working Papers w202420, Banco de Portugal, Economics and Research Department.
  • Paulo Barbosa & João Cortes & João Amador, 2024. "Distance to Export: A Machine Learning Approach with Portuguese Firms," GEE Papers 182, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Jul 2024.
• David Cronin & Niall McInerney, 2024. "Institutional Quality and Official Budgetary Forecast Performance in EU Member States," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 80(2), pages 165-192.
• Caravaggio, Nicola & Resce, Giuliano & Idola Francesca, Spanò, 2024. "Is Local Taxation Predictable? A Machine Learning Approach," Economics & Statistics Discussion Papers esdp24098, University of Molise, Department of Economics.
• Tomasz Piotr Kostyra, 2024. "Forecasting the yield curve for Poland with the PCA and machine learning," Bank i Kredyt, Narodowy Bank Polski, vol. 55(4), pages 459-478.
• Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," Papers 2403.11016, arXiv.org, revised Apr 2025.
  • Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," NBER Working Papers 32269, National Bureau of Economic Research, Inc.
• Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano, 2024. "Risky Oil: It's All in the Tails," CEPR Discussion Papers 19129, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
• Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024. "Filtering with Limited Information," CEPR Discussion Papers 19270, C.E.P.R. Discussion Papers.
• Alison Baulos & Jorge Luis Garcia & James J. Heckman, 2024. "Perry Preschool at 50: What Lessons Should Be Drawn and Which Criticisms Ignored?," Working Papers 2024-019, Human Capital and Economic Opportunity Working Group.
  • Alison W. Baulos & Jorge Luis García & James J. Heckman, 2024. "Perry Preschool at 50: What Lessons Should Be Drawn and Which Criticisms Ignored?," NBER Working Papers 32972, National Bureau of Economic Research, Inc.
• Richard Calvo & Vincent Pons & Jesse M. Shapiro, 2024. "Pitfalls of Demographic Forecasts of US Elections," NBER Working Papers 33016, National Bureau of Economic Research, Inc.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024. "Trading Volume Alpha," NBER Working Papers 33037, National Bureau of Economic Research, Inc.
• Iva Glišic, 2024. "A comparison of using MIDAS and LSTM models for GDP nowcasting," Working Papers Bulletin 22, National Bank of Serbia.
• A. Bourgeois & B. Favetto, 2024. "Construction d’intervalles de confiance et relecture du passe avec le modèle Mesange," Documents de Travail de l'Insee - INSEE Working Papers 2024-07, Institut National de la Statistique et des Etudes Economiques.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
  • M. Lenza & I. Moutachaker & I. Moutachaker, 2024. "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers 2024-12, Institut National de la Statistique et des Etudes Economiques.
  • Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
• A. Quartier-La-Tente, 2024. "Utilisation de modèles de regression à coefficients variant dans le temps pour la prevision conjoncturelle," Documents de Travail de l'Insee - INSEE Working Papers 2024-16, Institut National de la Statistique et des Etudes Economiques.
• Lagesh Meethale Aravalath & Subhendu Dutta, 2024. "Forecasting World Food Price Volatility: Performance of the GARCH Model with Different Distributions Assumptions," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 120-141, March.
• Tsvetan Tsvetkov, 2024. "An Innovative Approach for Vulnerability Assessment of a Nuclear Facility’s Physical Protection System," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 829-845, December.
• Raphaela Hyee & Herwig Immervoll & Rodrigo Fernández & Jongmi Lee & Karl Handscomb, 2024. "How reliable are social safety nets in situations of acute economic need?: Extended estimates for 14 OECD countries," OECD Social, Employment and Migration Working Papers 317, OECD Publishing.
• Fabrice Murtin & Max Salomon-Ermel, 2024. "Nowcasting subjective well-being with Google Trends: A meta-learning approach," OECD Papers on Well-being and Inequalities 27, OECD Publishing.
• Petra Greso & Karin Klieber, 2024. "The role of inflation subcomponents: applying maximally forward-looking core inflation to euro area countries," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/2024-1, pages 1-22.
• Friedrich Fritzer, 2024. "The instability of leading indicators in forecasting Austrian inflation: lessons from the COVID-19 pandemic and the energy crisis," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/24-1, pages 1-18.
• Ștefan RUSU & Marcel BOLOȘ, 2024. "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 330-336, July.
• Ke-Li Xu & Junjie Guo, 2024. "A New Test for Multiple Predictive Regression," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 119-156.
• Luca Vincenzo Ballestra & Enzo D’Innocenzo & Andrea Guizzardi, 2024. "Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 375-406.
• Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2024. "Volatility Forecasting with Machine Learning and Intraday Commonality," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 492-530.
• Donggyu Kim & Minseog Oh & Xinyu Song & Yazhen Wang, 2024. "Factor Overnight GARCH-Itô Models," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1209-1235.
• Jesús Gil Jaime & Jose Olmo, 2024. "Measuring and Testing Systemic Risk from the Cross-Section of Stock Returns†," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1503-1531.
• Sebastian Denk & Gunter Löffler, 2024. "Predicting the Equity Premium with Combination Forecasts: A Reappraisal," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(4), pages 545-577.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024. "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, vol. 28(6), pages 1807-1831.
• Vipul Kumar Singh & Pawan Kumar, 2024. "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 172-189, March.
• Sakai Ando & Taehoon Kim, 2024. "Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(4), pages 1386-1410, December.
• Manuel Monge, 2024. "Trends and persistence in global olive oil prices after COVID-19," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 23(5), pages 481-488, October.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024. "Filtering with Limited Information," CEPR Discussion Papers 19270, C.E.P.R. Discussion Papers.
• Maria S. Mavillonio, 2024. "Textual Representation of Business Plans and Firm Success," Discussion Papers 2024/308, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Caterina Giannetti & Maria Saveria Mavillonio, 2024. "Crowdfunding Success: Human Insights vs Algorithmic Textual Extraction," Discussion Papers 2024/315, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Artur Silva Lopes, 2025. "Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 71(1), February.
  • Silva Lopes, Artur, 2024. "Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results," MPRA Paper 120143, University Library of Munich, Germany, revised Jun 2022.
• Polbin, Andrey & Shumilov, Andrei, 2024. "Прогнозирование Основных Российских Макроэкономических Показателей С Помощью Tvp-Модели С Байесовским Сжатием Параметров [Forecasting key Russian macroeconomic variables using a TVP model with Baye," MPRA Paper 120170, University Library of Munich, Germany.
• Frank, Luis, 2024. "Proyección del Consumo Privado de Argentina por medio de un Modelo de Corrección de Errores [Projection of Argentina's Private Consumption through an Error Correction Model]," MPRA Paper 121181, University Library of Munich, Germany.
• Dean Fantazzini, 2024. "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, vol. 17(6), pages 1-44, June.
  • Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
• Giorgos Foutzopoulos & Nikolaos Pandis & Michail Tsagris, 2024. "Predicting Full Retirement Attainment of NBA Players," Working Papers 2403, University of Crete, Department of Economics.
  • Foutzopoulos, Giorgos & Pandis, Nikolaos & Tsagris, Michail, 2024. "Predicting full retirement attainment of NBA players," MPRA Paper 121540, University Library of Munich, Germany.
• Mahmood, Asif & Ali, Ringchan, 2024. "A Measure of Financial Conditions for Pakistan," MPRA Paper 121952, University Library of Munich, Germany.
• Yang, Linge, 2024. "Shaping the USDA Agriculture Innovation Agenda: Addressing Agricultural Nonpoint Source Pollution from A Point Source Perspective," MPRA Paper 122265, University Library of Munich, Germany.
• Cherkashin, Alexander & Sakhadzhi, Vladislav & Guliev, Ruslan & Bolshunova, Elena, 2024. "Practical Methods for Predicting Customer Retention," MPRA Paper 122400, University Library of Munich, Germany.
• Черкашин, Александр & Сахаджи, Владислав & Гулиев, Руслан & Большунова, Елена, 2024. "Практические Методы Прогнозирования Сохранения Клиентской Базы (Перевод На Русский Язык) [Practical Methods for Predicting Customer Retention]," MPRA Paper 122483, University Library of Munich, Germany.
• Elshin, Leonid & Mingulov, Almaz & Mikhalevich, Polina, 2024. "Эмпирическая Оценка Влияния Экспортно-Импортных Операций На Экономический Рост Регионов Рф В Условиях Внешнего Давления [Empirical assessment of the impact of export-import operations on the econom," MPRA Paper 122580, University Library of Munich, Germany.
  • Elshin, Leonid & Mikhalevich, Polina & Mingulov, Almaz, 2024. "Эмпирическая Оценка Влияния Экспортно-Импортных Операций На Экономический Рост Регионов Рф В Условиях Внешнего Давления [Empirical assessment of the impact of export-import operations on the econom," MPRA Paper 122704, University Library of Munich, Germany.
• Elshin, Leonid & Mingulov, Almaz & Mikhalevich, Polina, 2024. "Оценка Перспектив Устойчивого Развития Регионов Рф В Условиях Ограничения Экспортно-Импортных Операций С Кнр [Assessment of the Prospects for Sustainable Development of Russian Regions in the Conte," MPRA Paper 122705, University Library of Munich, Germany.
• Elshin, Leonid & Mingulov, Almaz & Mikhalevich, Polina, 2024. "Потенциал Замедления Экономики Регионов В Условиях Локализации Внешнеэкономической Деятельности С Кнр [Potential for a slowdown in regional economies in the context of localization of foreign econo," MPRA Paper 122706, University Library of Munich, Germany.
• Elshin, Leonid & Mikhalevich, Polina & Mingulov, Almaz, 2024. "Прогностическая Оценка Устойчивого Развития Импортозависимых Секторов Экономики Региона В Условиях Внешнего Давления [Forecast assessment of sustainable development of import-dependent sectors of t," MPRA Paper 122707, University Library of Munich, Germany.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
• Fantazzini, Dean & Korobova, Elena, 2025. "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 46-73.
  • Korobova, Elena & Fantazzini, Dean, 2024. "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper 122951, University Library of Munich, Germany.
• Rodriguez, A.E. & Kucsma, Kristen, 2024. "On the Use of the Bass Model for Forecasting Pecuniary Damages: a Reappraisal," MPRA Paper 124948, University Library of Munich, Germany.
• Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
• Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025. "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  • Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers 202408, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024. "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers 202409, University of Pretoria, Department of Economics.
• Bruno Tag Sales & Hudson Da Silva Torrent & Rangan Gupta, 2024. "Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks," Working Papers 202412, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
  • Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
  • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024. "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers 202420, University of Pretoria, Department of Economics.
• Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024. "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers 202421, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, vol. 12(18), pages 1-26, September.
  • Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023. "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers 2308.13346, arXiv.org, revised Sep 2024.
  • Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024. "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers 202425, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024. "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers 202427, University of Pretoria, Department of Economics.
• Rangan Gupta & Qiang Ji & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024. "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers 202429, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024. "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers 202431, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers 202434, University of Pretoria, Department of Economics.
• Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024. "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, vol. 69(PB).
  • Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024. "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers 202435, University of Pretoria, Department of Economics.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
  • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
• V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS 202414, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers 202437, University of Pretoria, Department of Economics.
• O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024. "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers 202441, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers 202444, University of Pretoria, Department of Economics.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024. "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers 202450, University of Pretoria, Department of Economics.
• Andrea Kolková, 2024. "Data Analysis in Demand Forecasting: A Case Study of Poetry Book Sales in the European Area," Central European Business Review, Prague University of Economics and Business, vol. 2024(5), pages 51-69.
• Qi Shi, 2024. "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(6), pages 662-690.
• Oktay Özkan & Babatunde Sunday Eweade & Tomiwa Sunday Adebayo, 2024. "Examining the Effects of Energy Efficiency R&D and Renewable Energy on Environmental Sustainability Amidst Political Risk in France," Politická ekonomie, Prague University of Economics and Business, vol. 2024(2), pages 331-356.
• Ayaz Zeynalov, 2024. "Impact of Oil Price Shocks on Russian Macroeconomic Performance," Politická ekonomie, Prague University of Economics and Business, vol. 2024(4), pages 676-701.
• Oktay Özkan & Babatunde Sunday Eweade & Tomiwa Sunday Adebayo, 2024. "Examining the Effects of Energy Efficiency R&D and Renewable Energy on Environmental Sustainability Amidst Political Risk in France," Politická ekonomie, Prague University of Economics and Business, vol. 2024(Spec.issu), pages 331-356.
• Paulo Barbosa & João Cortes & João Amador, 2024. "Distance to Export: A Machine Learning Approach with Portuguese Firms," GEE Papers 182, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Jul 2024.
  • João Amador & Paulo Barbosa & João Cortes, 2024. "Distance to Export: A Machine Learning Approach with Portuguese Firms," Working Papers w202420, Banco de Portugal, Economics and Research Department.
• Randall Romero-Aguilar, 2024. "Una propuesta para medir el ciclo economico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(1), pages 39-58, January-J.
• Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers 2024-15, University of Sydney, School of Economics.
  • Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
• Tenorio, Juan & Perez, Wilder, 2024. "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers 2024-003, Banco Central de Reserva del Perú.
• Fernando Pérez Forero, 2024. "Forecasting Peruvian Monetary Aggregates in a Nonlinear and Uncertain Environment," Working Papers 2024-010, Banco Central de Reserva del Perú.
• Fernando Pérez Forero, 2024. "Exploring the presence of Nonlinearities in the Peruvian Economy - Monetary Policy Implications," Working Papers 2024-017, Banco Central de Reserva del Perú.
• Foteini Kyriazi & Efthymios Xylangouras & Theodoros Papadogonas, 2024. "On the Forecastability of Agricultural Output," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 16(4), pages 443-467, December.
• Patra, Saswat & Bhattacharyya, Malay, 2024. "Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management," American Business Review, Pompea College of Business, University of New Haven, vol. 27(2), pages 623-639, November.
• Jaitang, Chalerm & Li, Zhaohua & Gan, Christopher, 2024. "An Empirical Analysis of Private SMEs' Insolvency in Thailand Using Machine Learning," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 31(2), pages 1-30, July-Dece.
• Bronitsky, Georgy & Vakulenko, Elena, 2024. "Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 73, pages 78-101.
• Astafyeva, Ekaterina & Turuntseva, Marina, 2024. "Forecast evaluation improving using the simplest methods of individual forecasts’ combination," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 78-103.
• Mikitchuk, Marina, 2024. "Forming the benefit-oriented official assistance: Cross-country analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 124-143.
• Skrobotov, Anton, 2024. "Time series forecasting under structural breaks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 76, pages 120-139.
• Czock, Berit Hanna & Frings, Cordelia & Arnold, Fabian, 2024. "Cost and cost distribution of policy-driven investments in decentralized heating systems in residential buildings in Germany," EWI Working Papers 2024-4, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Beiranvand, Morteza & Malek Sadati, Seyed Saeed & Razmi, Seyed Mohammad Javad, 2024. "Nowcasting Iran's GDP Using Sentiment Analysis of Economic News," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 11(3), pages 135-164, June.
• Mihaela SIMIONESCU, 2024. "The Role of the European Directive on Renewable Energy Consumption in Reducing Pollution in CEE Countries from the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-21, July.
• Taoxiong Liu & Huolan Cheng, 2024. "Can The Classical Economic Model Improve The Performance Of Deep Learning? A GDP Forecasting Example," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 86-110, July.
• Xianning WANG & Xikai HUANG & Longkun TIAN & Huiyan ZHOU, 2024. "Can the Futures Price of Agricultural Products Predict the Scale of China's Agricultural Production?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 128-143, December.
• Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024. "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-30, December.
• Vlad TEODORESCU & Catalina-Ioana TOADER, 2024. "Using Machine Learning to Model Bankruptcy Risk in Listed Companies," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 610-619, August.
• Ignace De Vos & Gerdie Everaert, 2025. "GLS Estimation of Local Projections: Trading Robustness for Efficiency," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1095, Ghent University, Faculty of Economics and Business Administration.
• Paramita Mukherjee & Dipankor Coondoo & Poulomi Lahiri, 2024. "Forecasting Hourly Spot Prices in Indian Electricity Market," Studies in Microeconomics, , vol. 12(3), pages 273-295, December.
• Renáta K?e?ková & Daniela ?álková & Radka Procházková & Sergyi Yekimov, 2024. "Macroeconomics And Tourism Demand: Evaluating The Role Of Economic Indicators In The Czech Republic?S Hospitality Industry," Proceedings of Economics and Finance Conferences 14516470, International Institute of Social and Economic Sciences.
• Milen Arro-Cannarsa & Rolf Scheufele, 2024. "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers 2024-06, Swiss National Bank.
• Jiawen Xu & Pierre Perron, 2024. "Forecasting in the presence of in-sample and out-of-sample breaks," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 545-579, Springer.
  • Jiawen Xu & Pierre Perron, 2023. "Forecasting in the presence of in-sample and out-of-sample breaks," Empirical Economics, Springer, vol. 64(6), pages 3001-3035, June.
• Sami Ben Jabeur & Salma Mefteh-Wali & Jean-Laurent Viviani, 2024. "Forecasting gold price with the XGBoost algorithm and SHAP interaction values," Annals of Operations Research, Springer, vol. 334(1), pages 679-699, March.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024. "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, vol. 334(1), pages 919-939, March.
• Daniel Goller & Sandro Heiniger, 2024. "A general framework to quantify the event importance in multi-event contests," Annals of Operations Research, Springer, vol. 341(1), pages 71-93, October.
  • Goller, Daniel & Heiniger, Sandro, 2022. "A general framework to quantify the event importance in multi-event contests," Economics Working Paper Series 2204, University of St. Gallen, School of Economics and Political Science.
• Patrick Oliver Schenk & Christoph Kern, 2024. "Connecting algorithmic fairness to quality dimensions in machine learning in official statistics and survey production," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 131-184, June.
• Andrey Shternshis & Piero Mazzarisi, 2024. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 215-258, June.
• Ewelina Osowska & Piotr Wójcik, 2024. "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, vol. 6(1), pages 145-175, March.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
  • Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024. "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, vol. 66(3), pages 1191-1222, March.
• Thomas F. P. Wiesen & Paul M. Beaumont, 2024. "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, vol. 66(4), pages 1553-1585, April.
• Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
  • Michal Franta & Jan Libich, 2021. "Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks," Working Papers 2021/3, Czech National Bank, Research and Statistics Department.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024. "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, vol. 66(5), pages 2049-2082, May.
• Huawei Niu & Tianyu Liu, 2024. "Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model," Empirical Economics, Springer, vol. 67(1), pages 75-96, July.
• Robert Lehmann, 2024. "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
  • Robert Lehmann, 2023. "READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting," CESifo Working Paper Series 10315, CESifo.
• Nima Nonejad, 2024. "Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark," Empirical Economics, Springer, vol. 67(4), pages 1497-1539, October.
• Fameliti Stavroula & Skintzi Vasiliki, 2024. "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, vol. 67(5), pages 1967-2007, November.
• Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
• Aktham Maghyereh & Salem Adel Ziadat, 2024. "Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-34, December.
• Xiaozhen Jing & Dezhong Xu & Bin Li & Tarlok Singh, 2024. "Does the U.S. extreme indicator matter in stock markets? International evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
• Blanco-Oliver Antonio & Lara-Rubio Juan & Irimia-Diéguez Ana & Liébana-Cabanillas Francisco, 2024. "Examining user behavior with machine learning for effective mobile peer-to-peer payment adoption," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
• Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024. "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-16, December.
• Fred Espen Benth & Carlo Sgarra, 2024. "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, vol. 28(4), pages 1035-1076, October.
• Ioannis Sitzimis, 2024. "Forecasting methods in Greek coastal shipping: The case of Southwest Crete," Future Business Journal, Springer, vol. 10(1), pages 1-16, December.
• Leila Hedhili Zaier & Khaled Mokni & Ahdi Noomen Ajmi, 2024. "Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices: a mixed-frequency causality analysis," Future Business Journal, Springer, vol. 10(1), pages 1-11, December.
• Sandra Dreher & Sebastian Eichfelder & Felix Noth, 2024. "Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?," Journal of Business Economics, Springer, vol. 94(1), pages 1-39, January.
• J. Peter Leo Deepak & Yavana Rani Subramanian & J. Josephine Lalitha & K. Vidhya, 2024. "Optimum Level of Currency Reserves: Investigation and Forecasting of Indian Rupee Using ARIMA Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 137-150, August.
• Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese, 2024. "Predicting Tail-Risks for the Italian Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 339-366, November.
• Jörg Döpke & Tim Köhler & Lars Tegtmeier, 2024. "Are they worth it? – An evaluation of predictions for NBA ‘Fantasy Sports’," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(1), pages 142-165, March.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
• Dervis Kirikkaleli & Fusun Celebi Boz & Melike Torun, 2024. "Do Economic and Financial Stabilities Matter for Political Stability in Estonia?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 15202-15217, September.
• Filip Lubinski, 2024. "Book review. J. Doyne Farmer, Making Sense of Chaos. A Better Economics for a Better World, Penguin (2024), pp. 364," Journal of Evolutionary Economics, Springer, vol. 34(4), pages 1013-1017, December.
• Agnieszka Orwat-Acedańska, 2024. "Accuracy of small area mortality prediction methods: evidence from Poland," Journal of Population Research, Springer, vol. 41(1), pages 1-20, March.
• Gavin Ooft & Sailesh Bhaghoe & Philip Hans Franses, 2024. "Forecasting Annual Inflation Using Weekly Money Supply," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(1), pages 25-43, March.
• Kristian Jönsson, 2024. "Neighbor Weighting and Distance Metrics in Nearest Neighbor Nowcasting of Swedish GDP," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(4), pages 1077-1089, December.
• Seyed Farshid Ghorashi & Maziyar Bahri & Atousa Goodarzi, 2024. "Developing and comparing machine learning approaches for predicting insurance penetration rates based on each country," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-29, December.
• Claudia Ceci & Michele Bufalo & Giuseppe Orlando, 2024. "Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model," Mathematics and Financial Economics, Springer, volume 18, number 1, October.
• Giorgio Gnecco & Sara Landi & Massimo Riccaboni, 2024. "The emergence of social soft skill needs in the post COVID-19 era," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 647-680, February.
• Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024. "A news-based economic policy uncertainty index for Nigeria," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4987-5002, October.
  • Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023. "A news-based economic policy uncertainty index for Nigeria," MPRA Paper 119539, University Library of Munich, Germany, revised 13 Aug 2023.
• Chris Reimann, 2024. "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 51-83, June.
• Diego Fresoli, 2024. "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 15(2), pages 145-177, June.
• Philipp Wegmueller & Christian Glocker, 2024. "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-17, December.
• Riadh Trabelsi, 2024. "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, vol. 4(10), pages 1-28, October.
• M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024. "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, vol. 4(9), pages 1-53, September.
• Kazım Berk Küçüklerli & Veysel Ulusoy, 2024. "Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-4.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "Getting Back on Track. Forecasting After Extreme Observations," Discussion Papers 1018, Statistics Norway, Research Department.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024. "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 11(4), pages 425-436, June.
• Givi Bedianashvili & Murman Tsartsidze & Nino Mikeladze & Zviad Gabroshvili, 2024. "Human capital and economic growth under modern globalization," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(1), pages 268-289, September.
• Yasin Mimir & Lorenzo Ricci, 2024. "Financial imbalances and macroeconomic tail risks: A structural regime-switching investigation," Working Papers 64, European Stability Mechanism, revised 15 Nov 2024.
• Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
  • Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers 2024-15, University of Sydney, School of Economics.
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2024. "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
  • Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024. "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
  • Liu Yang & Kajal Lahiri & Adrian Pagan, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
  • James Morley & Trung Duc Tran & Benjamin Wong, 2022. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers 2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
• Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024. "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1155-1168, October.
  • Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023. "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers 18549, C.E.P.R. Discussion Papers.
  • Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
• Raffaele Mattera & George Athanasopoulos & Rob Hyndman, 2024. "Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering," Quantitative Finance, Taylor & Francis Journals, vol. 24(11), pages 1641-1667, November.
  • George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023. "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers 17/23, Monash University, Department of Econometrics and Business Statistics.
• Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus," Journal of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 2395114-239, December.
  • Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics 125580, London School of Economics and Political Science, LSE Library.
• Salih Zeki Atilgan & Tarik Aydogdu & Mehmet Selman Colak & Muhammed Hasan Yilmaz, 2024. "Anticipating Credit Developments with Regularization and Shrinkage Methods: Evidence for Turkish Banking Industry," Working Papers 2402, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024. "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers 24-049/III, Tinbergen Institute.
• Gabriele Mingoli, 2024. "Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model," Tinbergen Institute Discussion Papers 24-072/III, Tinbergen Institute.
• Pierluigi Vallarino, 2024. "Dynamic kernel models," Tinbergen Institute Discussion Papers 24-082/III, Tinbergen Institute.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
  • Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
• Felix Haase, 2024. "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics 2024-10, University of Trier, Department of Economics.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024. "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-13, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Tae-Hwy Lee & Tao Wang, 2024. "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers 202412, University of California at Riverside, Department of Economics.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024. "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers 2024_01, Universidad Torcuato Di Tella.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024. "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers 2024_02, Universidad Torcuato Di Tella.
• Amelie BARBIER-GAUCHARD & Emmanouil SOFIANOS, 2024. "Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets," Working Papers of BETA 2024-47, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Elena G. Shershneva, 2024. "CAMELS parameters’ impact on the risk of losing financial stability: The case of Russian banks," Journal of New Economy, Ural State University of Economics, vol. 25(2), pages 130-152, July.
• Valdemar J. Undji & Johannes P. S. Sheefeni, 2024. "A factor-based framework for stress-testing the Namibian banking sector," Journal of New Economy, Ural State University of Economics, vol. 25(3), pages 112-137, December.
• HABIBI, Reza, 2024. "A Note On The Early Warning System Of Change Points: Combination Of Regime Switching And Threshold Models," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(2), pages 6-18, June.
• ANGHEL, Bogdan Ionuț, 2024. "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(4), pages 29-42, December.
• Yordan Petkov, 2024. "Forecasting The Number Of Human Resources In The Organization Using Markov Chains," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "HUMAN RESOURCE MANAGEMENT", University of Economics - Varna, issue 1, pages 80-88.
• Svetlana Todorova, 2024. "Hedonic Modelling of Real Estate Prices in Varna," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 65-79.
• Mirescu Lucian & Popescu Liviu, 2024. "Forecasts of Performance Indicators in the Health System Using the Arima Method," Journal of Social and Economic Statistics, Sciendo, vol. 13(1), pages 1-22.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024. "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, vol. 27(1), pages 201-230.
• Bartosz Bieganowski & Robert Slepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers 2404.01866, arXiv.org, revised Jun 2024.
  • Bartosz Bieganowski & Robert Ślepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers 2024-03, Faculty of Economic Sciences, University of Warsaw.
• Kamil Kashif & Robert 'Slepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers 2406.18206, arXiv.org.
  • Kamil Kashif & Robert Ślepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers 2024-07, Faculty of Economic Sciences, University of Warsaw.
• Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024. "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers 2024-10, Faculty of Economic Sciences, University of Warsaw.
• Maciej Wysocki & Robert 'Slepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Papers 2407.13908, arXiv.org.
  • Maciej Wysocki & Robert Ślepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Working Papers 2024-14, Faculty of Economic Sciences, University of Warsaw.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
• Filip Stefaniuk & Robert Ślepaczuk, 2024. "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functio," Working Papers 2024-27, Faculty of Economic Sciences, University of Warsaw.
• Vasily Astrov & Artem Kochnev & Vincent Stamer & Feodora Teti, 2024. "The Russian Economy Amidst the War and Sanctions," Russia Monitor 1, The Vienna Institute for International Economic Studies, wiiw.
• Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
  • Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
• Jia Liu & John M. Maheu & Yong Song, 2024. "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 723-745, August.
  • Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
• James Mitchell & Aubrey Poon & Dan Zhu, 2024. "Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
  • James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
• Florian Huber & Gary Koop, 2024. "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1301-1320, November.
  • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
  • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 456-472, March.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
• Peter McAdam & Anders Warne, 2024. "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
  • McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
• Pablo Pincheira Brown & Nicolás Hardy, 2024. "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
  • Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers 202316, University of Pretoria, Department of Economics.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024. "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
  • Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
• Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
  • Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
• Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2322-2340, September.
  • Kumar, Utkarsh & Ahmad, Wasim & Uddin, Gazi Salah, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," LSE Research Online Documents on Economics 122816, London School of Economics and Political Science, LSE Library.
• Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024. "Regime‐dependent commodity price dynamics: A predictive analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
  • Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021. "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series 28, Institute for Advanced Studies.
• Arabinda Basistha & Richard Startz, 2024. "Measuring persistent global economic factors with output, commodity price, and commodity currency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2860-2885, November.
  • Arabinda Basistha & Richard Startz, 2023. "Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data," Working Papers 23-05, Department of Economics, West Virginia University.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024. "Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1099-1127, August.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 20-02R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva‐Leon & Liting Su, 2024. "The Credit‐Card‐Services Augmented Divisia Monetary Aggregates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1163-1202, August.
  • Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper 73245, University Library of Munich, Germany.
  • William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201604, University of Kansas, Department of Economics, revised Aug 2016.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
  • Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
• De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan, 2024. "The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1530, University of Warwick, Department of Economics.
  • Petrella, Ivan & De Polis, Andrea & Melosi, Leonardo, 2025. "The taming of the skew: asymmetric inflation risk and monetary policy," Working Paper Series 3028, European Central Bank.
• Long Thanh Giang & Aiko Kikkawa & Donghyun Park, 2024. "Health Capacity to Work among Older Adults in Viet Nam," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 41(01), pages 195-225, March.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-21, June.
  • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024. "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-40, November.
  • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022. "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers 202242, University of Pretoria, Department of Economics.
• Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024. "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-16, June.
• Russell R Barton, 2024. "Predictive Analytics for Business using R," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13856.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2024. "The bias of the ECB inflation projections: A State-dependent analysis," Bank of Finland Research Discussion Papers 4/2024, Bank of Finland.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
  • Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
• Schnorrenberger, Richard & Schwind, Patrick & Wieland, Elisabeth, 2024. "Forecasting HICP package holidays with forward-looking booking data," Technical Papers 04/2024, Deutsche Bundesbank.
• Herbst, Tobias & Roling, Christoph, 2024. "A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets," Technical Papers 09/2024, Deutsche Bundesbank.
• Lux, Thomas, 2024. "Lack of identification of parameters in a simple behavioral macroeconomic model," Economics Working Papers 2024-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024. "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," IZA Discussion Papers 16764, Institute of Labor Economics (IZA).
  • Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024. "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," GLO Discussion Paper Series 1384, Global Labor Organization (GLO).
• Greyling, Talita & Rossouw, Stephanié, 2024. "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series 1493, Global Labor Organization (GLO).
• Bantle, Melissa, 2024. "Screen for collusive behavior: A machine learning approach," Hohenheim Discussion Papers in Business, Economics and Social Sciences 01-2024, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Paul, Joseph R. & Schaffer, Mark E., 2024. "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers 2024-13, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
• Holtemöller, Oliver & Kozyrev, Boris, 2024. "Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP," IWH Discussion Papers 6/2024, Halle Institute for Economic Research (IWH).
• Heinisch, Katja, 2024. "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers 22/2024, Halle Institute for Economic Research (IWH).
• Deschermeier, Philipp, 2024. "IW-Bevölkerungsprognose: Eine Datengrundlage zur Gestaltung der Herausforderungen des demografischen Wandels auf Basis des Zensus 2022 [IW population forecast 2024 - Essential data for meeting the ," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 51(3), pages 67-87.
• Foltas, Alexander, 2024. "Inefficient forecast narratives: A BERT-based approach," Working Papers 45, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022. "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series 2754, European Central Bank.
  • Wolf, Elias & Montes-Galdón, Carlos & Paredes, Joan, 2024. "Conditional density forecasting: a tempered importance sampling approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302442, Verein für Socialpolitik / German Economic Association.
• Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
  • Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
  • Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2024. "Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series auwp2024-02, Department of Economics, Auburn University.
• Sedat Çerez & Abdullah Kürşat Merter & Yavuz Selim Balcıoğlu & Gökhan Özer, 2024. "Evaluation of Annual Reports by Text Analysis: An Application in Bist100 Index," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 39(121), pages 175-188, April.
• Rodney Duffett & Rodica Milena Zaharia & Tudor Edu & Raluca Constantinescu & Costel Negricea, 2024. "Exploring the Antecedents of Artificial Intelligence Products’ Usage. The Case of Business Students," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(65), pages 106-106, February.
• Khulood Mohammed BaLashwar & uosuf Khalid Al-Hamar & Seyed-Ali Sadegh-Zadeh, 2024. "Optimizing Bank Stability Through MSME Loan Securitization: A Predictive and Prescriptive Analytics Approach," The African Finance Journal, Africagrowth Institute, vol. 26(2), pages 58-79.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
• Tomasz Serafin & Rafal Weron, 2024. "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," WORking papers in Management Science (WORMS) WORMS/24/03, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024. "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS) WORMS/24/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• İbrahim Tutar & Özge Orbey, 2024. "Start-up Değerlemesi: Yeni bir Yöntem Önerisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 549-574.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2024. "Analysis And Forecast Of The Employees In The Public And Private Health Systems In Romania," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 113-138, May.
• Liudmyla DOROKHOVA & Silvia BELOEVA & Nataliya VENELINOVA & Oleksandr DOROKHOV, 2024. "Consumer service modeling: the study of buyer’s queues in pharmacies," Access Journal, Access Press Publishing House, vol. 5(3), pages 511-525, July.
• Evgeny V. Balatsky, Natalia A. Ekimova, 2024. "Identification of Economies of Scale in Regional-Industrial Production Complexes of Russia: Theoretical Foundations and Econometric Estimates," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(2), pages 394-421.
• Elena G. Shershneva, Min Zhou Hao, 2024. "Russian Banks Financial Stability Loss Diagnostic: Multidimensional Logit-Model Approach," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(2), pages 476-498.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo, 2024. "Looking ahead: Forecasting total energy carbon dioxide emissions," LIDAM Reprints LFIN 2024007, Université catholique de Louvain, Louvain Finance (LFIN).
• Gabriel P. Mathy & Yongchen Zhao, 2024. "Could Diffusion Indexes Have Forecasted the Great Recession?," Working Papers 2024-03, American University, Department of Economics.
• Ozge Camalan & Sahika Gokmen & Sibel Atan, 2024. "Using Advanced Machine Learning Techniques to Predict the Sales Volume of Non-Fungible Tokens," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 10(1), pages 17-27, June.
• Merve Kılınç Yılmaz & Yusuf Şahin & Kenan Oğuzhan Oruç, 2024. "Price Forecasting of Feed Raw Materials Used in Dairy Farming: A Methodological Comparison," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(3), pages 249-280, December.
• Құратова Ақбөпе // Kuratova Akbope & Ускенбаев Азат // Uskenbayev Azat, 2024. "Подходы К Оценке Устойчивости Внешнего Сектора Казахстана," Working Papers #2024-9, National Bank of Kazakhstan.
• Konrad Raczkowski & Jarosław Klepacki, 2024. "Typologia metod prognozowania kursu walutowego," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 350-366.
• Inna S. Lola & Dmitry G. Asoskov, 2024. "Potential of business uncertainty indicators in forecasting economic activity: The case of Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(4), pages 351-364, December.
• Anna A. Maigur, 2024. "Machine learning algorithms for predicting unemployment duration in Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(4), pages 365-384, December.
• Pesaran, M. Hashem & Smith, Ron P., 2024. "High-Dimensional Forecasting With Known Knowns And Known Unknowns," National Institute Economic Review, National Institute of Economic and Social Research, vol. 267, pages 1-25, February.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
• Fiaschi, Davide & Tealdi, Cristina, 2024. "Let's Roll Back! The Challenging Task of Regulating Temporary Contracts," IZA Discussion Papers 16777, Institute of Labor Economics (IZA).
  • Davide Fiaschi & Cristina Tealdi, 2024. "Let's roll back! The challenging task of regulating temporary contracts," Papers 2401.17971, arXiv.org.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," NBER Working Papers 32269, National Bureau of Economic Research, Inc.
  • Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," Papers 2403.11016, arXiv.org, revised Apr 2025.
• Bartosz Bieganowski & Robert Ślepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers 2024-03, Faculty of Economic Sciences, University of Warsaw.
  • Bartosz Bieganowski & Robert Slepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers 2404.01866, arXiv.org, revised Jun 2024.
• Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, vol. 139(C).
  • Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers 2404.02270, arXiv.org, revised Oct 2024.
• M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2022. "Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity," CESifo Working Paper Series 9690, CESifo.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2024. "Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity," Papers 2404.11198, arXiv.org.
  • Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," CEPR Discussion Papers 17123, C.E.P.R. Discussion Papers.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org, revised Feb 2025.
• Kamil Kashif & Robert Ślepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers 2024-07, Faculty of Economic Sciences, University of Warsaw.
  • Kamil Kashif & Robert 'Slepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers 2406.18206, arXiv.org.
• Maciej Wysocki & Robert Ślepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Working Papers 2024-14, Faculty of Economic Sciences, University of Warsaw.
  • Maciej Wysocki & Robert 'Slepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Papers 2407.13908, arXiv.org.
• Kreye, Tom Jannik & Sibbertsen, Philipp, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP) dp-729, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Jannik Kreye & Philipp Sibbertsen, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers 2409.07087, arXiv.org.
• Laura Coroneo & Fabrizio Iacone, 2021. "Testing for equal predictive accuracy with strong dependence," Discussion Papers 21/03, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone, 2024. "Testing for equal predictive accuracy with strong dependence," Papers 2409.12662, arXiv.org.
• Matteo Mogliani & Florens Odendahl, 2024. "Density forecast transformations," Papers 2412.06092, arXiv.org.
  • Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
• Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
  • Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
• Xiao Li & Wenjun Xue & Kaimeng Zhang, 2024. "The Predictive Power of Monetary Policy on International Stock Market Returns-Evidence From TV-ARMAX Model," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-8.
• Xiaohang Ren & Kang Yuan & Lizhu Tao & Cheng Yan, 2024. "Carbon Prices Forecasting Using Group Information," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-6.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 5, pages 90-125, Edward Elgar Publishing.
  • Marcellino, Massimiliano & Pfarrhofer, Michael, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers 18970, C.E.P.R. Discussion Papers.
  • Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Monia Magnani, 2024. "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers 24232, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024. "Inflation, Attention and Expectations," Working Papers 24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
  • Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Inflation, Attention and Expectations," CIRANO Working Papers 2025s-01, CIRANO.
• Antoine Poulin-Moore & Kerem Tuzcuoglu, 2024. "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach," Staff Working Papers 24-10, Bank of Canada.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org, revised Feb 2025.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
• Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Kostas Mavromatis & Niki Papadopoulou & Niki Papadopoulou, 2024. "Green Transition in the Euro Area: Domestic and Global Factors," Working Papers 816, DNB.
  • Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Kostas Mavromatis & Niki Papadopoulou & Edgar Silgado-Gómez, 2024. "Green Transition in the euro area: Domestic and global factors," BCL working papers 190, Central Bank of Luxembourg.
• Furkan TURKOGLU & Eda GOCECEK & Yavuz YUMRUKUZ, 2024. "Predictive Abilities of Machine Learning and Deep Learning Approaches for Exchange Rate Prediction," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(2), pages 186-210.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  • Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
• Alicia Aguilar & Ricardo Gimeno, 2024. "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers 2438, Banco de España.
• Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo, 2024. "Predicting buildings' EPC in Italy: a machine learning based-approach," Questioni di Economia e Finanza (Occasional Papers) 850, Bank of Italy, Economic Research and International Relations Area.
• Davide Delle Monache & Claudia Pacella, 2024. "The drivers of inflation dynamics in Italy over the period 2021-2023," Questioni di Economia e Finanza (Occasional Papers) 873, Bank of Italy, Economic Research and International Relations Area.
• Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
• Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
  • Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
• Simon Freyaldenhoven & Christian B. Hansen & Jorge Pérez Pérez & Jesse M. Shapiro & Constantino Carreto, 2024. "Policy Effect Estimation and Visualization in Linear Panel Event-Study Designs: Introducing the xtevent Package," Working Papers 2024-09, Banco de México.
• Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024. "Univariate Measures of Persistence: A Comparative Analysis," Working Papers 2024-11, Banco de México.
• Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
• Gary Cornwall & Marina Gindelsky, 2025. "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," AEA Papers and Proceedings, American Economic Association, vol. 115, pages 79-84, May.
  • Gary Cornwall & Marina Gindelsky, 2024. "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," BEA Papers 0130, Bureau of Economic Analysis.
• Pınar Karadayı Ataş, 2024. "A Novel Hybrid Regression Model for Banking Loss Estimation," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(1), pages 91-105, June.
• Ilia Chapyshev & Ansel Shaidullin, 2024. "Study of the Problem of Interoperability of the Bank of Russia's Digital Currency," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 104-126, March.
• Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
• Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.
• Anastasia Mogilat & Oleg Kryzhanovskiy & Zhanna Shuvalova & Yaroslav Murashov, 2024. "DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 3-25, June.
• Yury Perevyshin, 2024. "Analysts' Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 54-76, June.
• Rodion Latypov & Elena Akhmedova & Egor Postolit & Marina Mikitchuk, 2024. "Bottom-up Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 23-44, September.
• Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024. "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 154-162, March.
  • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
• Leona Han Chen & Yijie Fei & Jun Yu, 2024. "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers 202419, University of Macau, Faculty of Business Administration.
• Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
• Mehrabani Ali & Parsaeian Shahnaz & Ullah Aman, 2024. "Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability," Journal of Econometric Methods, De Gruyter, vol. 13(2), pages 251-279.
• Prüser Jan, 2024. "Forecasting the Risk of Cryptocurrencies: Comparison and Combination of GARCH and Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 16(2), pages 83-108.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024. "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, vol. 20(3), pages 299-329.
• Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  • Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
• Baruník Jozef & Fišer Pavel, 2024. "Co-Jumping of Treasury Yield Curve Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 481-506.
  • Jozef Barunik & Pavel Fiser, 2019. "Co-jumping of Treasury Yield Curve Rates," Papers 1905.01541, arXiv.org.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024. "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(5), pages 785-805.
• Pesaran, M. Hashem & Smith, Ron P., 2024. "High-Dimensional Forecasting With Known Knowns And Known Unknowns," National Institute Economic Review, National Institute of Economic and Social Research, vol. 267, pages 1-25, February.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Cambridge Working Papers in Economics 2420, Faculty of Economics, University of Cambridge.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Janeway Institute Working Papers 2414, Faculty of Economics, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Doherty-Bigara, Jennifer & Klusak, Patrycja & Mohaddes, Kamiar, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," IDB Publications (Working Papers) 13478, Inter-American Development Bank.
• M. Hashem Pesaran & Hayun Song, 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series 11415, CESifo.
  • Pesaran, M. H. & Song, H., 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics 2464, Faculty of Economics, University of Cambridge.
• Matt Burke & Matthew Agarwala & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," CAMA Working Papers 2024-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2470, Faculty of Economics, University of Cambridge.
  • Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Janeway Institute Working Papers 2430, Faculty of Economics, University of Cambridge.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Janeway Institute Working Papers 2414, Faculty of Economics, University of Cambridge.
  • Agarwala, M. & Burke, M. & Doherty-Bigara, J. & Klusak, P. & Mohaddes, K., 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," Cambridge Working Papers in Economics 2420, Faculty of Economics, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Doherty-Bigara, Jennifer & Klusak, Patrycja & Mohaddes, Kamiar, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," IDB Publications (Working Papers) 13478, Inter-American Development Bank.
• Matt Burke & Matthew Agarwala & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," CAMA Working Papers 2024-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Janeway Institute Working Papers 2430, Faculty of Economics, University of Cambridge.
  • Burke, M. & Agarwala, M. & Klusak, P. & Mohaddes, K., 2024. "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2470, Faculty of Economics, University of Cambridge.
• Congressional Budget Office, 2024. "An Evaluation of CBO’s Projections of Deficits and Debt From 1984 to 2023," Reports 60664, Congressional Budget Office.
• Pesaran, M. Hashem & Smith, Ron P., 2024. "High-Dimensional Forecasting With Known Knowns And Known Unknowns," National Institute Economic Review, National Institute of Economic and Social Research, vol. 267, pages 1-25, February.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
• Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2024. "Quantifying Qualitative Survey Data with Panel Data Structure," CAMA Working Papers 2024-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2024. "Quantifying Qualitative Survey Data with Panel Data Structure," CESifo Working Paper Series 11013, CESifo.
• Ullrich, Hannes & Hannane, Jonas & Peukert, Christian & Aguiar, Luis & Duso, Tomaso, 2024. "Returns to Data: Evidence from Web Tracking," CEPR Discussion Papers 19266, C.E.P.R. Discussion Papers.
  • Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," CESifo Working Paper Series 11240, CESifo.
  • Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," Discussion Papers of DIW Berlin 2091, DIW Berlin, German Institute for Economic Research.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024. "Filtering with Limited Information," CEPR Discussion Papers 19270, C.E.P.R. Discussion Papers.
  • Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Pesaran, M. H. & Song, H., 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics 2464, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Hayun Song, 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series 11415, CESifo.
• Stefan Sauer & Klaus Wohlrabe, 2024. "What Is Behind the ifo Business Climate? Evidence from a Meta-Survey," CESifo Working Paper Series 11482, CESifo.
• Mariia Okuneva & Philipp Hauber & Kai Carstensen & Jasper Bär, 2024. "Nowcasting German GDP with Text Data," CESifo Working Paper Series 11587, CESifo.
• Katharina Wedel, 2024. "Improving Educational Outcomes: Analyses of Interventions and Public Opinion," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 105, September.
• Markus Leippold & Michal Svaton, 2024. "Scheduling Processes and Inference of Scheduled Events From Price Data," Swiss Finance Institute Research Paper Series 24-12, Swiss Finance Institute.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024. "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series 24-47, Swiss Finance Institute.
• Yicheng Wang & Didier Sornette & Ke Wu & Sandro Claudio Lera, 2024. "Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities," Swiss Finance Institute Research Paper Series 24-77, Swiss Finance Institute.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers 202437, University of Pretoria, Department of Economics.
  • V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS 202414, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Borgioli, Stefano & Gallo, Giampiero M. & Ongari, Chiara, 2024. "Financial returns, sentiment and market volatility. A dynamic assessment," Working Paper Series 2999, European Central Bank.
  • G.M. Gallo & C.Ongari & S. Borgioli, 2024. "Financial Returns, Sentiment and Market Volatility: a Dynamic Assessment," Working Paper CRENoS 202415, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Castillo Nuñez, Omar, 2024. "Incidencia de las lluvias y del precio en la oferta de leche cruda en los departamentos de Córdoba y Sucre, Colombia," Ensayos de Economía 21226, Universidad Nacional de Colombia Sede Medellín.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 57-73, January.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 5, pages 90-125, Edward Elgar Publishing.
  • Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Marcellino, Massimiliano & Pfarrhofer, Michael, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers 18970, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
  • Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano, 2024. "Risky Oil: It's All in the Tails," CEPR Discussion Papers 19129, C.E.P.R. Discussion Papers.
• Kwon, Alexander & Maliar, Lilia, 2024. "Predicting Retirement and Social Security Claiming Decisions using Machine Learning," CEPR Discussion Papers 19198, C.E.P.R. Discussion Papers.
• Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," CESifo Working Paper Series 11240, CESifo.
  • Ullrich, Hannes & Hannane, Jonas & Peukert, Christian & Aguiar, Luis & Duso, Tomaso, 2024. "Returns to Data: Evidence from Web Tracking," CEPR Discussion Papers 19266, C.E.P.R. Discussion Papers.
  • Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," Discussion Papers of DIW Berlin 2091, DIW Berlin, German Institute for Economic Research.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024. "Filtering with Limited Information," CEPR Discussion Papers 19270, C.E.P.R. Discussion Papers.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2025. "Bayesian neural networks for macroeconomic analysis," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022. "Bayesian Neural Networks for Macroeconomic Analysis," Papers 2211.04752, arXiv.org, revised Apr 2024.
  • Hauzenberger , Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2024. "Bayesian Neural Networks for Macroeconomic Analysis," CEPR Discussion Papers 19381, C.E.P.R. Discussion Papers.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022. "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports 1025, Federal Reserve Bank of New York.
  • Bassetti, Federico & Casarin, Roberto & Del Negro, Marco, 2024. "A Bayesian Approach for Inference on Probabilistic Surveys," CEPR Discussion Papers 19426, C.E.P.R. Discussion Papers.
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, vol. 134(C).
  • Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics 39546, Universidad Carlos III de Madrid. Departamento de Economía.
• Julen Iglesias Tejedor, 2024. "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(5), pages 79-100, Mayo.
• Javier Teo Sanz Ortega, 2024. "El mercado bursátil español: BME Growth frente al IBEX," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(6), pages 185-198, Septiembr.
• Janny Núñez-Almonte & Alfredo Grau-Grau & Inmaculada Bel-Oms, 2024. "Sustainability, sustainable finance, good governance codes. A new perspective," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(6), pages 199-214, Septiembr.
• Pesaran, M. Hashem & Smith, Ron P., 2024. "High-Dimensional Forecasting With Known Knowns And Known Unknowns," National Institute Economic Review, National Institute of Economic and Social Research, vol. 267, pages 1-25, February.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
• Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," CESifo Working Paper Series 11240, CESifo.
  • Hannes Ullrich & Jonas Hannane & Christian Peukert & Luis Aguiar & Tomaso Duso, 2024. "Returns to Data: Evidence from Web Tracking," Discussion Papers of DIW Berlin 2091, DIW Berlin, German Institute for Economic Research.
  • Ullrich, Hannes & Hannane, Jonas & Peukert, Christian & Aguiar, Luis & Duso, Tomaso, 2024. "Returns to Data: Evidence from Web Tracking," CEPR Discussion Papers 19266, C.E.P.R. Discussion Papers.
• Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
• Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Kostas Mavromatis & Niki Papadopoulou & Edgar Silgado-Gómez, 2024. "Green Transition in the euro area: Domestic and global factors," BCL working papers 190, Central Bank of Luxembourg.
  • Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Kostas Mavromatis & Niki Papadopoulou & Niki Papadopoulou, 2024. "Green Transition in the Euro Area: Domestic and Global Factors," Working Papers 816, DNB.
• Dorinth van Dijk & Mick van Rooijen & Jasper de Winter, 2024. "DFROG: A nowcasting model for GDP growth," Working Papers 819, DNB.
• Chahad, Mohammed & Hofmann-Drahonsky, Anna-Camilla & Krause, Willi & Landau, Bettina & Sigwalt, Antoine, 2024. "The empirical performance of ECB/Eurosystem staff inflation projections since 2000," Economic Bulletin Articles, European Central Bank, vol. 5.
• Chahad, Mohammed & Martínez Hernández, Catalina & Page, Adrian & Hofmann-Drahonsky, Anna-Camilla, 2024. "An update on the accuracy of recent Eurosystem/ECB staff projections for short-term inflation," Economic Bulletin Boxes, European Central Bank, vol. 2.
• Page, Adrian, 2024. "The performance of Eurosystem/ECB staff projections for economic growth since the COVID-19 pandemic," Economic Bulletin Boxes, European Central Bank, vol. 7.
• Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
• Cappelletti, Giuseppe & Dimitrov, Ivan & Naruševičius, Laurynas & Le Grand, Catherine & Nunes, André & Podlogar, Jure & Röhm, Nicola & Ter Steege, Lucas, 2024. "2023 macroprudential stress test of the euro area banking system," Occasional Paper Series 347, European Central Bank.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024. "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series 2901, European Central Bank.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
  • Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
• Darracq Pariès, Matthieu & Kornprobst, Antoine & Priftis, Romanos, 2024. "Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model," Working Paper Series 2935, European Central Bank.
• G.M. Gallo & C.Ongari & S. Borgioli, 2024. "Financial Returns, Sentiment and Market Volatility: a Dynamic Assessment," Working Paper CRENoS 202415, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • Borgioli, Stefano & Gallo, Giampiero M. & Ongari, Chiara, 2024. "Financial returns, sentiment and market volatility. A dynamic assessment," Working Paper Series 2999, European Central Bank.
• Linzenich, Jan & Meunier, Baptiste, 2024. "Nowcasting Made Easier: a toolbox for economists," Working Paper Series 3004, European Central Bank.
• Siphat Lim & Edman Flores & Casey Barnett, 2024. "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, vol. 14(5), pages 156-166, September.
• Aarti Mehta Sharma & Saina Baby & Varsha Raghu, 2024. "Forecasting High Speed Diesel Demand in India with Econometric and Machine Learning Methods," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 496-506, January.
• Wamiliana Wamiliana & Edwin Russel & Iskandar Ali Alam & Widiarti Widiarti & Tuti Hairani & Mustofa Usman, 2024. "Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 579-591, January.
• Bharat Kumar Meher & Abhishek Anand & Sunil Kumar & Ramona Birau & Manohar Sing, 2024. "Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 426-434, March.
• Anggi Putri Kurniadi & Hasdi Aimon & Zamroni Salim & Ragimun Ragimun & Adang Sonjaya & Sigit Setiawan & Viktor Siagian & Lokot Zein Nasution & R Nurhidajat & Mutaqin Mutaqin & Joko Sabtohadi, 2024. "Analysis of Existing and Forecasting for Coal and Solar Energy Consumption on Climate Change in Asia Pacific: New Evidence for Sustainable Development Goals," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 352-359, July.
• Herry Kartika Gandhi & Ispány Márton, 2024. "Multi-step Natural Gas Price Forecasting using Ensemble Empirical Mode Decomposition and Long Short-Term Memory Hybrid Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 590-598, July.
• Hatem Brik & Jihene El Ouakdi, 2024. "Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 92-107, July.
• Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-Martínez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 527-533, September.
• Massimiliano Caporin & Muhammad Shahbaz & Bekhzod Kuziboev & Manzura Masharipova & Sherali Allaberganov & Samariddin Makhmudov, 2024. "Environmental Kuznets Curve for Extended Brics Economies: Do Women Governance and Water Stress Matter?," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 174-183, November.
• Abdikani Yusuf Abdulle & Idiris Sid Ali Mohamed, 2024. "The Environmental Impact of Trade Openness on CO2 Emissions: Empirical Evidence from Somalia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 353-364, November.
• Zhang, Huajing & Jiang, Fuwei & Liu, Yumin, 2024. "Extrapolative beliefs and return predictability: Evidence from China," Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
• Yacoubou Djima, Ismael & Kilic, Talip, 2024. "Attenuating measurement errors in agricultural productivity analysis by combining objective and self-reported survey data," Journal of Development Economics, Elsevier, vol. 168(C).
• Botsis, Alexandros & Görtz, Christoph & Sakellaris, Plutarchos, 2024. "Quantifying qualitative survey data with panel data," Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
• Lux, Thomas, 2024. "Lack of identification of parameters in a simple behavioral macroeconomic model," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
• Delogu, Marco & Lagravinese, Raffaele & Paolini, Dimitri & Resce, Giuliano, 2024. "Predicting dropout from higher education: Evidence from Italy," Economic Modelling, Elsevier, vol. 130(C).
  • Marco Delogu & Raffaelle Lagravinese & Dimitri Paolini & Giuliano Resce, 2020. "Predicting dropout from higher education: Evidence from Italy," DEM Discussion Paper Series 22-06, Department of Economics at the University of Luxembourg.
• Liu, Ying & Wen, Long & Liu, Han & Song, Haiyan, 2024. "Predicting tourism recovery from COVID-19: A time-varying perspective," Economic Modelling, Elsevier, vol. 135(C).
• Granados, Camilo & Parra-Amado, Daniel, 2024. "Estimating the output gap after COVID: How to address unprecedented macroeconomic variations," Economic Modelling, Elsevier, vol. 135(C).
  • Camilo Granados & Daniel Parra-Amado, 2023. "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia 1249, Banco de la Republica de Colombia.
• Song, Yuping & Huang, Jiefei & Zhang, Qichao & Xu, Yang, 2024. "Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China," Economic Modelling, Elsevier, vol. 136(C).
• Arbués, Ignacio & Matilla-García, Mariano, 2024. "Multibenchmark reality checks," Economic Modelling, Elsevier, vol. 140(C).
• Conigliani, Caterina & Costantini, Valeria & Paglialunga, Elena & Tancredi, Andrea, 2024. "Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers," Economic Modelling, Elsevier, vol. 141(C).
• Dufera, Tamirat Temesgen, 2024. "Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
• Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024. "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
• Wang, Jia & Wang, Xinyi & Wang, Xu, 2024. "International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
• Herrera, Rodrigo & Piña, Marco, 2024. "Market risk modeling with option-implied covariances and score-driven dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe, 2024. "Addressing the financial impact of natural disasters in the era of climate change," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Maki, Daiki, 2024. "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Sanford, Anthony, 2024. "Information content of option prices: Comparing analyst forecasts to option-based forecasts," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Yang, Qu & Yu, Yuanyuan & Dai, Dongsheng & He, Qian & Lin, Yu, 2024. "Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Zhao, Yongchen, 2024. "Uncertainty of household inflation expectations: Reconciling point and density forecasts," Economics Letters, Elsevier, vol. 234(C).
  • Yongchen Zhao, 2023. "Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts," Working Papers 2023-09, Towson University, Department of Economics, revised Dec 2023.
• Drautzburg, Thorsten, 2024. "A structural approach to combining external and DSGE model forecasts," Economics Letters, Elsevier, vol. 235(C).
  • Thorsten Drautzburg, 2023. "A Structural Approach to Combining External and DSGE Model Forecasts," Working Papers 23-10, Federal Reserve Bank of Philadelphia.
• Doan, Bao & Jayasuriya, Dulani & Lee, John B. & Reeves, Jonathan J., 2024. "Cryptocurrency systematic risk dynamics," Economics Letters, Elsevier, vol. 241(C).
• Kunaschk, Max, 2024. "Enriching administrative data using survey data and machine learning techniques," Economics Letters, Elsevier, vol. 243(C).
• Harel, Arie & Harpaz, Giora, 2024. "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, vol. 244(C).
• Telg, Sean, 2024. "Time aggregation of mixed causal–noncausal models," Economics Letters, Elsevier, vol. 244(C).
• Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2024. "The efficiency of the Japanese government’s revenue projections," Economics Letters, Elsevier, vol. 244(C).
• Lange, Rutger-Jan, 2024. "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, vol. 238(2).
• Reuvers, Hanno & Wijler, Etienne, 2024. "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, vol. 239(1).
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024. "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 239(1).
• Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024. "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, vol. 241(2).
  • Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024. "Extreme expectile estimation for short-tailed data," Post-Print hal-04672516, HAL.
• Oh, Dong Hwan & Patton, Andrew J., 2024. "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, vol. 242(1).
• Mei, Ziwei & Shi, Zhentao, 2024. "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, vol. 242(2).
• Brownlees, Christian & Llorens-Terrazas, Jordi, 2024. "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, vol. 244(1).
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024. "Local projections in unstable environments," Journal of Econometrics, Elsevier, vol. 244(2).
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 244(2).
• Vu, Patrick, 2024. "Why are replication rates so low?," Journal of Econometrics, Elsevier, vol. 245(1).
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024. "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, vol. 246(1).
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, vol. 32(C), pages 34-56.
  • Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series HIAS-E-104, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Berlin, Mitchell & Byun, Sung Je & D'Erasmo, Pablo & Yu, Edison, 2024. "Measuring climate transition risk at the regional level with an application to community banks," European Economic Review, Elsevier, vol. 170(C).
  • Mitchell Berlin & SungJe Byun & Pablo D'Erasmo & Edison Yu, 2025. "Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks," Working Papers 25-11, Federal Reserve Bank of Philadelphia.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2024. "Labour at risk," European Economic Review, Elsevier, vol. 170(C).
• Montorsi, Carlotta & Fusco, Alessio & Van Kerm, Philippe & Bordas, Stéphane P.A., 2024. "Predicting depression in old age: Combining life course data with machine learning," Economics & Human Biology, Elsevier, vol. 52(C).
• Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
• Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
• Lo, Gaye-Del & Marcelin, Isaac & Bassène, Théophile & Lo, Assane, 2024. "Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets," Emerging Markets Review, Elsevier, vol. 63(C).
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024. "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  • Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024. "Forecasting realized volatility: Does anything beat linear models?," Post-Print hal-04835657, HAL.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2024. "High-frequency realized stochastic volatility model," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024. "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024. "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, vol. 129(C).
• Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024. "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, vol. 130(C).
• Phella, Anthoulla & Gabriel, Vasco J. & Martins, Luis F., 2024. "Predicting tail risks and the evolution of temperatures," Energy Economics, Elsevier, vol. 131(C).
• Wang, Yushi & Wu, Libo & Zhou, Yang, 2024. "Household's willingness to pay for renewable electricity: A meta-analysis," Energy Economics, Elsevier, vol. 131(C).
• Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024. "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, vol. 132(C).
  • Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers 202325, University of Pretoria, Department of Economics.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024. "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, vol. 132(C).
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024. "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, vol. 133(C).
• Yang, Jinyu & Dong, Dayong & Liang, Chao & Cao, Yang, 2024. "Monetary policy uncertainty and the price bubbles in energy markets," Energy Economics, Elsevier, vol. 133(C).
• Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei, 2024. "Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors," Energy Economics, Elsevier, vol. 133(C).
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, vol. 134(C).
  • Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics 39546, Universidad Carlos III de Madrid. Departamento de Economía.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2024. "Learning from experts: Energy efficiency in residential buildings," Energy Economics, Elsevier, vol. 136(C).
  • Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023. "Learning from experts: Energy efficiency in residential buildings," SAFE Working Paper Series 403, Leibniz Institute for Financial Research SAFE.
• Tan, Jinghua & Li, Zhixi & Zhang, Chuanhui & Shi, Long & Jiang, Yuansheng, 2024. "A multiscale time-series decomposition learning for crude oil price forecasting," Energy Economics, Elsevier, vol. 136(C).
• Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe & Zhou, Xuewei & Wang, Ren, 2024. "A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention," Energy Economics, Elsevier, vol. 138(C).
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024. "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, vol. 139(C).
• Zhao, Yue & Brooks, Adria E. & Du, Xiaodong, 2024. "Electricity market resilience in the face of Hurricane Harvey: A network-oriented approach," Energy Economics, Elsevier, vol. 139(C).
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024. "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, vol. 139(C).
• Fields, Micah & Lindequist, David, 2024. "Global spillovers of US climate policy risk: Evidence from EU carbon emissions futures," Energy Economics, Elsevier, vol. 139(C).
• Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, vol. 139(C).
  • Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers 2404.02270, arXiv.org, revised Oct 2024.
• Yang, Kun & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach," Energy Economics, Elsevier, vol. 139(C).
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024. "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, vol. 140(C).

2023

• Quang Canh Tran & Anh Tung Tran & Thi Trang Tran, 2023. "Impact of the COVID-19 Pandemic on the Export Value of Vietnam’s Agro-forestry-fishery," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(4), pages 55-71, December.
• Hyeongwoo Kim & Jisoo Son, 2023. "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series auwp2023-02, Department of Economics, Auburn University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2023. "Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series auwp2023-05, Department of Economics, Auburn University.
• Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
  • Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
  • Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
  • Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
• Petra E. Todd & Kenneth I. Wolpin, 2023. "The Best of Both Worlds: Combining Randomized Controlled Trials with Structural Modeling," Journal of Economic Literature, American Economic Association, vol. 61(1), pages 41-85, March.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023. "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 463-463, April.
• Stanislav Zabojník & Dusan Steinhauser & Viktoria Pestova, 2023. "EU Decarbonisation: Do EU Electricity Costs Harm Export Competitiveness?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 522-522, April.
• Alexandra-Nicoleta Ciucu (Durnoi) & Cosmin Alexandru Teodorescu & Vanesa Madalina Vargas & Corina Ioanas, 2023. "Analysing EU Countries Digital Progress Towards Sustainable Development Goals," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(S17), pages 987-987, November.
• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023. "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS) WORMS/23/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Cem Çakmaklı & Anıl Divar Çakmaklı & Han Özsöylev, 2023. "Getiri Dağılımı Tahmininin Ekonomik Değeri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 40-58.
• Sanjay Kumar SINGH & Shivendra Sanjay SINGH & Vijay Lakshmi SINGH, 2023. "Predicting Adoption of Next Generation Digital Technology Utilizing the Adoption-Diffusion Model Fit: The Case of Mobile Payments Interface in an Emerging Economy," Access Journal, Access Press Publishing House, vol. 4(1), pages 130-148, October.
• Aysun Kapucugil Ikiz & Gizem Halil Utma, 2023. "Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs)," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 1-31, June.
• Pavithra Manivannan & Geetika Palta & Susan Thomas & Bhargavi Zaveri-Shah, 2023. "Evaluating courts from a litigant's perspective: A project report," Working Papers 29, xKDR.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
  • Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org, revised Oct 2023.
• Florian Huber & Gary Koop, 2024. "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1301-1320, November.
  • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
  • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
• Ali Lashgari, 2023. "Harnessing the Potential of Volatility: Advancing GDP Prediction," Papers 2307.05391, arXiv.org.
• Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023. "Individual Shrinkage for Random Effects," Papers 2308.01596, arXiv.org, revised May 2025.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt, 2023. "Solving the Forecast Combination Puzzle," Monash Econometrics and Business Statistics Working Papers 18/23, Monash University, Department of Econometrics and Business Statistics.
  • David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023. "Solving the Forecast Combination Puzzle," Papers 2308.05263, arXiv.org.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
  • Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023. "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers 2308.13346, arXiv.org, revised Sep 2024.
  • Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024. "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers 202425, University of Pretoria, Department of Economics.
• Olkhov, Victor, 2023. "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper 118373, University Library of Munich, Germany.
  • Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
• Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers 202307, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Papers 2309.09481, arXiv.org.
• Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers 2023-23, Faculty of Economic Sciences, University of Warsaw.
  • Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers 2309.10546, arXiv.org.
• Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers 2023-25, Faculty of Economic Sciences, University of Warsaw.
  • Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers 2309.15640, arXiv.org.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," PIER Working Paper Archive 23-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024. "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, vol. 246(1).
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
• Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv vpuac, Center for Open Science.
  • Franck Ramaharo & Gerzhino Rasolofomanana, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," Papers 2401.10255, arXiv.org.
  • Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper 119574, University Library of Munich, Germany.
• Adrian NICOLAU, 2023. "The Impact Of Ai On Internal Audit And Accounting Practices," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 67(2), pages 38-56, May.
• Alahverdi, Atefe & Daei-Karimzadeh, Saeed & Ghobadi, Sara, 2023. "Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 28(3), pages 161-185, December.
• Silvija Vlah Jeric, 2023. "Analysis Of The Financial Performance Of Machine Learning Models For Predicting The Direction Of Changes In Cee And See Stock Market Indices With Different Classification Evaluation Metrics," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 32(2), pages 533-545, december.
• Taofeek O. AYINDE & Farouq A. ADEYEMI, 2023. "Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(2), pages 1-7.
• Volodymyr Mozharovskyi & Oleksiy Solomytskyi, 2023. "Assessment And Forecasting Method Of State Stability," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 9(2).
• Johan Brannlund & Helen Lao & Maureen MacIsaac & Jing Yang, 2023. "Predicting Changes in Canadian Housing Markets with Machine Learning," Discussion Papers 2023-21, Bank of Canada.
• Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
• Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  • Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
• Tomás Marinozzi, 2023. "Forecasting Inflation in Argentina: A Probabilistic Approach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 81-110, May.
• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023. "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers 2324, Banco de España.
• Marta Crispino & Vincenzo Mariani, 2023. "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers) 746, Bank of Italy, Economic Research and International Relations Area.
• Salgado Alfredo & Trujillo Alejandro, 2023. "Growth at Risk and Uncertainty: Evidence from Mexico," Working Papers 2023-08, Banco de México.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023. "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia 1225, Banco de la Republica de Colombia.
• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023. "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia 1241, Banco de la Republica de Colombia.
• Granados, Camilo & Parra-Amado, Daniel, 2024. "Estimating the output gap after COVID: How to address unprecedented macroeconomic variations," Economic Modelling, Elsevier, vol. 135(C).
  • Camilo Granados & Daniel Parra-Amado, 2023. "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia 1249, Banco de la Republica de Colombia.
• Andrey Duván Rincón-Torres & Andrés Felipe Salas-Avila & Juan Manuel Julio-Román, 2023. "Inflation Expectations: Rationality, Disagreement and the Role of the Loss Function in Colombia," Borradores de Economia 1262, Banco de la Republica de Colombia.
• Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
  • Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers 917, Banque de France.
  • Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers 31419, National Bureau of Economic Research, Inc.
• Olivier de Bandt & Jean-Charles Bricongne & Julien Denes & Alexandre Dhenin & Annabelle De Gaye & Pierre-Antoine Robert, 2023. "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers 921, Banque de France.
• Konstantin Boss & Finja Krueger & Conghan Zheng & Tobias Heidland & Andre Groeger, 2023. "Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques," Working Papers 1387, Barcelona School of Economics.
• Jonathan Chassot & Michael Creel, 2023. "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers 1412, Barcelona School of Economics.
• Koresh Galil & Ami Hauptman & Rosit Levy Rosenboim, 2023. "Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models," Working Papers 2308, Ben-Gurion University of the Negev, Department of Economics.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series 8148, CESifo.
  • Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2023. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Discussion Papers 23-06, Department of Economics, University of Birmingham.
  • Alex Botsis & Christoph Gortz & Plutarchos Sakellaris, 2021. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-14, Economic Statistics Centre of Excellence (ESCoE).
• Anton Votinov & Samvel Lazaryan & Yulia Polshchikova, 2023. "The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 82(1), pages 32-54, March.
• Anastasia Petaykina, 2023. "Estimation of Sensitivity of Russian Household Consumption to Permanent and Transitory Income Shocks Using Kalman Filter," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 110-127, September.
• Artur Sharafutdinov, 2023. "Forecasting Russian GDP, Inflation, Interest Rate, and Exchange Rate Using DSGE-VAR Model," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 62-86, September.
• Viacheslav Kramkov, 2023. "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series wps112, Bank of Russia.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
  • Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021. "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers 202165, University of Pretoria, Department of Economics.
• Christina Anderl & Guglielmo Maria Caporale, 2023. "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
  • Christina Anderl & Guglielmo Maria Caporale, 2022. "Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts," CESifo Working Paper Series 9687, CESifo.
• Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
• Hai‐Anh H. Dang & Peter F. Lanjouw, 2023. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 599-622, June.
  • Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
  • Dang, Hai-Anh H. & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," GLO Discussion Paper Series 1213, Global Labor Organization (GLO).
  • Dang, Hai-Anh H & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," IZA Discussion Papers 15827, Institute of Labor Economics (IZA).
• Dario Sansone & Anna Zhu, 2023. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 959-992, October.
  • Dario Sansone & Anna Zhu, 2020. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Papers 2011.12057, arXiv.org, revised May 2021.
  • Sansone, Dario & Zhu, Anna, 2021. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers 14377, Institute of Labor Economics (IZA).
• COJOCARIU Irina-Cristina, 2023. "Analysis Of Sports Performances Using Machine Learning And Statistical Models - A General Analysis Of The Literature," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 75(2), pages 34-39, June.
• Kohns, David & Potjagailo, Galina, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers 1025, Bank of England.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
• Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-33, December.
  • Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Working Papers 317, Bank of Greece.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2061-2091, December.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
  • Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Working Papers 318, Bank of Greece.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
• Zacharias Bragoudakis & Ioannis Krompas, 2023. "Greek GDP forecasting using Bayesian multivariate models," Working Papers 321, Bank of Greece.
• Eleftheria Kafousaki & Stavros Degiannakis, 2023. "Forecasting VIX: the illusion of forecast evaluation criteria," Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 231-240.
  • Stavros Degiannakis & Eleftheria Kafousaki, 2023. "Forecasting VIX: The illusion of forecast evaluation criteria," Working Papers 322, Bank of Greece.
• Liu-Evans Gareth, 2023. "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 1-26, January.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023. "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
  • Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017. "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper 102602, University Library of Munich, Germany.
• Abbara Omar & Zevallos Mauricio, 2023. "Estimation and forecasting of long memory stochastic volatility models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 1-24, February.
• Martina Jakob & Sebastian Heinrich, 2023. "Measuring Human Capital with Social Media Data and Machine Learning," University of Bern Social Sciences Working Papers 46, University of Bern, Department of Social Sciences.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2023. "Financer la perte d'autonomie : la piste des prêts viagers hypothécaires et de l'assurance obligatoire," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-233.
• Congressional Budget Office, 2023. "The Accuracy of CBO’s Budget Projections for Fiscal Year 2022," Reports 58603, Congressional Budget Office.
• Congressional Budget Office, 2023. "An Evaluation of CBO’s Projections of Outlays From 1984 to 2021," Reports 58613, Congressional Budget Office.
• Congressional Budget Office, 2023. "CBO’s Economic Forecasting Record: 2023 Update," Reports 59078, Congressional Budget Office.
• Congressional Budget Office, 2023. "The Accuracy of CBO’s Budget Projections for Fiscal Year 2023," Reports 59682, Congressional Budget Office.
• Byoung Hark Yoo, 2023. "Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08," Working Papers 59629, Congressional Budget Office.
• Constantin Rudolf Salomo Bürgi, 2023. "How to deal with missing observations in surveys of professional forecasters," Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
  • Constantin Bürgi, 2023. "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series 10203, CESifo.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024. "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, vol. 246(1).
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
• Robert Lehmann & Ida Wikman, 2022. "Quarterly GDP Estimates for the German States," ifo Working Paper Series 370, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Robert Lehmann & Ida Wikman, 2023. "Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics," CESifo Working Paper Series 10280, CESifo.
  • Lehmann, Robert & Wikman, Ida, 2022. "Quarterly GDP Estimates for the German States," MPRA Paper 112642, University Library of Munich, Germany.
• Robert Lehmann, 2024. "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
  • Robert Lehmann, 2023. "READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting," CESifo Working Paper Series 10315, CESifo.
• Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 119-148, September.
  • Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series 10449, CESifo.
• Friederike Fourné & Robert Lehmann, 2023. "From Shopping to Statistics: Tracking and Nowcasting Private Consumption Expenditures in Real-Time," CESifo Working Paper Series 10764, CESifo.
• Sören Blomquist, 2023. "Evaluating the Discrete Choice and BN Methods to Estimate Labor Supply Functions," CESifo Working Paper Series 10827, CESifo.
• Stefan Sauer & Moritz Schasching & Klaus Wohlrabe, 2023. "Handbook of ifo Surveys," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 100, September.
• Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot & Niemann, Knut, 2022. "Firm Expectations and News: Micro v Macro," CEPR Discussion Papers 17768, C.E.P.R. Discussion Papers.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann, 2023. "Firm Expectations and News: Micro v Macro," ifo Working Paper Series 400, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot J. & Niemann, Knut, 2023. "Firm expectations and news: Micro v macro," Working Papers 43, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann & Gernot Müller, 2022. "Firm Expectations and News: Micro v Macro," CESifo Working Paper Series 10192, CESifo.
• Charles Kenny & Zack Gehan, 2023. "Scenarios for Future Global Growth to 2050," Working Papers 634, Center for Global Development.
• Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
  • Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series 23-119, Swiss Finance Institute.
• Markus Leippold & Hanlin Yang, 2023. "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series 23-39, Swiss Finance Institute, revised Jun 2023.
• Michal Andrle & Jan Bruha, 2023. "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers 2023/13, Czech National Bank, Research and Statistics Department.
• Chalup Calmotti, Miguel Sebastiano & Escobar Caba, Luis Fernando, 2023. "Efectos macroeconómicos de la política fiscal durante la crisis del Covid-19: evidencia de Bolivia a nivel regional," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(1), pages 1-39, June.
• Garay Rodríguez, Seydyss & Vidal-Alejandro, Pavel & Cerón-Ordoñez, Julieth, 2023. "El monitoreo del sector de la construcción en el Valle del Cauca," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 42(75), pages 237-271, January.
• López-Solís, Oscar & Haro Sarango, Alexander Fernando & Córdova-Pacheco, Ana & Pérez-Briceño, Juan, 2023. "El teorema Modigliani-Miller: un análisis desde la estructura de capital mediante modelos Data Mining en pymes del sector comercio," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(1), pages 45-66, January.
• Emile Cammeraat & Brinn Hekkelman & Pim Kastelein & Suzanne Vissers, 2023. "Predictability and (co-)incidence of labor and health shocks," CPB Discussion Paper 453, CPB Netherlands Bureau for Economic Policy Analysis.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
  • Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers 18191, C.E.P.R. Discussion Papers.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023. "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers 18244, C.E.P.R. Discussion Papers.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
  • Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
  • M. Lenza & I. Moutachaker & I. Moutachaker, 2024. "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers 2024-12, Institut National de la Statistique et des Etudes Economiques.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," CEPR Discussion Papers 18432, C.E.P.R. Discussion Papers.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023. "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers 18549, C.E.P.R. Discussion Papers.
  • Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
• Moon, Hyungsik Roger & Schorfheide, Frank & Zhang, Boyuan, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," CEPR Discussion Papers 18560, C.E.P.R. Discussion Papers.
• Bjoern Schulte-Tillmann & Mawuli Segnon & Timo Wiedemann, 2023. "A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches," CQE Working Papers 10523, Center for Quantitative Economics (CQE), University of Muenster.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023. "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers 10623, Center for Quantitative Economics (CQE), University of Muenster.
• Mohana Mondal & Michael P. Cameron & Jacques Poot, 2023. "Towards a Dynamic Spatial Microsimulation Model for Projecting Auckland’s Spatial Distribution of Ethnic Groups," RF Berlin - CReAM Discussion Paper Series 2303, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020. "Deep Dynamic Factor Models," Papers 2007.11887, arXiv.org, revised May 2023.
  • Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023. "Deep Dynamic Factor Models," Working Papers 2023-08, Center for Research in Economics and Statistics.
• van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers," IZA Discussion Papers 16426, Institute of Labor Economics (IZA).
  • Gerard J. van den Berg & Max Kunaschk & Julia Lang & Gesine Stephan & Arne Uhlendorf, 2023. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," Working Papers 2023-09, Center for Research in Economics and Statistics.
  • J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2024. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," IAB-Discussion Paper 202403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.
• Simon SCHNÜRCH & Torsten KLEINOW & Andreas WAGNER, 2023. "Accounting for COVID-19-type shocks in mortality modeling: a comparative study," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 89(3), pages 483-512, September.
• Kamil Dawid Grzebien & María Jesús Segovia-Vargas, 2023. "Predicción del riesgo de impago en los préstamos P2P," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 1(2), pages 175-188, Mayo.
• Michael Sampson, 2023. "Learning About New Eras," Annals of Economics and Finance, Society for AEF, vol. 24(1), pages 1-12, May.
• Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
• Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023. "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, vol. 77(C).
  • Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
  • Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
  • Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
• Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Public Choice, Springer, vol. 197(1), pages 283-309, October.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Post-Print hal-04197291, HAL.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," EconomiX Working Papers 2023-23, University of Paris Nanterre, EconomiX.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Working Papers hal-04194969, HAL.
  • Benjamin Monnery & Fran ois-Charles Wolff, 2023. "Is participatory democracy in line with social protest ? Evidence from the French Yellow Vests movement," TEPP Working Paper 2023-07, TEPP.
• Christopher E.S. WARBURTON & Jared PEMBERTON, 2023. "Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(1), pages 101-124.
• Germann, Maximilian & Kusmierczyk, Piotr & Puyo, Christelle, 2023. "Results of the 2022 climate risk stress test of the Eurosystem balance sheet," Economic Bulletin Boxes, European Central Bank, vol. 2.
• Burban, Valentin & Schupp, Fabian, 2023. "Backcasting real interest rates and inflation expectations – combining market-based measures with historical data for related variables," Economic Bulletin Boxes, European Central Bank, vol. 2.
• Emambakhsh, Tina & Fuchs, Maximilian & Kördel, Simon & Kouratzoglou, Charalampos & Lelli, Chiara & Pizzeghello, Riccardo & Salleo, Carmelo & Spaggiari, Martina, 2023. "The Road to Paris: stress testing the transition towards a net-zero economy," Occasional Paper Series 328, European Central Bank.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Forecasting euro area inflation with machine-learning models," Research Bulletin, European Central Bank, vol. 112.
• Warne, Anders, 2023. "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series 2768, European Central Bank.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
  • Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
• Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
  • Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
  • M. Lenza & I. Moutachaker & I. Moutachaker, 2024. "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers 2024-12, Institut National de la Statistique et des Etudes Economiques.
• Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers 31419, National Bureau of Economic Research, Inc.
  • Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
  • Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers 917, Banque de France.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," Working Paper Series 2840, European Central Bank.
• Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
• Khondokar Jilhajj, 2023. "Forecasting Lending Interest Rate and Deposit Interest Rate of Bangladesh Using the Autoregressive Integrated Moving Average Model," International Journal of Economics and Financial Issues, Econjournals, vol. 13(3), pages 169-177, May.
• William Djamfa Mbiakop & Hlalefang Khobai & Djomo Choumbou Raoul Fani, 2023. "Response of Agriculture Production to Change of Foreign Direct Investment and Public Agriculture Expenditure in South Africa: A Monte Carlo Simulation Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 13(6), pages 1-7, November.
• Amine Mounir, 2023. "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 428-433, May.
• Mustofa Usman & M. Komarudin & Nurhanurawati Nurhanurawati & Edwin Russel & Ahmad Sidiq & Warsono Warsono & F. A.M Elfaki, 2023. "Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 542-554, July.
• Samuel John Parreno, 2023. "Forecasting the Total Non-coincidental Monthly System Peak Demand in the Philippines: A Comparison of Seasonal Autoregressive Integrated Moving Average Models and Artificial Neural Networks," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 544-552, September.
• Abdulrazak Nur Mohamed & Idiris Sid Ali Mohamed, 2023. "Precious Metals and Oil Price Dynamics," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 119-128, November.
• Hamdy Ahmad Aly Alhendawy & Mohammed Galal Abdallah Mostafa & Mohamed Ibrahim Elgohari & Ibrahim Abdalla Abdelraouf Mohamed & Nabil Medhat Arafat Mahmoud & Mohamed Ahmed Mohamed Mater, 2023. "Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 679-689, November.
• Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Mungo, Luca & Lafond, François & Astudillo-Estévez, Pablo & Farmer, J. Doyne, 2023. "Reconstructing production networks using machine learning," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  • Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022. "Reconstructing production networks using machine learning," INET Oxford Working Papers 2022-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jan 2023.
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023. "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
• Shintani, Mototsugu & Ueda, Kozo, 2023. "Identifying the source of information rigidities in the expectations formation process," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the source of information rigidities in the expectations formation process," CAMA Working Papers 2021-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the Source of Information Rigidities in the Expectations Formation Process," CARF F-Series CARF-F-516, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Ahn, Hie Joo, 2023. "Duration structure of unemployment hazards and the trend unemployment rate," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023. "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
• Tsuchiya, Yoichi, 2023. "Assessing the World Bank’s growth forecasts," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 64-84.
• Kawamoto, Takuji & Nakazawa, Takashi & Kishaba, Yui & Matsumura, Kohei & Nakajima, Jouchi, 2023. "Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 208-224.
• Sen, Anindya & Baker, John David & Zhang, Qihuang & Agarwal, Rishav Raj & Lam, Jean-Paul, 2023. "Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 225-242.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023. "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 975-994.
• Zhang, Li & Li, Yan & Yu, Sixin & Wang, Lu, 2023. "Risk transmission of El Niño-induced climate change to regional Green Economy Index," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 860-872.
• Peng, Lijuan & Pan, Zhigang & Liang, Chao & Umar, Muhammad, 2023. "Exchange rate volatility predictability: A new insight from climate policy uncertainty," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 688-700.
• Arango-Castillo, Lenin & Orraca, María José & Molina, G. Stefano, 2023. "The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance," Economic Modelling, Elsevier, vol. 120(C).
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023. "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, vol. 120(C).
  • Claudia Foroni & Francesco Ravazzolo & Luca Rossini, 2020. "Are low frequency macroeconomic variables important for high frequency electricity prices?," Papers 2007.13566, arXiv.org, revised Dec 2022.
• Ojeda-Joya, Jair & Romero, José Vicente, 2023. "Global uncertainty shocks and exchange-rate expectations in Latin America," Economic Modelling, Elsevier, vol. 120(C).
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023. "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, vol. 120(C).
• Yu, Dan & Chen, Chuang & Wang, Yudong & Zhang, Yaojie, 2023. "Hedging pressure momentum and the predictability of oil futures returns," Economic Modelling, Elsevier, vol. 121(C).
• Zhang, Qin & Ni, He & Xu, Hao, 2023. "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, vol. 122(C).
• Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023. "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, vol. 123(C).
• Qiu, Yue & Zheng, Yuchen, 2023. "Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations," Economic Modelling, Elsevier, vol. 125(C).
• McKibbin, Warwick & Fernando, Roshen, 2023. "The global economic impacts of the COVID-19 pandemic," Economic Modelling, Elsevier, vol. 129(C).
• Hambuckers, J. & Ulm, M., 2023. "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, vol. 129(C).
• Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023. "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, vol. 129(C).
• Yan, Wan-Lin, 2023. "Stock index futures price prediction using feature selection and deep learning," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
• Li, Houjian & Zhou, Deheng & Hu, Jiayu & Li, Junwen & Su, Mengying & Guo, Lili, 2023. "Forecasting the realized volatility of Energy Stock Market: A multimodel comparison," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
• Wu, Xinyu & Zhao, An & Liu, Li, 2023. "Forecasting VIX using two-component realized EGARCH model," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
• Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023. "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
• Caiado, Jorge & Lúcio, Francisco, 2023. "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
  • Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022. "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers 202252, University of Pretoria, Department of Economics.
• Winkelried, Diego, 2023. "Simple interpolations of inflation expectations," Economics Letters, Elsevier, vol. 229(C).
• Cavicchioli, Maddalena, 2023. "Impulse response function analysis for Markov switching var models," Economics Letters, Elsevier, vol. 232(C).
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
  • Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
  • Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
  • Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
• Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
  • Ulrich Hounyo & Kajal Lahiri, 2021. "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers 2021-14, Department of Economics and Business Economics, Aarhus University.
• Ding, Yashuang (Dexter), 2023. "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, vol. 232(2), pages 521-543.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023. "Quasi score-driven models," Journal of Econometrics, Elsevier, vol. 234(1), pages 251-275.
  • F. Blasques & Christian Francq & Sébastien Laurent, 2023. "Quasi score-driven models," Post-Print hal-04069143, HAL.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023. "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1054-1086.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
• Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
• Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
• Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023. "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, vol. 235(2), pages 470-483.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023. "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, vol. 236(2).
  • Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes," Papers 2107.03674, arXiv.org, revised Feb 2023.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
• Tu, Yundong & Xie, Xinling, 2023. "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, vol. 237(1).
• Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023. "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, vol. 237(2).
• Aknouche, Abdelhakim & Francq, Christian, 2023. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, vol. 237(2).
  • Aknouche, Abdelhakim & Francq, Christian, 2019. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper 97382, University Library of Munich, Germany.
• Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
  • Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
  • Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
• Berrisch, Jonathan & Ziel, Florian, 2023. "CRPS learning," Journal of Econometrics, Elsevier, vol. 237(2).
• Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023. "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, vol. 237(2).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022. "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-053/III, Tinbergen Institute.
• Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
  • Rui Fan & Ji Hyung Lee & Youngki Shin, 2021. "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers 2101.11568, arXiv.org, revised Dec 2022.
• Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023. "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, vol. 237(2).
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023. "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, vol. 237(2).
• Lippi, Marco & Deistler, Manfred & Anderson, Brian, 2023. "High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research," Econometrics and Statistics, Elsevier, vol. 26(C), pages 3-16.
• Hallin, Marc & Trucíos, Carlos, 2023. "Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach," Econometrics and Statistics, Elsevier, vol. 27(C), pages 1-15.
• Crucitti, Francesca & Lazarou, Nicholas-Joseph & Monfort, Philippe & Salotti, Simone, 2023. "Where does the EU cohesion policy produce its benefits? A model analysis of the international spillovers generated by the policy," Economic Systems, Elsevier, vol. 47(3).
• Borrotti, Matteo & Rabasco, Michele & Santoro, Alessandro, 2023. "Using accounting information to predict aggressive tax location decisions by European groups," Economic Systems, Elsevier, vol. 47(3).
• Zakharenko, Roman, 2023. "Pricing shared vehicles," Economics of Transportation, Elsevier, vol. 33(C).
• Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  • Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
  • Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
• Khalfaoui, Rabeh & Hammoudeh, Shawkat & Rehman, Mohd Ziaur, 2023. "Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network," Emerging Markets Review, Elsevier, vol. 54(C).
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023. "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 144-164.
  • , 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.
  • Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 202109, University of Liverpool, Department of Economics.
• Nonejad, Nima, 2023. "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 91-122.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023. "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 1-12.
• Yu, Deshui & Huang, Difang & Chen, Li, 2023. "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 36-53.
• Wang, Keli & Liu, Xiaoquan & Ye, Wuyi, 2023. "Intraday VaR: A copula-based approach," Journal of Empirical Finance, Elsevier, vol. 74(C).
• Souropanis, Ioannis & Vivian, Andrew, 2023. "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, vol. 74(C).
• Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
  • Degiannakis, Stavros & Filis, George, 2020. "Oil price assumptions for macroeconomic policy," MPRA Paper 100705, University Library of Munich, Germany.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023. "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, vol. 118(C).
  • Blazsek, Szabolcs & Escribano, Álvaro, 2022. "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics 34757, Universidad Carlos III de Madrid. Departamento de Economía.
• Galarneau-Vincent, Rémi & Gauthier, Geneviève & Godin, Frédéric, 2023. "Foreseeing the worst: Forecasting electricity DART spikes," Energy Economics, Elsevier, vol. 119(C).
• Qu, Hui & Li, Guo, 2023. "Multi-perspective investor attention and oil futures volatility forecasting," Energy Economics, Elsevier, vol. 119(C).
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023. "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, vol. 119(C).
• Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023. "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, vol. 120(C).
• Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 120(C).
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023. "Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts," Energy Economics, Elsevier, vol. 121(C).
  • Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts," MPRA Paper 115559, University Library of Munich, Germany.
• Abdollahi, Hooman, 2023. "Oil price volatility and new evidence from news and Twitter," Energy Economics, Elsevier, vol. 122(C).
• Liu, Yue & Sun, Huaping & Meng, Bo & Jin, Shunlin & Chen, Bin, 2023. "How to purchase carbon emission right optimally for energy-consuming enterprises? Analysis based on optimal stopping model," Energy Economics, Elsevier, vol. 124(C).
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
• Tian, Guangning & Peng, Yuchao & Meng, Yuhao, 2023. "Forecasting crude oil prices in the COVID-19 era: Can machine learn better?," Energy Economics, Elsevier, vol. 125(C).
• Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  • Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
• Nonejad, Nima, 2023. "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, vol. 126(C).
• Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023. "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, vol. 126(C).
• Li, Yan & Huynh, Luu Duc Toan & Xu, Yongan & Liang, Hao, 2023. "The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures," Energy Economics, Elsevier, vol. 127(PB).
• Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023. "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, vol. 127(PB).
• Misik, Sándor, 2023. "Korrelációbecslés a forintpiacon [Correlation forecasting on the Hungarian forint market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 772-794.
• Kristóf, Tamás & Márton, András & Fiáth, Attila, 2023. "Állami energiavállalatok pénzügyi teljesítménye Magyarországon a koronavírus-járvány előtt és alatt [Financial performance of publicly owned energy companies in Hungary before and during the COVID ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1057-1076.
• Chaoyi Chen & Yiguo Sun & Yao Rao, 2023. "Threshold MIDAS Forecasting of Inflation Rate," Working Papers 202314, University of Liverpool, Department of Economics.
• Lorena Skufi & Adam Geršl, 2023. "Using Macrofinancial Models to Simulate Macroeconomic Developments During the COVID-19 Pandemic: The Case of Albania," Eastern European Economics, Taylor & Francis Journals, vol. 61(5), pages 517-553, September.
  • Lorena Skufi & Adam Gersl, 2022. "Using Macro-Financial Models to Simulate Macroeconomic Developments During the Covid-19 Pandemic: The Case of Albania," Working Papers IES 2022/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2022.
• Gabor Szigel & Boldizsar Istvan Gyurus, 2023. "Are Default Rate Time Series Stationary? A Practical Approach for Banking Experts," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 22(4), pages 107-135.
• Viola Monostoriné Grolmusz, 2023. "Optimal Forecast Combination Under Asymmetric Loss and Regime-Switching," MNB Working Papers 2023/3, Magyar Nemzeti Bank (Central Bank of Hungary).
• Viola Monostoriné Grolmusz, 2023. "Recovering Stock Analysts’ Loss Functions from Buy/Sell Recommendations," MNB Working Papers 2023/4, Magyar Nemzeti Bank (Central Bank of Hungary).
• Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
• Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2023. "ABC-based Forecasting in State Space Models," Monash Econometrics and Business Statistics Working Papers 12/23, Monash University, Department of Econometrics and Business Statistics.
• Raffaele Mattera & George Athanasopoulos & Rob Hyndman, 2024. "Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering," Quantitative Finance, Taylor & Francis Journals, vol. 24(11), pages 1641-1667, November.
  • George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023. "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers 17/23, Monash University, Department of Econometrics and Business Statistics.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023. "Solving the Forecast Combination Puzzle," Papers 2308.05263, arXiv.org.
  • David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt, 2023. "Solving the Forecast Combination Puzzle," Monash Econometrics and Business Statistics Working Papers 18/23, Monash University, Department of Econometrics and Business Statistics.
• Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023. "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers 7/23, Monash University, Department of Econometrics and Business Statistics.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024. "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
  • George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
• Kris Boud & Arno De Block & Geert Langenus & Peter Reusens, 2023. "Nowcasting GDP through the lens of economic states," Working Paper Research 445, National Bank of Belgium.
• Bhatt, Monica & Heller, Sara & Kapustin, Max & Bertrand, Marianne & Blattman, Christopher, 2023. "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," SocArXiv dks29, Center for Open Science.
  • Monica P. Bhatt & Sara B. Heller & Max Kapustin & Marianne Bertrand & Christopher Blattman, 2023. "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," NBER Working Papers 30852, National Bureau of Economic Research, Inc.
• Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers 917, Banque de France.
  • Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers 31419, National Bureau of Economic Research, Inc.
  • Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
• Luca Gemmi & Rosen Valchev, 2023. "Biased Surveys," NBER Working Papers 31607, National Bureau of Economic Research, Inc.
• Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series 23-119, Swiss Finance Institute.
  • Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
• Rasstrigin, M. & Kitaev, A. & Pleshackova, E., 2023. "Forecasting spending on orphan diseases to maintain the long-run financial sustainability of healthcare system," Journal of the New Economic Association, New Economic Association, vol. 59(2), pages 120-141.
• Mirko Ðukic, Iva Krsmanovic, Miodrag Petkovic & Mirko Ðukic & Iva Krsmanovic & Miodrag Petkovic, 2023. "Nowcasting inflation using prices from the web," Working Papers Bulletin 16, National Bank of Serbia.
• Gunnar BÃ¥rdsen & Ragnar Nymoen, 2023. "Dynamic time series modelling and forecasting of COVID-19 in Norway," Working Paper Series 19623, Department of Economics, Norwegian University of Science and Technology.
• Oana Chindris-Vasioiu, 2023. "The RDI System in Romania as Compared to Other Member States of The European Union," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 11(1), pages 32-39, May.
• Marion Devaux & Alexandra Aldea & Aliénor Lerouge & Marina Dorfmuller Ciampi & Michele Cecchini, 2023. "Évaluation du programme national de lutte contre le tabagisme en France," OECD Health Working Papers 155, OECD Publishing.
• Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2023. "Nowcasting trade in value added indicators," OECD Statistics Working Papers 2023/03, OECD Publishing.
• Kitti Fodor, 2023. "Decision Tree Or Logistic Regression - Which Basic Model Is Better?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(2), pages 67-75, December.
• Franck Ramaharo & Gerzhino Rasolofomanana, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," Papers 2401.10255, arXiv.org.
  • Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv vpuac, Center for Open Science.
  • Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper 119574, University Library of Munich, Germany.
• Monica P. Bhatt & Sara B. Heller & Max Kapustin & Marianne Bertrand & Christopher Blattman, 2023. "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," NBER Working Papers 30852, National Bureau of Economic Research, Inc.
  • Bhatt, Monica & Heller, Sara & Kapustin, Max & Bertrand, Marianne & Blattman, Christopher, 2023. "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," SocArXiv dks29, Center for Open Science.
• Kibrom A Abay & Nishant Yonzan & Sikandra Kurdi & Kibrom Tafere, 2023. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during the COVID-19 Pandemic," Journal of African Economies, Centre for the Study of African Economies, vol. 32(Supplemen), pages 44-68.
  • Abay, Kibrom A. & Yonzan, Nishant & Kurdi, Sikandra & Tafere, Kibrom, 2022. "Revisiting poverty trends and the role of social protection systems in Africa during the COVID-19 pandemic," IFPRI discussion papers 2142, International Food Policy Research Institute (IFPRI).
  • Abay,Kibrom A. & Yonzan,Nishant & Kurdi,Sikandra Smith & Hirfrfot,Kibrom Tafere, 2022. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during theCOVID-19 Pandemic," Policy Research Working Paper Series 10172, The World Bank.
• Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao, 2023. "Volatility Estimation and Forecasts Based on Price Durations," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 106-144.
• Sander Barendse & Erik Kole & Dick van Dijk, 2023. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
  • Sander Barendse & Erik Kole & Dick van Dijk, 2019. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers 19-058/III, Tinbergen Institute.
• Shenyi Pan & Harry Joe & Guofu Li, 2023. "Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 714-741.
• Uwe Hassler & Marc-Oliver Pohle, 2023. "Forecasting under Long Memory," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 742-778.
• Tobias Hartl & Roland Jucknewitz, 2023. "Multivariate Fractional Components Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 880-914.
• Razvan Pascalau & Ryan Poirier, 2023. "Increasing the information content of realized volatility forecasts," Journal of Financial Econometrics, Oxford University Press, vol. 21(4), pages 1064-1098.
• Eleftheria Kafousaki & Stavros Degiannakis, 2023. "Forecasting VIX: the illusion of forecast evaluation criteria," Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 231-240.
  • Stavros Degiannakis & Eleftheria Kafousaki, 2023. "Forecasting VIX: The illusion of forecast evaluation criteria," Working Papers 322, Bank of Greece.
• Faten Ben Bouheni & Manish Tewari, 2023. "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 374-395, September.
• Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023. "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
  • Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
• Yan Carrière-Swallow & José Marzluf, 2023. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 509-537, June.
  • Mr. Yan Carriere-Swallow & José Marzluf, 2021. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Working Papers 2021/275, International Monetary Fund.
• Egidio Palmieri & Enrico Fioravante Geretto, 2023. "From Theory to Practice: Discussion and Managerial Implications," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Adapting to Change, chapter 0, pages 169-186, Palgrave Macmillan.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
  • Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," PIER Working Paper Archive 23-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Vancsura, László & Bareith, Tibor, 2023. "Analysis of the performance of predictive models during Covid-19 and the Russian-Ukrainian war," Public Finance Quarterly, Corvinus University of Budapest, vol. 69(2), pages 118-132.
• Alexandra Kechrinioti & Dimitrios Karamanis, 2025. "The Greek-Turkish Rivalry: A Bayesian VAR Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 36(3), pages 395-410, April.
  • Karamanis, Dimitrios & Kechrinioti, Alexandra, 2023. "The Greek-Turkish rivalry: A Bayesian VAR approach," MPRA Paper 116827, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper 116907, University Library of Munich, Germany, revised 19 Feb 2023.
• Andrianady, Josué R., 2023. "Comparing Econometric Models for Forecasting GDP in Madagascar," MPRA Paper 116911, University Library of Munich, Germany.
• Andrianady, Josué R., 2023. "Crunching the Numbers: A Comparison of Econometric Models for GDP Forecasting in Madagascar," MPRA Paper 116916, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis for Utility Maximization: A Study on Lagrange Multipliers and Commodity Coupons," MPRA Paper 117077, University Library of Munich, Germany, revised 06 Jan 2023.
• Gutierrez-Lythgoe, Antonio, 2023. "Movilidad urbana sostenible: Predicción de demanda con Inteligencia Artificial [Sustainable Urban Mobility: Demand Prediction with Artificial Intelligence]," MPRA Paper 117103, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis of Inputs of an Organization: A Profit Maximization Exploration," MPRA Paper 117121, University Library of Munich, Germany, revised 12 Mar 2023.
• Fantazzini, Dean, 2023. "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper 117141, University Library of Munich, Germany.
• Gutierrez-Lythgoe, Antonio, 2023. "Autoempleo y Machine Learning: Una aplicación para España [Self-employment and Machine Learning: An application for Spain]," MPRA Paper 117275, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget," MPRA Paper 117299, University Library of Munich, Germany, revised 17 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper 117993, University Library of Munich, Germany, revised 07 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Effects of Various Inputs for Increased Interest Rate of Capital: A Nonlinear Budget Constraint Consideration," MPRA Paper 118134, University Library of Munich, Germany, revised 06 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper 118176, University Library of Munich, Germany, revised 05 May 2023.
• Arnold, Rob, 2023. "Uniform Confidence/Certainty Estimation," MPRA Paper 118234, University Library of Munich, Germany.
• Mohajan, Devajit, 2023. "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper 118334, University Library of Munich, Germany, revised 13 Feb 2023.
• Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
  • Olkhov, Victor, 2023. "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper 118373, University Library of Munich, Germany.
• Dean Fantazzini & Yufeng Xiao, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, vol. 11(3), pages 1-73, August.
  • Fantazzini, Dean & Xiao, Yufeng, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper 118435, University Library of Munich, Germany.
• Lee, David, 2023. "Default Forecasting and Credit Valuation Adjustment," MPRA Paper 118578, University Library of Munich, Germany.
• Polbin, Andrey & Shumilov, Andrei, 2023. "Прогнозирование Инфляции В России С Помощью Tvp-Модели С Байесовским Сжатием Параметров [Forecasting inflation in Russia using a TVP model with Bayesian shrinkage]," MPRA Paper 118650, University Library of Munich, Germany.
• ANDRIANADY, Josué R. & Randriamifidy, Fitiavana M. & Ranaivoson, Michel H. P. & Steffanie, Thierry Miora, 2023. "Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach," MPRA Paper 118712, University Library of Munich, Germany.
  • Josué, ANDRIANADY & M. Randriamifidy, Fitiavana & H. P. Ranaivoson, Michel & Miora Steffanie, Thierry, 2023. "Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach," MPRA Paper 118763, University Library of Munich, Germany.
• Mohajan, Devajit, 2023. "Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt," MPRA Paper 118933, University Library of Munich, Germany.
• Elshin, Leonid & Mikhalevich, Polina, 2023. "Транснациональные Цепочки Поставок И Их Роль В Формировании Добавленной Стоимости Региона (На Примере Республики Татарстан) [Transnational supply chains and their role in creating value added in th," MPRA Paper 118969, University Library of Munich, Germany.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024. "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1155-1168, October.
  • Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
• Jia Liu & John M. Maheu & Yong Song, 2024. "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 723-745, August.
  • Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023. "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper 119518, University Library of Munich, Germany, revised 18 Dec 2023.
• Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024. "A news-based economic policy uncertainty index for Nigeria," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4987-5002, October.
  • Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023. "A news-based economic policy uncertainty index for Nigeria," MPRA Paper 119539, University Library of Munich, Germany, revised 13 Aug 2023.
• Franck Ramaharo & Gerzhino Rasolofomanana, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," Papers 2401.10255, arXiv.org.
  • Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper 119574, University Library of Munich, Germany.
  • Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv vpuac, Center for Open Science.
• Zo Andriantomanga, 2025. "The role of survey-based expectations in real-time forecasting of US inflation," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 60(2), pages 77-98, April.
  • Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
• Pal, Hemendra, 2023. "The Impact of Russia-Ukraine conflict on Global Commodity Brent Crude Prices," MPRA Paper 124770, University Library of Munich, Germany, revised 02 Oct 2024.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023. "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers 202303, University of Pretoria, Department of Economics.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers 202308, University of Pretoria, Department of Economics.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, vol. 11(13), pages 1-27, July.
  • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers 202311, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers 202316, University of Pretoria, Department of Economics.
• Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
  • Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023. "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers 202318, University of Pretoria, Department of Economics.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-21, June.
  • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
• Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1441-1466, July.
  • Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers 202323, University of Pretoria, Department of Economics.
• Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024. "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, vol. 132(C).
  • Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers 202325, University of Pretoria, Department of Economics.
• Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers 202326, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
  • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
• Ryan Shackleton & Sonali Das & Rangan Gupta, 2023. "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers 202328, University of Pretoria, Department of Economics.
• Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024. "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  • Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023. "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers 202330, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024. "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
  • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023. "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers 202337, University of Pretoria, Department of Economics.
• Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023. "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers 202340, University of Pretoria, Department of Economics.
• Srecko Devjak, 2023. "Corporate Liquidity in Coronacrisis: Experience of Serbian Economy," Central European Business Review, Prague University of Economics and Business, vol. 2023(1), pages 1-20.
• İsmail Cakmak & Selcen Öztürk, 2023. "Analysing Impact of Economic Crises on Sector Profits with a New Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(3), pages 225-245.
• António Rua & Nuno Lourenço & João Quelhas, 2023. "Navigating with a compass: Charting the course of underlying inflation," Working Papers w202317, Banco de Portugal, Economics and Research Department.
• Michael P. Clements & Shixuan Wang, 2023. "Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others?," Economics Discussion Papers em-dp2023-05, Department of Economics, University of Reading.
• Gogolev, Stepan & Ozhegov, Evgeniy, 2023. "Asymmetric loss function in product-level sales forecasting: An empirical comparison," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 109-121.
• Stankevich, Ivan, 2023. "Application of Markov-Switching MIDAS models to nowcasting of GDP and its components," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 122-143.
• Yosefizadeh, Hasan & Khalili, Farzaneh & Nadri, Kamran, 2023. "Investigating the Effects of Taxation on the Profit of Bank Deposits on Inflation and GDP of Iran's Economy in the Form of a Dynamic General Equilibrium Model (DSGE)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 10(1), pages 59-88, June.
• Etemadpur, Reza & Owjimehr, Sakine, 2023. "Evaluating the Role of Banking Facilities Distortions in the Impact of Macroeconomic Shocks within the Framework of a Dynamic Stochastic General Equilibrium Model: A Case Study of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 10(2), pages 145-182, September.
• Fokin Nikita (Фокин, Никита), 2023. "Nowcasting and Forecasting Key Russian Macroeconomic Variables With the MFBVAR Model [Наукастинг И Прогнозирование Основных Российских Макроэкономических Показателей С Помощью Mfbvar-Модели]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 110-135, June.
• Astafyeva, Ekaterina (Астафьева, Екатерина) & Turuntseva, Marina (Турунцева, Марина), 2023. "Analysis of the possibilities of improving the quality of forecasting prices for certain types of raw materials using the simplest methods of combining individual forecasts [Анализ Возможностей Пов," Working Papers w20220271, Russian Presidential Academy of National Economy and Public Administration.
• Perevyshin, Yuriy (Перевышин, Юрий) & Trunin, Pavel (Трунин, Павел), 2023. "Inflation expectations accuracy in russian economy [Точность Инфляционных Ожиданий В Российской Экономике]," Working Papers w202332, Russian Presidential Academy of National Economy and Public Administration.
• Perevyshin, Yuriy (Перевышин, Юрий) & Kolyadenko, Pavel (Коляденко, Павел), 2023. "Do inflation expectations improve model-based inflation forecasts in russian economy? [Помогают Ли Инфляционные Ожидания Прогнозировать Инфляцию В Российской Экономике?]," Working Papers w202333, Russian Presidential Academy of National Economy and Public Administration.
• Vedev, Aleksei (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Eremkin, Vladimir (Еремкин, Владимир) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Maria (Ковалева, Мария), 2023. "Forecast of medium-term dynamics of socio-economic development of the Russian Federation under sanctions pressure, assessment of the effectiveness of implemented economic support measures and risk man," Working Papers w202374, Russian Presidential Academy of National Economy and Public Administration.
• Mihaela Simionescu, 2023. "Globalization And Pollution In Central And Eastern European Eu Countries," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 17(1), pages 66-82, June.
• Imran Khan & Darshita Fulara Gunwant, 2023. "Is the remittance inflow to the Turkish economy sustainable? A glimpse of the future through the lens of the past," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 25(1), pages 34-51, June.
• Ari Hyytinen & Petri Rouvinen & Mika Pajarinen & Joosua Virtanen, 2023. "Ex Ante Predictability of Rapid Growth: A Design Science Approach," Entrepreneurship Theory and Practice, , vol. 47(6), pages 2465-2493, November.
• Mihail Yanchev, 2023. "Uncertainty - Definition and Classification for the Task of Economic Forecasting," Bulgarian Economic Papers bep-2023-03, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2023.
• Laura Felber & Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
• Marie-Catherine Bieri, 2023. "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Working Papers 2023-07, Swiss National Bank.
• João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1169-1189, March.
  • Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
• Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).
• Shyam Kumar Basnet & Ranjan Kumar Ghosh & Mattias Eriksson & Carl-Johan Lagerkvist, 2023. "The distortion in the EU feed market due to import constraints on genetically modified soy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 11(1), pages 1-26, December.
• Christoph Hanck & Martin C. Arnold, 2023. "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(1), pages 177-204, March.
• Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023. "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, vol. 327(2), pages 779-794, August.
• Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
• Brian Colgan, 2023. "EU-SILC and the potential for synthetic panel estimates," Empirical Economics, Springer, vol. 64(3), pages 1247-1280, March.
• Fumio Hayashi & Yuta Tachi, 2023. "Nowcasting Japan’s GDP," Empirical Economics, Springer, vol. 64(4), pages 1699-1735, April.
• Jiawen Xu & Pierre Perron, 2024. "Forecasting in the presence of in-sample and out-of-sample breaks," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 545-579, Springer.
  • Jiawen Xu & Pierre Perron, 2023. "Forecasting in the presence of in-sample and out-of-sample breaks," Empirical Economics, Springer, vol. 64(6), pages 3001-3035, June.
• Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023. "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, vol. 65(1), pages 33-64, July.
• Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
• Hwee Kwan Chow & Yijie Fei & Daniel Han, 2023. "Forecasting GDP with many predictors in a small open economy: forecast or information pooling?," Empirical Economics, Springer, vol. 65(2), pages 805-829, August.
• Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
• Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
• Weijia Peng & Chun Yao, 2023. "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, vol. 65(4), pages 1761-1798, October.
• Anna Kiziltan & Mustafa Kiziltan & Shihomi Ara Aksoy & Merih Aydınalp Köksal & Ş. Elçin Tekeli & Nilhan Duran & S. Yeşer Aslanoğlu & Fatma Öztürk & Nazan Özyürek & Pervin Doğan & Ağça Gül Yılmaz & Can, 2023. "Cost–benefit analysis of road-transport policy options to combat air pollution in Turkey," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10765-10798, October.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
• Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023. "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 285-305, June.
• James Yae & Yang Luo, 2023. "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
• Sacchidananda Mukherjee & Rudrani Bhattacharya, 2023. "Revenue forecasting of corporate income tax (CIT) in India," Indian Economic Review, Springer, vol. 58(2), pages 329-349, December.
• Jan Niederreiter, 2023. "Broadening Economics in the Era of Artificial Intelligence and Experimental Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 265-294, March.
• Giorgio Gnecco & Sara Landi & Massimo Riccaboni, 2023. "Can Machines Learn Creativity Needs? An Approach Based on Matrix Completion," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(3), pages 1111-1151, November.
• Christian Lohmann & Steffen Möllenhoff & Thorsten Ohliger, 2023. "Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models," Journal of Business Economics, Springer, vol. 93(9), pages 1661-1690, November.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2023. "Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market," Journal of Business Economics, Springer, vol. 93(9), pages 1629-1660, November.
• Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 119-148, September.
  • Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series 10449, CESifo.
• Satoshi Urasawa, 2023. "The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 191-211, September.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023. "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 241-273, November.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022. "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers 22-509, KOF Swiss Economic Institute, ETH Zurich.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022. "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series 10191, CESifo.
• Saulius Jokubaitis & Dmitrij Celov, 2023. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 311-371, November.
• Javier Sánchez García & Salvador Cruz Rambaud, 2023. "Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(4), pages 1018-1040, December.
• Mihaela Simionescu & Nicolas Schneider, 2023. "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-32, December.
  • Simionescu, Mihaela & Schneider, Nicolas, 2023. "Monetary shocks and production network in the G7 countries," LSE Research Online Documents on Economics 123040, London School of Economics and Political Science, LSE Library.
• Paul M. Torrens, 2023. "Agent models of customer journeys on retail high streets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(1), pages 87-128, January.
• Mustafa Yurtsever, 2023. "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-9, December.
• Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
• Samuel F. Onipede & Nafiu A. Bashir & Jamaladeen Abubakar, 2023. "Small open economies and external shocks: an application of Bayesian global vector autoregression model," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1673-1699, April.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
• Matthias Breuer & Harm H. Schütt, 2023. "Accounting for uncertainty: an application of Bayesian methods to accruals models," Review of Accounting Studies, Springer, vol. 28(2), pages 726-768, June.
• Krzysztof Rusek & Agnieszka Kleszcz & Albert Cabellos-Aparicio, 2023. "Bayesian inference of spatial and temporal relations in AI patents for EU countries," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(6), pages 3313-3335, June.
• Sylvia Kaufmann, 2023. "Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-10, December.
• Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-33, December.
  • Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Working Papers 317, Bank of Greece.
• Peter Kugler & George Sheldon, 2023. "A monthly leading indicator of Swiss GDP growth based on Okun’s law," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-14, December.
• Emmanuel O. Akande & Elijah O. Akanni & Oyedamola F. Taiwo & Jeremiah D. Joshua & Abel Anthony, 2023. "Predicting inflation component drivers in Nigeria: a stacked ensemble approach," SN Business & Economics, Springer, vol. 3(1), pages 1-32, January.
• Pami Dua & Rajiv Ranjan & Deepika Goel, 2023. "Forecasting the INR/USD Exchange Rate: A BVAR Framework," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 183-224, Springer.
• Timothy Neal, 2023. "The Importance of External Weather Effects in Projecting the Economic Impacts of Climate Change," Discussion Papers 2023-09, School of Economics, The University of New South Wales.
• Clements, Adam & Vasnev, Andrey L., 2023. "Combining simple multivariate HAR-like models for portfolio construction," Working Papers BAWP-2023-03, University of Sydney Business School, Discipline of Business Analytics.
• Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2023. "Inefficiency in social security trust funds forecasts," Applied Economics Letters, Taylor & Francis Journals, vol. 30(10), pages 1353-1357, June.
  • Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2021. "Inefficiency in Social Security Trust Funds Forecasts," CESifo Working Paper Series 9415, CESifo.
• Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023. "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, vol. 29(14), pages 1579-1597, September.
  • Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021. "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers 202173, University of Pretoria, Department of Economics.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023. "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 111-122, January.
  • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
• Panarello, Demetrio & Gatto, Andrea, 2023. "Decarbonising Europe – EU citizens’ perception of renewable energy transition amidst the European Green Deal," Energy Policy, Elsevier, vol. 172(C).
• Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023. "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, vol. 262(PB).
• Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
• Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting, 2023. "Forecasting global stock market volatilities in an uncertain world," International Review of Financial Analysis, Elsevier, vol. 85(C).
• Zhang, Ning & Su, Xiaoman & Qi, Shuyuan, 2023. "An empirical investigation of multiperiod tail risk forecasting models," International Review of Financial Analysis, Elsevier, vol. 86(C).
• Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2023. "Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI," International Review of Financial Analysis, Elsevier, vol. 87(C).
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023. "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, vol. 89(C).
• Zhao, Qi & Xu, Weijun & Ji, Yucheng, 2023. "Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter?," International Review of Financial Analysis, Elsevier, vol. 89(C).
• Achakzai, Muhammad Atif Khan & Peng, Juan, 2023. "Detecting financial statement fraud using dynamic ensemble machine learning," International Review of Financial Analysis, Elsevier, vol. 89(C).
• Citterio, Alberto & King, Timothy, 2023. "The role of Environmental, Social, and Governance (ESG) in predicting bank financial distress," Finance Research Letters, Elsevier, vol. 51(C).
• Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García, Noelia, 2023. "Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence," Finance Research Letters, Elsevier, vol. 51(C).
• Yamani, Ehab, 2023. "The informational role of fund flow in the profitable predictability of mutual funds," Finance Research Letters, Elsevier, vol. 51(C).
• Díaz-Mendoza, Ana Carmen & Pardo, Ángel, 2023. "Water and traditional asset classes," Finance Research Letters, Elsevier, vol. 52(C).
• Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023. "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, vol. 54(C).
• Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
  • Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022. "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers 202237, University of Pretoria, Department of Economics.
• Kawakami, Tabito, 2023. "Quantile prediction for Bitcoin returns using financial assets’ realized measures," Finance Research Letters, Elsevier, vol. 55(PA).
• Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023. "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, vol. 55(PA).
• Korkusuz, Burak & Kambouroudis, Dimos & McMillan, David G., 2023. "Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets," Finance Research Letters, Elsevier, vol. 55(PB).
• Hartkopf, Jan Patrick & Reh, Laura, 2023. "Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures," Finance Research Letters, Elsevier, vol. 56(C).
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023. "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, vol. 56(C).
• Hou, Yunfei & Hu, Changsheng, 2023. "Understanding the role of aggregate analyst attention in resolving stock market uncertainty," Finance Research Letters, Elsevier, vol. 57(C).
• Xu, Yongan & Duong, Duy & Xu, Hualong, 2023. "Attention! Predicting crude oil prices from the perspective of extreme weather," Finance Research Letters, Elsevier, vol. 57(C).
• Jiang, Wei & Tang, Wanqing & Liu, Xiao, 2023. "Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach," Finance Research Letters, Elsevier, vol. 57(C).
• Zhu, Qinwen & Diao, Xundi & Wu, Chongfeng, 2023. "Volatility forecast with the regularity modifications," Finance Research Letters, Elsevier, vol. 58(PA).
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023. "Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns," Finance Research Letters, Elsevier, vol. 58(PA).
• Zhang, Zhihao, 2023. "Are climate risks helpful for understanding inflation in BRICS countries?," Finance Research Letters, Elsevier, vol. 58(PB).
• Luo, Tao & Zhang, Lixia & Sun, Huaping & Bai, Jiancheng, 2023. "Enhancing exchange rate volatility prediction accuracy: Assessing the influence of different indices on the USD/CNY exchange rate," Finance Research Letters, Elsevier, vol. 58(PB).
• Shu, Qi & Xiong, Heng & Jiang, Wenjun & Mamon, Rogemar, 2023. "A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models," Finance Research Letters, Elsevier, vol. 58(PC).
• Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
  • Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023. "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers 202318, University of Pretoria, Department of Economics.
• Barua, Ronil & Sharma, Anil K., 2023. "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, vol. 58(PC).
• Jin, Daxiang & Yu, Jize, 2023. "Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty," Finance Research Letters, Elsevier, vol. 58(PC).
• Zhu, Jiaji & Han, Wei & Zhang, Junchao, 2023. "Does climate risk matter for gold price volatility?," Finance Research Letters, Elsevier, vol. 58(PC).
• Coita, Ioana-Florina & Belbe, Stefana (Ștefana) & Mare, Codruta (Codruța) & Osterrieder, Joerg & Hopp, Christian, 2023. "Modelling taxpayers’ behaviour based on prediction of trust using sentiment analysis," Finance Research Letters, Elsevier, vol. 58(PC).
• Galil, Koresh & Hauptman, Ami & Rosenboim, Rosit Levy, 2023. "Prediction of corporate credit ratings with machine learning: Simple interpretative models," Finance Research Letters, Elsevier, vol. 58(PD).
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, vol. 62(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers 202210, University of Pretoria, Department of Economics.
• Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023. "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, vol. 64(C).
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, vol. 66(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
• Engel, Charles & Wu, Steve Pak Yeung, 2023. "Forecasting the U.S. Dollar in the 21st Century," Journal of International Economics, Elsevier, vol. 141(C).
  • Charles Engel & Steve Pak Yeung Wu, 2021. "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers 28447, National Bureau of Economic Research, Inc.
  • Engel, Charles & Wu, Steve Pak Yeung, 2021. "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers 15915, C.E.P.R. Discussion Papers.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
• Dang, Ou & Feng, Mingbin & Hardy, Mary R., 2023. "Two-stage nested simulation of tail risk measurement: A likelihood ratio approach," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 1-24.
• Ugarte Montero, Andrey & Wagner, Joël, 2023. "On potential information asymmetries in long-term care insurance: A simulation study using data from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 230-241.
• Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2023. "Intergenerational actuarial fairness when longevity increases: Amending the retirement age," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 161-184.
  • Jorge Miguel Bravo & Mercedes Ayuso & Robert Holzmann & Edward Palmer, 2021. "Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age," CESifo Working Paper Series 9408, CESifo.
• Li, Johnny Siu-Hang & Liu, Yanxin & Chan, Wai-Sum, 2023. "Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 96-121.
• Naimoli, Antonio, 2023. "The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach," International Economics, Elsevier, vol. 176(C).
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2023. "Discovering the drivers of stock market volatility in a data-rich world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
• Liang, Chao & Luo, Qin & Li, Yan & Huynh, Luu Duc Toan, 2023. "Global financial stress index and long-term volatility forecast for international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
• Liang, Chao & Huynh, Luu Duc Toan & Li, Yan, 2023. "Market momentum amplifies market volatility risk: Evidence from China’s equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
• Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023. "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 266-278.
  • Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021. "Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence," Working Paper Research 396, National Bank of Belgium.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023. "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 314-331.
  • Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management, revised 25 Jun 2021.
• Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
  • Bańbura, Marta & Bobeica, Elena, 2020. "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series 2471, European Central Bank.
• Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
  • Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
• Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  • Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
• Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020. "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers 20/10, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021. "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers 2021-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
  • Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," Post-Print emse-04624940, HAL.
• Knotek, Edward S. & Zaman, Saeed, 2023. "Real-time density nowcasts of US inflation: A model combination approach," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
  • Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
  • Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
• Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
  • Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
  • Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
• Magnus, Jan R. & Vasnev, Andrey L., 2023. "On the uncertainty of a combined forecast: The critical role of correlation," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1895-1908.
  • Magnus, Jan & Vasnev, Andrey, 2021. "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers BAWP-2022-01, University of Sydney Business School, Discipline of Business Analytics.
• Matsumoto, Akito & Pescatori, Andrea & Wang, Xueliang, 2023. "Commodity prices and global economic activity," Japan and the World Economy, Elsevier, vol. 66(C).
• komaki, Yasuyuki, 2023. "Why is the forecast error of quarterly GDP in Japan so large? – From an international comparison of quarterly GDP forecast situation," Japan and the World Economy, Elsevier, vol. 66(C).
• Oh, Hyungna & Lee, Jae Yoon & Jeong, Eunmi & Kim, Jee Young, 2023. "Simulated effects of carbon pricing on industrial sector energy use," Japan and the World Economy, Elsevier, vol. 68(C).
• Krivorotov, George, 2023. "Machine learning-based profit modeling for credit card underwriting - implications for credit risk," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Arai, Natsuki, 2023. "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, vol. 151(C).
  • Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Lohmann, Christian & Möllenhoff, Steffen, 2023. "Dark premonitions: Pre-bankruptcy investor attention and behavior," Journal of Banking & Finance, Elsevier, vol. 151(C).
• Ellwanger, Reinhard & Snudden, Stephen, 2023. "Forecasts of the real price of oil revisited: Do they beat the random walk?," Journal of Banking & Finance, Elsevier, vol. 154(C).
• Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
• Ferri, Piero & Cristini, Annalisa & Tramontana, Fabio, 2023. "Meta-models of the Phillips curve and income distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 215-232.
• Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2023. "Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆," Journal of International Money and Finance, Elsevier, vol. 131(C).
• Boucher, C. & Jasinski, A. & Tokpavi, S., 2023. "Conditional mean reversion of financial ratios and the predictability of returns," Journal of International Money and Finance, Elsevier, vol. 137(C).
• Glas, Alexander & Heinisch, Katja, 2023. "Conditional macroeconomic survey forecasts: Revisions and errors," Journal of International Money and Finance, Elsevier, vol. 138(C).
• Tafuro, Andrea, 2023. "Labour market rigidity and expansionary austerity," Journal of Macroeconomics, Elsevier, vol. 75(C).
• Demirel, Ufuk Devrim & Otterson, James, 2023. "Quantifying the uncertainty of long-term macroeconomic projections," Journal of Macroeconomics, Elsevier, vol. 75(C).
• Arin, K. Peren & Devereux, Kevin & Mazur, Mieszko, 2023. "Taxes and firm investment," Journal of Macroeconomics, Elsevier, vol. 76(C).
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and firm investment," CAMA Working Papers 2021-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and Firm Investment," Working Papers 202102, School of Economics, University College Dublin.
• Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023. "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, vol. 77(C).
  • Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
  • Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
  • Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
• Schade, Philipp & Schuhmacher, Monika C., 2023. "Predicting entrepreneurial activity using machine learning," Journal of Business Venturing Insights, Elsevier, vol. 19(C).
• Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
• Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
• Swamy, Vighneswara & Lagesh, M.A., 2023. "Does happy Twitter forecast gold price?," Resources Policy, Elsevier, vol. 81(C).
• Fasanya, Ismail O. & Oyewole, Oluwatomisin J., 2023. "On the connection between international REITs and oil markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 81(C).
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, vol. 81(C).
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Oil price and the Bitcoin market," Resources Policy, Elsevier, vol. 82(C).
• Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023. "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, vol. 82(C).
  • Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022. "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers 202241, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023. "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, vol. 83(C).
• Ayinde, Taofeek O. & Olaniran, Abeeb O. & Abolade, Onomeabure C. & Ogbonna, Ahamuefula Ephraim, 2023. "Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?," Resources Policy, Elsevier, vol. 84(C).
• Peng, Lijuan & Liang, Chao, 2023. "Sustainable development during the post-COVID-19 period: Role of crude oil," Resources Policy, Elsevier, vol. 85(PA).
• Liu, Zhenya & Teka, Hanen & You, Rongyu, 2023. "Conditional autoencoder pricing model for energy commodities," Resources Policy, Elsevier, vol. 86(PA).
• Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023. "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, vol. 86(PA).
• Andres–Escayola, Erik & Berganza, Juan Carlos & Campos, Rodolfo G. & Molina, Luis, 2023. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
  • Erik Andres-Escayola & Juan Carlos Berganza & Rodolfo Campos & Luis Molina, 2021. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Occasional Papers 2114, Banco de España.
• Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
  • Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
• Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
• Lu, Yueliang (Jacques) & Tian, Weidong, 2023. "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
• Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023. "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
• Narayan, Shivani & Kumar, Dilip & Bouri, Elie, 2023. "Systemically important financial institutions and drivers of systemic risk: Evidence from India," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
• Belhadj, Besma, 2023. "New fuzzy multiple regressions for the instantaneous and panel data “The determinants of Poverty in the Countries MENA”," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
• Cronin, David & McInerney, Niall, 2023. "Official fiscal forecasts in EU member states under the European Semester and Fiscal Compact – An empirical assessment," European Journal of Political Economy, Elsevier, vol. 76(C).
• Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023. "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 295-302.
  • Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021. "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers 202157, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023. "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 303-314.
  • Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
• Zhang, Li & Wang, Lu & Peng, Lijuan & Luo, Keyu, 2023. "Measuring the response of clean energy stock price volatility to extreme shocks," Renewable Energy, Elsevier, vol. 206(C), pages 1289-1300.
• Yao, Youfu & Hong, Yun, 2023. "Can comment letters impact excess cash holdings? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 900-922.
• Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023. "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 358-368.
• Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023. "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 369-381.
• Liu, Xiaoqun & Zhang, Yuchen & Tian, Mengqiao & Chao, Youcong, 2023. "Financial distress and jump tail risk: Evidence from China's listed companies," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 316-336.
• Li, Zepei & Huang, Haizhen, 2023. "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 31-45.
• Wu, Xinyu & He, Qizhi & Xie, Haibin, 2023. "Forecasting VIX with time-varying risk aversion," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 458-475.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2023. "Forecasting crude oil prices: A reduced-rank approach," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 698-711.
• Pirayesh Neghab, Davood & Bradrania, Reza & Elliott, Robert, 2023. "Deliberate premarket underpricing: New evidence on IPO pricing using machine learning," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 902-927.
• Li, Xiafei & Guo, Qiang & Liang, Chao & Umar, Muhammad, 2023. "Forecasting gold volatility with geopolitical risk indices," Research in International Business and Finance, Elsevier, vol. 64(C).
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
• González, Marta Ramos & Ureña, Antonio Partal & Fernández-Aguado, Pilar Gómez, 2023. "Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).
• Ghosh, Bikramaditya & Bouri, Elie & Wee, Jung Bum & Zulfiqar, Noshaba, 2023. "Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs," Research in International Business and Finance, Elsevier, vol. 65(C).
• Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023. "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, vol. 65(C).
  • Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020. "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers 202037, University of Pretoria, Department of Economics.
• He, Mengxi & Wang, Yudong & Zeng, Qing & Zhang, Yaojie, 2023. "Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index," Research in International Business and Finance, Elsevier, vol. 65(C).
• Duan, Kun & Wang, Rui & Chen, Shun & Ge, Lei, 2023. "Exploring the predictability of attention mechanism with LSTM: Evidence from EU carbon futures prices," Research in International Business and Finance, Elsevier, vol. 66(C).
• Grudniewicz, Jan & Ślepaczuk, Robert, 2023. "Application of machine learning in algorithmic investment strategies on global stock markets," Research in International Business and Finance, Elsevier, vol. 66(C).
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Long, Jian-You & Zhou, Yang, 2023. "Forecasting stock market volatility under parameter and model uncertainty," Research in International Business and Finance, Elsevier, vol. 66(C).
• Bitetto, Alessandro & Cerchiello, Paola & Filomeni, Stefano & Tanda, Alessandra & Tarantino, Barbara, 2023. "Machine learning and credit risk: Empirical evidence from small- and mid-sized businesses," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
• Mitze, Timo & Makkonen, Teemu, 2023. "Can large-scale RDI funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
  • Timo Mitze & Teemu Makkonen, 2021. "Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19," Papers 2112.11562, arXiv.org.
• Herculano Miguel C. & Jacob Punnoose, 2025. "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(1), pages 19-38.
  • Miguel Herculano & Punnoose Jacob, 2023. "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers 2023-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner, 2023. "Estimating and Applying Autoregression Models Via Their Eigensystem Representation," Working Papers in Economics 23/09, University of Waikato.
  • Leo Krippner, 2023. "Estimating and Applying Autoregression Models via Their Eigensystem Representation," CAMA Working Papers 2023-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Caterina Lepore & Roshen Fernando, 2023. "Global Economic Impacts of Physical Climate Risks," IMF Working Papers 2023/183, International Monetary Fund.
  • Roshen Fernando & Caterina Lepore, 2023. "Global Economic Impacts of Physical Climate Risks," CAMA Working Papers 2023-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Felix Chan & Laurent Pauwels, 2023. "Optimal Forecast Combination with Mean Absolute Error Loss," CAMA Working Papers 2023-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Roshen Fernando, 2023. "Impact of Demographic Trends on Antimicrobial Resistance," CAMA Working Papers 2023-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Roshen Fernando, 2023. "Impact of Physical Climate Risks on Antimicrobial Resistance," CAMA Working Papers 2023-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Osmar Bolivar & Christian Huanto, 2023. "Geopolitical Risk Shocks: Macroeconomic Effects in Bolivia, Chile, and Peru," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 6(2), pages 62-83, December.
• Zhang, Ning & Gong, Yujing & Xue, Xiaohan, 2023. "Less disagreement, better forecasts: adjusted risk measures in the energy futures market," LSE Research Online Documents on Economics 118451, London School of Economics and Political Science, LSE Library.
• Ibarra, Raul, 2023. "The yield spread as a predictor of economic activity in Mexico: the role of the term premium," LSE Research Online Documents on Economics 120717, London School of Economics and Political Science, LSE Library.
• Julia del Amo Valor & Marcos Martín Mateos & Javier J. Pérez, 2023. "La evaluación de las políticas públicas desde una perspectiva macroeconómica en el contexto europeo," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 103(01), pages 285-299.
• Alain Hecq & Elisa Voisin, 2023. "Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 209-233, Emerald Group Publishing Limited.
  • Alain Hecq & Elisa Voisin, 2019. "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers 1911.10916, arXiv.org, revised May 2022.
• Yoonseok Lee & Donggyu Sul, 2023. "Depth-weighted Forecast Combination: Application to COVID-19 Cases," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 235-260, Emerald Group Publishing Limited.
  • Yoonseok Lee & Donggyu Sul, 2021. "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers 238, Center for Policy Research, Maxwell School, Syracuse University.
• Valeriia Baklanova & Aleksei Kurkin & Tamara Teplova, 2023. "Investor sentiment and the NFT hype index: to buy or not to buy?," China Finance Review International, Emerald Group Publishing Limited, vol. 14(3), pages 522-548, December.
• Aivars Spilbergs & Diego Norena-Chavez & Eleftherios Thalassinos & Graţiela Georgiana Noja & Mirela Cristea, 2023. "Challenges to Credit Risk Management in the Context of Growing Macroeconomic Instability in the Baltic States Caused by COVID-19," Contemporary Studies in Economic and Financial Analysis, in: Digital Transformation, Strategic Resilience, Cyber Security and Risk Management, volume 111, pages 83-104, Emerald Group Publishing Limited.
• Soumya Bhadury & Satadru Das & Saurabh Ghosh & Pawan Gopalakrishnan, 2023. "Impact of crude prices shock on GDP growth: using a linear, nonlinear and extreme value framework," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 16(1), pages 91-103, March.
• Özgür İcan & Taha Buğra Çelik, 2023. "Weak-form market efficiency and corruption: a cross-country comparative analysis," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 7(1), pages 72-90, April.
• Elias Shohei Kamimura & Anderson Rogério Faia Pinto & Marcelo Seido Nagano, 2023. "A recent review on optimisation methods applied to credit scoring models," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 28(56), pages 352-371, June.
• Afees Salisu & Douglason Godwin Omotor, 2023. "Forecasting expenditure components in Nigeria," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(4), pages 783-807, September.
• Hardik Marfatia, 2023. "The financial market's ability to forecast economic growth: information from sectoral movements," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(7), pages 1467-1484, January.
• Mehdi Mili & Ahmed Bouteska, 2023. "Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(4), pages 464-482, May.
• Abhigayan Adhikary & Manoranjan Pal, 2023. "Long Run Predictions Using Gompertz Curves - A State Wise Analysis of COVID-19 Infections in India," International Econometric Review (IER), Econometric Research Association, vol. 15(2), pages 45-58, September.
• Mariusz Pyra, 2023. "A Scenario Analysis for the Decarbonisation Process in Poland’s Road Transport Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 411-432.
• Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(3), pages 277-302, October.
  • Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021. "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper 107828, University Library of Munich, Germany.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023. "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers 2311, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023. "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers 23-09, Federal Reserve Bank of Cleveland.
• Kurt Graden Lunsford & Kenneth D. West, 2023. "Random Walk Forecasts of Stationary Processes Have Low Bias," Working Papers 23-18, Federal Reserve Bank of Cleveland.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
• James Mitchell & Saeed Zaman, 2023. "The Distributional Predictive Content of Measures of Inflation Expectations," Working Papers 23-31, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Matthew V. Gordon & Saeed Zaman, 2023. "Forecasting Core Inflation and Its Goods, Housing, and Supercore Components," Working Papers 23-34, Federal Reserve Bank of Cleveland.
• Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
• Kenneth Eva & Fabian Winkler, 2023. "A Comprehensive Empirical Evaluation of Biases in Expectation Formation," Finance and Economics Discussion Series 2023-042, Board of Governors of the Federal Reserve System (U.S.).
• Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin Sicilian, 2023. "Identifying Financial Crises Using Machine Learning on Textual Data," International Finance Discussion Papers 1374, Board of Governors of the Federal Reserve System (U.S.).
• Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024. "Lessons from nowcasting GDP across the world," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217, Edward Elgar Publishing.
  • Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
• Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023. "A Robust Method for Microforecasting and Estimation of Random Effects," Working Paper Series WP 2023-26, Federal Reserve Bank of Chicago.
• Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Working Paper Series WP 2023-32, Federal Reserve Bank of Chicago.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers 18191, C.E.P.R. Discussion Papers.
  • Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
• Miguel Faria-e-Castro & Fernando Leibovici, 2024. "Artificial Intelligence and Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 106(12), pages 1-14, November.
  • Miguel Faria-e-Castro & Fernando Leibovici, 2023. "Artificial Intelligence and Inflation Forecasts," Working Papers 2023-015, Federal Reserve Bank of St. Louis, revised 26 Feb 2024.
• Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023. "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers 2023-029, Federal Reserve Bank of St. Louis, revised 03 Sep 2024.
• Katie Baker & Martín Almuzara & Hannah O’Keeffe & Argia M. Sbordone, 2023. "Reintroducing the New York Fed Staff Nowcast," Liberty Street Economics 20230908, Federal Reserve Bank of New York.
• Drautzburg, Thorsten, 2024. "A structural approach to combining external and DSGE model forecasts," Economics Letters, Elsevier, vol. 235(C).
  • Thorsten Drautzburg, 2023. "A Structural Approach to Combining External and DSGE Model Forecasts," Working Papers 23-10, Federal Reserve Bank of Philadelphia.
• Ludovic Dobbelaere & Igor Lebrun, 2023. "Working Paper 07-23 - Évaluation de la précision des prévisions à court terme et des perspectives à moyen terme du BFP. Une mise à jour du Working Paper 05-20 [Working Paper 07-23 - Evaluatie va," Working Papers 202307, Federal Planning Bureau, Belgium.
• Boris I. Alekhin, 2023. "Interregional Differences in Inflation through the Prism of Ackley’s Theory," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-25, February.
• Tsukhlo Sergey, 2023. "Russian industry in 2022," Published Papers ppaper-2023-1281, Gaidar Institute for Economic Policy, revised 2023.
• Barinova Vera & Zemtsov Stepan & Demidova Ksenia & Levakov P., 2023. "Business activity of small and medium-sized enterprises in Russia in the context of sanctions," Published Papers ppaper-2023-1285, Gaidar Institute for Economic Policy, revised 2023.
• Ekaterina V. Astafyeva & Maria Yu. Turuntseva, 2023. "Analysis of Opportunities to Improve the Quality of Natural Resource Price by Combining Forecasts Resulting from Methods Based on Regression Estimates of Weights [Анализ Возможностей Улучшения Каче," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 24-33, December.
• Anastasia D. Petaykina, 2023. "Predicting Changes in Household Consumption Using Neural Networks [Прогнозирование Изменений Потребления Домашних Хозяйств С Использованием Нейронных Сетей]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 42-53, July.
• Konstantin S. Rybak, 2023. "Evaluating the Role of Global Factors in GDP Nowcasting [Анализ Важности Глобальных Факторов Для Наукастинга Ввп]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
• Ekaterina V. Astafyeva & Maria Yu. Turuntseva, 2023. "Анализ Возможностей Улучшения Качества Прогнозов Цен На Природные Ресурсы Методами Комбинирования На Основе Регрессионных Оценок Весов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 24-33, December.
• Anastasia D. Petaykina, 2023. "Прогнозирование Изменений Потребления Домашних Хозяйств С Использованием Нейронных Сетей," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 42-53, July.
• Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
• Dean Fantazzini & Yufeng Xiao, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, vol. 11(3), pages 1-73, August.
  • Fantazzini, Dean & Xiao, Yufeng, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper 118435, University Library of Munich, Germany.
• James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
  • James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
  • James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, vol. 11(13), pages 1-27, July.
  • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers 202311, University of Pretoria, Department of Economics.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
  • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
• Mihnea Constantinescu, 2023. "Sparse Warcasting," IHEID Working Papers 15-2023, Economics Section, The Graduate Institute of International Studies, revised 02 Oct 2023.
• John B. Guerard & Dimitrios D. Thomakos & Foteini Kyriazi & Konstantinos Mamais, 2023. "On the Predictability of the DJIA and S&P500 Indices," Working Papers 2023-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Dr. Marc Ingo Wolter & Florian Bernardt & Jannik Daßler & Saskia Reuschel & Dr. Britta Stöver, 2023. "Klimafolgen und Anpassung – 2023," GWS Research Report Series 23-6, GWS - Institute of Economic Structures Research.
• Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," Post-Print emse-04624940, HAL.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023. "Quasi score-driven models," Journal of Econometrics, Elsevier, vol. 234(1), pages 251-275.
  • F. Blasques & Christian Francq & Sébastien Laurent, 2023. "Quasi score-driven models," Post-Print hal-04069143, HAL.
• Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  • Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
  • Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
• Sahed Abdelkader & Kahoui Hacene, 2023. "Electricity Consumption Forecasting in Algeria using ARIMA and Long Short-Term Memory Neural Network," Post-Print hal-04183403, HAL.
• Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Public Choice, Springer, vol. 197(1), pages 283-309, October.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," EconomiX Working Papers 2023-23, University of Paris Nanterre, EconomiX.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Post-Print hal-04197291, HAL.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Working Papers hal-04194969, HAL.
  • Benjamin Monnery & Fran ois-Charles Wolff, 2023. "Is participatory democracy in line with social protest ? Evidence from the French Yellow Vests movement," TEPP Working Paper 2023-07, TEPP.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
• Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Public Choice, Springer, vol. 197(1), pages 283-309, October.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Post-Print hal-04197291, HAL.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Working Papers hal-04194969, HAL.
  • Benjamin Monnery & Fran ois-Charles Wolff, 2023. "Is participatory democracy in line with social protest ? Evidence from the French Yellow Vests movement," TEPP Working Paper 2023-07, TEPP.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," EconomiX Working Papers 2023-23, University of Paris Nanterre, EconomiX.
• van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers," IZA Discussion Papers 16426, Institute of Labor Economics (IZA).
  • J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Gerard J. van den Berg & Max Kunaschk & Julia Lang & Gesine Stephan & Arne Uhlendorf, 2023. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," Working Papers 2023-09, Center for Research in Economics and Statistics.
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2024. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," IAB-Discussion Paper 202403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Andersson, Jonas & Sheybanivaziri, Samaneh, 2023. "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers 2023/11, Norwegian School of Economics, Department of Business and Management Science.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2023. "Dynamic time series modelling and forecasting of COVID-19 in Norway," Memorandum 3/2023, Oslo University, Department of Economics.
• Vladimir Sviyazov, 2023. "Is There a Weekend Effect? Russian Stock Market Research Based on Fuzzy Systems," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(3), pages 412-434.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2023. "High-frequency realized stochastic volatility model," Discussion paper series HIAS-E-127, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Kouach Yassine & EL Attar Abderrahim & EL Hachloufi Mostafa, 2023. "Retakaful Contributions Model Using Machine Learning Techniques," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 9(3), pages 511-532, September.
• Saurabh Ghosh & Abhishek Ranjan, 2023. "A Machine Learning Approach To Gdp Nowcasting: An Emerging Market Experience," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(Special I), pages 33-54, February.
• Fortin, Ines & Hlouskova, Jaroslava, 2023. "Regime-dependent nowcasting of the Austrian economy," IHS Working Paper Series 51, Institute for Advanced Studies.
• Marcus Buckmann & Andreas Joseph, 2023. "An Interpretable Machine Learning Workflow with an Application to Economic Forecasting," International Journal of Central Banking, International Journal of Central Banking, vol. 19(4), pages 449-522, October.
• Roshen Fernando & Caterina Lepore, 2023. "Global Economic Impacts of Physical Climate Risks," CAMA Working Papers 2023-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Caterina Lepore & Roshen Fernando, 2023. "Global Economic Impacts of Physical Climate Risks," IMF Working Papers 2023/183, International Monetary Fund.
• José Eduardo Medina Reyes & Agustín Ignacio Cabrera Llanos & Salvador Cruz Aké, 2023. "Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-22, Julio - S.
• Enrique R. Casares & María Guadalupe García-Salazar & Leobardo Pedro Plata Pérez & José Manuel Ramos Varela, 2023. "Deuda externa y crecimiento económico. Una calibración para México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-24, Julio - S.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2023. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Management Science, INFORMS, vol. 69(12), pages 7468-7491, December.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
• Marica Valente & Timm Gries & Lorenzo Trapani, 2023. "Informal employment from migration shocks," Working Papers 2023-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Marc Burri, 2023. "Do daily lead texts help nowcasting GDP growth?," IRENE Working Papers 23-02, IRENE Institute of Economic Research.
• Sinem Kutlu Horvath & Ipek M. Yurttaguler, 2023. "Modeling Exchange Rate Volatility in Türkiye: An Empirical Research," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(2), pages 435-455, July.
• J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting Re-Employment: Machine Learning versus Assessments by Unemployed Workers and by Their Caseworkers," IZA Discussion Papers 16426, Institute of Labor Economics (IZA).
  • van den Berg, Gerard J. & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2024. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," IAB-Discussion Paper 202403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Gerard J. van den Berg & Max Kunaschk & Julia Lang & Gesine Stephan & Arne Uhlendorf, 2023. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," Working Papers 2023-09, Center for Research in Economics and Statistics.
• Maiti,Dibyendu & Khari,Bhavna, 2023. "Digitalisation, Governance and the Informal Sector," IDE Discussion Papers 898, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023. "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(2), pages 125-152, April.
• Collischon Matthias, 2023. "Identifying Supervisory or Managerial Status in German Administrative Records," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(2), pages 183-195, April.
• Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics.
• Shahnaz Parsaeian, 2023. "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202308, University of Kansas, Department of Economics.
• Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
• Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Optimal Forecast Combination for Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202514, University of Kansas, Department of Economics, revised May 2025.
• Nithin Mani & Alok Kumar Mishra & Jijin Pandikasala, 2023. "How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 761-794, December.
• Ruzhen Yan & Ding Yue & Xu Wu & Wei Gao, 2023. "Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the China's Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 487-511, February.
• Yushu Li & Hyunjoo Kim Karlsson, 2023. "Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1765-1790, April.
• Jan G. De Gooijer, 2023. "Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 407-424, June.
• Kais Tissaoui & Taha Zaghdoudi & Abdelaziz Hakimi & Mariem Nsaibi, 2023. "Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 663-687, August.
• Ba Chu & Shafiullah Qureshi, 2023. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1567-1609, December.
  • Ba Chu & Shafiullah Qureshi, 2021. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers 21-12, Carleton University, Department of Economics.
• Gert Bijnens & Shyngys Karimov & Jozef Konings, 2023. "Does Automatic Wage Indexation Destroy Jobs? A Machine Learning Approach," De Economist, Springer, vol. 171(1), pages 85-117, March.
• Ines Fortin & Jaroslava Hlouskova & Leopold Sögner, 2023. "Financial and economic uncertainties and their effects on the economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 481-521, May.
• Ying Fan & Abdullah Yavas, 2023. "Price Dynamics in Public and Private Commercial Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 150-190, July.
• Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Public Choice, Springer, vol. 197(1), pages 283-309, October.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Post-Print hal-04197291, HAL.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Working Papers hal-04194969, HAL.
  • Benjamin Monnery & Fran ois-Charles Wolff, 2023. "Is participatory democracy in line with social protest ? Evidence from the French Yellow Vests movement," TEPP Working Paper 2023-07, TEPP.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," EconomiX Working Papers 2023-23, University of Paris Nanterre, EconomiX.
• Maxim Ulrich & Lukas Zimmer & Constantin Merbecks, 2023. "Implied volatility surfaces: a comprehensive analysis using half a billion option prices," Review of Derivatives Research, Springer, vol. 26(2), pages 135-169, October.
• Noora Alzayed & Rasol Eskandari & Hassan Yazdifar, 2023. "Bank failure prediction: corporate governance and financial indicators," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 601-631, August.
• Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023. "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
  • Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
• Zhongchen Song & Tom Coupé, 2023. "Predicting Chinese consumption series with Baidu," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 21(3), pages 429-463, July.
  • Zhongchen Song & Tom Coupé, 2022. "Predicting Chinese consumption series with Baidu," Working Papers in Economics 22/19, University of Canterbury, Department of Economics and Finance.
• Constantin Rudolf Salomo Bürgi, 2023. "How to deal with missing observations in surveys of professional forecasters," Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
  • Constantin Bürgi, 2023. "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series 10203, CESifo.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
  • Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021. "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Public Choice, Springer, vol. 197(1), pages 283-309, October.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Post-Print hal-04197291, HAL.
  • Benjamin Monnery & Fran ois-Charles Wolff, 2023. "Is participatory democracy in line with social protest ? Evidence from the French Yellow Vests movement," TEPP Working Paper 2023-07, TEPP.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," Working Papers hal-04194969, HAL.
  • Benjamin Monnery & François-Charles Wolff, 2023. "Is participatory democracy in line with social protest? Evidence from the French Yellow Vests movement," EconomiX Working Papers 2023-23, University of Paris Nanterre, EconomiX.
• Daan Opschoor & Dick van Dijk, 2023. "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers 23-018/III, Tinbergen Institute.
• Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023. "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers 23-065/III, Tinbergen Institute, revised 01 Mar 2024.
• Gabriel Mathy & Yongchen Zhao, 2023. "Could Diffusion Indexes Have Forecasted the Great Depression?," Working Papers 2023-05, Towson University, Department of Economics, revised Sep 2023.
• Zhao, Yongchen, 2024. "Uncertainty of household inflation expectations: Reconciling point and density forecasts," Economics Letters, Elsevier, vol. 234(C).
  • Yongchen Zhao, 2023. "Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts," Working Papers 2023-09, Towson University, Department of Economics, revised Dec 2023.
• Travis J. Berge, 2023. "Time-Varying Uncertainty of the Federal Reserve's Output Gap Estimate," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1191-1206, September.
  • Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
• Abir HASSAN & Mahbubul Md. ALAM & Azmaine FAEIQUE, 2023. "Forecasting Monthly Inflation in Bangladesh: A Seasonal Autoregressive Moving Average (SARIMA) Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 25-43.
• Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
  • Marco Del Negro & Marc Giannoni & Christina Patterson, 2012. "The forward guidance puzzle," Staff Reports 574, Federal Reserve Bank of New York.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023. "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers 202306, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Papers 2309.09481, arXiv.org.
  • Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers 202307, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023. "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers 202311, University of California at Riverside, Department of Economics.
• Vladimir M. Markovic & Nikola Radivojevic & Tatjana Ivanovic & Slobodan Radisic & Nenad Novakovic, 2023. "The quantum harmonic oscillator expected shortfall model," Estudios de Economia, University of Chile, Department of Economics, vol. 50(2 Year 20), pages 233-261, December.
• Mihnea Constantinescu, 2023. "Sparse Warcasting," Working Papers 01/2023, National Bank of Ukraine.
• Alejo Estavillo & Gabriela Mordecki, 2023. "Nowcasting del PIB para Uruguay en base a un modelo de ecuaciones puente," Documentos de Trabajo (working papers) 23-26, Instituto de Economía - IECON.
• Dietrich, Stephan & Malerba, Daniele & Gassmann, Franziska, 2023. "Predicting social assistance beneficiaries," MERIT Working Papers 2023-007, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Jaromir Hurnik & Vatcharin Sirimaneetham, 2023. "A long-term approach for analysing public debt sustainability: a case study of Mongolia," MPDD Working Paper Series WP/23/02, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
• Lis Szymon & Chlebus Marcin, 2023. "Combining forecasts? Keep it simple," Central European Economic Journal, Sciendo, vol. 10(57), pages 343-370, January.
• Sabek Amine, 2023. "Unveiling the diverse efficacy of artificial neural networks and logistic regression: A comparative analysis in predicting financial distress," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 9(1), pages 16-32, July.
• Berezka Kateryna & Kovalchuk Olha, 2023. "The Application of Association Rules to Detect the Effects of Vaccinations against Covid-19 in the EU-27. Preliminary Estimates," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 1-16, March.
• Souto Hugo Gobato & Moradi Amir, 2023. "Forecasting realized volatility through financial turbulence and neural networks," Economics and Business Review, Sciendo, vol. 9(2), pages 133-159, April.
• Mishra Akshay Kumar & Kumar Rahul & Bal Debi Prasad, 2023. "ESG Volatility Prediction Using GARCH and LSTM Models," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 19(4), pages 97-114, December.
• Vasilev Julian & Sulova Snezhana, 2023. "An Approach for the In-Depth Data Analysis of the Marine Traffic of Independent Nearby Ports," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 402-426, December.
• Suleiman Ahmad Abubakar & Othman Mahmod & Daud Hanita & Abdullah Mohd Lazim & Kadir Evizal Abdul & Kane Ibrahim Lawal & Husin Abdullah, 2023. "Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models," Real Estate Management and Valuation, Sciendo, vol. 31(3), pages 20-31, September.
• Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023. "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(3), pages 40-63, December.
• Leo Krippner, 2023. "Estimating and Applying Autoregression Models via Their Eigensystem Representation," CAMA Working Papers 2023-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Leo Krippner, 2023. "Estimating and Applying Autoregression Models Via Their Eigensystem Representation," Working Papers in Economics 23/09, University of Waikato.
• Maudud Hassan Uzzal & Robert Ślepaczuk, 2023. "The performance of time series forecasting based on classical and machine learning methods for S&P 500 index," Working Papers 2023-05, Faculty of Economic Sciences, University of Warsaw.
• Konrad Lewszyk & Piotr Wójcik, 2023. "Modelling Subjective Attractiveness," Working Papers 2023-06, Faculty of Economic Sciences, University of Warsaw.
• Karol Chojnacki & Robert Ślepaczuk, 2023. "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ense," Working Papers 2023-15, Faculty of Economic Sciences, University of Warsaw.
• Damian Ślusarczyk & Robert Ślepaczuk, 2023. "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers 2023-17, Faculty of Economic Sciences, University of Warsaw.
• Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023. "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers 2023-20, Faculty of Economic Sciences, University of Warsaw.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers 2309.10546, arXiv.org.
  • Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers 2023-23, Faculty of Economic Sciences, University of Warsaw.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers 2309.15640, arXiv.org.
  • Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers 2023-25, Faculty of Economic Sciences, University of Warsaw.
• Sahil Teymurzade & Robert Ślepaczuk, 2023. "Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models," Working Papers 2023-27, Faculty of Economic Sciences, University of Warsaw.
• Amor Aniss Benmoussa, Reinhard Ellwanger, Stephen Snudden, 2023. "Carpe Diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?," LCERPA Working Papers bm0141, Laurier Centre for Economic Research and Policy Analysis.
• Reinhard Ellwanger, Stephen Snudden, Lenin Arango-Castillo, 2023. "Seize the Last Day: Period-End-Point Sampling for Forecasts of Temporally Aggregated Data," LCERPA Working Papers bm0142, Laurier Centre for Economic Research and Policy Analysis.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
• Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
  • Pablo Guerrón-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.).
• James Mitchell & Martin Weale, 2023. "Censored density forecasts: Production and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 714-734, August.
  • James Mitchell & Martin Weale, 2021. "Censored Density Forecasts: Production and Evaluation," Working Papers 21-12R, Federal Reserve Bank of Cleveland, revised 16 Aug 2022.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
  • Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• William A. Barnett & Sohee Park, 2023. "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 331-346, March.
  • Barnett, William & Park, Sohee, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper 110298, University Library of Munich, Germany.
  • William A. Barnett & Sohee Park, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202120, University of Kansas, Department of Economics, revised Oct 2021.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
  • Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
• Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
• Donato Ceci & Andrea Silvestrini, 2023. "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
  • Donato Ceci & Andrea Silvestrini, 2022. "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers) 1362, Bank of Italy, Economic Research and International Relations Area.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
  • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2061-2091, December.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
  • Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Working Papers 318, Bank of Greece.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
• Szydlo, Jan, 2023. "Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?," Warwick-Monash Economics Student Papers 63, Warwick Monash Economics Student Papers.
• Christian Pierdzioch & Sebastian Rohloff & Roland Von Campe, 2023. "On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-16, March.
• Marc S. Paolella & PaweÅ‚ Polak, 2023. "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-37, March.
• Francisca Mendonça Souza & Claudia Aline de Souza Ramser & Adriano Mendonça Souza & Claudimar Pereira da Veiga, 2023. "Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-51, June.
• Fazlul Miah, 2023. "News And Information Rigidity: Further Evidence From Gdp Growth Forecasts," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 23(01n04), pages 1-21, December.
• Mohamad Hassan Shahrour & Mostafa Dekmak, 2023. "Intelligent stock prediction: A neural network approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-14, March.
  • Mohamad Hassan Shahrour & Mostafa Dekmak, 2022. "Intelligent Stock Prediction: A Neural Network Approach," Post-Print hal-03884171, HAL.
• Bolin Lei & Yuping Song, 2023. "The impact of contagion effects of media reports, investors’ sentiment and attention on the stock market based on HAR-RV model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-54, June.
• Sanjeev Kadam & Anshul Agrawal & Aryan Bajaj & Rachit Agarwal & Rameesha Kalra & Jaymin Shah, 2023. "Predicting Crude Oil Future Price Using Traditional and Artificial Intelligence-Based Model: Comparative Analysis," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 1-15, October.
• Alexander Correa, 2023. "Predicting Business Bankruptcy in Colombian SMEs: A Machine Learning Approach," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 1-21, October.
• Benedict Foo & Deng Yao Koh & Juan Pang Tan & Wenjie Wang, 2023. "FORECASTING SINGAPORE’s ECONOMY USING STATISTICAL LEARNING AND FACTOR MODELS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(02), pages 319-353.
• Qu Feng & Shihao Zhou, 2023. "Electricity Market Liberalization And Efficiency: Evidence From Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 651-669, June.
• Young Bin Ahn & Yoichi Tsuchiya, 2023. "Directional Accuracy Of Singapore’S Macroeconomic Forecasts," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(05), pages 1569-1583, September.
• Arabinda Basistha & Richard Startz, 2024. "Measuring persistent global economic factors with output, commodity price, and commodity currency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2860-2885, November.
  • Arabinda Basistha & Richard Startz, 2023. "Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data," Working Papers 23-05, Department of Economics, West Virginia University.
• Xin Jing & Jin Seo Cho, 2025. "Forecasting the Confirmed COVID‐19 Cases Using Modal Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1578-1601, July.
  • Xin Jing & Jin Seo Cho, 2023. "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers 2023rwp-217, Yonsei University, Yonsei Economics Research Institute.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
  • Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
• Stempel, Daniel & Zahner, Johannes, 2023. "Whose inflation rates matter most? A DSGE model and machine learning approach to monetary policy in the Euro area," IMFS Working Paper Series 188, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Martin Baumgaertner & Johannes Zahner, 2021. "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics 202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Baumgärtner, Martin & Zahner, Johannes, 2023. "Whatever it takes to understand a central banker: Embedding their words using neural networks," IMFS Working Paper Series 194, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Sardone, Alessandro & Schult, Christoph & Schultz, Birgit & Zeddies, Götz, 2023. "Grüne Transformation und Schuldenbremse: Implikationen zusätzlicher Investitionen für öffentliche Finanzen und privaten Konsum," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 11(4), pages 141-159.
• Frank, Johannes, 2023. "Forecasting realized volatility in turbulent times using temporal fusion transformers," FAU Discussion Papers in Economics 03/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann & Gernot Müller, 2022. "Firm Expectations and News: Micro v Macro," CESifo Working Paper Series 10192, CESifo.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot J. & Niemann, Knut, 2023. "Firm expectations and news: Micro v macro," Working Papers 43, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann, 2023. "Firm Expectations and News: Micro v Macro," ifo Working Paper Series 400, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot & Niemann, Knut, 2022. "Firm Expectations and News: Micro v Macro," CEPR Discussion Papers 17768, C.E.P.R. Discussion Papers.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2024. "Learning from experts: Energy efficiency in residential buildings," Energy Economics, Elsevier, vol. 136(C).
  • Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023. "Learning from experts: Energy efficiency in residential buildings," SAFE Working Paper Series 403, Leibniz Institute for Financial Research SAFE.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
  • Ganics, Gergely & Mertens, Elmar & Clark, Todd E., 2023. "What Is the Predictive Value of SPF Point and Density Forecasts?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277622, Verein für Socialpolitik / German Economic Association.
• Stempel, Daniel & Zahner, Johannes, 2023. "Whose Inflation Rates Matter Most? A DSGE Model and Machine Learning Approach to Monetary Policy in the Euro Area," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277627, Verein für Socialpolitik / German Economic Association.
• Holtemöller, Oliver & Kozyrev, Boris, 2023. "Forecasting Economic Activity with a Neural Network in Uncertain Times: Monte Carlo Evidence and Application to German GDP," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277688, Verein für Socialpolitik / German Economic Association.
• Strunz, Franziska & Gödl, Maximilian, 2023. "An Evaluation of Professional Forecasts for the German Economy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277707, Verein für Socialpolitik / German Economic Association.
• Conrad, Christian & Lahiri, Kajal, 2023. "Heterogeneous expectations among professional forecasters," ZEW Discussion Papers 23-062, ZEW - Leibniz Centre for European Economic Research.
  • Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
• Janßen, Rebecca & Ribar, Matthew K., 2023. "In vi(vi)no veritas? Expertise, review accuracy and reputation inflation," ZEW Discussion Papers 23-075, ZEW - Leibniz Centre for European Economic Research.
• Iva Tolic Mandic & Sanja Tisma & Daniela Angelina Jelincic & Damir Demonja, 2023. "Smart Solutions for Sustainable Tourism Pearls: How to Live Between Culture and Tourism in Dubrovnik," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 21(3), pages 272-296.

2022

• Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
  • Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
• Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  • Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Sander Barendse & Andrew J. Patton, 2022. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
  • Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  • Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
• Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
  • Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022. "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2257-2274, December.
  • Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021. "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers 2107.08808, arXiv.org.
  • Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Young Min Kim & Seojin Lee, 2022. "Korean exchange rate forecasts using Bayesian variable selection," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 29(4), pages 1045-1062, July.
• Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology Network Structure Conditions the Economic Resilience of Regions," Economic Geography, Taylor & Francis Journals, vol. 98(4), pages 355-378, August.
  • Gergo Toth & Zoltan Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2020. "Technology network structure conditions the economic resilience of regions," Papers in Evolutionary Economic Geography (PEEG) 2048, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2020.
  • Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology network structure conditions the economic resilience of regions," CERS-IE WORKING PAPERS 2202, Institute of Economics, Centre for Economic and Regional Studies.
• Mar Delgado-Téllez & José Federico Geli & Enrique Moral-Benito & Javier J. Pérez, 2022. "Outsourcing and public expenditure: an aggregate perspective with regional data," Regional Studies, Taylor & Francis Journals, vol. 56(8), pages 1347-1358, August.
  • Mar Delgado-Téllez & Enrique Moral-Benito & Javier J. Pérez, 2019. "Outsourcing and public expenditure: an aggregate perspective with regional data," Working Papers 1939, Banco de España.
• Ioannis Sitzimis, 2022. "An Optimal Forecasting Method of Passenger Traffic in Greek Coastal Shipping," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 14(3), pages 72-87, January.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022. "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-013/III, Tinbergen Institute.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023. "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, vol. 237(2).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022. "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-053/III, Tinbergen Institute.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
• Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
  • Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers 202207, University of California at Riverside, Department of Economics.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers 202210, University of California at Riverside, Department of Economics.
• Diana Balioz, 2022. "Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 15-28.
• Yuriy Kleban & Tetiana Stasiuk, 2022. "Crypto Currency Price Forecast: Neural Network Perspectives," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 29-42.
• Kaan Arik & Murat Gezer & Seda Tolun Tayali, 2022. "The study of indicators affecting customer churn in MMORPG games with machine learning models," Upravlenets, Ural State University of Economics, vol. 13(6), pages 70-85, January.
• Daniel Goller & Sandro Heiniger, 2024. "A general framework to quantify the event importance in multi-event contests," Annals of Operations Research, Springer, vol. 341(1), pages 71-93, October.
  • Goller, Daniel & Heiniger, Sandro, 2022. "A general framework to quantify the event importance in multi-event contests," Economics Working Paper Series 2204, University of St. Gallen, School of Economics and Political Science.
• Todd H. Kuethe & Brady Brewer & Chad Fiechter, 2022. "Loss Aversion in Farmland Price Expectations," Land Economics, University of Wisconsin Press, vol. 98(1), pages 98-114.
• Matthew C. TRIMBLE, 2022. "Regression Promises And Aggregation Bias Illusions The Application Of Market Delineation To Land Valuation Models," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 18(1), pages 56-95.
• Sroka Łukasz, 2022. "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(2), pages 15-29, June.
• Fatih Chellai, 2022. "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(4), pages 1-16, December.
• Srhoj Stjepan, 2022. "Can we predict high growth firms with financial ratios?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(1), pages 66-73, March.
• Płaza Natalia & Žilinskienė Deimantė, 2022. "The Role of Customs Procedures in Reduction of Maintenance, Repair and Overhaul Costs in the Aviation Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(2), pages 67-82, June.
• Koloane Cathrine Thato & Bodhlyera Oliver, 2022. "A statistical approach to modeling the underground economy in South Africa," Journal of Economics and Management, Sciendo, vol. 44(1), pages 64-95, January.
• Baiquan Ma & Robert Ślepaczuk, 2022. "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers 2022-02, Faculty of Economic Sciences, University of Warsaw.
• Maciej Wysocki & Paweł Sakowski, 2022. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers 2022-12, Faculty of Economic Sciences, University of Warsaw.
• Illia Baranochnikov & Robert Ślepaczuk, 2022. "A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy," Working Papers 2022-21, Faculty of Economic Sciences, University of Warsaw.
• Katarzyna Kryńska & Robert Ślepaczuk, 2022. "Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index," Working Papers 2022-25, Faculty of Economic Sciences, University of Warsaw.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022. "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers 2022-29, Faculty of Economic Sciences, University of Warsaw.
• Thi Huyen Tran & Robert Ślepaczuk, 2022. "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers 2022-30, Faculty of Economic Sciences, University of Warsaw.
• Kibrom A Abay & Nishant Yonzan & Sikandra Kurdi & Kibrom Tafere, 2023. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during the COVID-19 Pandemic," Journal of African Economies, Centre for the Study of African Economies, vol. 32(Supplemen), pages 44-68.
  • Abay, Kibrom A. & Yonzan, Nishant & Kurdi, Sikandra & Tafere, Kibrom, 2022. "Revisiting poverty trends and the role of social protection systems in Africa during the COVID-19 pandemic," IFPRI discussion papers 2142, International Food Policy Research Institute (IFPRI).
  • Abay,Kibrom A. & Yonzan,Nishant & Kurdi,Sikandra Smith & Hirfrfot,Kibrom Tafere, 2022. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during theCOVID-19 Pandemic," Policy Research Working Paper Series 10172, The World Bank.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  • Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
  • Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
  • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers 201978, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
  • Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Malte Knüppel & Fabian Krüger, 2022. "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 23-41, January.
  • Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • Simona Delle Chiaie & Laurent Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022. "An automated prior robustness analysis in Bayesian model comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
  • Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "An automated prior robustness analysis in Bayesian model comparison," CAMA Working Papers 2019-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Michael P. Clements, 2022. "Individual forecaster perceptions of the persistence of shocks to GDP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 640-656, April.
  • Michael P. Clements, 2020. "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance icma-dp2020-02, Henley Business School, University of Reading.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022. "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
  • Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
  • Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019. "The Global Component of Inflation Volatility," CEPR Discussion Papers 13470, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
  • Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic Forecasting in a Multi-country Context," Working Papers 22-02, Federal Reserve Bank of Cleveland.
  • Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers 16994, C.E.P.R. Discussion Papers.
• Ana Beatriz Galvão & Michael Owyang, 2022. "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
  • Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers 202114, University of Pretoria, Department of Economics.
• Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
  • Jarmulska, Barbara, 2020. "Random forest versus logit models: which offers better early warning of fiscal stress?," Working Paper Series 2408, European Central Bank.
• Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
  • Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
• Philip Hans Franses & Max Welz, 2022. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 829-839, July.
  • Franses, Ph.H.B.F. & Welz, M., 2018. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers EI2018-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Stavros Degiannakis, 2022. "Stock market as a nowcasting indicator for real investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 911-919, August.
  • Degiannakis, Stavros, 2021. "Stock market as a nowcasting indicator for real investment," MPRA Paper 110914, University Library of Munich, Germany.
• Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
  • Caroline Jardet & Baptiste Meunier, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
  • Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Post-Print hal-03647097, HAL.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022. "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1356-1371, November.
  • Paulo M.M. Rodrigues & Robert Hill, 2022. "Forgetting Approaches to Improve Forecasting," Working Papers w202208, Banco de Portugal, Economics and Research Department.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
  • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
• Alexander Glas & Matthias Hartmann, 2022. "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
  • Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-9, June.
  • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020. "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers 202050, University of Pretoria, Department of Economics.
• Tayyab Raza Fraz & Samreen Fatima, 2022. "Modeling And Forecasting Volatility Of Stock Market Using Family Of Garch Models: Evidence From Cpec Linked Countries," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-15, March.
• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  • Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Hua Chen & Domenico Tarzia & Giovanni Vittorino & Andros Gregoriou, 2022. "Volatility Spillovers During the Chinese Stock Market Crisis: A MEM-Based Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 25(04), pages 1-30, December.
• Lucija Benko & Karlo Krstanović & Luka Sovulj, 2022. "Procjena učinaka pandemije koronavirusa na turističke dolaske i noćenja u Republici Hrvatskoj te na vrijednost CROBEXturist indeksa Zagrebačke burze," EFZG Working Papers Series 2201, Faculty of Economics and Business, University of Zagreb.
• Dreher, Sandra & Eichfelder, Sebastian & Noth, Felix, 2022. "Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?," arqus Discussion Papers in Quantitative Tax Research 276, arqus - Arbeitskreis Quantitative Steuerlehre.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
  • Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
• Berger, Tino & Ochsner, Christian, 2022. "Robust real-time estimates of the German output gap based on a multivariate trend-cycle decomposition," Discussion Papers 35/2022, Deutsche Bundesbank.
• Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022. "Score-based calibration testing for multivariate forecast distributions," Papers 2211.16362, arXiv.org, revised Dec 2023.
  • Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022. "Score-based calibration testing for multivariate forecast distributions," Discussion Papers 50/2022, Deutsche Bundesbank.
• Hartwig, Benny, 2022. "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers 52/2022, Deutsche Bundesbank.
• Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
  • Zadrozny, Peter A., 2022. "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series 682, Center for Financial Studies (CFS).
• Hauber, Philipp, 2022. "Real-time nowcasting with sparse factor models," EconStor Preprints 251551, ZBW - Leibniz Information Centre for Economics.
• Hai‐Anh H. Dang & Peter F. Lanjouw, 2023. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 599-622, June.
  • Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
  • Dang, Hai-Anh H. & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," GLO Discussion Paper Series 1213, Global Labor Organization (GLO).
  • Dang, Hai-Anh H & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," IZA Discussion Papers 15827, Institute of Labor Economics (IZA).
• Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Sardone, Alessandro & Zeddies, Götz, 2022. "Wirtschaftswachstum, Staatsfinanzen und Treibhausgas-Emissionen in der mittleren Frist," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 10(4), pages 146-151.
• Duan, Fang, 2022. "Forecasting risk measures based on structural breaks in the correlation matrix," Ruhr Economic Papers 945, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Prüser, Jan & Blagov, Boris, 2022. "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers 960, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Shrub, Yuliya & Rieger, Jonas & Müller, Henrik & Jentsch, Carsten, 2022. "Text data rule - don't they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators," Ruhr Economic Papers 964, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Emile du Plessis & Ulrich Fritsche, 2025. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 3-40, January.
  • du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Martin Baumgaertner & Johannes Zahner, 2021. "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics 202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
  • Baumgärtner, Martin & Zahner, Johannes, 2023. "Whatever it takes to understand a central banker: Embedding their words using neural networks," IMFS Working Paper Series 194, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Stamer, Vincent, 2022. "Thinking Outside the Container: A Sparse Partial Least Squares Approach to Forecasting Trade Flows," VfS Annual Conference 2022 (Basel): Big Data in Economics 264096, Verein für Socialpolitik / German Economic Association.
• Axenbeck, Janna & Breithaupt, Patrick, 2022. "Measuring the digitalisation of firms: A novel text mining approach," ZEW Discussion Papers 22-065, ZEW - Leibniz Centre for European Economic Research.
• Janusz Opi³a, 2022. "On Employing of Extended Characteristic Surface Model for Forecasting of Demand in Tourism," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 20(5), pages 621-639.
• Syed Ateeb Akhter Shah & Fatima Kaneez & Arshad Riffat, 2022. "Forecasting the GDP Growth in Pakistan: The Role of Consumer Confidence," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 27(1), pages 68-88, Jan-June.
• Ludmila Fadejeva & Boriss Siliverstovs & Karlis Vilerts & Anete Brinke, 2022. "Consumer Spending in the Covid-19 Pandemic: Evidence from Card Transactions in Latvia," Discussion Papers 2022/01, Latvijas Banka.
• Andreas Marcus Gohs, 2022. "Forecasting Market Diffusion of Innovative Battery-Electric and Conventional Vehicles in Germany under Model Uncertainty," MAGKS Papers on Economics 202209, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Tino Berger & Christian Ochsner, 2022. "Tracking the German Business Cycle," MAGKS Papers on Economics 202212, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Daniel Stempel & Johannes Zahner, 2022. "DSGE Models and Machine Learning: An Application to Monetary Policy in the Euro Area," MAGKS Papers on Economics 202232, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Nico Peter Benjamin Wehrle, 2022. "The Cost of Renewable Electricity and Energy Storage in Germany," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 8(1), pages 19-41.
• Makram El-Shagi & Yizhuang Zheng, 2022. "Money Demand in China: A Meta Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(1), pages 145-163, January.
  • Makram El-Shagi & Yizhuang Zheng, 2017. "Money Demand in China: A Meta-Study," CFDS Discussion Paper Series 2017/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Rueben Ellul & Germano Ruisi, 2022. "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers WP/02/2022, Central Bank of Malta.
• Andras Viktor Szabo, 2022. "Credit Risk Modelling of Mortgage Loans in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(1), pages 56-94.
• Laszlo Bokor, 2022. "Climate Stress Test of the Hungarian Banking System," MNB Occasional Papers 2022/147, Magyar Nemzeti Bank (Central Bank of Hungary).
• Resce, Giuliano & Vaquero-Piñeiro, Cristina, 2022. "Predicting agri-food quality across space: A Machine Learning model for the acknowledgment of Geographical Indications," Food Policy, Elsevier, vol. 112(C).
  • Resce, Giuliano & Vaquero-Pineiro, Cristina, 2022. "Predicting Agri-food Quality across Space: A Machine Learning Model for the Acknowledgment of Geographical Indications," Economics & Statistics Discussion Papers esdp22082, University of Molise, Department of Economics.
• Alex Traugutt, 2022. "Probabilistic Forecasting: The National Hockey League Totals Market," Journal of Economic Insight, Missouri Valley Economic Association, vol. 48(2), pages 57-72.
• Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023. "On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates," Journal of Econometrics, Elsevier, vol. 237(2).
  • Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
  • Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers 29635, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates," PIER Working Paper Archive 21-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Working Papers 21-06, Federal Reserve Bank of Philadelphia.
• Richard B. Freeman, 2022. "Planning for the “Expected Unexpected”: Work and Retirement in the U.S. After the COVID-19 Pandemic Shock," NBER Working Papers 29653, National Bureau of Economic Research, Inc.
• Sara B. Heller & Benjamin Jakubowski & Zubin Jelveh & Max Kapustin, 2022. "Machine Learning Can Predict Shooting Victimization Well Enough to Help Prevent It," NBER Working Papers 30170, National Bureau of Economic Research, Inc.
• Edward E. Leamer, 2022. "A New Way of Forecasting Recessions," NBER Working Papers 30247, National Bureau of Economic Research, Inc.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022. "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers 30366, National Bureau of Economic Research, Inc.
• Anton A. Gerunov, 2022. "Forecasting Customer Support Resolution Times Through Automated Machine Learning," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 19(2), pages 1-11.
• Ana Živkovic, Jelena Momcilovic, Zorica Roljic Mihanovic, Danilo Cerovic & Ana Živkovic & Jelena Momcilovic & Zorica Roljic Mihanovic & Danilo Cerovic, 2022. "Structural changes to quarterly projection model," Working Papers Bulletin 13, National Bank of Serbia.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-04, Economic Statistics Centre of Excellence (ESCoE).
• Martin Weale & Paul Labonne, 2022. "Nowcasting in the presence of large measurement errors and revisions," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-05, Economic Statistics Centre of Excellence (ESCoE).
• Paul Labonne, 2022. "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-23, Economic Statistics Centre of Excellence (ESCoE).
• George Kapetanios & Fotis Papailias, 2022. "Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-15, Economic Statistics Centre of Excellence (ESCoE).
• George Kapetanios & Fotis Papailias, 2022. "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-17, Economic Statistics Centre of Excellence (ESCoE).
• George Kapetanios & Fotis Papailias, 2022. "A Quality Assessment Framework for Maintaining & Publishing New Indicators," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-18, Economic Statistics Centre of Excellence (ESCoE).
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," MPRA Paper 114325, University Library of Munich, Germany.
  • Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers 541, National Institute of Economic and Social Research.
• Mihaela Simionescu, 2022. "Macroeconomic Challenges for Life Insurance Market in the Baltic States," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 647-660, December.
• Petar Rangelov, 2022. "Application of Simulation-based Approach for Determining the Value of Companies Operating in an Environment of Uncertainty," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
• Andrew Binning, 2022. "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series 22/02, New Zealand Treasury.
• Grégoire Tallard & Marcel Adenäuer & Koen Deconinck & Gaëlle Gouarin, 2022. "Potential impact of dietary changes on the triple challenge facing food systems: Three stylised scenarios," OECD Food, Agriculture and Fisheries Papers 173, OECD Publishing.
• Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2022. "The Private and External Costs of Germany’s Nuclear Phase-Out," Journal of the European Economic Association, European Economic Association, vol. 20(3), pages 1311-1346.
  • Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2019. "The Private and External Costs of Germany's Nuclear Phase-Out," NBER Working Papers 26598, National Bureau of Economic Research, Inc.
  • Jarvis, Stephen & Deschenes, Olivier & Jha, Akshaya, 2022. "The private and external costs of Germany’s nuclear phase-out," LSE Research Online Documents on Economics 113634, London School of Economics and Political Science, LSE Library.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
• Richard Gerlach & Chao Wang, 2022. "Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting [On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters o," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 105-138.
• Diaa Noureldin, 2022. "Volatility Prediction Using a Realized-Measure-Based Component Model [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 76-104.
• Tim Bollerslev, 2022. "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 219-252.
• Young Min Kim & Kyu Ho Kang, 2022. "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 391-436.
• Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
• Rogier Quaedvlieg & Peter Schotman, 2022. "Hedging Long-Term Liabilities [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 505-538.
• Gianluca De Nard, 2022. "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage [Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 569-611.
• Yushuang Jiang & Emese Lazar, 2022. "Forecasting VIX Using Filtered Historical Simulation [A GARCH Option Pricing Model with Filtered Historical Simulation]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 655-680.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Mikkel Bennedsen & Asger Lunde & Mikko S Pakkanen, 2022. "Decoupling the Short- and Long-Term Behavior of Stochastic Volatility [Multifactor Approximation of Rough Volatility Models]," Journal of Financial Econometrics, Oxford University Press, vol. 20(5), pages 961-1006.
• Martínez Vargas, Agustín María & Edilson Hernández, Marcos & Velásquez Cerón, Omar, 2022. "Evaluación de las decisiones financieras operacionales que generan flujo de caja en las MIPYMES [Evaluation of Operational Financial Decisions that Generate Cash Flow in Msmes]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 60-82, December.
• Philippe Dupuy & Jean-Charles Garibal, 2022. "Cross-dispersion bias-adjusted ESG rankings," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 631-643, December.
• Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
• Pablo Pincheira Brown, 2022. "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
  • Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
• Carlos A. Medel, 2022. "Searching for the Best Inflation Forecasters within an EmploymentSurvey: Microdata Evidence from Chile," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 184-216.
• Diebold, Francis X. & Göbel, Maximilian, 2022. "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, vol. 215(C).
  • Francis X. Diebold & Maximilian Gobel, 2021. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers 2101.10359, arXiv.org, revised Jan 2022.
  • Francis X. Diebold & Maximilian Gobel, 2022. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive 22-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
  • Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Katarina Kramarova & Lucia Svabova & Barbora Gabrikova, 2022. "Impacts of the Covid-19 crisis on unemployment in Slovakia: a statistically created counterfactual approach using the time series analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(2), pages 343-389, June.
• Andrea Kolková & Petr Rozehnal, 2022. "Hybrid demand forecasting models: pre-pandemic and pandemic use studies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(3), pages 699-725, September.
• Beata Gavurova & Sylvia Jencova & Radovan Bacik & Marta Miskufova & Stanislav Letkovsky, 2022. "Artificial intelligence in predicting the bankruptcy of non-financial corporations," Oeconomia Copernicana, Institute of Economic Research, vol. 13(4), pages 1215-1251, December.
• Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022. "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 61(4), pages 643-658.
• Sonan Memon, 2022. "Inflation in Pakistan: High-Frequency Estimation and Forecasting," PIDE-Working Papers 2022:12, Pakistan Institute of Development Economics.
• Weshah Razzak, 2021. "The Ownership of Oil, Democracy, and Iraq's Past, Present and Future," Discussion Papers 2102, School of Economics and Finance, Massey University, New Zealand.
  • Razzak, Weshah, 2022. "The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future," MPRA Paper 111417, University Library of Munich, Germany.
• Pablo Pincheira Brown & Nicolás Hardy, 2024. "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
  • Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• Arikha, Dahlia, 2022. "Strategi Pembangunan Ekonomi Islam M. Umer Chapra [The Strategy of Islamic Economic Development in Perspective of M. Umer Chapra]," MPRA Paper 112257, University Library of Munich, Germany, revised 28 Feb 2022.
• G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022. "Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19," MPRA Paper 112425, University Library of Munich, Germany.
• Naimoli, Antonio, 2022. "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper 112588, University Library of Munich, Germany.
• Robert Lehmann & Ida Wikman, 2022. "Quarterly GDP Estimates for the German States," ifo Working Paper Series 370, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Lehmann, Robert & Wikman, Ida, 2022. "Quarterly GDP Estimates for the German States," MPRA Paper 112642, University Library of Munich, Germany.
  • Robert Lehmann & Ida Wikman, 2023. "Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics," CESifo Working Paper Series 10280, CESifo.
• Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
• Dean Fantazzini, 2022. "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, vol. 15(7), pages 1-34, July.
  • Fantazzini, Dean, 2022. "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper 113744, University Library of Munich, Germany.
• Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022. "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper 113860, University Library of Munich, Germany.
• G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022. "Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model," MPRA Paper 114027, University Library of Munich, Germany.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers 541, National Institute of Economic and Social Research.
  • Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," MPRA Paper 114325, University Library of Munich, Germany.
• Cengiz, Doruk & Tekgüç, Hasan, 2022. "Counterfactual Reconciliation: Incorporating Aggregation Constraints For More Accurate Causal Effect Estimates," MPRA Paper 114478, University Library of Munich, Germany.
• Silva Lopes, Artur, 2022. "Feels Like Going Backwards: Assessing Income Convergence with a Long-Run Forecasting Approach," MPRA Paper 114488, University Library of Munich, Germany.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024. "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
  • Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
• Yang, Zixiu & Fantazzini, Dean, 2022. "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper 115508, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Importance of Total Coupon in Utility Maximization: A Sensitivity Analysis," MPRA Paper 115553, University Library of Munich, Germany, revised 17 Sep 2022.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023. "Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts," Energy Economics, Elsevier, vol. 121(C).
  • Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022. "Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts," MPRA Paper 115559, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure," MPRA Paper 115791, University Library of Munich, Germany, revised 15 Oct 2022.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Utility maximization analysis of an emerging firm: a bordered Hessian approach," MPRA Paper 115838, University Library of Munich, Germany, revised 25 Sep 2022.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Mathematical Analysis of SEIR Model to Prevent COVID-19 Pandemic," MPRA Paper 115858, University Library of Munich, Germany, revised 25 Aug 2022.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Sensitivity Analysis between Lagrange Multipliers and Consumer Coupon: Utility Maximization Perspective," MPRA Paper 116022, University Library of Munich, Germany, revised 16 Sep 2022.
• Jadidzadeh, Ali, 2022. "An Application of Smooth Transition Regression Models to Homeless Research," MPRA Paper 116356, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Sensitivity Analysis between Commodity and Budget: Utility Maximization Case," MPRA Paper 116495, University Library of Munich, Germany, revised 20 Dec 2022.
• Lycheva, Maria & Mironenkov, Alexey & Kurbatskii, Alexey & Fantazzini, Dean, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 28-49.
  • Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
• Brahmana, Rayenda Khresna, 2022. "Do Machine Learning Approaches Have the Same Accuracy in Forecasting Cryptocurrencies Volatilities?," MPRA Paper 119598, University Library of Munich, Germany.
• Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022. "Energy infrastructure in India: challenges and opportunities," MPRA Paper 120106, University Library of Munich, Germany.
• Ubilava, David & Valera, Harold Glenn & Pede, Valerien, 2022. "The Rice Market Reaction to El Nino Southern Oscillation Shocks," MPRA Paper 123384, University Library of Munich, Germany.
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024. "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
  • Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
• Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
  • Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022. "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers 202205, University of Pretoria, Department of Economics.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, vol. 62(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers 202210, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023. "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 303-314.
  • Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022. "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, vol. 49(C).
  • Elie Bouri & Christina Christou & Rangan Gupta, 2022. "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers 202213, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2022. "Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach," Working Papers 202216, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, vol. 15(22), pages 1-26, November.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers 202217, University of Pretoria, Department of Economics.
• David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Luca Rossini, 2022. "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers 202229, University of Pretoria, Department of Economics.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
  • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
• Gupta Rangan & Sun Xiaojin, 2025. "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(2), pages 235-246.
  • Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
• Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
  • Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022. "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers 202237, University of Pretoria, Department of Economics.
• Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch, 2022. "Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks," Working Papers 202238, University of Pretoria, Department of Economics.
• Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023. "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, vol. 82(C).
  • Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022. "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers 202241, University of Pretoria, Department of Economics.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024. "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-40, November.
  • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022. "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers 202242, University of Pretoria, Department of Economics.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, vol. 66(C).
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 456-472, March.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024. "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 154-162, March.
  • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
• Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
  • Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022. "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers 202252, University of Pretoria, Department of Economics.
• Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025. "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, vol. 81(C).
  • Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
• Muhammad Usman, 2022. "Price Efficiency, Bubbles, Crashes and Crash Risk: Evidence from Chinese Stock Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(3-4), pages 236-258.
• Ivan De Lorenzo Buratta, 2022. "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers w202204, Banco de Portugal, Economics and Research Department.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022. "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1356-1371, November.
  • Paulo M.M. Rodrigues & Robert Hill, 2022. "Forgetting Approaches to Improve Forecasting," Working Papers w202208, Banco de Portugal, Economics and Research Department.
• Kaelo Ntwaepelo & Grivas Chiyaba, 2022. "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers em-dp2022-06, Department of Economics, University of Reading.
• Biwei Chen, 2022. "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 13(4), pages 427-457, January.
• Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022. "Management Practices and Use of Finnish Forests: Conclusions and Recommendations of the FutureForest2040 Project I," ETLA Brief 114, The Research Institute of the Finnish Economy.
• Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022. "Forest-based Production in Finland: Conclusions and Recommendations of the FutureForest2040 Project II," ETLA Brief 115, The Research Institute of the Finnish Economy.
• Berg-Andersson, Birgitta & Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022. "Structural Changes in the Finnish Forest-based Sector, and Market and Employment Impacts in 2040," ETLA Reports 131, The Research Institute of the Finnish Economy.
• Gharoie Ahangar, Reza & Kim, Myungsup, 2022. "The Impact of COVID-19 Shocks on Business and GDP of Global Economy," American Business Review, Pompea College of Business, University of New Haven, vol. 25(2), pages 328-354, November.
• Amaro, Raphael & Pinho, Carlos & Madaleno, Mara, 2022. "Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 77-101.
• Zubarev, Andrei & Kirillova, Maria, 2022. "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 117-138.
• Arı, Yakup, 2022. "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 67, pages 5-26.
• Amaro, Raphael & Pinho, Carlos, 2022. "Energy commodities: A study on model selection for estimating Value-at-Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 5-27.
• Lycheva, Maria & Mironenkov, Alexey & Kurbatskii, Alexey & Fantazzini, Dean, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 28-49.
  • Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024. "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1002-1021.
  • Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
• Hajdini, Ina & Kurmann, Andre, 2022. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," School of Economics Working Paper Series 2022-5, LeBow College of Business, Drexel University.
  • Ina Hajdini & Andre Kurmann, 2024. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," Working Papers 24-08, Federal Reserve Bank of Cleveland.
• Lima, Fabiano Guasti & Paulino, Carolina Trinca & Franco Silveira, Rodrigo Lanna & Gatsios, Rafael Confetti & Neto, Alexandre Assaf, 2022. "Determining Factors and their Impacts on the Ratings of Companies and Countries," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, vol. 6(1), pages 16-29, June.
• Frings, Cordelia & Helgeson, Broghan, 2022. "Developing a Model for Consumer Management of Decentralized Options," EWI Working Papers 2022-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Belbute, José M. & Pereira, Alfredo M., 2022. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(1), pages 1-27, March.
  • José M. Belbute & Alfredo Marvão Pereira, 2019. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," GEE Papers 0125, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2019.
• Perevyshin, Yury (Перевышин, Юрий) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Trunin, Pavel (Трунин, Павел), 2022. "Analysis Of Alternative Approaches To Determining The Target Level Of Inflation In Russia [Анализ Альтернативных Подходов К Определению Целевого Уровня Инфляции Банком России]," Working Papers w20220204, Russian Presidential Academy of National Economy and Public Administration.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022. "Organization Of The System Of Macroeconomic Analysis And Forecasting In The Republic Of Uzbekistan [Организация Системы Макроэкономического Анализа И Прогнозирования В Республике Узбекистан]," Working Papers w20220210, Russian Presidential Academy of National Economy and Public Administration.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022. "Assessment Of The Prospects For Russia To Enter The Path Of Sustainable Growth After 2021: Analysis Of Possible Development Risks And Development Of Proposals For Risk Management [Оценка Перспектив," Working Papers w20220211, Russian Presidential Academy of National Economy and Public Administration.
• Vedev, Alexey (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022. "Analysis Of The Efficiency Of Industry Support Measures During The Coronavirus Pandemic And Their Contribution To The Recovery Of Economic Activity In Russia [Анализ Эффективности Отраслевых Мер По," Working Papers w20220298, Russian Presidential Academy of National Economy and Public Administration.
• Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther, 2022. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry," The Energy Journal, , vol. 43(5), pages 27-50, September.
  • Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas, 2019. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," MPRA Paper 101763, University Library of Munich, Germany.
  • Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther, 2020. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," Working Papers 2002, Utrecht School of Economics.
• Mihaela Simionescu & Mihaela-Daniela Vornicescu (Niculescu), 2022. "The Impact of the European Economic Integration on Sustainable Development in the EU New Member States," Bulgarian Economic Papers bep-2022-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jan 2022.
• Mihaela Simionescu, 2022. "Non-life Insurance Market and Macroeconomic Indicators in Baltic States," Bulgarian Economic Papers bep-2022-05, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jun 2022.
• Christian Hepenstrick & Jason Blunier, 2022. "What were they thinking? Estimating the quarterly forecasts underlying annual growth projections," Working Papers 2022-05, Swiss National Bank.
• Gabriel Lyrio de Oliveira & Andre Luis Squarize Chagas & Denise Leyi Li, 2022. "Public Sector Procurements and Reference Prices Estimation with Small Samples in Brazil," Working Papers, Department of Economics 2022_02, University of São Paulo (FEA-USP).
• Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, vol. 4(1), pages 17-61, March.
  • Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print hal-04021587, HAL.
• Helmut Wasserbacher & Martin Spindler, 2022. "Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls," Digital Finance, Springer, vol. 4(1), pages 63-88, March.
• Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
• Lixiong Yang, 2022. "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, vol. 62(2), pages 533-551, February.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2022. "Time connectedness of fear," Empirical Economics, Springer, vol. 62(3), pages 905-931, March.
  • Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018. "“Time connectedness of fear”," IREA Working Papers 201818, University of Barcelona, Research Institute of Applied Economics, revised Sep 2018.
• Julia Kielmann & Hans Manner & Aleksey Min, 2022. "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, vol. 62(4), pages 1543-1574, April.
• Chao Liang & Yin Liao & Feng Ma & Bo Zhu, 2022. "United States Oil Fund volatility prediction: the roles of leverage effect and jumps," Empirical Economics, Springer, vol. 62(5), pages 2239-2262, May.
• Christian Glocker & Serguei Kaniovski, 2022. "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
  • Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
• Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
• Simon Blöthner & Mario Larch, 2022. "Economic determinants of regional trade agreements revisited using machine learning," Empirical Economics, Springer, vol. 63(4), pages 1771-1807, October.
  • Simon Blöthner & Mario Larch, 2021. "Economic Determinants of Regional Trade Agreements Revisited Using Machine Learning," CESifo Working Paper Series 9233, CESifo.
• Masato Ubukata, 2022. "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, vol. 63(5), pages 2633-2653, November.
• Gaetano Perone, 2022. "Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 23(6), pages 917-940, August.
• Anna Pajor & Justyna Wróblewska, 2022. "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 427-448, September.
• Şirin Özlem & Omer Faruk Tan, 2022. "Predicting cash holdings using supervised machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-19, December.
• Charles O. Manasseh & Nnah M. Iroha & Kingsley I. Okere & Ifeoma C. Nwakoby & Ogochukwu C. Okanya & Nnenna Nwonye & Onuselogu Odidi & Oliver I. Inyiama, 2022. "Application of Markov chain to share price movement in Nigeria (1985–2019)," Future Business Journal, Springer, vol. 8(1), pages 1-14, December.
• Daniel Baier & Björn Stöcker, 2022. "Profit uplift modeling for direct marketing campaigns: approaches and applications for online shops," Journal of Business Economics, Springer, vol. 92(4), pages 645-673, May.
• Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022. "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, vol. 92(4), pages 675-706, May.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022. "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 129-157, July.
• Tae-Seok Jang & Stephen Sacht, 2022. "Macroeconomic dynamics under bounded rationality: on the impact of consumers’ forecast heuristics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 849-873, July.
  • Jang, Tae-Seok & Sacht, Stephen, 2018. "Macroeconomic dynamics under bounded rationality: On the impact of consumers' forecast heuristics," Economics Working Papers 2018-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez & Raquel Y. Badillo & Sergio Lopez-Araiza, 2022. "Gender stereotypes in job advertisements: What do they imply for the gender salary gap?," Journal of Labor Research, Springer, vol. 43(1), pages 65-102, March.
• Richard J. Arend, 2022. "Balancing the perceptions of NK modelling with critical insights," Journal of Innovation and Entrepreneurship, Springer, vol. 11(1), pages 1-15, December.
• Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022. "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-29, December.
• Oleksandr Bartkoviak & Viktor Shpyrko & Oleksandr Chernyak & Yevgen Chernyak, 2022. "Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach," Springer Proceedings in Business and Economics, in: Pantelis Sklias & Persefoni Polychronidou & Anastasios Karasavvoglou & Victoria Pistikou & Nikolaos (ed.), Business Development and Economic Governance in Southeastern Europe, pages 167-182, Springer.
• Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022. "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2023-2033, August.
• Afees A. Salisu & Abeeb Olaniran, 2022. "The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4663-4673, December.
• Jakob A. Dambon & Stefan S. Fahrländer & Saira Karlen & Manuel Lehner & Jaron Schlesinger & Fabio Sigrist & Anna Zimmermann, 2022. "Examining the vintage effect in hedonic pricing using spatially varying coefficients models: a case study of single-family houses in the Canton of Zurich," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-14, December.
• Mehmet Sahiner, 2022. "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, vol. 2(10), pages 1-74, October.
• Siddhartha Pradeep, 2022. "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, vol. 2(1), pages 1-33, January.
• Anja Rossen, 2022. "Rückkehr zu stärkerem Beschäftigungswachstum in den Städten erwartet [Return to Stronger Employment Growth Expected in Cities]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 102(7), pages 568-570, July.
• Yu-Min Lian & Jia-Ling Chen & Hsueh-Chien Cheng, 2022. "Predicting Bitcoin Prices via Machine Learning and Time Series Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-2.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022. "Expectations and term premia in EFSF bond yields," Working Papers 54, European Stability Mechanism.
• Alexander Foltas & Christian Pierdzioch, 2022. "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 867-872, June.
  • Foltas, Alexander & Pierdzioch, Christian, 2020. "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Working Papers 22, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2022. "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
  • Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
• Peter Fuleky, 2022. "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, vol. 29(11), pages 1037-1041, June.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2022. "The decline in public investment: ``social dominance’’ or too-rigid fiscal rules?," Applied Economics, Taylor & Francis Journals, vol. 54(10), pages 1123-1136, February.
  • Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2020. "The decline in public investment: “social dominance” or too-rigid fiscal rules?," Working Papers 2025, Banco de España.
• Hannes Mueller & Christopher Rauh, 2022. "Using past violence and current news to predict changes in violence," International Interactions, Taylor & Francis Journals, vol. 48(4), pages 579-596, July.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Janeway Institute Working Papers 2209, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics 2220, Faculty of Economics, University of Cambridge.
• Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 189-209, May.
  • Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
• Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022. "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(Special), pages 102-123, December.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022. "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers 2022-09, Department of Economics and Business Economics, Aarhus University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2021-03, Department of Economics, Auburn University.
  • Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2022. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2022-03, Department of Economics, Auburn University.
• Christian Gourieroux & Joann Jasiak, 2022. "Long Run Predictions," Annals of Economics and Statistics, GENES, issue 145, pages 75-90.
• Paul Beaudry & Tim Willems, 2022. "On the Macroeconomic Consequences of Over-Optimism," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(1), pages 38-59, January.
  • Paul Beaudry & Tim Willems, 2018. "On the Macroeconomic Consequences of Over-Optimism," NBER Working Papers 24685, National Bureau of Economic Research, Inc.
  • Paul Beaudry & Tim Willems, 2018. "On the Macroeconomic Consequences of Over-Optimism," IMF Working Papers 2018/122, International Monetary Fund.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
• Bekir Tamer Gökalp, 2022. "Kripto Para Piyasasının Borsa İstanbul Endeksleri Üzerindeki Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(2), pages 481-499.
• Ilya V. Naumov & Sergey S. Krasnykh & Yulia S. Otmakhova, 2022. "Scenario forecasting of the socio-economic consequences of the COVID-19 pandemic in Russian regions," R-Economy, Ural Federal University, Graduate School of Economics and Management, vol. 8(1), pages 5-20.
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
• Nuno Goncalves, 2022. "Most probable or more prudent? Analysing CFP's macroeconomic projections, 2015-2019," CFP Occasional Papers 02/2022, Portuguese Public Finance Council.
• Mungo, Luca & Lafond, François & Astudillo-Estévez, Pablo & Farmer, J. Doyne, 2023. "Reconstructing production networks using machine learning," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  • Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022. "Reconstructing production networks using machine learning," INET Oxford Working Papers 2022-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jan 2023.
• Ekaterina Oparina & Caspar Kaiser & Niccolo Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human wellbeing and machine learning," CEP Discussion Papers dp1863, Centre for Economic Performance, LSE.
  • Kaiser, Caspar & Oparina, Ekaterina & Gentile, Niccolò & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D’Ambrosio, Conchita, 2022. "Human Wellbeing and Machine Learning," INET Oxford Working Papers 2022-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  • Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022. "Human wellbeing and machine learning," LSE Research Online Documents on Economics 117955, London School of Economics and Political Science, LSE Library.
  • Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human Wellbeing and Machine Learning," Papers 2206.00574, arXiv.org.
• Surbhi Bhatia & Manish K. Singh, 2022. "Fifty years since Altman (1968): Performance of financial distress prediction models," Working Papers 12, xKDR.
• Alexander David & Pietro Veronesi, 2022. "A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?," Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 439-463, November.
• Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers 202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
  • Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. "“Density forecasts of inflation using Gaussian process regression models”," AQR Working Papers 202207, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2022.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
• Fiaschi, Davide & Tealdi, Cristina, 2023. "The attachment of adult women to the Italian labour market in the shadow of COVID-19," Labour Economics, Elsevier, vol. 83(C).
  • Davide Fiaschi & Cristina Tealdi, 2022. "The attachment of adult women to the Italian labour market in the shadow of COVID-19," Papers 2202.13317, arXiv.org, revised May 2023.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023. "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers 18244, C.E.P.R. Discussion Papers.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
• Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2024. "A short term credibility index for central banks under inflation targeting: An application to Brazil," Journal of International Money and Finance, Elsevier, vol. 143(C).
  • Alain Hecq & Joao Issler & Elisa Voisin, 2022. "A short term credibility index for central banks under inflation targeting: an application to Brazil," Papers 2205.00924, arXiv.org, revised Jul 2022.
• Ekaterina Oparina & Caspar Kaiser & Niccolo Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human wellbeing and machine learning," CEP Discussion Papers dp1863, Centre for Economic Performance, LSE.
  • Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human Wellbeing and Machine Learning," Papers 2206.00574, arXiv.org.
  • Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022. "Human wellbeing and machine learning," LSE Research Online Documents on Economics 117955, London School of Economics and Political Science, LSE Library.
  • Kaiser, Caspar & Oparina, Ekaterina & Gentile, Niccolò & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D’Ambrosio, Conchita, 2022. "Human Wellbeing and Machine Learning," INET Oxford Working Papers 2022-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
  • Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  • Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
• James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
  • James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
  • James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2025. "Bayesian neural networks for macroeconomic analysis," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022. "Bayesian Neural Networks for Macroeconomic Analysis," Papers 2211.04752, arXiv.org, revised Apr 2024.
  • Hauzenberger , Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2024. "Bayesian Neural Networks for Macroeconomic Analysis," CEPR Discussion Papers 19381, C.E.P.R. Discussion Papers.
• Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022. "Score-based calibration testing for multivariate forecast distributions," Discussion Papers 50/2022, Deutsche Bundesbank.
  • Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022. "Score-based calibration testing for multivariate forecast distributions," Papers 2211.16362, arXiv.org, revised Dec 2023.
• Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
  • Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
• Hematy, Maryam, 2022. "Comparative Study of Phillips Curve under Dual-stickiness Model Considering Heterogeneity in Iran\'s Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 27(3), pages 27-74, December.
• Viktor Dzis & Olena Dyachynska, 2022. "Simulation Modeling Of Investment Projects In The Service Sector," Three Seas Economic Journal, Publishing house "Baltija Publishing", vol. 3(1).
• Marianna Stehnei & Inna Irtyshcheva & Halyna Mykhalchynets, 2022. "Development Of The Financial Market: Destabilizing Processes, Their Assessment, And Global Impact," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 8(5).
• Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
• Svitlana Cheremisina & Volodumur Rossokha & Olena Mazurenko & Mykhailo Selinnyi & Olha Tomashevska, 2022. "The Grain Market of Ukraine: Actual State, Current Problems, and Development Prospects," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 172-187.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
• Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," CIRANO Working Papers 2022s-27, CIRANO.
  • Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," Working Papers 22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
• Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
• James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
• Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay, 2022. "Assessing Climate-Related Financial Risk: Guide to Implementation of Methods," Technical Reports 120, Bank of Canada.
• Gabriel Bruneau & Thibaut Duprey & Ruben Hipp, 2022. "Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model," Technical Reports 122, Bank of Canada.
• James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
  • James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
  • James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
• Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023. "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
  • Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
• Emilio Blanco & Fiorella Dogliolo & Lorena Garegnani, 2022. "Nowcasting during the Pandemic: Lessons from Argentina," BCRA Working Paper Series 202299, Central Bank of Argentina, Economic Research Department.
• Celal OZTURK & Cemal IBIS, 2022. "Behavioral Modelling of Non-Maturing and Time Deposits in Liquidity Risk Management," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 16(1), pages 1-26.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Javier J. Pérez, 2022. "El aumento de los precios de las materias primas alimenticias y su traslación a los precios de consumo en el área del euro," Boletín Económico, Banco de España, issue 3/2022.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Javier J. Pérez, 2022. "Rising food commodity pricesand their pass-through to euro area consumer prices," Economic Bulletin, Banco de España, issue 3/2022.
• Donato Ceci & Andrea Silvestrini, 2023. "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
  • Donato Ceci & Andrea Silvestrini, 2022. "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers) 1362, Bank of Italy, Economic Research and International Relations Area.
• Arango-Castillo Lenin & Orraca María José & Molina Martínez G. Stefano, 2022. "The Influence of Global Inflation on Emerging Market Economies' Inflation," Working Papers 2022-15, Banco de México.
• María Alejandra Hernández-Montes & Ramón Hernández-Ortega & Jonathan Alexander Muñoz-Martínez, 2022. "Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas," Borradores de Economia 1202, Banco de la Republica de Colombia.
• Camilo Eduardo Sánchez-Quinto, 2022. "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia 1207, Banco de la Republica de Colombia.
• Youssef Ulgazi & Paul Vertier, 2022. "Forecasting Inflation in France: an Update of MAPI," Working papers 869, Banque de France.
• Arthur Stalla-Bourdillon, 2022. "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers 891, Banque de France.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom," Working Papers 309, Bank of Greece.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom," Discussion Papers 22-13, Department of Economics, University of Birmingham.
• Ana Aguilar & María Diego-Fernández & Rocio Elizondo & Jessica Roldán-Peña, 2022. "Term premium dynamics and its determinants: the Mexican case," BIS Working Papers 993, Bank for International Settlements.
• Londhe Sanket Tanaji & Palwe Sushila, 2022. "Customer-Centric Sales Forecasting Model: RFM-ARIMA Approach," Business Systems Research, Sciendo, vol. 13(1), pages 35-45, June.
• Aleksei Kipriyanov, 2022. "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 23-45, March.
• Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
• Urmat Dzhunkeev, 2022. "Forecasting Unemployment in Russia Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 73-87, March.
• Evgeny Moiseev & Denis Zagorodnev & Alexander Berezinskiy & Roman Tikhonov, 2022. "A Method for Assessing the IT Component of Model Risk and the Economic Capital to Cover It," Russian Journal of Money and Finance, Bank of Russia, vol. 81(3), pages 107-127, September.
• Elena Shulyak, 2022. "Macroeconomic Forecasting Using Data from Social Media," Russian Journal of Money and Finance, Bank of Russia, vol. 81(4), pages 86-112, December.
• Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
• Fulvia Pennoni & Francesco Bartolucci & Gianfranco Forte & Ferdinando Ametrano, 2022. "Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(1), February.
  • Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020. "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper 106150, University Library of Munich, Germany.
• Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
  • Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers 202207, University of California at Riverside, Department of Economics.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers 202210, University of California at Riverside, Department of Economics.
• Christian Estmann & Bjørn Bo Sørensen & Benno Ndulu & John Rand, 2022. "Merchandise export diversification strategy for Tanzania: Promoting inclusive growth, economic complexity and structural change," The World Economy, Wiley Blackwell, vol. 45(8), pages 2649-2695, August.
  • Christian Estmann & Bjoern Bo Soerensen & Benno Ndulu & John Rand, 2020. "Merchandise export diversification strategy for Tanzania - promoting inclusive growth, economic complexity and structural change," DERG working paper series 20-02, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG).
• Juan Carlos Carlo Santos, 2022. "Modelos nowcasting para la estimación del PIB: un análisis por sector económico para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 37(1), pages 57-87, July - De.
• Kenneth Sæterhagen Paulsen & Tuva Marie Fastbø & Tobias Ingebrigtsen, 2022. "Aggregate density forecast of models using disaggregate data - A copula approach," Working Paper 2022/5, Norges Bank.
• Ida Nervik Hjelseth & Arvid Raknerud & Bjørn H. Vatne, 2022. "A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection," Working Paper 2022/7, Norges Bank.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2022. "Local Projections in Unstable Environments: How Effective is Fiscal Policy?," CEPR Discussion Papers 17134, C.E.P.R. Discussion Papers.
  • Barbara Rossi, 2022. "Local projections in unstable environments: How effective is fiscal policy?," Economics Virtual Symposium 2022 02, Stata Users Group.
• Buckmann, Marcus & Joseph, Andreas, 2022. "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers 984, Bank of England.
• Ampudia, Miguel & Busetto, Filippo & Fornari, Fabio, 2022. "Chronicle of a death foretold: does higher volatility anticipate corporate default?," Bank of England working papers 1001, Bank of England.
• George Filis & Stavros Degiannakis & Zacharias Bragoudakis, 2022. "Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?," Working Papers 296, Bank of Greece.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022. "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers 297, Bank of Greece.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom," Discussion Papers 22-13, Department of Economics, University of Birmingham.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom," Working Papers 309, Bank of Greece.
• Takashi Nakazawa, 2022. "Constructing GDP Nowcasting Models Using Alternative Data," Bank of Japan Working Paper Series 22-E-9, Bank of Japan.
• Shang Han Lin & Zhang Xibin, 2022. "Bayesian bandwidth estimation for local linear fitting in nonparametric regression models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 55-71, February.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers 201739, University of Pretoria, Department of Economics.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
• Li Leon & Scrimgeour Frank, 2022. "The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 475-497, June.
• Neto Alberto Ronchi & Candido Osvaldo, 2022. "What does Google say about credit developments in Brazil?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(4), pages 499-527, September.
• Sulaimon Olanrewaju ADEBIYI & Oluwayemisi Temitope SODOLAMU, 2022. "Application Of Autoregressive Integrated Moving Average And Holt Winters Methods For Optimum Sales Forecasting In The Manufacturing Sector," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 7(2), pages 161-173.
• M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2022. "Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity," CESifo Working Paper Series 9690, CESifo.
  • Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," CEPR Discussion Papers 17123, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2024. "Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity," Papers 2404.11198, arXiv.org.
• Hannes Mueller & Christopher Rauh, 2022. "Using past violence and current news to predict changes in violence," International Interactions, Taylor & Francis Journals, vol. 48(4), pages 579-596, July.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Janeway Institute Working Papers 2209, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics 2220, Faculty of Economics, University of Cambridge.
• Hannes Mueller & Christopher Rauh, 2022. "Using past violence and current news to predict changes in violence," International Interactions, Taylor & Francis Journals, vol. 48(4), pages 579-596, July.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics 2220, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Janeway Institute Working Papers 2209, Faculty of Economics, University of Cambridge.
• Congressional Budget Office, 2022. "The Accuracy of CBO’s Budget Projections for Fiscal Year 2021," Reports 57614, Congressional Budget Office.
• Congressional Budget Office, 2022. "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers 57582, Congressional Budget Office.
• Congressional Budget Office, 2022. "Quantifying the Uncertainty of Long-Term Economic Projections: Working Paper 2022-07," Working Papers 57711, Congressional Budget Office.
• Zhongchen Song & Tom Coupé, 2023. "Predicting Chinese consumption series with Baidu," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 21(3), pages 429-463, July.
  • Zhongchen Song & Tom Coupé, 2022. "Predicting Chinese consumption series with Baidu," Working Papers in Economics 22/19, University of Canterbury, Department of Economics and Finance.
• Xu, Yongdeng, 2022. "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers E2022/5, Cardiff University, Cardiff Business School, Economics Section.
• Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human Wellbeing and Machine Learning," Papers 2206.00574, arXiv.org.
  • Ekaterina Oparina & Caspar Kaiser & Niccolo Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human wellbeing and machine learning," CEP Discussion Papers dp1863, Centre for Economic Performance, LSE.
  • Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022. "Human wellbeing and machine learning," LSE Research Online Documents on Economics 117955, London School of Economics and Political Science, LSE Library.
  • Kaiser, Caspar & Oparina, Ekaterina & Gentile, Niccolò & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D’Ambrosio, Conchita, 2022. "Human Wellbeing and Machine Learning," INET Oxford Working Papers 2022-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Renato Molina & Ivan Rudik, 2022. "The Social Value of Predicting Hurricanes," CESifo Working Paper Series 10049, CESifo.
• Zadrozny, Peter A., 2022. "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series 682, Center for Financial Studies (CFS).
  • Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023. "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 241-273, November.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022. "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers 22-509, KOF Swiss Economic Institute, ETH Zurich.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022. "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series 10191, CESifo.
• Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot & Niemann, Knut, 2022. "Firm Expectations and News: Micro v Macro," CEPR Discussion Papers 17768, C.E.P.R. Discussion Papers.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann & Gernot Müller, 2022. "Firm Expectations and News: Micro v Macro," CESifo Working Paper Series 10192, CESifo.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann, 2023. "Firm Expectations and News: Micro v Macro," ifo Working Paper Series 400, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot J. & Niemann, Knut, 2023. "Firm expectations and news: Micro v macro," Working Papers 43, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Constantin Bürgi & Julio L. Ortiz, 2022. "Overreaction through Anchoring," CESifo Working Paper Series 10193, CESifo.
• Christina Anderl & Guglielmo Maria Caporale, 2023. "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
  • Christina Anderl & Guglielmo Maria Caporale, 2022. "Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts," CESifo Working Paper Series 9687, CESifo.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," CEPR Discussion Papers 17123, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2022. "Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity," CESifo Working Paper Series 9690, CESifo.
  • Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2024. "Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity," Papers 2404.11198, arXiv.org.
• Lehmann, Robert & Wikman, Ida, 2022. "Quarterly GDP Estimates for the German States," MPRA Paper 112642, University Library of Munich, Germany.
  • Robert Lehmann & Ida Wikman, 2022. "Quarterly GDP Estimates for the German States," ifo Working Paper Series 370, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Robert Lehmann & Ida Wikman, 2023. "Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics," CESifo Working Paper Series 10280, CESifo.
• Didier Sornette & Florian Ulmann & Alexander Wehrli, 2022. "On the Directional Destabilizing Feedback Effects of Option Hedging," Swiss Finance Institute Research Paper Series 22-34, Swiss Finance Institute.
• Dongshuai Zhao & Zhongli Wang & Florian Schweizer-Gamborino & Didier Sornette, 2022. "Polytope Fraud Theory," Swiss Finance Institute Research Paper Series 22-41, Swiss Finance Institute.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022. "Momentum Without Crashes," Swiss Finance Institute Research Paper Series 22-87, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak, 2022. "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series 22-88, Swiss Finance Institute.
• Dan Zhang & Arash Farnoosh & Frédéric Lantz, 2022. "Does something change in the oil market with the COVID-19 crisis?," International Economics, CEPII research center, issue 169, pages 252-268.
• Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
  • Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
  • Laurent Ferrara & Joseph Yapi, 2020. "Measuring Exchange Rate Risks During Periods of Uncertainty," CAMA Working Papers 2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," Working Papers 22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
  • Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," CIRANO Working Papers 2022s-27, CIRANO.
• Robert Ambrisko, 2022. "Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data," Working Papers 2022/5, Czech National Bank, Research and Statistics Department.
• Laura Vanessa Hernández Cruz, 2022. "Crisis empresarial en Colombia: probabilidad de entrar en proceso de insolvencia 2016-2019," Documentos CEDE 20126, Universidad de los Andes, Facultad de Economía, CEDE.
• Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022. "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper 441, CPB Netherlands Bureau for Economic Policy Analysis.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
  • Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic Forecasting in a Multi-country Context," Working Papers 22-02, Federal Reserve Bank of Cleveland.
  • Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers 16994, C.E.P.R. Discussion Papers.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2022. "Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity," CESifo Working Paper Series 9690, CESifo.
  • Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," CEPR Discussion Papers 17123, C.E.P.R. Discussion Papers.
  • Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2024. "Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity," Papers 2404.11198, arXiv.org.
• Barbara Rossi, 2022. "Local projections in unstable environments: How effective is fiscal policy?," Economics Virtual Symposium 2022 02, Stata Users Group.
  • Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2022. "Local Projections in Unstable Environments: How Effective is Fiscal Policy?," CEPR Discussion Papers 17134, C.E.P.R. Discussion Papers.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2022. "Three Common Factors," CEPR Discussion Papers 17225, C.E.P.R. Discussion Papers.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024. "Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1099-1127, August.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 20-02R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
• Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann & Gernot Müller, 2022. "Firm Expectations and News: Micro v Macro," CESifo Working Paper Series 10192, CESifo.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot & Niemann, Knut, 2022. "Firm Expectations and News: Micro v Macro," CEPR Discussion Papers 17768, C.E.P.R. Discussion Papers.
  • Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann, 2023. "Firm Expectations and News: Micro v Macro," ifo Working Paper Series 400, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot J. & Niemann, Knut, 2023. "Firm expectations and news: Micro v macro," Working Papers 43, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Tino Berger & Tore Dubbert, 2022. "Government spending effects on the business cycle in times of crisis," CQE Working Papers 10022, Center for Quantitative Economics (CQE), University of Muenster.
• Verena Monschang & Bernd Wilfling, 2022. "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers 9722, Center for Quantitative Economics (CQE), University of Muenster.
• Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022. "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers 9922, Center for Quantitative Economics (CQE), University of Muenster.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• Merlin Stein, 2022. "When are large female-led firms more resilient against shocks? Learnings from Indian enterprises during COVID-19 with diff-in-diff and causal forests," CSAE Working Paper Series 2022-01, Centre for the Study of African Economies, University of Oxford.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023. "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, vol. 118(C).
  • Blazsek, Szabolcs & Escribano, Álvaro, 2022. "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics 34757, Universidad Carlos III de Madrid. Departamento de Economía.
• Lukas Boer, 2022. "Steigende Metallpreise als mögliches Hindernis der Energiewende," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 89(4), pages 47-55.
• Dennis Kant & Andreas Pick & Jasper de Winter, 2025. "Nowcasting GDP using machine learning methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(1), pages 1-24, March.
  • Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
• Chahad, Mohammed & Hofmann-Drahonsky, Anna-Camilla & Page, Adrian & Tirpák, Marcel & Meunier, Baptiste, 2022. "What explains recent errors in the inflation projections of Eurosystem and ECB staff?," Economic Bulletin Boxes, European Central Bank, vol. 3.
• Hoffreumon, Charles & Labhard, Vincent, 2022. "Cross-country cross-technology digitalisation: a Bayesian hierarchical model perspective," Working Paper Series 2700, European Central Bank.
• Ampudia, Miguel & Busetto, Filippo & Fornari, Fabio, 2022. "Chronicle of a death foretold: does higher volatility anticipate corporate default?," Working Paper Series 2749, European Central Bank.
• Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022. "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series 2754, European Central Bank.
  • Wolf, Elias & Montes-Galdón, Carlos & Paredes, Joan, 2024. "Conditional density forecasting: a tempered importance sampling approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302442, Verein für Socialpolitik / German Economic Association.
• Hammadi Zouari, 2022. "On the Effectiveness of Stock Index Futures for Tail Risk Protection," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 38-52, May.
• Bianca Reichert & Adriano Mendon a Souza, 2022. "Can the Heston Model Forecast Energy Generation? A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 289-295.
• Ambya Ambya & Lies Maria Hamzah, 2022. "Indonesian Coal Exports: Dynamic Panel Analysis Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 390-395.
• Edwaren Liun & Suparman Suparman & Sriyana Sriyana & Dharu Dewi & Jupiter Sitorus Pane, 2022. "Indonesia s Energy Demand Projection Until 2060," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 467-473, March.
• Mustofa Usman & Luvita Loves & Edwin Russel & Muslim Ansori & Warsono Warsono & Widiarti Widiarti & Wamiliana Wamiliana, 2022. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 91-102, March.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Santosh Kumar & Abhishek Kumar Gupta, 2022. "Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 122-130, July.
• Mustofa Usman & M. Komarudin & Munti Sarida & Wamiliana Wamiliana & Edwin Russel & Mahatma Kufepaksi & Iskandar Ali Alam & Faiz A.M. Elfaki, 2022. "Analysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015 2022," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 178-191, September.
• Nikodinoska, Dragana & Käso, Mathias & Müsgens, Felix, 2022. "Solar and wind power generation forecasts using elastic net in time-varying forecast combinations," Applied Energy, Elsevier, vol. 306(PA).
• Simionescu, Mihaela, 2022. "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, vol. 322(C).
• Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).
• Longo, Luigi & Riccaboni, Massimo & Rungi, Armando, 2022. "A neural network ensemble approach for GDP forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  • Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021. "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers 02/2021, IMT School for Advanced Studies Lucca, revised Mar 2021.
• Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  • Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021. "On the Possibility of Krusell-Smith Equilibria," CEPR Discussion Papers 16667, C.E.P.R. Discussion Papers.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
• Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  • Michael Pfarrhofer, 2021. "Modeling tail risks of inflation using unobserved component quantile regressions," Papers 2103.03632, arXiv.org, revised Oct 2021.
• Gouriéroux, C. & Monfort, A. & Renne, J.-P., 2022. "Required Capital for Long-Run Risks," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  • Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022. "Required Capital for Long-Run Risks," Post-Print hal-03865173, HAL.
• Tsuchiya, Yoichi, 2022. "Evaluating the European Central Bank’s uncertainty forecasts," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 321-330.
• Spielauer, Martin & Horvath, Thomas & Fink, Marian & Abio, Gemma & Souto, Guadalupe & Patxot, Ció & Istenič, Tanja, 2022. "Measuring the lifecycle impact of welfare state policies in the face of ageing," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 1-25.
• Naimoli, Antonio & Gerlach, Richard & Storti, Giuseppe, 2022. "Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators," Economic Modelling, Elsevier, vol. 107(C).
• Jang, Hyuna & Kim, Jong-Min & Noh, Hohsuk, 2022. "Vine copula Granger causality in mean," Economic Modelling, Elsevier, vol. 109(C).
• Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022. "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022. "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
• Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022. "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
• Nonejad, Nima, 2022. "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb, 2022. "Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
• Diebold, Francis X. & Göbel, Maximilian, 2022. "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, vol. 215(C).
  • Francis X. Diebold & Maximilian Gobel, 2021. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers 2101.10359, arXiv.org, revised Jan 2022.
  • Francis X. Diebold & Maximilian Gobel, 2022. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive 22-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bognanni, Mark, 2022. "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, vol. 227(2), pages 498-505.
• Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022. "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, vol. 228(2), pages 259-277.
  • Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021. "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers) 1318, Bank of Italy, Economic Research and International Relations Area.
• Jin, Xin & Maheu, John M. & Yang, Qiao, 2022. "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, vol. 228(2), pages 302-321.
• Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
  • Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018. "On LASSO for Predictive Regression," Papers 1810.03140, arXiv.org, revised Feb 2021.
• Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
• Zhu, Yinchu & Timmermann, Allan, 2022. "Conditional rotation between forecasting models," Journal of Econometrics, Elsevier, vol. 231(2), pages 329-347.
• Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022. "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, vol. 231(2), pages 348-360.
• Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  • Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  • Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
  • Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
• du Plessis, Emile, 2022. "Multinomial modeling methods: Predicting four decades of international banking crises," Economic Systems, Elsevier, vol. 46(2).
• Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
  • Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
• Rubesam, Alexandre, 2022. "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, vol. 51(PB).
  • Alexandre Rubesam, 2022. "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Post-Print hal-03707365, HAL.
• Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022. "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 51-76.
• Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
• Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022. "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, vol. 107(C).
• Ren, Xiaohang & Duan, Kun & Tao, Lizhu & Shi, Yukun & Yan, Cheng, 2022. "Carbon prices forecasting in quantiles," Energy Economics, Elsevier, vol. 108(C).
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022. "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, vol. 108(C).
  • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers 202121, University of Pretoria, Department of Economics.
• Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022. "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, vol. 108(C).
• Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022. "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, vol. 109(C).
• Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022. "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, vol. 109(C).
• Xing, Li-Min & Zhang, Yue-Jun, 2022. "Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?," Energy Economics, Elsevier, vol. 110(C).
• Guo, Xiaozhu & Huang, Yisu & Liang, Chao & Umar, Muhammad, 2022. "Forecasting volatility of EUA futures: New evidence," Energy Economics, Elsevier, vol. 110(C).
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).
  • Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020. "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
  • Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022. "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers 202205, University of Pretoria, Department of Economics.
• Herrera, Gabriel Paes & Constantino, Michel & Su, Jen-Je & Naranpanawa, Athula, 2022. "Renewable energy stocks forecast using Twitter investor sentiment and deep learning," Energy Economics, Elsevier, vol. 114(C).
• Alturki, Sultan & Olson, Eric, 2022. "Oil sentiment and the U.S. inflation premium," Energy Economics, Elsevier, vol. 114(C).
• Nonejad, Nima, 2022. "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, vol. 115(C).
• Huo, Da & Zhang, Xiaotao & Meng, Shuang & Wu, Gang & Li, Junhang & Di, Ruoqi, 2022. "Green finance and energy efficiency: Dynamic study of the spatial externality of institutional support in a digital economy by using hidden Markov chain," Energy Economics, Elsevier, vol. 116(C).
• Kertlly de Medeiros, Rennan & da Nóbrega Besarria, Cássio & Pitta de Jesus, Diego & Phillipe de Albuquerquemello, Vinicius, 2022. "Forecasting oil prices: New approaches," Energy, Elsevier, vol. 238(PC).
• Kuang, Wei, 2022. "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, vol. 239(PA).
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022. "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, vol. 258(C).
• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022. "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 83(C).
• Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
• Ye, Wuyi & Xia, Wenjing & Wu, Bin & Chen, Pengzhan, 2022. "Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market," International Review of Financial Analysis, Elsevier, vol. 83(C).
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021. "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202161, University of Pretoria, Department of Economics.
• Sattarhoff, Cristina & Gronwald, Marc, 2022. "Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence," International Review of Financial Analysis, Elsevier, vol. 84(C).
• Alanya-Beltran, Willy, 2022. "Modelling stock returns volatility with dynamic conditional score models and random shifts," Finance Research Letters, Elsevier, vol. 45(C).
• Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
  • Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Tchankam, Jean Paul, 2022. "US Stock return predictability with high dimensional models," Finance Research Letters, Elsevier, vol. 45(C).
• Kutuk, Yasin & Barokas, Lina, 2022. "Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries," Finance Research Letters, Elsevier, vol. 45(C).
• Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022. "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, vol. 46(PA).
• Nonejad, Nima, 2022. "Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?," Finance Research Letters, Elsevier, vol. 46(PA).
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022. "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, vol. 46(PA).
  • Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022. "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, vol. 46(PB).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers 202146, University of Pretoria, Department of Economics.
• Doan, Bao & Lee, John B. & Liu, Qianqiu & Reeves, Jonathan J., 2022. "Beta measurement with high frequency returns," Finance Research Letters, Elsevier, vol. 47(PA).
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022. "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, vol. 47(PA).
• Nonejad, Nima, 2022. "An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample," Finance Research Letters, Elsevier, vol. 47(PB).
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, vol. 47(PB).
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022. "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, vol. 48(C).
• Achakzai, Muhammad Atif Khan & Juan, Peng, 2022. "Using machine learning Meta-Classifiers to detect financial frauds," Finance Research Letters, Elsevier, vol. 48(C).
• González-Pla, Francisco & Lovreta, Lidija, 2022. "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, vol. 48(C).
• Mei, Dexiang & Xie, Yutang, 2022. "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, vol. 48(C).
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?," Finance Research Letters, Elsevier, vol. 49(C).
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022. "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, vol. 49(C).
  • Elie Bouri & Christina Christou & Rangan Gupta, 2022. "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers 202213, University of Pretoria, Department of Economics.
• Papík, Mário & Papíková, Lenka, 2022. "Detecting accounting fraud in companies reporting under US GAAP through data mining," International Journal of Accounting Information Systems, Elsevier, vol. 45(C).
• Al-Mudafer, Muhammed Taher & Avanzi, Benjamin & Taylor, Greg & Wong, Bernard, 2022. "Stochastic loss reserving with mixture density neural networks," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 144-174.
• Ang, Zi Qing & Lee, See Keong, 2022. "Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 54-63.
• Henckaerts, Roel & Antonio, Katrien, 2022. "The added value of dynamically updating motor insurance prices with telematics collected driving behavior data," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 79-95.
• Meng, Shengwang & Gao, Yaqian & Huang, Yifan, 2022. "Actuarial intelligence in auto insurance: Claim frequency modeling with driving behavior features and improved boosted trees," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 115-127.
• Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022. "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 13-32.
• Steinmetz, Julia & Jentsch, Carsten, 2022. "Asymptotic theory for Mack's model," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 223-268.
• Verschuren, Robert Matthijs, 2022. "Frequency-severity experience rating based on latent Markovian risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 379-392.
• Xu, Shuzhe & Zhang, Chuanlong & Hong, Don, 2022. "BERT-based NLP techniques for classification and severity modeling in basic warranty data study," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 57-67.
• Zhang, Dan & Farnoosh, Arash & Lantz, Frédéric, 2022. "Does something change in the oil market with the COVID-19 crisis?," International Economics, Elsevier, vol. 169(C), pages 252-268.
• Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
  • Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
  • Laurent Ferrara & Joseph Yapi, 2020. "Measuring Exchange Rate Risks During Periods of Uncertainty," CAMA Working Papers 2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• He, Mengxi & Zhang, Yaojie, 2022. "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
• Martin, Gael M. & Loaiza-Maya, Rubén & Maneesoonthorn, Worapree & Frazier, David T. & Ramírez-Hassan, Andrés, 2022. "Optimal probabilistic forecasts: When do they work?," International Journal of Forecasting, Elsevier, vol. 38(1), pages 384-406.
  • Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Papers 2009.09592, arXiv.org.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers 33/20, Monash University, Department of Econometrics and Business Statistics.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022. "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, vol. 38(1), pages 74-96.
  • Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019. "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper 96267, University Library of Munich, Germany.
• Lahiri, Kajal & Yang, Cheng, 2022. "Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York," International Journal of Forecasting, Elsevier, vol. 38(2), pages 545-566.
  • Kajal Lahiri & Cheng Yang, 2021. "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series 9365, CESifo.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
  • Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
• Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022. "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, vol. 134(C).
  • Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022. "The illusion of oil return predictability: The choice of data matters!," Post-Print hal-03519860, HAL.
• Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand, 2022. "Systemic risk and severe economic downturns: A targeted and sparse analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
• Taylor, James W., 2022. "Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio," Journal of Banking & Finance, Elsevier, vol. 140(C).
• Huang, Rong & Pilbeam, Keith & Pouliot, William, 2022. "Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 706-724.
• Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022. "Do expert experience and characteristics affect inflation forecasts?," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers 2020.11, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022. "Do expert experience and characteristics affect inflation forecasts?," Post-Print emse-04624966, HAL.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," CFDS Discussion Paper Series 2020/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Obaid, Khaled & Pukthuanthong, Kuntara, 2022. "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, vol. 144(1), pages 273-297.
• Resce, Giuliano & Vaquero-Piñeiro, Cristina, 2022. "Predicting agri-food quality across space: A Machine Learning model for the acknowledgment of Geographical Indications," Food Policy, Elsevier, vol. 112(C).
  • Resce, Giuliano & Vaquero-Pineiro, Cristina, 2022. "Predicting Agri-food Quality across Space: A Machine Learning Model for the Acknowledgment of Geographical Indications," Economics & Statistics Discussion Papers esdp22082, University of Molise, Department of Economics.
• Kishor, N. Kundan & Marfatia, Hardik A. & Nam, Gooan & Rizi, Majid Haghani, 2022. "The local employment effect of house prices: Evidence from U.S. States," Journal of Housing Economics, Elsevier, vol. 55(C).
• Degiannakis, Stavros & Filis, George, 2022. "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, vol. 123(C).
  • Degiannakis, Stavros & Filis, George, 2019. "Oil price volatility forecasts: What do investors need to know?," MPRA Paper 94445, University Library of Munich, Germany.
• Casabianca, Elizabeth Jane & Catalano, Michele & Forni, Lorenzo & Giarda, Elena & Passeri, Simone, 2022. "A machine learning approach to rank the determinants of banking crises over time and across countries," Journal of International Money and Finance, Elsevier, vol. 129(C).
  • Elizabeth Jane Casabianca & Michele Catalano & Lorenzo Forni & Elena Giarda & Simone Passeri, 2019. "An Early Warning System for banking crises: From regression-based analysis to machine learning techniques," "Marco Fanno" Working Papers 0235, Dipartimento di Scienze Economiche "Marco Fanno".
• Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang, 2022. "The impact of economic policy uncertainties on the volatility of European carbon market," Journal of Commodity Markets, Elsevier, vol. 26(C).
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
  • Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Alfeus, Mesias & Nikitopoulos, Christina Sklibosios, 2022. "Forecasting volatility in commodity markets with long-memory models," Journal of Commodity Markets, Elsevier, vol. 28(C).
• Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
• Liu, Guangqiang & Guo, Xiaozhu, 2022. "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, vol. 75(C).
• Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
  • Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
• Yan, Xiang & Bai, Jiancheng & Li, Xiafei & Chen, Zhonglu, 2022. "Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?," Resources Policy, Elsevier, vol. 75(C).
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie, 2022. "Forecasting crude oil market returns: Enhanced moving average technical indicators," Resources Policy, Elsevier, vol. 76(C).
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022. "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, vol. 77(C).
  • Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020. "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers 202095, University of Pretoria, Department of Economics.
• Hong, Yanran & Wang, Lu & Liang, Chao & Umar, Muhammad, 2022. "Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework," Resources Policy, Elsevier, vol. 77(C).
• Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
  • Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers 202172, University of Pretoria, Department of Economics.
• Mei, Dexiang & Zhao, Chenchen & Luo, Qin & Li, Yan, 2022. "Forecasting the Chinese low-carbon index volatility," Resources Policy, Elsevier, vol. 77(C).
• Lin, Yu & Liao, Qidong & Lin, Zixiao & Tan, Bin & Yu, Yuanyuan, 2022. "A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction," Resources Policy, Elsevier, vol. 78(C).
• Kakade, Kshitij & Jain, Ishan & Mishra, Aswini Kumar, 2022. "Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach," Resources Policy, Elsevier, vol. 78(C).
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022. "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, vol. 79(C).
• Zhao, Jing, 2022. "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, vol. 79(C).
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2022. "Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility," Resources Policy, Elsevier, vol. 79(C).
• Khezri, Mohsen & Heshmati, Almas & Ghazal, Reza & Khodaei, Mehdi, 2022. "Non-resource revenues and the resource curse in different institutional structures: The DIGNAR-MTFF model," Resources Policy, Elsevier, vol. 79(C).
• Xu, Yongan & Li, Ming & Yan, Wen & Bai, Jiancheng, 2022. "Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty," Resources Policy, Elsevier, vol. 79(C).
• Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2022. "A babel of web-searches: Googling unemployment during the pandemic," Labour Economics, Elsevier, vol. 74(C).
• Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022. "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
• Maples, Chellie H. & Hagerman, Amy D. & Lambert, Dayton M., 2022. "Ex-ante effects of the 2018 Agricultural Improvement Act’s grassland initiative," Land Use Policy, Elsevier, vol. 116(C).
• Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022. "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
• Yao, Haixiang & Xia, Shenghao & Liu, Hao, 2022. "Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
• Bui, Quynh & Ślepaczuk, Robert, 2022. "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
  • Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.
• Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
• Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
• Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
• Cerqua, Augusto & Letta, Marco, 2022. "Local inequalities of the COVID-19 crisis," Regional Science and Urban Economics, Elsevier, vol. 92(C).
  • Cerqua, Augusto & Letta, Marco, 2021. "Local inequalities of the COVID-19 crisis," GLO Discussion Paper Series 875, Global Labor Organization (GLO).
• Islam, Md. Monirul & Irfan, Muhammad & Shahbaz, Muhammad & Vo, Xuan Vinh, 2022. "Renewable and non-renewable energy consumption in Bangladesh: The relative influencing profiles of economic factors, urbanization, physical infrastructure and institutional quality," Renewable Energy, Elsevier, vol. 184(C), pages 1130-1149.
• Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
  • Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
• Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022. "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 275-288.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022. "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 384-401.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
• Kristóf, Tamás & Virág, Miklós, 2022. "EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks," Research in International Business and Finance, Elsevier, vol. 61(C).
• Wang, Yaqi & Wang, Chunfeng & Sensoy, Ahmet & Yao, Shouyu & Cheng, Feiyang, 2022. "Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning," Research in International Business and Finance, Elsevier, vol. 62(C).
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022. "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, vol. 62(C).
• Tripathy, Naliniprava, 2022. "Long memory and volatility persistence across BRICS stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
• Naimoli, Antonio, 2022. "Modelling the persistence of Covid-19 positivity rate in Italy," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
• Liang, Chao & Umar, Muhammad & Ma, Feng & Huynh, Toan L.D., 2022. "Climate policy uncertainty and world renewable energy index volatility forecasting," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024. "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
  • Liu Yang & Kajal Lahiri & Adrian Pagan, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
  • James Morley & Trung Duc Tran & Benjamin Wong, 2022. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers 2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
• Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022. "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers 32331, University of Essex, Essex Business School.
  • Fabio Calonaci & George Kapetanios & Simon Price, 2022. "Stock Returns Predictability with Unstable Predictors," CAMA Working Papers 2022-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2021. "Commodity price uncertainty comovement: Does it matter for global economic growth?," Essex Finance Centre Working Papers 30945, University of Essex, Essex Business School.
  • Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou, 2022. "Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth?," CAMA Working Papers 2022-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2022. "The Private and External Costs of Germany’s Nuclear Phase-Out," Journal of the European Economic Association, European Economic Association, vol. 20(3), pages 1311-1346.
  • Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2019. "The Private and External Costs of Germany's Nuclear Phase-Out," NBER Working Papers 26598, National Bureau of Economic Research, Inc.
  • Jarvis, Stephen & Deschenes, Olivier & Jha, Akshaya, 2022. "The private and external costs of Germany’s nuclear phase-out," LSE Research Online Documents on Economics 113634, London School of Economics and Political Science, LSE Library.
• Ekaterina Oparina & Caspar Kaiser & Niccolo Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human wellbeing and machine learning," CEP Discussion Papers dp1863, Centre for Economic Performance, LSE.
  • Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022. "Human wellbeing and machine learning," LSE Research Online Documents on Economics 117955, London School of Economics and Political Science, LSE Library.
  • Kaiser, Caspar & Oparina, Ekaterina & Gentile, Niccolò & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D’Ambrosio, Conchita, 2022. "Human Wellbeing and Machine Learning," INET Oxford Working Papers 2022-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  • Ekaterina Oparina & Caspar Kaiser & Niccol`o Gentile & Alexandre Tkatchenko & Andrew E. Clark & Jan-Emmanuel De Neve & Conchita D'Ambrosio, 2022. "Human Wellbeing and Machine Learning," Papers 2206.00574, arXiv.org.
• Stephen Walker, 2022. "Erroneous Erratum to Accounting Fraud Article," Econ Journal Watch, Econ Journal Watch, vol. 19(2), pages 190–203-1, September.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Luca Nocciola, 2022. "Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 167-196, Emerald Group Publishing Limited.
  • Luca Nocciola, "undated". "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers 19/07, University of Nottingham, Granger Centre for Time Series Econometrics.
• Luis Uzeda, 2022. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53, Emerald Group Publishing Limited.
  • Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
  • Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
• Xuan Liu & G. Cornelis van Kooten & Eric Martin Gerbrandt & Jun Duan, 2022. "Prospects for weather-indexed insurance for blueberry growers," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 83(2), pages 333-351, December.
• Davide Fiaschi & Cristina Tealdi, 2022. "Young people between education and the labour market during the COVID-19 pandemic in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 43(7), pages 1719-1757, July.
• Peterson K. Ozili & Thankom G. Arun, 2022. "Does economic policy uncertainty affect bank profitability?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(4), pages 803-830, August.
  • Ozili, Peterson K & Arun, Thankom, 2022. "Does economic policy uncertainty affect bank profitability?," MPRA Paper 114403, University Library of Munich, Germany.
• Davide Fiaschi & Cristina Tealdi, 2022. "Young people between education and the labour market during the COVID-19 pandemic in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 43(7), pages 1719-1757, July.
  • Davide Fiaschi & Cristina Tealdi, 2021. "Young people between education and the labour market during the COVID-19 pandemic in Italy," Papers 2106.08296, arXiv.org.
  • Fiaschi, Davide & Tealdi, Cristina, 2021. "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers 14479, Institute of Labor Economics (IZA).
• Fariq Rahadiyan Chalik & Taufik Faturohman & William A. Barnett & Bruno S. Sergi, 2022. "Customer Satisfaction of E-wallet User: An Adoption of Information System Success Model," International Symposia in Economic Theory and Econometrics, in: Quantitative Analysis of Social and Financial Market Development, volume 30, pages 61-83, Emerald Group Publishing Limited.
• Fariq Rahadiyan Chalik & Taufik Faturohman, 2022. "Customer Satisfaction of E-wallet User: An Adoption of Information System Success Model," International Symposia in Economic Theory and Econometrics, in: Quantitative Analysis of Social and Financial Market Development, volume 30, pages 61-83, Emerald Group Publishing Limited.
• Thi Thu Ha Nguyen & Salma Ibrahim & George Giannopoulos, 2022. "Detecting earnings management: a comparison of accrual and real earnings manipulation models," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 24(2), pages 344-379, August.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022. "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(5), pages 987-1007, August.
  • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
• Smita Roy Trivedi, 2022. "A volatile mind? Experimental evidence on dealers' biases and market volatility," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 550-569, March.
• Ioannis Georgakopoulos & Dimitrios Piromalis & Panagiotis S. Makrygiannis & Vassilis Zakopoulos & Christos Drosos, 2022. "A Robust Risk Model to Identify Factors that Affect Students’ Critical Achievement in Remote Lab Courses," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 3-22.
• Vassilis Zakopoulos & Ioannis Georgakopoulos & Pelagia Kontaxaki, 2022. "Developing a Risk Model to Control Attrition by Analyzing Students’ Academic and Nonacademic Data," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 350-366.
• Fabio Calonaci & George Kapetanios & Simon Price, 2022. "Stock Returns Predictability with Unstable Predictors," CAMA Working Papers 2022-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022. "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers 32331, University of Essex, Essex Business School.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
• Jan Sila & Michael Mark & Ladislav Kristoufek, 2022. "On Empirical Challenges in Forecasting Market Betas in Crypto Markets," Working Papers IES 2022/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2022.
• Lorena Skufi & Adam Geršl, 2023. "Using Macrofinancial Models to Simulate Macroeconomic Developments During the COVID-19 Pandemic: The Case of Albania," Eastern European Economics, Taylor & Francis Journals, vol. 61(5), pages 517-553, September.
  • Lorena Skufi & Adam Gersl, 2022. "Using Macro-Financial Models to Simulate Macroeconomic Developments During the Covid-19 Pandemic: The Case of Albania," Working Papers IES 2022/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2022.
• Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
  • Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16, Federal Reserve Bank of Atlanta.
  • Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Ina Hajdini, 2022. "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers 22-03R, Federal Reserve Bank of Cleveland, revised 06 Mar 2023.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023. "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers 18244, C.E.P.R. Discussion Papers.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
  • Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
• James Mitchell & Aubrey Poon & Dan Zhu, 2024. "Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
  • James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
• Michael Clements & Robert W. Rich & Joseph Tracy, 2022. "Surveys of Professionals," Working Papers 22-13, Federal Reserve Bank of Cleveland.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 57-73, January.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  • Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
  • Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
  • Ganics, Gergely & Mertens, Elmar & Clark, Todd E., 2023. "What Is the Predictive Value of SPF Point and Density Forecasts?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277622, Verein für Socialpolitik / German Economic Association.
• Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
  • Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
• Amy Y. Guisinger & Michael W. Mccracken & Michael T. Owyang, 2025. "Reconsidering the Fed's Inflation Forecasting Advantage," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(1), pages 5-30, February.
  • Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022. "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers 2022-001, Federal Reserve Bank of St. Louis, revised 23 Oct 2023.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022. "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports 1025, Federal Reserve Bank of New York.
  • Bassetti, Federico & Casarin, Roberto & Del Negro, Marco, 2024. "A Bayesian Approach for Inference on Probabilistic Surveys," CEPR Discussion Papers 19426, C.E.P.R. Discussion Papers.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao, 2022. "800,000 Years of Climate Risk," Staff Reports 1031, Federal Reserve Bank of New York.
• Vitaly Meursault & Daniel Moulton & Larry Santucci & Nathan Schor, 2022. "One Threshold Doesn’t Fit All: Tailoring Machine Learning Predictions of Consumer Default for Lower-Income Areas," Working Papers 22-39, Federal Reserve Bank of Philadelphia.
• Kibrom A Abay & Nishant Yonzan & Sikandra Kurdi & Kibrom Tafere, 2023. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during the COVID-19 Pandemic," Journal of African Economies, Centre for the Study of African Economies, vol. 32(Supplemen), pages 44-68.
  • Abay,Kibrom A. & Yonzan,Nishant & Kurdi,Sikandra Smith & Hirfrfot,Kibrom Tafere, 2022. "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during theCOVID-19 Pandemic," Policy Research Working Paper Series 10172, The World Bank.
  • Abay, Kibrom A. & Yonzan, Nishant & Kurdi, Sikandra & Tafere, Kibrom, 2022. "Revisiting poverty trends and the role of social protection systems in Africa during the COVID-19 pandemic," IFPRI discussion papers 2142, International Food Policy Research Institute (IFPRI).
• Andrey Yu. Nevela & Victor A. Lapshin, 2022. "Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 91-112, April.
• Daria S. Leonteva, 2022. "Using Market Indicators to Refine Estimates of Corporate Bankruptcy Probabilities," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 74-90, December.
• Tsukhlo Sergey, 2022. "Russian industrial sector in 2021: (based on surveys’ findings)," Published Papers ppaper-2022-1203, Gaidar Institute for Economic Policy, revised 2022.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2022. "Russian small and medium-sized businesses during coronavirus crisis," Published Papers ppaper-2022-1208, Gaidar Institute for Economic Policy, revised 2022.
• Andrey V. Polbin & Andrey V. Shumilov, 2022. "Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models [Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей ," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
• Vadim Ye. Zyamalov, 2022. "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series [Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "IMF and World Bank Downgraded World Economy Growth Forecast for 2022–2023 and Raised Inflation Projection for 2022 [Мвф И Всемирный Банк Понизили Прогноз Роста Мировой Экономики В 2022–2023 Гг. И П," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 4-14, June.
• Natalia S. Nikitina, 2022. "Forecasting the Real Estate Price Index in Russia [Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "G20 Countries Tightened Their Monetary Policies in May 2022, Global Economic Outlook Revised Downward [В Мае 2022 Г. Продолжилось Ужесточение Монетарной Политики В Странах G20, Прогнозы Роста Миров," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 4-14, July.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022. "Estimating the Decline in Russia's GDP Due to the Trade Restrictions with the EU, the US, Great Britain and Japan [Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией То," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "Global Economic Development: Worsening Forecasts [Развитие Мировой Экономики: Ухудшение Прогнозов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 4-14, September.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "Social and Economic Situation in G20 Countries: Outlooks are Getting Worse [Социально-Экономическое Положение В Странах G20: Прогнозы Ухудшаются]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 4-12, October.
• Andrey V. Polbin & Andrey V. Shumilov, 2022. "Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
• Vadim Ye. Zyamalov, 2022. "Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "Мвф И Всемирный Банк Понизили Прогноз Роста Мировой Экономики В 2022–2023 Гг. И Повысили Прогноз Инфляции На 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 4-14, June.
• Natalia S. Nikitina, 2022. "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "В Мае 2022 Г. Продолжилось Ужесточение Монетарной Политики В Странах G20, Прогнозы Роста Мировой Экономики Ухудшались," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 4-14, July.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022. "Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "Развитие Мировой Экономики: Ухудшение Прогнозов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 4-14, September.
• Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022. "Социально-Экономическое Положение В Странах G20: Прогнозы Ухудшаются," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 4-12, October.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, vol. 15(22), pages 1-26, November.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers 202217, University of Pretoria, Department of Economics.
• William A. Barnett & Kun He & Jingtong He, 2022. "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," JRFM, MDPI, vol. 15(10), pages 1-17, October.
  • William Barnett & Kun He & Jingtong He, 2022. "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202217, University of Kansas, Department of Economics.
• Dean Fantazzini, 2022. "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, vol. 15(7), pages 1-34, July.
  • Fantazzini, Dean, 2022. "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper 113744, University Library of Munich, Germany.
• Ilkin Huseynov & Nazrin Ramazanova & Hikmat Valirzayev, 2022. "Using National Payment System Data to Nowcast Economic Activity in Azerbaijan," IHEID Working Papers 23-2022, Economics Section, The Graduate Institute of International Studies.
• Miriam Hortas-Rico & Vicente Rios, 2022. "Does women´s political empowerment matter for income inequality?," Working Papers. Collection A: Public economics, governance and decentralization 2206, Universidade de Vigo, GEN - Governance and Economics research Network.
• Dr. Britta Stöver & Dr. Markus Flaute & Saskia Reuschel, 2022. "Forschungsstand und Literatur zu den volkswirtschaftlichen Folgekosten des Klimawandels in Deutschland – Studie im Rahmen des Projektes Kosten durch Klimawandelfolgen in Deutschland," GWS Research Report Series 22-1, GWS - Institute of Economic Structures Research.
• Markus Flaute & Saskia Reuschel & Britta Stöver, 2022. "Volkswirtschaftliche Folgekosten durch Klimawandel: Szenarioanalyse bis 2050 – Studie im Rahmen des Projektes Kosten durch Klimawandelfolgen in Deutschland," GWS Research Report Series 22-2, GWS - Institute of Economic Structures Research.
• Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022. "Do expert experience and characteristics affect inflation forecasts?," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers 2020.11, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022. "Do expert experience and characteristics affect inflation forecasts?," Post-Print emse-04624966, HAL.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," CFDS Discussion Paper Series 2020/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022. "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, vol. 134(C).
  • Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022. "The illusion of oil return predictability: The choice of data matters!," Post-Print hal-03519860, HAL.
• Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
  • Caroline Jardet & Baptiste Meunier, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
  • Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Post-Print hal-03647097, HAL.
• Rubesam, Alexandre, 2022. "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, vol. 51(PB).
  • Alexandre Rubesam, 2022. "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Post-Print hal-03707365, HAL.
• Gouriéroux, C. & Monfort, A. & Renne, J.-P., 2022. "Required Capital for Long-Run Risks," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  • Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022. "Required Capital for Long-Run Risks," Post-Print hal-03865173, HAL.
• Mohamad Hassan Shahrour & Mostafa Dekmak, 2023. "Intelligent stock prediction: A neural network approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-14, March.
  • Mohamad Hassan Shahrour & Mostafa Dekmak, 2022. "Intelligent Stock Prediction: A Neural Network Approach," Post-Print hal-03884171, HAL.
• Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, vol. 4(1), pages 17-61, March.
  • Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print hal-04021587, HAL.
• Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  • Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021. "On the Possibility of Krusell-Smith Equilibria," CEPR Discussion Papers 16667, C.E.P.R. Discussion Papers.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
• Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  • Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021. "On the Possibility of Krusell-Smith Equilibria," CEPR Discussion Papers 16667, C.E.P.R. Discussion Papers.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers 2023-06, Center for Research in Economics and Statistics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
• Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology Network Structure Conditions the Economic Resilience of Regions," Economic Geography, Taylor & Francis Journals, vol. 98(4), pages 355-378, August.
  • Gergo Toth & Zoltan Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2020. "Technology network structure conditions the economic resilience of regions," Papers in Evolutionary Economic Geography (PEEG) 2048, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2020.
  • Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology network structure conditions the economic resilience of regions," CERS-IE WORKING PAPERS 2202, Institute of Economics, Centre for Economic and Regional Studies.
• Tea Baldigara, 2022. "Primjena Umjetnih Neuronskih Mreža U Modeliranju Domaće Turističke Potražnje," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 73(3), pages 349-370.
• Zrinka Lukač, 2022. "Novi Način Određivanja Težina U Mjerenju Europskog Potrošačkog Sentimenta Pomoću Nelinearne Optimizacije," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 73(3), pages 415-432.
• Natalya Makeeva & Ivan Stankevich, 2022. "Nowcasting of the Components of Russian GDP," HSE Economic Journal, National Research University Higher School of Economics, vol. 26(4), pages 598-622.
• Juri Trifonov & Potanin Trifonov, 2022. "Semi-Nonparametric Generalized Autoregressive Conditional Heteroscedasticity Model with Application to Bitcoin Volatility Estimation," HSE Economic Journal, National Research University Higher School of Economics, vol. 26(4), pages 623-646.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2022. "Realized Volatility: Survey with Application to Nikkei 225 Stock Index," Economic Review, Hitotsubashi University, vol. 73(3), pages 254-280, July.
• Morita, Hiroshi, 2022. "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series HIAS-E-118, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Valencia, Oscar & Parra, Diego A. & Díaz, Juan Camilo, 2022. "Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries," IDB Publications (Working Papers) 12482, Inter-American Development Bank.
• Masrizal & Budi Trianto, 2022. "The Role Of Pls Financing On Economic Growth: Indonesian Case," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 8(1), pages 49-64, February.
• Jesica Nauli Br. Siringo Ringo & Anugerah Karta Monika, 2022. "Nowcasting Regional Economic Growth In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(3), pages 291-322, November.
• Masrizal & Budi Trianto, 2022. "The Role Of Pls Financing On Economic Growth: Indonesian Case," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(1), pages 49-64.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 237-290, April.
  • Mahir Binici & Samuele Centorrino & Mr. Serhan Cevik & Gyowon Gwon, 2022. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," IMF Working Papers 2022/241, International Monetary Fund.
• Montserrat Reyna Miranda & Ricardo Massa Roldán & Vicente Gómez Salcido, 2022. "Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(1), pages 1-23, Enero - M.
• Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022. "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(2), pages 1-32, Abril - J.
• Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
  • Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
  • Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
• Arash Aloosh & Geert Bekaert, 2022. "Currency Factors," Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
  • Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
  • Bekaert, Geert & Aloosh, Arash, 2019. "Currency Factors," CEPR Discussion Papers 13464, C.E.P.R. Discussion Papers.
• Hai‐Anh H. Dang & Peter F. Lanjouw, 2023. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 599-622, June.
  • Dang, Hai-Anh H & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," IZA Discussion Papers 15827, Institute of Labor Economics (IZA).
  • Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
  • Dang, Hai-Anh H. & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," GLO Discussion Paper Series 1213, Global Labor Organization (GLO).
• Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. "“Density forecasts of inflation using Gaussian process regression models”," AQR Working Papers 202207, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2022.
  • Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers 202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
• Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
• Gulsah Senturk, 2022. "Can Google Search Data Improve the Unemployment Rate Forecasting Model? An Empirical Analysis for Turkey," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 9(2), pages 229-244, July.
• Antonio Cappiello, 2022. "OECD PMR indicators for professional services. Civil law notaries as public good: efficiency and legal protection need higher regulation," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 76(3), pages 179-190, July-Sept.
• Fiaschi, Davide & Tealdi, Cristina, 2022. "Scarring Effects of the COVID-19 Pandemic on the Italian Labour Market," IZA Discussion Papers 15102, Institute of Labor Economics (IZA).
• Raphaela Hyee & Herwig Immervoll & Rodrigo Fernandez & Jongmi Lee, 2020. "How reliable are social safety nets?: Value and accessibility in situations of acute economic need," OECD Social, Employment and Migration Working Papers 252, OECD Publishing.
  • Immervoll, Herwig & Hyee, Raphaela & Fernandez, Rodrigo & Lee, Jongmi, 2022. "How Reliable Are Social Safety Nets? Value and Accessibility in Situations of Acute Economic Need," IZA Discussion Papers 15232, Institute of Labor Economics (IZA).
• Hai‐Anh H. Dang & Peter F. Lanjouw, 2023. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 599-622, June.
  • Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
  • Dang, Hai-Anh H & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," IZA Discussion Papers 15827, Institute of Labor Economics (IZA).
  • Dang, Hai-Anh H. & Lanjouw, Peter F., 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," GLO Discussion Paper Series 1213, Global Labor Organization (GLO).
• NICOLAE Simona & GRIGORE George-Eduard & MUȘETESCU Radu-Cristian, 2022. "The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Foltas Alexander, 2022. "Testing Investment Forecast Efficiency with Forecasting Narratives," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(2), pages 191-222, April.
• Huynh, Tran & Uebelmesser, Silke, 2024. "Early warning models for systemic banking crises: Can political indicators improve prediction?," European Journal of Political Economy, Elsevier, vol. 81(C).
  • Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers 202210, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
• Zongwu Cai & Pixiong Chen, 2022. "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202216, University of Kansas, Department of Economics, revised Nov 2022.
• William A. Barnett & Kun He & Jingtong He, 2022. "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," JRFM, MDPI, vol. 15(10), pages 1-17, October.
  • William Barnett & Kun He & Jingtong He, 2022. "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202217, University of Kansas, Department of Economics.
• Tsvetanov, Tsvetan, 2024. "Tax holidays and the heterogeneous pass-through of gasoline taxes," Energy Economics, Elsevier, vol. 136(C).
  • Tsvetan Tsvetanov, 2022. "Tax Holidays and the Heterogeneous Pass-Through of Gasoline Taxes," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202219, University of Kansas, Department of Economics.
• Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
• Michele Catalano & Emilia Pezzolla, 2022. "Global natural projections," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 949-990, November.
• Ivan Faiella & Alessandro Mistretta, 2022. "The Net Zero Challenge for Firms’ Competitiveness," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(1), pages 85-113, September.
  • Ivan Faiella & Alessandro Mistretta, 2020. "Energy costs and competitiveness in Europe," Temi di discussione (Economic working papers) 1259, Bank of Italy, Economic Research and International Relations Area.
• Fabian Baier & Peter Berster & Marc Gelhausen, 2022. "Global cargo gravitation model: airports matter for forecasts," International Economics and Economic Policy, Springer, vol. 19(1), pages 219-238, February.
• E. Ezzahid & Z. Firano & J. Ennouhi & A. Laaroussi & A. Serghini Anbari, 2022. "Countries’ readiness to deal with large-scale crises: analysis, measure, and World classification," Policy Sciences, Springer;Society of Policy Sciences, vol. 55(3), pages 555-572, September.
• Chris Charalambous & Spiros H. Martzoukos & Zenon Taoushianis, 2022. "Estimating corporate bankruptcy forecasting models by maximizing discriminatory power," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 297-328, January.
• Yang Pang & Shimeng Shi & Yukun Shi & Yang Zhao, 2022. "A nonlinear dynamic approach to cash flow forecasting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 205-237, July.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023. "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 241-273, November.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022. "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series 10191, CESifo.
  • Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022. "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers 22-509, KOF Swiss Economic Institute, ETH Zurich.

2021

• Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan, 2021. "Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data," Energy Economics, Elsevier, vol. 93(C).
  • Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018. "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics 952, Boston College Department of Economics, revised 29 May 2019.
• Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021. "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, vol. 94(C).
• Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  • Bartosz Uniejewski & Rafal Weron, 2019. "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports HSC/19/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
  • Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021. "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, vol. 97(C).
• Dai, Zhifeng & Kang, Jie, 2021. "Bond yield and crude oil prices predictability," Energy Economics, Elsevier, vol. 97(C).
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021. "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, vol. 235(C).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
• Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021. "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, vol. 78(C).
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).
  • Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021. "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, vol. 39(C).
• Nonejad, Nima, 2021. "Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil," Finance Research Letters, Elsevier, vol. 41(C).
• Ly, Kim Tien, 2021. "A COVID-19 forecasting system using adaptive neuro-fuzzy inference," Finance Research Letters, Elsevier, vol. 41(C).
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021. "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, vol. 42(C).
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021. "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, vol. 42(C).
  • Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
• Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021. "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, vol. 42(C).
• Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
  • Massimo Guidolin & Manuela Pedio, 2020. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers 20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021. "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, vol. 43(C).
• Hoang, Khoa & Cannavan, Damien & Huang, Ronghong & Peng, Xiaowen, 2021. "Predicting stock returns with implied cost of capital: A partial least squares approach," Journal of Financial Markets, Elsevier, vol. 53(C).
• Knill, April M. & Lee, Bong Soo & Ang, James, 2021. "Leveling of the playing field and corporate financing patterns around the world," Global Finance Journal, Elsevier, vol. 47(C).
• Battiston, Pietro & Gamba, Simona, 2021. "COVID-19: R0 is lower where outbreak is larger," Health Policy, Elsevier, vol. 125(2), pages 141-147.
  • Pietro Battiston & Simona Gamba, 2020. "COVID-19: R0 is lower where outbreak is larger," Working Papers 438, University of Milano-Bicocca, Department of Economics, revised Apr 2020.
• Buonanno, Paolo & Puca, Marcello, 2021. "Using newspaper obituaries to “nowcast” daily mortality: Evidence from the Italian COVID-19 hot-spots," Health Policy, Elsevier, vol. 125(4), pages 535-540.
• Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard, 2021. "SynthETIC: An individual insurance claim simulator with feature control," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 296-308.
• Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
• Taylor, Greg, 2021. "A special Tweedie sub-family with application to loss reserving prediction error," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 262-288.
• Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021. "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 31-52.
• Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2021. "Addressing the life expectancy gap in pension policy," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 200-221.
• Avanzi, Benjamin & Taylor, Greg & Wong, Bernard & Yang, Xinda, 2021. "On the modelling of multivariate counts with Cox processes and dependent shot noise intensities," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 9-24.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021. "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, vol. 165(C), pages 51-66.
• Bessler, Wolfgang & Taushanov, Georgi & Wolff, Dominik, 2021. "Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Breen, John David & Hu, Liang, 2021. "The predictive content of oil price and volatility: New evidence on exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
• Gallego, Jorge & Rivero, Gonzalo & Martínez, Juan, 2021. "Preventing rather than punishing: An early warning model of malfeasance in public procurement," International Journal of Forecasting, Elsevier, vol. 37(1), pages 360-377.
  • Gallego, J & Rivero, G & Martínez, J.D., 2018. "Preventing rather than Punishing: An Early Warning Model of Malfeasance in Public Procurement," Documentos de Trabajo 16724, Universidad del Rosario.
• Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021. "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, vol. 37(1), pages 44-57.
  • Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019. "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive 2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Costantini, Mauro & Kunst, Robert M., 2021. "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
  • Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
• Clements, Michael P., 2021. "Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 37(2), pages 634-646.
  • Michael P. Clements, 2020. "Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts," ICMA Centre Discussion Papers in Finance icma-dp2020-01, Henley Business School, University of Reading.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2021. "Measuring the Connectedness of the Global Economy," International Journal of Forecasting, Elsevier, vol. 37(2), pages 899-919.
  • Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
• Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
• Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021. "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
• Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021. "Predicting benchmarked US state employment data in real time," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
  • Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
  • Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Real Time," Working Papers 2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
• Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021. "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1376-1398.
  • Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020. "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper 489, Tor Vergata University, CEIS, revised 30 May 2020.
• Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021. "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
  • Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
• Chikamatsu, Kyosuke & Hirakata, Naohisa & Kido, Yosuke & Otaka, Kazuki, 2021. "Mixed-frequency approaches to nowcasting GDP: An application to Japan," Japan and the World Economy, Elsevier, vol. 57(C).
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021. "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Clements, Adam & Preve, Daniel P.A., 2021. "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, vol. 133(C).
  • A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
• Jang, Tae-Seok & Sacht, Stephen, 2021. "Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 493-511.
  • Jang, Tae-Seok & Sacht, Stephen, 2018. "Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race," Economics Working Papers 2018-09, Christian-Albrechts-University of Kiel, Department of Economics.
• Antulov-Fantulin, Nino & Lagravinese, Raffaele & Resce, Giuliano, 2021. "Predicting bankruptcy of local government: A machine learning approach," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 681-699.
• Noussair, Charles N. & Popescu, Andreea Victoria, 2021. "Comovement and return predictability in asset markets: An experiment with two Lucas trees," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 671-687.
• Iregui, Ana María & Núñez, Héctor M. & Otero, Jesús, 2021. "Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 290-314.
• Huisman, Ronald & Van der Sar, Nico L. & Zwinkels, Remco C.J., 2021. "Volatility expectations and disagreement," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 379-393.
• Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
• Al Mabsali, Yousuf Khamis & Hayward, Robert & Eliwa, Yasser, 2021. "Managerial tools used to meet or beat analyst forecasts: Evidence from the UK," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
• Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2021. "Is China fudging its GDP figures? Evidence from trading partner data," Journal of International Money and Finance, Elsevier, vol. 110(C).
  • John G. Fernald & Eric Hsu & Mark M. Spiegel, 2019. "Is China Fudging Its GDP Figures? Evidence from Trading Partner Data," Working Paper Series 2019-19, Federal Reserve Bank of San Francisco.
• Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2021. "Reprint: Is China fudging its GDP figures? Evidence from trading partner data," Journal of International Money and Finance, Elsevier, vol. 114(C).
• Biolsi, Christopher, 2021. "Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?," Journal of Macroeconomics, Elsevier, vol. 69(C).
• Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C., 2021. "Are there price asymmetries in the U.S. beef market?," Journal of Commodity Markets, Elsevier, vol. 21(C).
• Nonejad, Nima, 2021. "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, vol. 23(C).
• Wolters, Jannik & Huchzermeier, Arnd, 2021. "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, vol. 97(4), pages 726-745.
• Mishra, Shekhar & Mishra, Sibanjan, 2021. "Are Indian sectoral indices oil shock prone? An empirical evaluation," Resources Policy, Elsevier, vol. 70(C).
• Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  • Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Dai, Zhifeng & Kang, Jie & Hu, Yangli, 2021. "Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index," Resources Policy, Elsevier, vol. 74(C).
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
• Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
  • Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Borradores de Economia 1156, Banco de la Republica de Colombia.
• Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021. "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
  • Petrella, Ivan & Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
• Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
• Tang, Wenjin & Ding, Saijie & Chen, Hao, 2021. "Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021. "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
• Pamp, Oliver & Lebacher, Michael & Thurner, Paul W. & Ziegler, Eva, 2021. "Explaining destinations and volumes of international arms transfers: A novel network Heckman selection model," European Journal of Political Economy, Elsevier, vol. 69(C).
• Jiang, Minqi & Liu, Jiapeng & Zhang, Lu, 2021. "An extended regularized Kalman filter based on Genetic Algorithm: Application to dynamic asset pricing models," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 28-44.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
• Borgards, Oliver & Czudaj, Robert L., 2021. "Features of overreactions in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 31-48.
• Chaikumbung, Mayula, 2021. "Institutions and consumer preferences for renewable energy: A meta-regression analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 146(C).
• Andreana, Gianmarco & Gualini, Andrea & Martini, Gianmaria & Porta, Flavio & Scotti, Davide, 2021. "The disruptive impact of COVID-19 on air transportation: An ITS econometric analysis," Research in Transportation Economics, Elsevier, vol. 90(C).
• Plíhal, Tomáš & Lyócsa, Štefan, 2021. "Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 811-829.
• Chen, Shun & Ge, Lei, 2021. "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 936-942.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021. "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 451-477.
• Bloise, Francesco & Tancioni, Massimiliano, 2021. "Predicting the spread of COVID-19 in Italy using machine learning: Do socio-economic factors matter?," Structural Change and Economic Dynamics, Elsevier, vol. 56(C), pages 310-329.
• Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021. "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 87-92.
  • Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020. "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers 202054, University of Pretoria, Department of Economics.
• Akaev, Askar & Devezas, Tessaleno & Ichkitidze, Yuri & Sarygulov, Askar, 2021. "Forecasting the labor intensity and labor income share for G7 countries in the digital age," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
• Chen, Ji & Huang, Jiayan & Su, Weihua & Štreimikienė, Dalia & Baležentis, Tomas, 2021. "The challenges of COVID-19 control policies for sustainable development of business: Evidence from service industries," Technology in Society, Elsevier, vol. 66(C).
• Gutiérrez-Romero, Roxana & Ahamed, Mostak, 2021. "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," World Development, Elsevier, vol. 138(C).
• Arin, K. Peren & Devereux, Kevin & Mazur, Mieszko, 2023. "Taxes and firm investment," Journal of Macroeconomics, Elsevier, vol. 76(C).
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and Firm Investment," Working Papers 202102, School of Economics, University College Dublin.
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and firm investment," CAMA Working Papers 2021-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020. "Oil and Fiscal Policy Regimes," Working Papers No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2023. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Management Science, INFORMS, vol. 69(12), pages 7468-7491, December.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
• Mckibbin, Warwick & Fernando, Roshen & Liu, Weifeng, 2021. "Global Economic Impacts of Climate Shocks, Climate Policy and Changes in Climate Risk Assessment," CEPR Discussion Papers 16154, C.E.P.R. Discussion Papers.
  • Roshen Fernando & Weifeng Liu & Warwick J McKibbin, 2021. "Global economic impacts of climate shocks, climate policy and changes in climate risk assessment," CAMA Working Papers 2021-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Shintani, Mototsugu & Ueda, Kozo, 2023. "Identifying the source of information rigidities in the expectations formation process," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the Source of Information Rigidities in the Expectations Formation Process," CARF F-Series CARF-F-516, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the source of information rigidities in the expectations formation process," CAMA Working Papers 2021-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020. "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers 20/10, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021. "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers 2021-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hanol Lee & Jong-Wha Lee, 2021. "Why East Asian students perform better in mathematics than their peers: An investigation using a machine learning approach," CAMA Working Papers 2021-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mckibbin, Warwick & Jaumotte, Florence & Liu, Weifeng, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," CEPR Discussion Papers 16553, C.E.P.R. Discussion Papers.
  • Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating climate change: Growth-friendly policies to achieve net zero emissions by 2050," CAMA Working Papers 2021-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Ms. Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," IMF Working Papers 2021/195, International Monetary Fund.
• Tino Berger & Paul David Boll & James Morley & Benjamin Wong, 2021. "Cyclical signals from the labor market," CAMA Working Papers 2021-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Stephen Walker, 2021. "Critique of an Article on Machine Learning in the Detection of Accounting Fraud," Econ Journal Watch, Econ Journal Watch, vol. 18(1), pages 1-61–70, March.
• Yang Bao & Bin Ke & Bin Li & Y. Julia Yu & Jie Zhang, 2021. "A Response to "Critique of an Article on Machine Learning in the Detection of Accounting Fraud"," Econ Journal Watch, Econ Journal Watch, vol. 18(1), pages 1-71–78, March.
• Stephen Walker, 2021. "Rejoinder to the Critique of an Article on Machine Learning in the Detection of Accounting Fraud," Econ Journal Watch, Econ Journal Watch, vol. 18(2), pages 230–234-2, September.
• Daniel Goller & Michael C. Knaus & Michael Lechner & Gabriel Okasa, 2021. "Predicting match outcomes in football by an Ordered Forest estimator," Chapters, in: Ruud H. Koning & Stefan Kesenne (ed.), A Modern Guide to Sports Economics, chapter 22, pages 335-355, Edward Elgar Publishing.
  • Goller, Daniel & Knaus, Michael C. & Lechner, Michael & Okasa, Gabriel, 2018. "Predicting Match Outcomes in Football by an Ordered Forest Estimator," Economics Working Paper Series 1811, University of St. Gallen, School of Economics and Political Science.
• Taniya Ghosh & Sakshi Agarwal & William A. Barnett & Bruno S. Sergi, 2021. "Do Machine Learning Models Hold the Key to Better Money Demand Forecasting?," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 21-36, Emerald Group Publishing Limited.
• Taniya Ghosh & Sakshi Agarwal, 2021. "Do Machine Learning Models Hold the Key to Better Money Demand Forecasting?," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 21-36, Emerald Group Publishing Limited.
• Ramona Serrano Bautista & José Antonio Núñez Mora, 2021. "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 197-221, November.
• Knut Lehre Seip & Dan Zhang, 2021. "The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 187-206, October.
• Knut Lehre Seip & Dan Zhang, 2021. "The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 187-206, October.
• Nikolai Dokuchaev, 2021. "On statistical indistinguishability of complete and incomplete market models," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 114-125, February.
• Houmera Bibi Sabera Nunkoo & Preethee Nunkoo Gonpot & Noor-Ul-Hacq Sookia & T.V. Ramanathan, 2021. "Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 150-173, October.
• Ramiro Bautista Espinosa & Diana Terrazas Santamaría, 2021. "La viabilidad de invertir en almacenamiento de energía solar en México: un enfoque de opciones reales," Serie documentos de trabajo del Centro de Estudios Económicos 2021-09, El Colegio de México, Centro de Estudios Económicos.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2023. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Management Science, INFORMS, vol. 69(12), pages 7468-7491, December.
  • Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yose Rizal Damuri & Prabaning Tyas & Haryo Aswicahyono & Lionel Priyadi & Stella Kusumawardhani & Ega Kurnia Yazid, 2021. "Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali," Working Papers DP-2021-18, Economic Research Institute for ASEAN and East Asia (ERIA).
• Zoumpoulidis Vassilios, 2021. "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 321-343.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021. "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 11(1), pages 3-14.
• Halina Swieboda & Mateusz Kuczabski & Ryszard Szpyra & Tomasz Zawadzki & Tomasz Walecki & Pawel Stobiecki, 2021. "Social Control in the Face of Digital Propaganda," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1057-1069.
• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 830-840.
• Joanna Kowalik, 2021. "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1055-1068.
• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1081-1093.
• Halina Swieboda & Mateusz Kuczabski & Ryszard Szpyra & Tomasz Zawadzki & Tomasz Walecki & Pawel Stobiecki, 2021. "Social Control in the Face of Digital Propaganda," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 1057-1069.
• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 830-840.
• Joanna Kowalik, 2021. "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1055-1068.
• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1081-1093.
• Michal Gostkowski & Tomasz Rokicki, 2021. "Forecasting the Unemployment Rate: Application of Selected Prediction Methods," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 985-1000.
• Michal Gostkowski & Tomasz Rokicki, 2021. "Forecasting the Unemployment Rate: Application of Selected Prediction Methods," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 985-1000.
• Vladislavas Kutut & Natalija Lepkova & Sabina Zrobek, 2021. "Immovable Cultural Heritage Usage Modes: Theoretical Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1136-1151.
• Joanna Holub-Iwan, 2021. "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 623-643.
• Katarzyna Puszko, 2021. "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 644-663.
• Katarzyna Puszko, 2021. "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 664-676.
• Pawel Rymarczyk & Piotr Bednarczuk & Ryszard Nowak & Tomasz Cieplak, 2021. "Methods of Analyzing Consumer Behavior Based on Multi-Source Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 335-345.
• Pawel Rymarczyk & Piotr Golabek & Sylwia Skrzypek - Ahmed & Magdalena Rzemieniak, 2021. "Profiling and Segmenting Clients with the Use of Machine Learning Algorithms," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 513-522.
• Lukasz Golabek & Konrad Gauda & Krzysztof Zuk & Edward Kozlowski, 2021. "Identification of the Demand Curve and Forecasts in Subsequent Periods Using the Metropolis-Hastings Algorithm," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 523-533.
• Vladislavas Kutut & Natalija Lepkova & Sabina Zrobek, 2021. "Immovable Cultural Heritage Usage Modes: Theoretical Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1136-1151.
• Joanna Holub-Iwan, 2021. "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 623-643.
• Katarzyna Puszko, 2021. "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 644-663.
• Katarzyna Puszko, 2021. "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 664-676.
• Pawel Rymarczyk & Piotr Bednarczuk & Ryszard Nowak & Tomasz Cieplak, 2021. "Methods of Analyzing Consumer Behavior Based on Multi-Source Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 335-345.
• Pawel Rymarczyk & Piotr Golabek & Sylwia Skrzypek - Ahmed & Magdalena Rzemieniak, 2021. "Profiling and Segmenting Clients with the Use of Machine Learning Algorithms," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 513-522.
• Lukasz Golabek & Konrad Gauda & Krzysztof Zuk & Edward Kozlowski, 2021. "Identification of the Demand Curve and Forecasts in Subsequent Periods Using the Metropolis-Hastings Algorithm," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 523-533.
• Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2021. "Commodity price uncertainty comovement: Does it matter for global economic growth?," Essex Finance Centre Working Papers 30945, University of Essex, Essex Business School.
  • Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou, 2022. "Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth?," CAMA Working Papers 2022-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Poghosyan, Karen & Poghosyan, Ruben, 2021. "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
  • Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
• Michal Kuchta, 2021. "Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model," Working Papers IES 2021/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
• Barbora Malinska, 2021. "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES 2021/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2021.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
  • Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021. "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers 16613, C.E.P.R. Discussion Papers.
  • Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.
  • Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
• Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers 16613, C.E.P.R. Discussion Papers.
  • Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
  • Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
  • Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
• Robert W. Rich & Joseph Tracy, 2021. "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers 21-06, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
• James Mitchell & Martin Weale, 2023. "Censored density forecasts: Production and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 714-734, August.
  • James Mitchell & Martin Weale, 2021. "Censored Density Forecasts: Production and Evaluation," Working Papers 21-12R, Federal Reserve Bank of Cleveland, revised 16 Aug 2022.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
  • Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers 16994, C.E.P.R. Discussion Papers.
  • Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic Forecasting in a Multi-country Context," Working Papers 22-02, Federal Reserve Bank of Cleveland.
• Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Econometrics, MDPI, vol. 9(4), pages 1-20, October.
  • Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
• Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
• Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  • Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
• Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
  • Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
• Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
• Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
• Richard Berner & Robert Engle & Hyeyoon Jung, 2021. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Staff Reports 977, Federal Reserve Bank of New York.
  • Hyeyoon Jung, 2023. "CRISK: Measuring the Climate Risk Exposure of the Financial System," Liberty Street Economics 20230420a, Federal Reserve Bank of New York.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023. "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1054-1086.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
• Bogdan Ion Boldea & Costin Radu Boldea, 2021. "A quasi-cyclical regressive model of the pandemic impact on Romanian e-market," Journal of Financial Studies, Institute of Financial Studies, vol. 11(6), pages 46-56, December.
• Tsukhlo Sergey, 2021. "Russian industrial sector in 2020: (based on surveys’ findings)," Published Papers ppaper-2021-1125, Gaidar Institute for Economic Policy, revised 2021.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2021. "Small and medium business amid coronacrisis," Published Papers ppaper-2021-1130, Gaidar Institute for Economic Policy, revised 2021.
• Zubarev Andrey & Rybak Konstantin, 2021. "GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts [Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
• Polbin Andrey & Fokin Nikita, 2021. "Employment in Russia in 2020: a Controversial Recovery [Занятость В России В 2020 Г.: Противоречивое Восстановление]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Zubarev Andrey & Rybak Konstantin, 2021. "Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
• Polbin Andrey & Fokin Nikita, 2021. "Занятость В России В 2020 Г.: Противоречивое Восстановление," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Econometrics, MDPI, vol. 9(4), pages 1-20, October.
  • Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
• Simon Liebermann & Jung-Sup Um & YoungSeok Hwang & Stephan Schlüter, 2021. "Performance Evaluation of Neural Network-Based Short-Term Solar Irradiation Forecasts," Energies, MDPI, vol. 14(11), pages 1-21, May.
• Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021. "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, vol. 14(11), pages 1-17, June.
  • Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS) WORMS/21/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público 18186, Universidad EAFIT.
• Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, vol. 14(14), pages 1-15, July.
  • Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers 202135, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, vol. 14(20), pages 1-12, October.
  • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202158, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, vol. 14(23), pages 1-18, December.
  • Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers 202175, University of Pretoria, Department of Economics.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021. "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, vol. 3(4), pages 1-30, October.
  • Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021. "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper 110452, University Library of Munich, Germany.
• Dean Fantazzini & Raffaella Calabrese, 2021. "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, vol. 14(11), pages 1-23, October.
  • Fantazzini, Dean & Calabrese, Raffaella, 2021. "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper 110391, University Library of Munich, Germany.
• Nadiia Shapovalenko, 2021. "A BVAR Model for Forecasting Ukrainian Inflation," IHEID Working Papers 05-2021, Economics Section, The Graduate Institute of International Studies.
• Anastasiya Ivanova & Alona Shmygel & Ihor Lubchuk, 2021. "The Growth-at-Risk (GaR) Framework: Implication For Ukraine," IHEID Working Papers 10-2021, Economics Section, The Graduate Institute of International Studies.
• Vasco J.Gabriel & Luis F. Martins & Anthoulla Phella, 2021. "Modelling Low-Frequency Covariability of Paleoclimatic Data," Working Papers 2022_17, Business School - Economics, University of Glasgow.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021. "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers 2021-01, University of Graz, Department of Economics.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
  • Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Guoyou Yue, 2021. "Forecasting the Logistics Demand of Guangxi Beibu Gulf Port," GATR Journals gjbssr587, Global Academy of Training and Research (GATR) Enterprise.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers 2021-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
  • Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
  • Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
  • Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print hal-03103717, HAL.
• Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017. "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers 201720, University of Pretoria, Department of Economics.
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
• Antoine Auberger, 2021. "Vote, popularity, economic conditions and French legislative elections [Vote, popularité, conditions économiques et élections législatives françaises]," Working Papers hal-03480853, HAL.
• Vanella, Patrizio & Rodriguez Gonzalez, Miguel & Wilke, Christina B., 2021. "The Impact of Population Aging on the German Statutory Pension Insurance - A Probabilistic Approach," Hannover Economic Papers (HEP) dp-688, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Fink Simonsen, Nicolai & Kjær, Trine, 2021. "New Evidence of Health State Dependent Utility of Consumption: A combined survey and register study," DaCHE discussion papers 2021:2, University of Southern Denmark, Dache - Danish Centre for Health Economics.
• Liudmila Kitrar & Tamara Lipkind, 2021. "Assessment Of GDP Growth After The Corona Crisis Using The Results Of Business And Consumer Surveys," HSE Working papers WP BRP 118/STI/2021, National Research University Higher School of Economics.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, vol. 32(C), pages 34-56.
  • Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series HIAS-E-104, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Ozana Nadoveza Jelić & Rafael Ravnik, 2021. "Introducing Policy Analysis Croatian MAcroecoNometric Model (PACMAN)," Surveys 41, The Croatian National Bank, Croatia.
• Toleu PANIYAZ & Kargash ZHANPEIISSOVA & Oralbay KABUL & Aigul AMANTAYEVA, 2021. "Strategic Priorities Of The National Policy Of The Republic Of Kazakhstan On The Development Of Regions," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 83-92, June.
• Collischon, Matthias, 2021. "Identifying supervisory or managerial status in administrative records," IAB-Discussion Paper 202120, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Longo, Luigi & Riccaboni, Massimo & Rungi, Armando, 2022. "A neural network ensemble approach for GDP forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  • Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021. "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers 02/2021, IMT School for Advanced Studies Lucca, revised Mar 2021.
• Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, revised Sep 2022.
  • Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Working Papers 03/2021, IMT School for Advanced Studies Lucca, revised Jul 2021.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021. "Palm Oil Price–Exchange Rate Nexus In Indonesia And Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(2), pages 169-180, June.
• Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024. "Regime‐dependent commodity price dynamics: A predictive analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2822-2847, November.
  • Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021. "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series 28, Institute for Advanced Studies.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021. "Financial instability and economic activity," IHS Working Paper Series 36, Institute for Advanced Studies.
• Eda Gülşen & Hakan Kara, 2021. "Policy Performance and the Behavior of Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-46, October.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  • Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
• Mckibbin, Warwick & Jaumotte, Florence & Liu, Weifeng, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," CEPR Discussion Papers 16553, C.E.P.R. Discussion Papers.
  • Ms. Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," IMF Working Papers 2021/195, International Monetary Fund.
  • Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating climate change: Growth-friendly policies to achieve net zero emissions by 2050," CAMA Working Papers 2021-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Lukas Boer & Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," Discussion Papers of DIW Berlin 1976, DIW Berlin, German Institute for Economic Research.
  • Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," IMF Working Papers 2021/243, International Monetary Fund.
  • Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021. "Energy Transition Metals," MPRA Paper 110364, University Library of Munich, Germany.
• Yan Carrière-Swallow & José Marzluf, 2023. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 509-537, June.
  • Mr. Yan Carriere-Swallow & José Marzluf, 2021. "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Working Papers 2021/275, International Monetary Fund.
• David Conaly Martínez Vázquez & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2021. "Proyección Markoviana para 2020 y 2021 de las Calificaciones Corporativas en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-21, Enero - M.
• Gustavo Cabrera González & Adrián de León Arias, 2021. "Dinámica anticipada del PIB trimestral en México ante shocks negativos derivados de factores debidos a la crisis sanitaria del covid-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
• Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021. "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
• David Conaly Martínez Vázquez & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2021. "Proyección Markoviana para 2020 y 2021 de las Calificaciones Corporativas en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-21, Enero - M.
• Paolo Riccardo Morganti, 2021. "Extreme Value Theory and Auction Models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-15, Abril - J.
• Paolo Riccardo Morganti, 2021. "Extreme Value Theory and Auction Models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-15, Abril - J.
• Maria del Carmen Gomez-Rios & Dora Carmen Galvez-Cruz, 2021. "Simulation of Levelized Costs of Electricity Considering Externalities," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-23, Octubre -.
• Adrián F. Rossignolo, 2021. "The New Standardised Approach as a Credible Fallback," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-27, Septiembr.
• Guillermo Benavides, 2021. "Asymmetric Volatility Relevance in Risk Management: An Empirical Analysis using Stock Index Futures," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-18, Septiembr.
• Emerson Abraham Jackson, 2021. "Forecasting COVID-19 Daily Contraction in Sierra Leone with Implications for Policy Formulation," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(1), pages 29-43, January.
• Sergio Navarro Palacios, 2021. "Limitaciones de las metodologías basadas en opiniones de expertos. El caso de la automatización del empleo," Working Papers. Serie EC 2021-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Davide Fiaschi & Cristina Tealdi, 2021. "A general methodology to measure labour market dynamics," Papers 2104.01097, arXiv.org.
  • Fiaschi, Davide & Tealdi, Cristina, 2021. "A General Methodology to Measure Labour Market Dynamics," IZA Discussion Papers 14254, Institute of Labor Economics (IZA).
• Dario Sansone & Anna Zhu, 2023. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 959-992, October.
  • Dario Sansone & Anna Zhu, 2020. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Papers 2011.12057, arXiv.org, revised May 2021.
  • Sansone, Dario & Zhu, Anna, 2021. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers 14377, Institute of Labor Economics (IZA).
• Davide Fiaschi & Cristina Tealdi, 2022. "Young people between education and the labour market during the COVID-19 pandemic in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 43(7), pages 1719-1757, July.
  • Davide Fiaschi & Cristina Tealdi, 2021. "Young people between education and the labour market during the COVID-19 pandemic in Italy," Papers 2106.08296, arXiv.org.
  • Fiaschi, Davide & Tealdi, Cristina, 2021. "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers 14479, Institute of Labor Economics (IZA).
• Rabia Özdemir & Münevver Turanlı, 2021. "Comparison of machine learning classification algorithms for purchasing forecast," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 8(1), pages .59-68, January.
• H. Nazan ÇaÄŸlar, 2021. "Bitcoin chaotic analysis: A price forecasting model proposal," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(1), pages .33-39, February.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
  • Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
  • Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
  • Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
• William A. Barnett & Sohee Park, 2023. "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 331-346, March.
  • Barnett, William & Park, Sohee, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper 110298, University Library of Munich, Germany.
  • William A. Barnett & Sohee Park, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202120, University of Kansas, Department of Economics, revised Oct 2021.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
• Kartikay Gupta & Niladri Chatterjee, 2021. "Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 667-689, December.
• Luiz Renato Lima & Lucas Lúcio Godeiro & Mohammed Mohsin, 2021. "Time-Varying Dictionary and the Predictive Power of FED Minutes," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 149-181, January.
• Indranil Ghosh & Manas K. Sanyal & R. K. Jana, 2021. "Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 503-527, February.
• Athanasios Tsadiras & Maria Pempetzoglou & Iosif Viktoratos, 2021. "Making Predictions of Global Warming Impacts Using a Semantic Web Tool that Simulates Fuzzy Cognitive Maps," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 715-745, October.
• Oscar Claveria, 2021. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 483-505, May.
• Eduard Baitinger & Samuel Flegel, 2021. "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 277-308, September.
• Alfred Michael Dockery & Mark N. Harris & Nicholas Holyoak & Ranjodh B. Singh, 2021. "A methodology for projecting sparse populations and its application to remote Indigenous communities," Journal of Geographical Systems, Springer, vol. 23(1), pages 37-61, January.
• Niall Newsham & Francisco Rowe, 2021. "Projecting the demographic impact of Syrian migration in a rapidly ageing society, Germany," Journal of Geographical Systems, Springer, vol. 23(2), pages 231-261, April.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021. "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 62(2), pages 283-317, February.
  • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
• Qingjing Zhang & Taufiq Choudhry & Jing-Ming Kuo & Xiaoquan Liu, 2021. "Does liquidity drive stock market returns? The role of investor risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 929-958, October.
• Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
• Magdalena Cornejo, 2021. "Forecasting crop yields through climate variables using mixed frequency data. The case of Argentine soybeans," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 67, pages 93-106, January-D.
  • Magdalena Cornejo, 2021. "Forecasting crop yields through climate variables using mixed frequency data. The case of Argentine soybeans," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 67, pages 93-106, January-D.
• Alexander Correa, 2021. "Forecasting Tourist Arrivals to Colombia from Google Trends Search Criteria," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 95, pages 105-134, July-Dece.
• Jamal Bouoiyour, Refk Selmi, 2021. "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 18(1), pages 87-104, June.
• Muhammad Ejaz & Javed Iqbal, 2021. "Estimation and Forecasting of Industrial Production Index," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 26(1), pages 1-30, Jan-June.
  • Muhammad Ejaz & Javed Iqbal, 2019. "Estimation and Forecasting of Industrial Production Index," SBP Working Paper Series 103, State Bank of Pakistan, Research Department.
• Muhammad Zubair Mumtaz, 2021. "Predicting Stock Indices Trends using Neuro-fuzzy Systems in COVID-19," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 26(2), pages 1-18, July-Dec.
• Boriss Siliverstovs, 2021. "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers 2021/01, Latvijas Banka.
• Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021. "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series 21-09, Department of Economics at the University of Luxembourg.
• Gani Ramadani & Magdalena Petrovska & Vesna Bucevska, 2021. "Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia," Working Papers 2021-03, National Bank of the Republic of North Macedonia.
• Martin Baumgaertner & Johannes Zahner, 2021. "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics 202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Baumgärtner, Martin & Zahner, Johannes, 2023. "Whatever it takes to understand a central banker: Embedding their words using neural networks," IMFS Working Paper Series 194, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
• Erik Heilmann & Janosch Henze & Heike Wetzel, 2021. "Machine learning in energy forecasts with an application to high frequency electricity consumption data," MAGKS Papers on Economics 202135, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Weshah Razzak, 2021. "The Ownership of Oil, Democracy, and Iraq's Past, Present and Future," Discussion Papers 2102, School of Economics and Finance, Massey University, New Zealand.
  • Razzak, Weshah, 2022. "The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future," MPRA Paper 111417, University Library of Munich, Germany.
• Yoonseok Lee & Donggyu Sul, 2023. "Depth-weighted Forecast Combination: Application to COVID-19 Cases," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 235-260, Emerald Group Publishing Limited.
  • Yoonseok Lee & Donggyu Sul, 2021. "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers 238, Center for Policy Research, Maxwell School, Syracuse University.
• João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4312-4329, December.
  • Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers 201911, University of Pretoria, Department of Economics.
• Kadir Özen & Dilem Yıldırım, 2021. "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers 2101, ERC - Economic Research Center, Middle East Technical University, revised Apr 2021.
• Jean-David Fermanian & Dominique Guégan, 2021. "Fair learning with bagging," Documents de travail du Centre d'Economie de la Sorbonne 21034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
• Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021. "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper 108669, University Library of Munich, Germany, revised 30 Apr 2021.
  • Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021. "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers 6/21, Monash University, Department of Econometrics and Business Statistics.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Papers 2104.14054, arXiv.org, revised May 2022.
  • David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers 8/21, Monash University, Department of Econometrics and Business Statistics.
• Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021. "Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence," Working Paper Research 396, National Bank of Belgium.
• Sylwia Radomska, 2021. "Prognozowanie indeksu WIG20 za pomocą sieci neuronowych NARX i metody SVM," Bank i Kredyt, Narodowy Bank Polski, vol. 52(5), pages 457-472.
• Anirban Basu & Noah Hammarlund & Sara Khor & Aasthaa Bansal, 2021. "Understanding Algorithmic Discrimination in Health Economics Through the Lens of Measurement Errors," NBER Working Papers 29413, National Bureau of Economic Research, Inc.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312, Cowles Foundation for Research in Economics, Yale University.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers 29508, National Bureau of Economic Research, Inc.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers 21-09, NET Institute.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2022.
• Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers 21/357, National Institute of Public Finance and Policy.
  • Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers 130, National Council of Applied Economic Research.
• Novikova, T. & Tsyplakov, A., 2021. "Social policy development based on a combination of agent-oriented and inter-industrial approaches," Journal of the New Economic Association, New Economic Association, vol. 52(4), pages 12-36.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312, Cowles Foundation for Research in Economics, Yale University.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers 21-09, NET Institute.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers 29508, National Bureau of Economic Research, Inc.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2022.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers 130, National Council of Applied Economic Research.
  • Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers 21/357, National Institute of Public Finance and Policy.
• Mirjana Miletic, Aleksandar Tomin, Andjelka Djordjevic & Mirjana Miletic & Aleksandar Tomin & Andjelka Djordjevic, 2021. "Interest rate pass-through in Serbia: evidence from individual bank data," Working Papers Bulletin 4, National Bank of Serbia.
• George Kapetanios & Fotis Papailias, 2021. "UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-10, Economic Statistics Centre of Excellence (ESCoE).
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series 8148, CESifo.
  • Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2023. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Discussion Papers 23-06, Department of Economics, University of Birmingham.
  • Alex Botsis & Christoph Gortz & Plutarchos Sakellaris, 2021. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-14, Economic Statistics Centre of Excellence (ESCoE).
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Victor Yotzov, 2021. "Commodity Market Structure and Risk Factor Analysis in Bulgaria," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 1-53–73, December.
• Iva Raycheva, 2021. "Child Poverty among European Countries and Bulgaria’s Place among Them. Statistical Analysis of Convergence," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 37-51, September.
• Kensuke Tanaka, 2021. "Forecasting developing Asian economies during normal times and large external shocks: Approaches and challenges," OECD Development Centre Working Papers 345, OECD Publishing.
• Gerhard Fenz & Helmut Stix, 2021. "Monitoring the economy in real time with the weekly OeNB GDP indicator: background, experience and outlook," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 20/Q4-21/, pages 17-40.
• Gerhard Fenz & Helmut Stix, 2021. "Monitoring the economy in real time with the weekly OeNB GDP indicator: background, experience and outlook," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 17-40.
• Lidia Vesa & Marcel Ioan Boloş & Claudia Diana Sabău-Popa, 2021. "Inventory Decision In Vuca World Using Economic Logic Quantity," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 251-267, July.
• Ionuţ Gavriş & Valentin Toader, 2021. "The Probability Of Uncertainty: Romania’S Growth Perspectives," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 71-81, July.
• Rachel R. Cheti & Bahati Ilembo, 2021. "Vector Autoregressive Approach After First Differencing: A Time Series Analysis Of Inflation And Its Determinants In Tanzania," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 6(2), pages 43-56, September.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
• Fred Liu & Lars Stentoft, 2021. "Regulatory Capital and Incentives for Risk Model Choice under Basel 3 [Procyclical Leverage and Value-at-Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 53-96.
• Apaar Sadhwani & Kay Giesecke & Justin Sirignano, 2021. "Deep Learning for Mortgage Risk [The Subprime Virus]," Journal of Financial Econometrics, Oxford University Press, vol. 19(2), pages 313-368.
• Giuseppe Buccheri & Fulvio Corsi, 2021. "HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies," Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 614-649.
• Giorgio Calzolari & Roxana Halbleib & Aygul Zagidullina, 2021. "A Latent Factor Model for Forecasting Realized Variances [Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 860-909.
• Steven Lehrer & Tian Xie & Tao Zeng, 2021. "Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures? [Regression Models with Mixed Sampling Frequencies]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 910-933.
  • Steven F. Lehrer & Tian Xie & Tao Zeng, 2019. "Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures?," NBER Working Papers 26505, National Bureau of Economic Research, Inc.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021. "Bond Risk Premiums with Machine Learning [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 1046-1089.
• Romero Martínez, Mariano & Carmona Ibáñez, Pedro & Pozuelo Campillo, José, 2021. "Utilidad del Deep Learning en la predicción del fracaso empresarial en el ámbito europeo || The usefulness of Deep Learning in the prediction of business failure at the European level," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 392-414, December.
• Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021. "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 488-506, October.
• János Varga & Jan in ’t Veld, 2021. "The Impact of the EU Cohesion Policy Spending: A Model-Based Assessment," Studies in Economic Transition, in: Michael Landesmann & István P. Székely (ed.), Does EU Membership Facilitate Convergence? The Experience of the EU's Eastern Enlargement - Volume II, chapter 0, pages 89-112, Palgrave Macmillan.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021. "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series 201, University of Pavia, Department of Economics and Management.
• Alessandro Bitetto & Stefano Filomeni & Michele Modina, 2021. "Understanding corporate default using Random Forest: The role of accounting and market information," DEM Working Papers Series 205, University of Pavia, Department of Economics and Management.
• Mario Papik & Lenka Papikova, 2021. "Application of selected data mining techniques in unintentional accounting error detection," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(1), pages 185-201, March.
• Krzysztof Waliszewski & Anna Warchlewska, 2021. "Comparative analysis of Poland and selected countries in terms of household financial behaviour during the COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(3), pages 577-615, September.
• Andrea Kolková & Aleksandr Kljuènikov, 2021. "Demand forecasting: an alternative approach based on technical indicator Pbands," Oeconomia Copernicana, Institute of Economic Research, vol. 12(4), pages 1063-1094, December.
• Martins, Manuel Mota Freitas & Verona, Fabio, 2021. "Inflation dynamics and forecast: Frequency matters," Bank of Finland Research Discussion Papers 8/2021, Bank of Finland.
  • Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
• Valerio Mendoza, Octasiano Miguel & Borsi, Mihály Tamás & Comim, Flavio, 2022. "Human capital dynamics in China: Evidence from a club convergence approach," Journal of Asian Economics, Elsevier, vol. 79(C).
  • Valerio Mendoza, Octasiano & Borsi, Mihály Tamás & Comim, Flavio, 2021. "Human capital dynamics in China: Evidence from a club convergence approach," MPRA Paper 105200, University Library of Munich, Germany.
• Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
  • Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
• VINTU, Denis, 2021. "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper 107603, University Library of Munich, Germany, revised 11 Feb 2021.
• Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(3), pages 277-302, October.
  • Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021. "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper 107828, University Library of Munich, Germany.
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
• Youssef, Jamile & Ishker, Nermeen & Fakhreddine, Nour, 2021. "GDP Forecast of the Biggest GCC Economies Using ARIMA," MPRA Paper 108912, University Library of Munich, Germany.
• Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies," MPRA Paper 109137, University Library of Munich, Germany.
• Antonio Rodríguez Andrés & Voxi Heinrich S. Amavilah & Abraham Otero, 2021. "Evaluation of technology clubs by clustering: a cautionary note," Applied Economics, Taylor & Francis Journals, vol. 53(52), pages 5989-6001, November.
  • Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Evaluation of technology clubs by clustering: A cautionary note," MPRA Paper 109138, University Library of Munich, Germany.
• Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
• Kadanga, Mayo Takémsi Norris & Togbenu, Fo-Kossi Edem, 2021. "Modélisation et prévision du nombre d’infections au coronavirus au Togo: une approche par un modèle ARIMA avec le logiciel R [Modeling and forecasting the number of coronavirus infections in Togo: ," MPRA Paper 109893, University Library of Munich, Germany.
• Ahamuefula E. Ogbonna & Olusanya E. Olubusoye, 2021. "Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
  • Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021. "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper 109922, University Library of Munich, Germany.
• Adekunle, Wasiu & Bekoe, William & Badmus, Sheriff & Anagun, Michael & Alimi, Wasiu, 2021. "Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria," MPRA Paper 110061, University Library of Munich, Germany.
• William A. Barnett & Sohee Park, 2023. "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 331-346, March.
  • William A. Barnett & Sohee Park, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202120, University of Kansas, Department of Economics, revised Oct 2021.
  • Barnett, William & Park, Sohee, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper 110298, University Library of Munich, Germany.
• Lukas Boer & Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," Discussion Papers of DIW Berlin 1976, DIW Berlin, German Institute for Economic Research.
  • Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021. "Energy Transition Metals," MPRA Paper 110364, University Library of Munich, Germany.
  • Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," IMF Working Papers 2021/243, International Monetary Fund.
• Dean Fantazzini & Raffaella Calabrese, 2021. "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, vol. 14(11), pages 1-23, October.
  • Fantazzini, Dean & Calabrese, Raffaella, 2021. "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper 110391, University Library of Munich, Germany.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021. "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, vol. 3(4), pages 1-30, October.
  • Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021. "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper 110452, University Library of Munich, Germany.
• Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021. "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper 110905, University Library of Munich, Germany.
• Stavros Degiannakis, 2022. "Stock market as a nowcasting indicator for real investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 911-919, August.
  • Degiannakis, Stavros, 2021. "Stock market as a nowcasting indicator for real investment," MPRA Paper 110914, University Library of Munich, Germany.
• Sami MESTIRI, 2022. "Modeling the volatility of Bitcoin returns using Nonparametric GARCH models," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 2-16, June.
  • Mestiri, Sami, 2021. "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper 111116, University Library of Munich, Germany.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
• G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2021. "Analyzing Interlinkages between Financial and Real Estate Sector in the aftermath of COVID-19's Second wave: An Econometric Approach using VECM model," MPRA Paper 112440, University Library of Munich, Germany.
• Abdullah, Muhammad & Gul, Zarro & Waseem, Faiza & Islam, Tanweer, 2021. "The State of Pakistan’s Economy and the Ineffectiveness of Monetary Policy," MPRA Paper 112678, University Library of Munich, Germany.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021. "State-dependent asset allocation using neural networks," MPRA Paper 115254, University Library of Munich, Germany.
• Fasano, Augusto & Rebaudo, Giovanni & Durante, Daniele & Petrone, Sonia, 2021. "A closed-form filter for binary time series," MPRA Paper 122349, University Library of Munich, Germany.
• Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
  • Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
  • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
• Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021. "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers 202112, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers 202114, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
  • Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022. "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, vol. 108(C).
  • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers 202121, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021. "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, vol. 235(C).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, vol. 14(14), pages 1-15, July.
  • Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers 202135, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers 202137, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022. "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, vol. 46(PB).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers 202146, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021. "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202161, University of Pretoria, Department of Economics.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
  • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021. "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers 202165, University of Pretoria, Department of Economics.
• Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021. "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, vol. 209(C).
  • Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
• Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
  • Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers 202172, University of Pretoria, Department of Economics.
• Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023. "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, vol. 29(14), pages 1579-1597, September.
  • Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021. "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers 202173, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, vol. 14(23), pages 1-18, December.
  • Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers 202175, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk," Working Papers 202176, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers 202177, University of Pretoria, Department of Economics.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
• Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers 202179, University of Pretoria, Department of Economics.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
  • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
• Paulina Ziembińska, 2021. "Quality of Tests of Expectation Formation for Revised Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 405-453, December.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
• Eliud Silva & Corey Sparks, 2021. "Hierarchical forecasts of Diabetes mortality in Mexico by marginalization and sex to establish resource allocation," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 18(2), pages 82-98, Julio-Dic.
• Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
• Pérez Forero, Fernando, 2021. "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers 2021-001, Banco Central de Reserva del Perú.
• Christian Conrad & Robert F. Engle, 2025. "Modelling Volatility Cycles: The MF2‐GARCH Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 438-454, June.
  • Christian Conrad & Robert F. Engle, 2021. "Modelling Volatility Cycles: The (MF)2 GARCH Model," Working Paper series 21-05, Rimini Centre for Economic Analysis.
• Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
  • Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
• Uddin, Gazi Salah & Tang, Ou & Sahamkhadam, Maziar & Taghizadeh-Hesary, Farhad & Yahya, Muhammad & Cerin, Pontus & Rehme, Jakob, 2021. "Analysis of Forecasting Models in an Electricity Market under Volatility," ADBI Working Papers 1212, Asian Development Bank Institute.
• Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
  • Poghosyan, Karen & Poghosyan, Ruben, 2021. "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
• Garafutdinov, Robert, 2021. "Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 62, pages 85-100.
• Fokin, Nikita, 2021. "The importance of modeling structural breaks in forecasting Russian GDP," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 5-29.
• ERİLLİ, Necati Alp, 2021. "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(1), pages 15-26, June.
• Kocak, Necmettin Alpay, 2021. "Analysis of Relationship between the Consumer and Producer Prices in Turkey using Alternative Estimation Methods (Türkiye'de Tüketici ve Üretici Fiyatları Arasındaki İlişkinin Alternatif Tahmin Yöntem," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(1), pages 33-47, January.
• Adli, Kaveh A. & Sener, Ugur, 2021. "Forecasting of the U.S. Steel Prices with LVAR and VEC Models," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(3), pages 509-522, July.
• de Lucio, Juan, 2021. "Estimación adelantada del crecimiento regional mediante redes neuronales LSTM," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 49, pages 45-64.
• Mendoza-González, Miguel Ángel, 2021. "Apertura comercial, choques productivos y externalidades con ciclos espacio-tiempo en el crecimiento económico por entidad federativa en México, 1980-2018," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 50, pages 105-124.
• Bhaghoe, Sailesh & Ooft, Gavin, 2021. "Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models," Studies in Applied Economics 176, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
• Rao, Anitha & Wiendling, Mark & Ridgeway, Paul & Kennedy, Liz & Eyre, Harris A. & Pinho, Paulo, 2021. "Bridging the Gap Between Medicine and Insurance: How to Leverage Data, Artificial Intelligence, and Neuroinformatics for Insurance and Financial Risk Management," Journal of Financial Transformation, Capco Institute, vol. 54, pages 142-147.
• Hong, Sung Wook & Min, Seong-hwan, 2021. "Market Analysis of Key Manufacturing Segments Using News Data," Research Papers 21/8, Korea Institute for Industrial Economics and Trade.
• Sadeghpour, Solmaz & Heidari, Hassan & Mohseni Zenozi, Seyyed Jamaleddin, 2021. "Study the effect of the monetary and financial shocks in the real sector of Iran's economy with considering of gharz-al -hasanah deposits in the context of a DSGE model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(1), pages 89-114, June.
• Chow, Hwee Kwan & Han, Daniel, 2021. "Forecast Pooling or Information Pooling During Crises? MIDAS Forecasting of GDP in a Small Open Economy," Economics and Statistics Working Papers 6-2021, Singapore Management University, School of Economics.
• Weiwei ZHANG & Tiezhu SUN & Yechi MA & Zilong WANG, 2021. "New Evidence on the Information Content of Implied Volatility of S&P 500: Model-Free versus Model-Based," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 109-121, December.
• Fatemeh SALIMIANRAD & Vali BORIMNEJAD & Sahar DEHYUORI, 2021. "Investigating the Relationship between Natural Capital and Sustainable Economic Growth using the General Equilibrium Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 120-139, June.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021. "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1010, Ghent University, Faculty of Economics and Business Administration.
• George Varghese & Vinodh Madhavan, 2021. "Nonlinearity in Global Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(3), pages 290-307, December.
• Tomas Havranek & Ayaz Zeynalov, 2021. "Forecasting tourist arrivals: Google Trends meets mixed-frequency data," Tourism Economics, , vol. 27(1), pages 129-148, February.
  • Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data," MPRA Paper 90205, University Library of Munich, Germany.
• Reyes Zárate, Francisco J & León López, Iván, 2021. "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Ass," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(2), pages 117-146, julio-dic.
• Wojciech Charemza & Michal Lewandowski & Lukasz Wozny, 2021. "Efficiency in rewarding academic journal publications. The case of Poland," KAE Working Papers 2021-062, Warsaw School of Economics, Collegium of Economic Analysis.
• Alejandro Rodriguez Arana, 2021. "La expansion de Covid-19 en Mexico en 2020: un enfoque desde la econometria de series de tiempo," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(3), pages 34-66.
• F. Benedetto & L. Mastroeni & P. Vellucci, 2021. "Modeling the flow of information between financial time-series by an entropy-based approach," Annals of Operations Research, Springer, vol. 299(1), pages 1235-1252, April.
• Chrysovalantis Gaganis & Panagiota Papadimitri & Menelaos Tasiou, 2021. "A multicriteria decision support tool for modelling bank credit ratings," Annals of Operations Research, Springer, vol. 306(1), pages 27-56, November.
• Eric Séverin & David Veganzones, 2021. "Can earnings management information improve bankruptcy prediction models?," Annals of Operations Research, Springer, vol. 306(1), pages 247-272, November.
• Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021. "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, vol. 307(1), pages 37-51, December.
• Christos Agiakloglou & Apostolos Tsimpanos, 2021. "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 677-697, June.
• David Volkmann, 2021. "Explaining S&P500 option returns: an implied risk-adjusted approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 29(2), pages 665-685, June.
• Michal Mešťan & Ivan Králik & Matej Žofaj & Nikola Karkošiaková & Audrius Kabašinskas, 2021. "Projections of pension benefits in supplementary pension saving scheme in Slovakia," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 29(2), pages 687-712, June.
• Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca, 2021. "Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 863-882, December.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021. "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 883-903, December.
• Prilly Oktoviany & Robert Knobloch & Ralf Korn, 2021. "A machine learning-based price state prediction model for agricultural commodities using external factors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1063-1085, December.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
  • Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print hal-03103717, HAL.
  • Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
• Alain Kabundi & Asithandile Mbelu, 2021. "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
  • Alain Kabundi & Asi Mbelu, 2017. "Estimating a timevarying financial conditions index for South Africa," Working Papers 8008, South African Reserve Bank.
• Yongchen Zhao, 2021. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 61(1), pages 173-199, July.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
• Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 61(2), pages 947-972, August.
• Georges Tsafack & James Cataldo, 2021. "Backtesting and estimation error: value-at-risk overviolation rate," Empirical Economics, Springer, vol. 61(3), pages 1351-1396, September.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021. "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
  • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
• Angela Capolongo & Claudia Pacella, 2021. "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, vol. 61(5), pages 2477-2499, November.
  • Angela Capolongo & Claudia Pacella, 2019. "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers) 1224, Bank of Italy, Economic Research and International Relations Area.
• Nima Nonejad, 2021. "Crude oil price point forecasts of the Norwegian GDP growth rate," Empirical Economics, Springer, vol. 61(5), pages 2913-2930, November.
• Ahmet Akca & Ethem Çanakoğlu, 2021. "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(3), pages 463-504, September.
• David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
• Christian Stummer & Lars Lüpke & Markus Günther, 2021. "Beaming market simulation to the future by combining agent-based modeling with scenario analysis," Journal of Business Economics, Springer, vol. 91(9), pages 1469-1497, November.
• Martin Pažický, 2021. "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 263-291, December.
• Pelin Akyol & Kala Krishna & Jinwen Wang, 2021. "Taking PISA Seriously: How Accurate are Low-Stakes Exams?," Journal of Labor Research, Springer, vol. 42(2), pages 184-243, June.
  • Ş. Pelin Akyol & Kala Krishna & Jinwen Wang, 2018. "Taking PISA Seriously: How Accurate are Low Stakes Exams?," NBER Working Papers 24930, National Bureau of Economic Research, Inc.
• Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
• Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
• Ali Habibnia & Esfandiar Maasoumi, 2021. "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 363-381, December.
  • Ali Habibnia & Esfandiar Maasoumi, 2019. "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers 1904.11145, arXiv.org.
• Roberto S. Mariano & Suleyman Ozmucur, 2021. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 383-400, December.
• Subhash C. Sharma & Anil K. Bera, 2021. "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 419-441, December.
• Guilherme Lindenmeyer & Pedro Pablo Skorin & Hudson da Silva Torrent, 2021. "Using boosting for forecasting electric energy consumption during a recession: a case study for the Brazilian State Rio Grande do Sul," Letters in Spatial and Resource Sciences, Springer, vol. 14(2), pages 111-128, August.
• Ricarda B. Bouncken & Yixin Qiu & Noemi Sinkovics & Wolfgang Kürsten, 2021. "Qualitative research: extending the range with flexible pattern matching," Review of Managerial Science, Springer, vol. 15(2), pages 251-273, February.
• Rosina O. Weber & Kedma B. Duarte, 2021. "Data-driven artificial intelligence to automate researcher assessment," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3265-3281, April.
• Rodrigo Mulero & Alfredo García-Hiernaux, 2021. "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(3), pages 329-349, September.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021. "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(4), pages 687-708, December.
• Javier Ojea-Ferreiro, 2021. "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-375, Springer.
  • Javier Ojea-Ferreiro, 2021. "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Raad Mozib Lalon & PhD & Nusrat Jahan, 2021. "Predicting Economic Performance of Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(2), pages 1-5.
• Yu-Min Lian & Chia-Hsuan Li & Yi-Hsuan Wei, 2021. "Machine Learning and Time Series Models for VNQ Market Predictions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(5), pages 1-2.
• Rebecca F. Gleditsch & Adrian F. Rogne & Astri Syse & Michael Thomas, 2021. "The accuracy of Statistics Norway’s national population projections," Discussion Papers 948, Statistics Norway, Research Department.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
  • Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.
• Iseringhausen, Martin, 2024. "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
  • Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
• Clements, Adam & Vasnev, Andrey, 2021. "Forecast combination puzzle in the HAR model," Working Papers BAWP-2021-01, University of Sydney Business School, Discipline of Business Analytics.
• Magnus, Jan R. & Vasnev, Andrey L., 2023. "On the uncertainty of a combined forecast: The critical role of correlation," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1895-1908.
  • Magnus, Jan & Vasnev, Andrey, 2021. "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers BAWP-2022-01, University of Sydney Business School, Discipline of Business Analytics.
• Hanjo Odendaal, 2021. "A machine learning approach to domain specific dictionary generation. An economic time series framework," Working Papers 06/2021, Stellenbosch University, Department of Economics.
• Constantin Bürgi & Tara M. Sinclair, 2021. "What does forecaster disagreement tell us about the state of the economy?," Applied Economics Letters, Taylor & Francis Journals, vol. 28(1), pages 49-53, January.
  • Constantin Bürgi & Tara M. Sinclair, 2020. "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers 2020-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021. "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1889-1897, December.
  • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers 202010, University of Pretoria, Department of Economics.
• Antonio Rodríguez Andrés & Voxi Heinrich S. Amavilah & Abraham Otero, 2021. "Evaluation of technology clubs by clustering: a cautionary note," Applied Economics, Taylor & Francis Journals, vol. 53(52), pages 5989-6001, November.
  • Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Evaluation of technology clubs by clustering: A cautionary note," MPRA Paper 109138, University Library of Munich, Germany.
• Tommaso Proietti, 2021. "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 433-454, April.
  • Tommaso Proietti, 2019. "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper 455, Tor Vergata University, CEIS, revised 22 Mar 2019.
• Antoine A. Djogbenou, 2021. "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 470-503, April.
  • Antoine A. Djogbenou, 2017. "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper 1391, Economics Department, Queen's University.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
• Selcuk Gul & Abdullah Kazdal, 2021. "Nowcasting and Short-term Forecasting Turkish GDP: Factor-MIDAS Approach," Working Papers 2111, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ioannis Sitzimis, 2021. "An Optimal Forecasting Method of Passenger Traffic in Greek Coastal Shipping," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(3), pages 72-87, December.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers 21-016/III, Tinbergen Institute.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
  • Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
  • Yongchen Zhao, 2021. "Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses," Working Papers 2021-03, Towson University, Department of Economics, revised Dec 2021.
• Arin, K. Peren & Devereux, Kevin & Mazur, Mieszko, 2023. "Taxes and firm investment," Journal of Macroeconomics, Elsevier, vol. 76(C).
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and firm investment," CAMA Working Papers 2021-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021. "Taxes and Firm Investment," Working Papers 202102, School of Economics, University College Dublin.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
• Nadiia Shapovalenko, 2021. "A BVAR Model for Forecasting Ukrainian Inflation and GDP," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 251, pages 14-36.
• Mubarok, Faizul & Al Arif, Mohammad Nur Rianto, 2021. "Pandemic Attack and Islamic Stocks Index: A Cross Country Analysis," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 27-37.
• Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
  • Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
  • Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  • Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
• Jitender, 2021. "Value-at-Risk Estimation of Equity Market Risk in India," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 9(1), pages 1-24, September.
• Kaczmarczyk Paweł, 2021. "Econometric Modelling of Compound Cyclicality of using Telecommunication Services," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(2), pages 27-45, June.
• Chi Yeong Nain & Chi Orson, 2021. "Modeling and Forecasting of Monthly Global Price of Bananas Using Seasonal Arima and Multilayer Perceptron Neural Network," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(3), pages 21-41, September.
• Lauraéus Theresa & Kaivo-oja Jari & Knudsen Mikkel S. & Kuokkanen Kimmo, 2021. "Market Structure analysis with Herfindahl-Hirchman Index and Lauraéus-Kaivo-Oja Indices in the Global Cobotics Markets," Economics and Culture, Sciendo, vol. 18(1), pages 70-81, June.
• Wang Guan-Yuan, 2021. "The Brand Effect: A Case Study in Taiwan Second-Hand Smartphone Market," Journal of Social and Economic Statistics, Sciendo, vol. 10(1-2), pages 30-42, December.
• Ataguba Joseph Obaje, 2021. "Synthesis of Short-Cut DCF Appraisal and Spreadsheet Iteration of Freehold Rental Growth Rates Across Specific Valuation Epochs," Real Estate Management and Valuation, Sciendo, vol. 29(2), pages 52-70, June.
• Ramadani Gani & Petrovska Magdalena & Bucevska Vesna, 2021. "Evaluation of Mixed Frequency Approaches for Tracking Near-Term Economic Developments in North Macedonia," South East European Journal of Economics and Business, Sciendo, vol. 16(2), pages 43-52, December.
• Dawid Siwicki, 2021. "The Application of Machine Learning Algorithms for Spatial Analysis: Predicting of Real Estate Prices in Warsaw," Working Papers 2021-05, Faculty of Economic Sciences, University of Warsaw.
• Mateusz Buczyński & Marcin Chlebus, 2021. "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers 2021-08, Faculty of Economic Sciences, University of Warsaw.
• Michał Woźniak & Marcin Chlebus, 2021. "HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation," Working Papers 2021-10, Faculty of Economic Sciences, University of Warsaw.
• Szymon Lis & Marcin Chlebus, 2021. "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers 2021-11, Faculty of Economic Sciences, University of Warsaw.
• Piotr Borowski & Marcin Chlebus, 2021. "Machine learning in the prediction of flat horse racing results in Poland," Working Papers 2021-13, Faculty of Economic Sciences, University of Warsaw.
• Kamil Korzeń & Robert Ślepaczuk, 2021. "Enhanced Index Replication Based on Smart Beta and Tail-Risk Asset Allocation," Working Papers 2021-18, Faculty of Economic Sciences, University of Warsaw.
• Michał Lewandowski & Marcin Chlebus, 2021. "Predicting football outcomes from Spanish league using machine learning models," Working Papers 2021-22, Faculty of Economic Sciences, University of Warsaw.
• Jan Grudniewicz & Robert Ślepaczuk, 2021. "Application of machine learning in quantitative investment strategies on global stock markets," Working Papers 2021-23, Faculty of Economic Sciences, University of Warsaw.
• Nguyen Vo & Robert Ślepaczuk, 2021. "Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index," Working Papers 2021-25, Faculty of Economic Sciences, University of Warsaw.
• Sergio Castellano Gómez & Robert Ślepaczuk, 2021. "Robust optimisation in algorithmic investment strategies," Working Papers 2021-27, Faculty of Economic Sciences, University of Warsaw.
• Aleksander Schiffers & Marcin Chlebus, 2021. "The effectiveness of Value-at-Risk models in various volatility regimes," Working Papers 2021-28, Faculty of Economic Sciences, University of Warsaw.
• Stefan Jestl & Robert Stehrer, 2021. "EU Employment Dynamics: The Pandemic Years and Beyond," wiiw Research Reports 457, The Vienna Institute for International Economic Studies, wiiw.
• Kufenko, Vadim & Prettner, Klaus, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series 316, WU Vienna University of Economics and Business.
  • Vadim Kufenko & Klaus Prettner, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers wuwp316, Vienna University of Economics and Business, Department of Economics.
• Vadim Kufenko & Klaus Prettner, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers wuwp316, Vienna University of Economics and Business, Department of Economics.
  • Kufenko, Vadim & Prettner, Klaus, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series 316, WU Vienna University of Economics and Business.
• Reinhard Ellwanger, Stephen Snudden, 2021. "Predictability of Aggregated Time Series," LCERPA Working Papers bm0127, Laurier Centre for Economic Research and Policy Analysis.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021. "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
  • Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
• Jörg Breitung & Malte Knüppel, 2021. "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 369-392, June.
  • Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021. "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 495-516, August.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers 20-27, Federal Reserve Bank of Cleveland.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Till Weigt & Bernd Wilfling, 2021. "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 686-699, July.
  • Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
• Ricardo Crisóstomo, 2021. "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
  • Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
  • Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Benjamin K. Johannsen & Elmar Mertens, 2021. "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1005-1046, August.
  • Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
  • Benjamin K Johannsen & Elmar Mertens, 2018. "A time series model of interest rates with the effective lower bound," BIS Working Papers 715, Bank for International Settlements.
• John B. Donaldson & Rajnish Mehra, 2021. "Average crossing time: An alternative characterization of mean aversion and reversion," Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
  • John B. Donaldson & Rajnish Mehra, 2019. "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers 25519, National Bureau of Economic Research, Inc.
• Garg, Karan, 2021. "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers 11, Warwick Monash Economics Student Papers.
• Aldott, Zoltan, 2021. "Predicting Specialty Coffee Auction Prices Using Machine Learning," Warwick-Monash Economics Student Papers 15, Warwick Monash Economics Student Papers.
• Gan-Ochir Doojav & Davaasukh Damdinjav, 2021. "Policy-Driven Boom and Bust in the Housing Market: Evidence from Mongolia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 279-317, September.
  • Doojav, Gan-Ochir & Damdinjav, Davaasukh, 2019. "The policy-driven boom and bust in the housing market: Evidence from Mongolia," MPRA Paper 102933, University Library of Munich, Germany, revised 2019.
• Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021. "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 237-277, September.
• Gan-Ochir Doojav & Davaasukh Damdinjav, 2021. "Policy-Driven Boom and Bust in the Housing Market: Evidence from Mongolia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 279-317, September.
  • Gan-Ochir Doojav & Davaasukh Damdinjav, 2021. "Policy-Driven Boom and Bust in the Housing Market: Evidence from Mongolia," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 279-317.
  • Doojav, Gan-Ochir & Damdinjav, Davaasukh, 2019. "The policy-driven boom and bust in the housing market: Evidence from Mongolia," MPRA Paper 102933, University Library of Munich, Germany, revised 2019.
• Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021. "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 237-277, September.
  • Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021. "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 237-277.
• Laura Coroneo & Fabrizio Iacone, 2021. "Testing for equal predictive accuracy with strong dependence," Discussion Papers 21/03, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone, 2024. "Testing for equal predictive accuracy with strong dependence," Papers 2409.12662, arXiv.org.
• Laura Coroneo, & Fabrizio Iacone, & Giancarlo Manzi, & Silvia Salini, 2021. "Predicting the COVID-19 epidemic: is a regional approach preferable?," Discussion Papers 21/06, Department of Economics, University of York.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021. "The bias and efficiency of the ECB inflation projections: A state dependent analysis," Bank of Finland Research Discussion Papers 7/2021, Bank of Finland.
• Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
  • Martins, Manuel Mota Freitas & Verona, Fabio, 2021. "Inflation dynamics and forecast: Frequency matters," Bank of Finland Research Discussion Papers 8/2021, Bank of Finland.
• , & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," CEPR Discussion Papers 16357, C.E.P.R. Discussion Papers.
  • Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
• Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
  • Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
  • Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
• Memmel, Christoph & Roling, Christoph, 2021. "Risks in domestic banks' corporate lending business," Technical Papers 08/2021, Deutsche Bundesbank.
• Memmel, Christoph & Roling, Christoph, 2021. "Risiken im Unternehmenskreditgeschäft inländischer Banken [Risks in domestic banks' corporate lending business]," Technical Papers 08/2021, Deutsche Bundesbank.
• Falter, Alexander & Kleemann, Michael & Strobel, Lena & Wilke, Hannes, 2021. "Stress testing market risk of German financial intermediaries," Technical Papers 11/2021, Deutsche Bundesbank.
• Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022. "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, vol. 46(PA).
  • Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
• Hauber, Philipp, 2021. "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints 251469, ZBW - Leibniz Information Centre for Economics.
• Bubalo, Branko, 2021. "Airport Capacity and Performance in Europe - A study of transport economics, service quality and sustainability," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 229442.
• Hügle, Dominik, 2021. "The decision to enrol in higher education," Discussion Papers 2021/8, Free University Berlin, School of Business & Economics.
• Cerqua, Augusto & Letta, Marco, 2022. "Local inequalities of the COVID-19 crisis," Regional Science and Urban Economics, Elsevier, vol. 92(C).
  • Cerqua, Augusto & Letta, Marco, 2021. "Local inequalities of the COVID-19 crisis," GLO Discussion Paper Series 875, Global Labor Organization (GLO).
• Stamer, Vincent, 2021. "Thinking outside the container: A machine learning approach to forecasting trade flows," Kiel Working Papers 2179, Kiel Institute for the World Economy (IfW Kiel).
• Milivojevic, Lazar & Tatar, Balint, 2021. "Fixed exchange rate - a friend or foe of labor cost adjustments?," IMFS Working Paper Series 152, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2023. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Management Science, INFORMS, vol. 69(12), pages 7468-7491, December.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022. "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2257-2274, December.
  • Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021. "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers 2107.08808, arXiv.org.
  • Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021. "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers 2021-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Glas, Alexander & Heinisch, Katja, 2021. "Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors," IWH Discussion Papers 7/2021, Halle Institute for Economic Research (IWH).
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Zeddies, Götz, 2021. "Investitionen, Auslastungsgrad und Öffentliche Finanzen in der mittleren Frist: Implikationen des Zweiten Nachtragshaushalts 2021," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 9(4), pages 141-148.
• Blagov, Boris & Müller, Henrik & Jentsch, Carsten & Schmidt, Torsten, 2021. "The investment narrative: Improving private investment forecasts with media data," Ruhr Economic Papers 921, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kremer, Manfred & Chavleishvili, Sulkhan, 2021. "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242346, Verein für Socialpolitik / German Economic Association.
• David E. Allen & Michael McAleer, 2021. "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(2), pages 1-27, June.
• Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
• Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
• Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
  • Ulrich Hounyo & Kajal Lahiri, 2021. "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers 2021-14, Department of Economics and Business Economics, Aarhus University.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2021-03, Department of Economics, Auburn University.
  • Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2022. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2022-03, Department of Economics, Auburn University.
• Ivan Korolev, 2021. "How Could Russia Have Developed without the Revolution of 1917?," Annals of Economics and Statistics, GENES, issue 144, pages 75-112.
• George-Marios Angeletos & Zhen Huo, 2021. "Myopia and Anchoring," American Economic Review, American Economic Association, vol. 111(4), pages 1166-1200, April.
  • George-Marios Angeletos & Zhen Huo, 2018. "Myopia and Anchoring," NBER Working Papers 24545, National Bureau of Economic Research, Inc.
• Alexandre N. Kohlhas & Ansgar Walther, 2021. "Asymmetric Attention," American Economic Review, American Economic Association, vol. 111(9), pages 2879-2925, September.
• Barbara Rossi, 2021. "Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them," Journal of Economic Literature, American Economic Association, vol. 59(4), pages 1135-1190, December.
  • Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
  • Barbara Rossi, 2020. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers 1162, Barcelona School of Economics.
  • Rossi, Barbara, 2020. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," CEPR Discussion Papers 14472, C.E.P.R. Discussion Papers.
• María Paula Bonel & Daniel J. Aromí, 2021. "Assessing GDP forecasts from autoregressive models: the impact of model complexity and training dataset," Asociación Argentina de Economía Política: Working Papers 4440, Asociación Argentina de Economía Política.
• Pacheco & Riquelme, 2021. "¿Cómo se siente el presidente?," Asociación Argentina de Economía Política: Working Papers 4500, Asociación Argentina de Economía Política.
• Vesna Karadzic & Bojan Pejovic, 2021. "Inflation Forecasting in the Western Balkans and EU: A Comparison of Holt-Winters, ARIMA and NNAR Models," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(57), pages 517-517.
• Nigel E.N. Chitambo & Darren Lee & Sure Mataramvura, 2021. "A Hybrid Neural Network GARCH Approach to Forecasting Zimbabwean Inflation Volatility," The African Finance Journal, Africagrowth Institute, vol. 23(1), pages 56-73.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021. "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, vol. 14(11), pages 1-17, June.
  • Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS) WORMS/21/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
  • Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021. "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS) WORMS/21/12, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• David E. Allen & Michael McAleer, 2021. "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(2), pages 1-27, June.
  • David E. Allen & Michael McAleer, 2021. "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," International Association of Decision Sciences, Asia University, Taiwan, vol. 25(2), pages 1-27, June.
• Efe Arda & Güray Küçükkocaoğlu, 2021. "Yapay Zeka Yöntemleri İle Hisse Senedi Fiyat Öngörüleri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(2), pages 565-586.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
  • Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print hal-03103717, HAL.
  • Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
• Nurdaulet Abilov & Aizhan Bolatbayeva, 2021. "Nowcasting GDP growth in Russia with an incomplete dataset: A factor model approach," NAC Analytica Working Paper 18, NAC Analytica, Nazarbayev University, revised Feb 2022.
• Magdalena Cornejo, 2021. "Forecasting crop yields through climate variables using mixed frequency data. The case of Argentine soybeans," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 67, pages 93-106, January-D.
  • Magdalena Cornejo, 2021. "Forecasting crop yields through climate variables using mixed frequency data. The case of Argentine soybeans," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 67, pages 93-106, January-D.
• Asta Ndongo & Ibrahima Thione Diop, 2021. "Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(2), pages 61-87, December.
• Игсатов О.Р. // Igsatov О.R., 2021. "Анализ эффективности процентного канала в Казахстане // Analyzing effectiveness of the interest rate channel in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-14.
• Константин Орлов // Konstantin Orlov, 2021. "Построение большой байесовской авторегрессионной модели для Казахстана // Building a Large Bayesian Vector Autoregression Model for Kazakhstan," Working Papers #2021-1, National Bank of Kazakhstan.
• Diebold, Francis X. & Göbel, Maximilian, 2022. "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, vol. 215(C).
  • Francis X. Diebold & Maximilian Gobel, 2021. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers 2101.10359, arXiv.org, revised Jan 2022.
  • Francis X. Diebold & Maximilian Gobel, 2022. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive 22-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
  • Rui Fan & Ji Hyung Lee & Youngki Shin, 2021. "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers 2101.11568, arXiv.org, revised Dec 2022.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
• Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  • Michael Pfarrhofer, 2021. "Modeling tail risks of inflation using unobserved component quantile regressions," Papers 2103.03632, arXiv.org, revised Oct 2021.
• Fiaschi, Davide & Tealdi, Cristina, 2021. "A General Methodology to Measure Labour Market Dynamics," IZA Discussion Papers 14254, Institute of Labor Economics (IZA).
  • Davide Fiaschi & Cristina Tealdi, 2021. "A general methodology to measure labour market dynamics," Papers 2104.01097, arXiv.org.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers 8/21, Monash University, Department of Econometrics and Business Statistics.
  • David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021. "Loss-Based Variational Bayes Prediction," Papers 2104.14054, arXiv.org, revised May 2022.
• Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021. "A century of Economic Policy Uncertainty through the French–Canadian lens," Economics Letters, Elsevier, vol. 205(C).
  • David Ardia & Keven Bluteau & Alaa Kassem, 2021. "A Century of Economic Policy Uncertainty Through the French-Canadian Lens," Papers 2106.05240, arXiv.org, revised Oct 2021.
• Davide Fiaschi & Cristina Tealdi, 2022. "Young people between education and the labour market during the COVID-19 pandemic in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 43(7), pages 1719-1757, July.
  • Fiaschi, Davide & Tealdi, Cristina, 2021. "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers 14479, Institute of Labor Economics (IZA).
  • Davide Fiaschi & Cristina Tealdi, 2021. "Young people between education and the labour market during the COVID-19 pandemic in Italy," Papers 2106.08296, arXiv.org.
• Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Working Papers 03/2021, IMT School for Advanced Studies Lucca, revised Jul 2021.
  • Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, revised Sep 2022.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023. "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, vol. 236(2).
  • Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes," Papers 2107.03674, arXiv.org, revised Feb 2023.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022. "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2257-2274, December.
  • Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021. "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers 2107.08808, arXiv.org.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
  • Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
  • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
  • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023. "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers 18549, C.E.P.R. Discussion Papers.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
• Mitze, Timo & Makkonen, Teemu, 2023. "Can large-scale RDI funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
  • Timo Mitze & Teemu Makkonen, 2021. "Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19," Papers 2112.11562, arXiv.org.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
• Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021. "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers 21169, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Vira Sepeta, 2021. "Evaluation Of The Level Of The Competitiveness And Labor Potential Of Industrial Enterprises By Means Of The Integral Indicator," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 2(1).
• Vira Sepeta, 2021. "Evaluation Of The Level Of The Competitiveness And Labor Potential Of Industrial Enterprises By Means Of The Integral Indicator," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(1).
• Martina Makarieva, 2021. "Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 61-83,84-10.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
• Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2021. "Shaping the future: Policy shocks and the GDP growth distribution," Staff Working Papers 21-24, Bank of Canada.
• Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021. "Networking the yield curve: implications for monetary policy," Working Paper Series 2532, European Central Bank.
  • Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
• Ugochi Emenogu & Cars Hommes & Mikael Khan, 2021. "Detecting exuberance in house prices across Canadian cities," Staff Analytical Notes 2021-9, Bank of Canada.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023. "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, vol. 77(C).
  • Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
  • Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
  • Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2021. "Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models," BCRA Working Paper Series 202190, Central Bank of Argentina, Economic Research Department.
• Pablo Aguilar, 2021. "La recuperación del consumo en 2021: un análisis a partir de las expectativas de los consumidores," Boletín Económico, Banco de España, issue 3/2021.
• Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
• Corinna Ghirelli & María Gil & Samuel Hurtado & Alberto Urtasun, 2021. "Relación entre las medidas de contención de la pandemia, la movilidad y la actividad económica," Occasional Papers 2109, Banco de España.
• Corinna Ghirelli & María Gil & Samuel Hurtado & Alberto Urtasun, 2021. "The relationship between pandemic containment measures, mobility and economic activity," Occasional Papers 2109, Banco de España.
• Andres–Escayola, Erik & Berganza, Juan Carlos & Campos, Rodolfo G. & Molina, Luis, 2023. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
  • Erik Andres-Escayola & Juan Carlos Berganza & Rodolfo Campos & Luis Molina, 2021. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Occasional Papers 2114, Banco de España.
• Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
  • Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
  • Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
• Valentina Aprigliano & Guerino Ardizzi & Alessia Cassetta & Alessandro Cavallero & Simone Emiliozzi & Alessandro Gambini & Nazzareno Renzi & Roberta Zizza, 2021. "Exploiting payments to track Italian economic activity: the experience at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 609, Bank of Italy, Economic Research and International Relations Area.
• Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022. "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, vol. 228(2), pages 259-277.
  • Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021. "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers) 1318, Bank of Italy, Economic Research and International Relations Area.
• Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
• Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
• Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
• Bátiz-Zuk Enrique & Mohamed Abdulkadir & Sánchez-Cajal Fátima, 2021. "Exploring the sources of loan default clustering using survival analysis with frailty," Working Papers 2021-14, Banco de México.
• Rangel González Erick & Llamosas-Rosas Irving, 2021. "Observing the Evolution of the Informal Sector from Space: A Municipal Approach 2013-2020," Working Papers 2021-18, Banco de México.
• Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
  • Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Borradores de Economia 1156, Banco de la Republica de Colombia.
• Franky Juliano Galeano-Ramírez & Nicolás Martínez-Cortés & Carlos D. Rojas-Martínez, 2021. "Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches," Borradores de Economia 1168, Banco de la Republica de Colombia.
• Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021. "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia 1178, Banco de la Republica de Colombia.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
• Ana María Iregui-Bohórquez & César Anzola-Bravo & Luisa Fernanda Ballén-Rubio & Valeria Bejarano-Salcedo & Eliana González-Molano & Anderson Grajales-Olarte & Alexander Guarín-López & María Alejandra , 2021. "¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 100, pages 1-95, September.
  • Ana María Iregui-Bohórquez & César Anzola-Bravo & Luisa Fernanda Ballén-Rubio & Valeria Bejarano-Salcedo & Eliana González-Molano & Anderson Grajales-Olarte & Alexander Guarín-López & María Alejandra , 2021. "¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 100, pages 1-95, September.
• Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023. "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, vol. 237(2).
  • Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021. "Evaluating forecast performance with state dependence," Economics Working Papers 1800, Department of Economics and Business, Universitat Pompeu Fabra.
  • Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021. "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 21(2), pages 184-204.
  • Andrejs Bessonovs & Olegs Krasnopjorovs, 2020. "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers 2020/01, Latvijas Banka.
• Ksenia Mayorova & Nikita Fokin, 2021. "Nowcasting Growth Rates of Russia's Export and Import by Commodity Group," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 34-48, September.
• Roman Tikhonov & Aleksey Masyutin & Vadim Anpilogov, 2021. "The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models," Russian Journal of Money and Finance, Bank of Russia, vol. 80(2), pages 76-95, June.
• Elizaveta Golovanova & Andrey Zubarev, 2021. "Forecasting Aggregate Retail Sales with Google Trends," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 50-73, December.
• Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
• Tommaso Proietti & Alessandro Giovannelli, 2021. "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 683-706, April.
  • Tommaso Proietti & Alessandro Giovannelli, 2020. "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper 482, Tor Vergata University, CEIS, revised 12 May 2020.
• Valentina Aprigliano & Danilo Liberati, 2021. "Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time," Manchester School, University of Manchester, vol. 89(S1), pages 76-96, September.
  • Valentina Aprigliano & Danilo Liberati, 2019. "Using credit variables to date business cycle and to estimate the probabilities of recession in real time," Temi di discussione (Economic working papers) 1229, Bank of Italy, Economic Research and International Relations Area.
• Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021. "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 713-741, June.
  • Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics 31555, Universidad Carlos III de Madrid. Departamento de Economía.
• Fabio Busetti & Michele Caivano & Davide Delle Monache, 2021. "Domestic and Global Determinants of Inflation: Evidence from Expectile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 982-1001, August.
  • Fabio Busetti & Michele Caivano & Davide Delle Monache, 2019. "Domestic and global determinants of inflation: evidence from expectile regression," Temi di discussione (Economic working papers) 1225, Bank of Italy, Economic Research and International Relations Area.
• J. James Reade & Carl Singleton & Alasdair Brown, 2021. "Evaluating strange forecasts: The curious case of football match scorelines," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(2), pages 261-285, May.
  • J. James Reade & Carl Singleton & Alasdair Brown, 2019. "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers em-dp2019-18, Department of Economics, University of Reading, revised 01 Aug 2020.
• Joab Dan Valdivia Coria & Juan Carlos Carlo Santos, 2021. "Efectos de la inversión pública y privada en el crecimiento económico de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 34(1), pages 55-86, January -.
• Rolando Einar Paz Rodriguez, 2021. "Análisis de las expectativas cambiarias en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 35(1), pages 105-128, July - De.
• Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021. "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper 2021/1, Norges Bank.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  • Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  • Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
• Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024. "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
  • Joseph, Andreas & Kalamara, Eleni & Kapetanios, George & Potjagailo, Galina & Chakraborty, Chiranjit, 2021. "Forecasting UK inflation bottom up," Bank of England working papers 915, Bank of England, revised 27 Sep 2022.
• Anesti, Nikoleta & Kalamara, Eleni & Kapetanios, George, 2021. "Forecasting UK GDP growth with large survey panels," Bank of England working papers 923, Bank of England.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021. "The bias and efficiency of the ECB inflation projections: a State dependent analysis," Research Discussion Papers 7/2021, Bank of Finland.
• Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
  • Martins, Manuel M. F. & Verona, Fabio, 2021. "Inflation dynamics and forecast : frequency matters," Research Discussion Papers 8/2021, Bank of Finland.
• A. Akhileshwari & B. Kishore Babu & Rachana Saxena, 2021. "Forecasting of Net Asset Value of selected Environmental, Social and Governance (ESG) Mutual Funds in India using ARIMA Model," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, vol. 24(3), pages 95-106.
• Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," Post-Print emse-04624940, HAL.
• Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima, 2021. "Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the," Bank of Japan Working Paper Series 21-E-4, Bank of Japan.
• Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021. "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series 21-E-9, Bank of Japan.
• Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara, 2021. "Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis," Bank of Japan Working Paper Series 21-E-12, Bank of Japan.
• Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
• Reif Magnus, 2021. "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
  • Magnus Reif, 2018. "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series 265, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.
• Maurin Baillif & Matthieu de Lapparent & Evanthia Kazagli, 2021. "A Hybrid Approach to Real Estate Price Definition: A Case Study in Western Switzerland," Revue économique, Presses de Sciences-Po, vol. 72(6), pages 1055-1077.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
• Ding, Y., 2021. "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics 2112, Faculty of Economics, University of Cambridge.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2023. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Management Science, INFORMS, vol. 69(12), pages 7468-7491, December.
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
  • Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ding, Y., 2021. "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics 2179, Faculty of Economics, University of Cambridge.
• Ding, Y., 2021. "Conditional Heteroskedasticity in the Volatility of Asset Returns," Janeway Institute Working Papers 2111, Faculty of Economics, University of Cambridge.
• Ba Chu & Shafiullah Qureshi, 2023. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1567-1609, December.
  • Ba Chu & Shafiullah Qureshi, 2021. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers 21-12, Carleton University, Department of Economics.
• Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe, 2021. "Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 203-226.
• Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021. "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 179-200.
• Nenad Milojević & Srdjan Redzepagic, 2021. "Prospects of Artificial Intelligence and Machine Learning Application in Banking Risk Management," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 41-57.
• Congressional Budget Office, 2021. "CBO’s Economic Forecasting Record: 2021 Update," Reports 57579, Congressional Budget Office.
• Filip Stanek, 2021. "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers wp712, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  • Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
• Simon Blöthner & Mario Larch, 2022. "Economic determinants of regional trade agreements revisited using machine learning," Empirical Economics, Springer, vol. 63(4), pages 1771-1807, October.
  • Simon Blöthner & Mario Larch, 2021. "Economic Determinants of Regional Trade Agreements Revisited Using Machine Learning," CESifo Working Paper Series 9233, CESifo.
• Lahiri, Kajal & Yang, Cheng, 2022. "Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York," International Journal of Forecasting, Elsevier, vol. 38(2), pages 545-566.
  • Kajal Lahiri & Cheng Yang, 2021. "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series 9365, CESifo.
• Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2023. "Intergenerational actuarial fairness when longevity increases: Amending the retirement age," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 161-184.
  • Jorge Miguel Bravo & Mercedes Ayuso & Robert Holzmann & Edward Palmer, 2021. "Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age," CESifo Working Paper Series 9408, CESifo.
• Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2023. "Inefficiency in social security trust funds forecasts," Applied Economics Letters, Taylor & Francis Journals, vol. 30(10), pages 1353-1357, June.
  • Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2021. "Inefficiency in Social Security Trust Funds Forecasts," CESifo Working Paper Series 9415, CESifo.
• Shintani, Mototsugu & Ueda, Kozo, 2023. "Identifying the source of information rigidities in the expectations formation process," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the source of information rigidities in the expectations formation process," CAMA Working Papers 2021-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mototsugu Shintani & Kozo Ueda, 2021. "Identifying the Source of Information Rigidities in the Expectations Formation Process," CARF F-Series CARF-F-516, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
• Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov, 2021. "Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency," Swiss Finance Institute Research Paper Series 21-21, Swiss Finance Institute.
• David Solo & Didier Sornette & Florian Ulmann, 2021. "Dynamical Internal Cost of Capital Driven by Cash Flow Growth," Swiss Finance Institute Research Paper Series 21-24, Swiss Finance Institute.
• Alexander Wehrli & Didier Sornette, 2021. "Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process," Swiss Finance Institute Research Paper Series 21-35, Swiss Finance Institute.
• Eric Jondeau & Alexandre Pauli, 2021. "Disasters, Large Drawdowns, and Long-term Asset Management," Swiss Finance Institute Research Paper Series 21-37, Swiss Finance Institute.
• Pawel Polak & Urban Ulrych, 2021. "Dynamic Currency Hedging with Ambiguity," Swiss Finance Institute Research Paper Series 21-60, Swiss Finance Institute.
• Dongshuai Zhao, CFA & Didier Sornette, 2021. "Bubbles for Fama from Sornette," Swiss Finance Institute Research Paper Series 21-94, Swiss Finance Institute.
• Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
• Christian Urom & Gideon Ndubuisi & Jude Ozor, 2021. "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, CEPII research center, issue 165, pages 51-66.
• Hugo Couture & Dalibor Stevanovic, 2021. "Analyse du marché du travail à l’aide des données de Google Trends," CIRANO Project Reports 2021rp-15, CIRANO.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
• Miroslav Plasil, 2021. "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes 2021/01, Czech National Bank, Research and Statistics Department.
• Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
  • Michal Franta & Jan Libich, 2021. "Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks," Working Papers 2021/3, Czech National Bank, Research and Statistics Department.
• Ricardo Crisóstomo, 2021. "Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Javier Ojea-Ferreiro, 2021. "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Ricardo Crisóstomo, 2021. "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
  • Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
  • Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Javier Ojea-Ferreiro, 2021. "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-375, Springer.
  • Javier Ojea-Ferreiro, 2021. "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Castro-Iragorri, C & Ramírez, J, 2021. "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo 19431, Universidad del Rosario.
• Pavel Vidal Alejandro & Gilberto Ramírez & Lya Paola Sierra, 2021. "Un análisis regional de los choques monetarios y externos: el caso del Valle del Cauca en Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(82), pages 57-81, February.
• Ana María Iregui-Bohórquez & César Anzola-Bravo & Luisa Fernanda Ballén-Rubio & Valeria Bejarano-Salcedo & Eliana González-Molano & Anderson Grajales-Olarte & Alexander Guarín-López & María Alejandra , 2021. "¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 100, pages 1-95, September.
  • Ana María Iregui-Bohórquez & César Anzola-Bravo & Luisa Fernanda Ballén-Rubio & Valeria Bejarano-Salcedo & Eliana González-Molano & Anderson Grajales-Olarte & Alexander Guarín-López & María Alejandra , 2021. "¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 100, pages 1-95, September.
• Katherine Coronel-Pangol & Gustavo Flores-Sánchez & Jorge Campoverde-Campoverde & Armando Romero-Galarza, 2021. "Aproximación predictiva al riesgo crediticio comercial en empresas alimenticias ecuatorianas," Estudios Gerenciales, Universidad Icesi, vol. 37(160), pages 413-424, August.
• Correa, Alexander, 2021. "Prediciendo la llegada de turistas a Colombia a partir de los criterios de Google Trends," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 95, pages 105-134, July.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  • Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
  • Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
• Engel, Charles & Wu, Steve Pak Yeung, 2023. "Forecasting the U.S. Dollar in the 21st Century," Journal of International Economics, Elsevier, vol. 141(C).
  • Charles Engel & Steve Pak Yeung Wu, 2021. "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers 28447, National Bureau of Economic Research, Inc.
  • Engel, Charles & Wu, Steve Pak Yeung, 2021. "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers 15915, C.E.P.R. Discussion Papers.
• Timmermann, Allan & Zhu, Yinchu, 2021. "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers 15917, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
  • Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
• Roshen Fernando & Weifeng Liu & Warwick J McKibbin, 2021. "Global economic impacts of climate shocks, climate policy and changes in climate risk assessment," CAMA Working Papers 2021-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mckibbin, Warwick & Fernando, Roshen & Liu, Weifeng, 2021. "Global Economic Impacts of Climate Shocks, Climate Policy and Changes in Climate Risk Assessment," CEPR Discussion Papers 16154, C.E.P.R. Discussion Papers.
• Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
  • , & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," CEPR Discussion Papers 16357, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
  • Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
• Ms. Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," IMF Working Papers 2021/195, International Monetary Fund.
  • Mckibbin, Warwick & Jaumotte, Florence & Liu, Weifeng, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," CEPR Discussion Papers 16553, C.E.P.R. Discussion Papers.
  • Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating climate change: Growth-friendly policies to achieve net zero emissions by 2050," CAMA Working Papers 2021-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.
  • Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers 16613, C.E.P.R. Discussion Papers.
  • Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
• Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  • Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021. "On the Possibility of Krusell-Smith Equilibria," CEPR Discussion Papers 16667, C.E.P.R. Discussion Papers.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
  • Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
• Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
  • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Sarlin, Peter & von Schweinitz, Gregor, 2021. "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 100-123, January.
  • Sarlin, Peter & von Schweinitz, Gregor, 2015. "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers 6/2015, Halle Institute for Economic Research (IWH).
  • Sarlin, Peter & von Schweinitz, Gregor, 2017. "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series 2025, European Central Bank.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers 29508, National Bureau of Economic Research, Inc.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312, Cowles Foundation for Research in Economics, Yale University.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers 21-09, NET Institute.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2022.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers 29508, National Bureau of Economic Research, Inc.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2022.
  • Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers 21-09, NET Institute.
  • Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312, Cowles Foundation for Research in Economics, Yale University.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2022.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R3, Cowles Foundation for Research in Economics, Yale University, revised Jan 2023.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Cowles Foundation Discussion Papers 2312R4, Cowles Foundation for Research in Economics, Yale University, revised Jun 2023.
• Jeronymo Marcondes Pinto & Emerson Fernandes Marçal, 2021. "Industrial Output Growth Forecast: A Machine Learning Approach Based on Cross-Validation," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 67(4), pages 337-351.
• Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," IMF Working Papers 2021/243, International Monetary Fund.
  • Lukas Boer & Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," Discussion Papers of DIW Berlin 1976, DIW Berlin, German Institute for Economic Research.
  • Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021. "Energy Transition Metals," MPRA Paper 110364, University Library of Munich, Germany.
• Bastien Lextrait, 2021. "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers 2021-25, University of Paris Nanterre, EconomiX.
• Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2021. "Using machine learning and big data to analyse the business cycle," Economic Bulletin Articles, European Central Bank, vol. 5.
• Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
  • Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
  • Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
  • Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
• Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023. "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
  • Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
• Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
  • Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021. "Networking the yield curve: implications for monetary policy," Working Paper Series 2532, European Central Bank.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021. "Economic predictions with big data: the illusion of sparsity," Working Paper Series 2542, European Central Bank.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics 20180521, Federal Reserve Bank of New York.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
• Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021. "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series 2543, European Central Bank.
• Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
• Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021. "A mixed frequency BVAR for the euro area labour market," Working Paper Series 2601, European Central Bank.
• Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023. "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, vol. 77(C).
  • Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
  • Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
  • Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
• Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
  • Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
  • Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
• Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2021. "Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 11(1), pages 49-60.
• Ernie Hendrawaty & Rialdi Azhar & Fajrin Satria Dwi Kesumah & Sari Indah Oktanti Sembiring & Mega Metalia, 2021. "Modelling and Forecasting Crude Oil Prices during COVID-19 Pandemic," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 149-154.
• Santiago Gall n & Jorge Barrientos, 2021. "Forecasting the Colombian Electricity Spot Price under a Functional Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 67-74.
• Chaido Dritsaki & Dimitrios Niklis & Pavlos Stamatiou, 2021. "Oil Consumption Forecasting using ARIMA Models: An Empirical Study for Greece," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 214-224.
• Mohamed Defaf & Mohamed Tkiouat, 2021. "A Review on Prospective Energy Models: The Moroccan Case," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 14-23.
• Saring Suhendro & Mega Matalia & Sari Indah Oktanti Sembiring, 2021. "Public Sector Policy of Estimating Model for Renewable Energy," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 609-613.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Mathew Thomas Gil & Deebom Zorle Dum, 2021. "Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 489-502.
• Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).
• Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021. "News and narratives in financial systems: Exploiting big data for systemic risk assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  • Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
• Gelfer, Sacha, 2021. "Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
• Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 208-224.
• Gangopadhyay, Kausik & Mondal, Debasis, 2021. "Productivity, relative sectoral prices, and total factor productivity: Theory and evidence," Economic Modelling, Elsevier, vol. 100(C).
• Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
  • Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
• Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
• Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021. "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, vol. 102(C).
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021. "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, vol. 103(C).
• Lucey, Brian & Ren, Boru, 2021. "Does news tone help forecast oil?," Economic Modelling, Elsevier, vol. 104(C).
• Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly, 2021. "Returns, volatility and the cryptocurrency bubble of 2017–18," Economic Modelling, Elsevier, vol. 104(C).
• Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021. "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, vol. 105(C).
• Lourenço, Nuno & Gouveia, Carlos Melo & Rua, António, 2021. "Forecasting tourism with targeted predictors in a data-rich environment," Economic Modelling, Elsevier, vol. 96(C), pages 445-454.
• Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
• Mora-Valencia, Andrés & Rodríguez-Raga, Santiago & Vanegas, Esteban, 2021. "Skew index: Descriptive analysis, predictive power, and short-term forecast," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng, 2021. "Systemic financial risk early warning of financial market in China using Attention-LSTM model," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng, 2021. "Forecasting stock index price using the CEEMDAN-LSTM model," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco, 2021. "Regime switches and commonalities of the cryptocurrencies asset class," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Pérez-Rodríguez, Jorge V. & Andrada-Félix, Julián & Rachinger, Heiko, 2021. "Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017. "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers 201720, University of Pretoria, Department of Economics.
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
• Shu, Min & Song, Ruiqiang & Zhu, Wei, 2021. "The ‘COVID’ crash of the 2020 U.S. Stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Kim, Jong-Min & Kim, Dong H. & Jung, Hojin, 2021. "Applications of machine learning for corporate bond yield spread forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Lyu, Yifei & Nie, Jun & Yang, Shu-Kuei X., 2021. "Forecasting US economic growth in downturns using cross-country data," Economics Letters, Elsevier, vol. 198(C).
  • , 2020. "Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data," Research Working Paper RWP 20-09, Federal Reserve Bank of Kansas City.
• Aguilar, Pablo & Ghirelli, Corinna & Pacce, Matías & Urtasun, Alberto, 2021. "Can news help measure economic sentiment? An application in COVID-19 times," Economics Letters, Elsevier, vol. 199(C).
  • Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020. "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers 2027, Banco de España.
• Qiu, Yue, 2021. "Complete subset least squares support vector regression," Economics Letters, Elsevier, vol. 200(C).
• Li, Yiyun & Law, Keith K.F., 2021. "Systematic risk in pairs trading and dynamic parameterization," Economics Letters, Elsevier, vol. 202(C).
• Fang, Ming & Taylor, Stephen, 2021. "A machine learning based asset pricing factor model comparison on anomaly portfolios," Economics Letters, Elsevier, vol. 204(C).
• Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021. "A century of Economic Policy Uncertainty through the French–Canadian lens," Economics Letters, Elsevier, vol. 205(C).
  • David Ardia & Keven Bluteau & Alaa Kassem, 2021. "A Century of Economic Policy Uncertainty Through the French-Canadian Lens," Papers 2106.05240, arXiv.org, revised Oct 2021.
• Du, Zaichao & Pei, Pei, 2021. "A simple and robust counterfactual impact evaluation," Economics Letters, Elsevier, vol. 207(C).
• Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021. "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, vol. 209(C).
  • Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
• Hayashi, Fumio & Tachi, Yuta, 2021. "The nowcast revision analysis extended," Economics Letters, Elsevier, vol. 209(C).
• Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
• Korolev, Ivan, 2021. "Identification and estimation of the SEIRD epidemic model for COVID-19," Journal of Econometrics, Elsevier, vol. 220(1), pages 63-85.
• Perera, Indeewara & Silvapulle, Mervyn J., 2021. "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, vol. 221(1), pages 1-24.
• Pathak, Parag A. & Shi, Peng, 2021. "How well do structural demand models work? Counterfactual predictions in school choice," Journal of Econometrics, Elsevier, vol. 222(1), pages 161-195.
  • Parag A. Pathak & Peng Shi, 2017. "How Well Do Structural Demand Models Work? Counterfactual Predictions in School Choice," NBER Working Papers 24017, National Bureau of Economic Research, Inc.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
• Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021. "Time-varying model averaging," Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
  • Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
• Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu, 2021. "Model averaging prediction for time series models with a diverging number of parameters," Journal of Econometrics, Elsevier, vol. 223(1), pages 190-221.
• Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.
• Ahsan, Md. Nazmul & Dufour, Jean-Marie, 2021. "Simple estimators and inference for higher-order stochastic volatility models," Journal of Econometrics, Elsevier, vol. 224(1), pages 181-197.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021. "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
  • Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers 28568, National Bureau of Economic Research, Inc.
• Hecq, Alain & Voisin, Elisa, 2021. "Forecasting bubbles with mixed causal-noncausal autoregressive models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 29-45.
  • Voisin, Elisa & Hecq, Alain, 2019. "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper 92734, University Library of Munich, Germany.
• Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
• Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers 19-457, KOF Swiss Economic Institute, ETH Zurich.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
• Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing, 2021. "Modeling the cross-section of stock returns using sensible models in a model pool," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 56-73.
• Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
• Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021. "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
  • Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
• Han, Yang & Jiao, Anqi & Ma, Jun, 2021. "The predictive power of Nelson–Siegel factor loadings for the real economy," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 95-127.
• Algieri, Bernardina & Leccadito, Arturo & Tunaru, Diana, 2021. "Risk premia in electricity derivatives markets," Energy Economics, Elsevier, vol. 100(C).
• Lyócsa, Štefan & Todorova, Neda, 2021. "What drives volatility of the U.S. oil and gas firms?," Energy Economics, Elsevier, vol. 100(C).
• Patra, Saswat, 2021. "Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions," Energy Economics, Elsevier, vol. 101(C).
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Özen, Kadir & Yıldırım, Dilem, 2021. "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, vol. 103(C).
• Nonejad, Nima, 2021. "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, vol. 104(C).
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
  • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.

2020

• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  • Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
• Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2020. "Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach," Auburn Economics Working Paper Series auwp2020-02, Department of Economics, Auburn University.
• Wittwer, Glyn & Anderson, Kym, 2020. "A Model of Global Beverage Markets," Journal of Wine Economics, Cambridge University Press, vol. 15(3), pages 330-354, August.
  • Glyn Wittwer & Kym Anderson, 2020. "A model of global beverage markets," Departmental Working Papers 2020-05, The Australian National University, Arndt-Corden Department of Economics.
  • Glyn Wittwer & Kym Anderson, 2020. "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers 2019-05, University of Adelaide, Wine Economics Research Centre.
  • Anderson, Kym & Wittwer, Glyn, 2020. "A Model of Global Beverage Markets," CEPR Discussion Papers 14387, C.E.P.R. Discussion Papers.
• Teboho Jeremiah Mosikari & Joel Hinaunye Eita, 2020. "Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia," Economic Development and Well-being Research Group Working Paper Series edwrg-02-2020, University of Johannesburg, College of Business and Economics, revised 2020.
• Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2020. "Overreaction in Macroeconomic Expectations," American Economic Review, American Economic Association, vol. 110(9), pages 2748-2782, September.
  • Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2018. "Over-reaction in Macroeconomic Expectations," NBER Working Papers 24932, National Bureau of Economic Research, Inc.
• Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2020. "Heterogeneity, Inattention, and Bayesian Updates," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 282-309, January.
• Stefano DellaVigna & Nicholas Otis & Eva Vivalt, 2020. "Forecasting the Results of Experiments: Piloting an Elicitation Strategy," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 75-79, May.
  • Stefano DellaVigna & Nicholas Otis & Eva Vivalt, 2020. "Forecasting the Results of Experiments: Piloting an Elicitation Strategy," NBER Working Papers 26716, National Bureau of Economic Research, Inc.
• Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
• J. Daniel Aromí & Martín Llada, 2020. "Forecasting inflation with twitter," Asociación Argentina de Economía Política: Working Papers 4308, Asociación Argentina de Economía Política.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2020. "Nowcasting Macroeconomic Aggregates in Argentina: Comparing the predictive ability of different models," Asociación Argentina de Economía Política: Working Papers 4335, Asociación Argentina de Economía Política.
• Maria Morena Rivera, 2020. "Estimación de Demanda de Milanesas de Cerdo y estudio de viabilidad financiera del proyecto: “Elaboración y comercialización de milanesas de cerdo para Piamontesa SA”," Asociación Argentina de Economía Política: Working Papers 4398, Asociación Argentina de Economía Política.
• Tamar Mdivnishvili & Shalva Mkhatrishvili & Davit Tutberidze, 2020. "Cash Flow at Risk Assessment for the Banking Sector of Georgia," NBG Working Papers 03/2020, National Bank of Georgia.
• Tamar Mdivnishvili & Shalva Mkhatrishvili & Davit Tutberidze, 2020. "Cash Flow at Risk Assessment for the Banking Sector of Georgia," NBG Working Papers 03/2020, National Bank of Georgia.
• Olivier DAMETTE & Claude DIEBOLT & Stephane GOUTTE & Umberto TRIACCA, 2020. "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers of BETA 2020-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020. "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers 02-20, Association Française de Cliométrie (AFC).
• Enrico D’Elia & Francesca Faedda & Giacomo Giannone, 2020. "Un modello statistico per il monitoraggio delle entrate tributarie (MoME)," Working Papers wp2020-5, Ministry of Economy and Finance, Department of Finance.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
  • Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020. "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS) WORMS/20/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022. "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, vol. 112(C).
  • Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020. "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/17, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  • Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  • Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
• Gürcan Aygün, 2020. "Parasal Değişkenler ve Çıktı İlişkisinin Türkiye İçin Tarihsel Ayrıştırma Yöntemi İle Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(2), pages 228-241.
• Ceyda Yerdelen Kaygın & Abdulkadir Barut, 2020. "Çifte Kayıtlı Hisse Senetlerinin Fiyatlarını Etkileyen İçsel Faktörlerin Dinamik Panel Veri Analizi İle Belirlenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(3), pages 805-821.
• Crăciun Ionuț-Marius, 2020. "Study On The Evolution Of The Number Of People With Disabilities In Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(48), pages 71-86, August.
• Klaus Ackermann & Simon D Angus & Paul A Raschky, 2020. "Estimating Sleep and Work Hours from Alternative Data by Segmented Functional Classification Analysis, SFCA," SoDa Laboratories Working Paper Series 2020-04, Monash University, SoDa Laboratories.
• Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020. "Economic determinants of employment sentiment: A socio-demographic analysis for the euro area," IREA Working Papers 202001, University of Barcelona, Research Institute of Applied Economics, revised Jan 2020.
  • Oscar Claveria & Ivana Lolic & Enric Monte & Salvador Torra & Petar Soric, 2020. "“Economic determinants of employment sentiment: A socio-demographic analysis for the euro area”," AQR Working Papers 2012001, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2020.
• Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.
• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
  • Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.
• Pietro Battiston & Simona Gamba, 2020. "COVID-19: R0 is lower where outbreak is larger," Working Papers 438, University of Milano-Bicocca, Department of Economics, revised Apr 2020.
  • Pietro Battiston & Simona Gamba, 2020. "COVID-19: $R_0$ is lower where outbreak is larger," Papers 2004.07827, arXiv.org.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
• Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020. "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive 2020_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020. "A dynamic conditional approach to portfolio weights forecasting," Papers 2004.12400, arXiv.org.
• Andreas Dibiasi & Samad Sarferaz, 2020. "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers 2006.09007, arXiv.org, revised Dec 2020.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020. "Deep Dynamic Factor Models," Papers 2007.11887, arXiv.org, revised May 2023.
  • Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023. "Deep Dynamic Factor Models," Working Papers 2023-08, Center for Research in Economics and Statistics.
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023. "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, vol. 120(C).
  • Claudia Foroni & Francesco Ravazzolo & Luca Rossini, 2020. "Are low frequency macroeconomic variables important for high frequency electricity prices?," Papers 2007.13566, arXiv.org, revised Dec 2022.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
  • Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
  • Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
  • Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
• Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers wp677, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers 2009.03394, arXiv.org, revised Jul 2021.
• Martin, Gael M. & Loaiza-Maya, Rubén & Maneesoonthorn, Worapree & Frazier, David T. & Ramírez-Hassan, Andrés, 2022. "Optimal probabilistic forecasts: When do they work?," International Journal of Forecasting, Elsevier, vol. 38(1), pages 384-406.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers 33/20, Monash University, Department of Econometrics and Business Statistics.
  • Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Papers 2009.09592, arXiv.org.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
• Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
  • Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," Post-Print emse-04624940, HAL.
• Dario Sansone & Anna Zhu, 2023. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 959-992, October.
  • Dario Sansone & Anna Zhu, 2020. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Papers 2011.12057, arXiv.org, revised May 2021.
  • Sansone, Dario & Zhu, Anna, 2021. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers 14377, Institute of Labor Economics (IZA).
• Olkhov, Victor, 2020. "Business Cycles as Collective Risk Fluctuations," MPRA Paper 104598, University Library of Munich, Germany.
  • Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
• Ricardo Crisóstomo, 2021. "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
  • Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
  • Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  • Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
• Fatemi Ardestani, Seyed Farshad & Barakchian, Seyed Mahdi & Shokoohian, Hamideh, 2020. "Short-term Forecast of Hourly Electricity Demand in Iran Using a Forecast Combination Method (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 24(4), pages 57-73, February.
• Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
  • Massimo Guidolin & Manuela Pedio, 2020. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers 20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Olga Palamarchuk, 2020. "The Use Of Fuzzy Logic While Modeling The Creditworthiness Of Legal Entities," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 1(2).
• Olga Palamarchuk, 2020. "The Use Of Fuzzy Logic While Modeling The Creditworthiness Of Legal Entities," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(2).
• Nataliya Vnukova & Sergii Kavun & Oleh Kolodiziev & Svitlana Achkasova & Daria Hontar, 2020. "Indicators-Markers for Assessment of Probability of Insurance Companies Relatedness in Implementation of Risk-Oriented Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 151-173.
• Anton Gerunov, 2020. "Classification algorithms for modeling economic choice," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 45-67.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
• Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
  • Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  • Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
  • Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
• Ionut Laurentiu Gavris & Valentin Toader, 2020. "Romania’S Long-Term Growth Perspectives," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jinyue Dong, 2020. "Modelo de predicción de la inflación en China [China | Forecasting modeling for China\'s inflation]," Working Papers 20/05, BBVA Bank, Economic Research Department.
• Félix Lores & Pep Ruiz & Angie Suárez & Alfonso Ugarte, 2020. "España | Modelo de precios de la vivienda. Una perspectiva regional [Spain | Model for housing prices. A regional perspective]," Working Papers 20/12, BBVA Bank, Economic Research Department.
• Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020. "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers 20-39, Bank of Canada.
• Necmettin Alpay KOCAK, 2020. "Are CBRT’s Monetary Policy Statements Affected by ECB and FED Statements?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 14(2), pages 205-226.
• Banco de España, 2020. "Escenarios macroeconómicos de referencia para la economía española tras el Covid-19," Boletín Económico, Banco de España, issue 2/2020.
• Pablo Aguilar, 2020. "La persistencia de la inflación en el área del euro: el papel de las expectativas," Boletín Económico, Banco de España, issue 4/2020.
• Banco de España, 2020. "Reference macroeconomic scenarios for the Spanish economy after Covid-19," Economic Bulletin, Banco de España, issue 2/2020.
• Pablo Aguilar, 2020. "Inflation persistence in the euro area: the role of expectations," Economic Bulletin, Banco de España, issue 4/2020.
• Eduardo Gutiérrez & Enrique Moral-Benito, 2020. "Medidas de contención, evolución del empleo y propagación del Covid-19 en los municipios españoles," Occasional Papers 2022, Banco de España.
• Eduardo Gutiérrez & Enrique Moral-Benito, 2020. "Containment measures, employment and the spread of COVID-19 in Spanish municipalities," Occasional Papers 2022, Banco de España.
• Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2022. "The decline in public investment: ``social dominance’’ or too-rigid fiscal rules?," Applied Economics, Taylor & Francis Journals, vol. 54(10), pages 1123-1136, February.
  • Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2020. "The decline in public investment: “social dominance” or too-rigid fiscal rules?," Working Papers 2025, Banco de España.
• Aguilar, Pablo & Ghirelli, Corinna & Pacce, Matías & Urtasun, Alberto, 2021. "Can news help measure economic sentiment? An application in COVID-19 times," Economics Letters, Elsevier, vol. 199(C).
  • Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020. "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers 2027, Banco de España.
• Andrés Alonso & José Manuel Carbó, 2020. "Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost," Working Papers 2032, Banco de España.
• Nélida Díaz Sobrino & Corinna Ghirelli & Samuel Hurtado & Javier J. Pérez & Alberto Urtasun, 2020. "The narrative about the economy as a shadow forecast: an analysis using Banco de España quarterly reports," Working Papers 2042, Banco de España.
• Ivan Faiella & Alessandro Mistretta, 2022. "The Net Zero Challenge for Firms’ Competitiveness," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(1), pages 85-113, September.
  • Ivan Faiella & Alessandro Mistretta, 2020. "Energy costs and competitiveness in Europe," Temi di discussione (Economic working papers) 1259, Bank of Italy, Economic Research and International Relations Area.
• Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
  • Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
• Lelo de Larrea Alejandra, 2020. "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers 2020-01, Banco de México.
• Hernández, Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper 100744, University Library of Munich, Germany.
  • Hernández Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers 2020-02, Banco de México.
• Benavides Guillermo, 2020. "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers 2020-10, Banco de México.
• Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
• Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020. "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia 1102, Banco de la Republica de Colombia.
• Julián Alonso Cárdenas-Cárdenas & Edgar Caicedo-García & Eliana R. González Molano, 2020. "Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas," Borradores de Economia 1109, Banco de la Republica de Colombia.
• Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020. "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia 1114, Banco de la Republica de Colombia.
• Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
  • Caroline Jardet & Baptiste Meunier, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
  • Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Post-Print hal-03647097, HAL.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
  • Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
  • Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
• Baranowski Paweł & Korczak Karol & Zając Jarosław, 2020. "Forecasting Cinema Attendance at the Movie Show Level: Evidence from Poland," Business Systems Research, Sciendo, vol. 11(1), pages 73-88, March.
• Ferencek Aljaž & Kofjač Davorin & Škraba Andrej & Sašek Blaž & Borštnar Mirjana Kljajić, 2020. "Deep Learning Predictive Models for Terminal Call Rate Prediction during the Warranty Period," Business Systems Research, Sciendo, vol. 11(2), pages 36-50, October.
• Mikhail Gareev, 2020. "Use of Machine Learning Methods to Forecast Investment in Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 35-56, March.
• Evgeny Pavlov, 2020. "Forecasting Inflation in Russia Using Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 57-73, March.
• Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020. "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 3-29, September.
• Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020. "Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 3-17, December.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
  • Michael Brei & Claudio Borio, 2019. "Bank intermediation activity in a low interest rate environment," BIS Working Papers 807, Bank for International Settlements.
  • Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Post-Print hal-02985986, HAL.
  • Gambacorta, Leonardo & Brei, Michael & Borio, Claudio, 2019. "Bank intermediation activity in a low interest rate environment," CEPR Discussion Papers 13980, C.E.P.R. Discussion Papers.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.
  • Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers rdp2019-07, Reserve Bank of Australia.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
• Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020. "From carry trades to curvy trades," The World Economy, Wiley Blackwell, vol. 43(3), pages 758-780, March.
  • Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018. "From carry trades to curvy trades," Working Paper Series 2149, European Central Bank.
• BRAILA Alexandru & TOACA Zinovia, 2020. "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 8-18, November.
• Jonnathan R. Cáceres Santos, 2020. "Modelos de Machine Learning para el análisis y pronóstico de la situación financiera de bancos – Caso boliviano," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 33(1), pages 69-91, July - De.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series 8639, CESifo.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Paper 2020/14, Norges Bank.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series 8639, CESifo.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Paper 2020/14, Norges Bank.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020. "Oil and Fiscal Policy Regimes," Working Papers No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
  • Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
• Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
  • Martins, Manuel M. F. & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve : Frequency matters," Research Discussion Papers 4/2020, Bank of Finland.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2020. "A study of the effect of data transformation and «linearization» on time series forecasts. A practical approach," Working Papers 280, Bank of Greece.
• Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022. "Do expert experience and characteristics affect inflation forecasts?," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," CFDS Discussion Paper Series 2020/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers 2020.11, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022. "Do expert experience and characteristics affect inflation forecasts?," Post-Print emse-04624966, HAL.
• Hyeongwoo Kim & Soohyon Kim, 2020. "Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate," Working Papers 2020-5, Economic Research Institute, Bank of Korea.
• Nam Gang Lee, 2020. "Vulnerable Growth: A Revisit," Working Papers 2020-22, Economic Research Institute, Bank of Korea.
• Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
  • Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
• Funke Michael & Loermann Julius & Moessner Richhild, 2020. "The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(3), pages 63-79, June.
• Rutzer, Christian & Niggli, Matthias & Weder, Rolf, 2020. "Estimating the Green Potential of Occupations: A New Approach Applied to the U.S. Labor Market," Working papers 2020/03, Faculty of Business and Economics - University of Basel.
• Lake, A., 2020. "Optimal Feasible Expectations in Economics and Finance," Cambridge Working Papers in Economics 20105, Faculty of Economics, University of Cambridge.
• Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
• Rashad Ahmed & M. Hashem Pesaran, 2020. "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series 8615, CESifo.
  • Ahmed, R. & Pesaran, M. H., 2020. "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics 2092, Faculty of Economics, University of Cambridge.
• Ba Chu & Shafiullah Qureshi, 2020. "Predicting the COVID-19 pandemic in Canada and the US," Economics Bulletin, AccessEcon, vol. 40(3), pages 2565-2585.
  • Ba Chu & Shafiullah Qureshi, 2020. "Predicting the COVID-19 Pandemic in Canada and the US," Carleton Economic Papers 20-05, Carleton University, Department of Economics, revised 30 Jul 2020.
• Congressional Budget Office, 2020. "The Accuracy of CBO’s Budget Projections for Fiscal Year 2020," Reports 56885, Congressional Budget Office.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1027-1072, August.
  • Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State dependence in labour market fluctuations," Working Papers 47, European Stability Mechanism.
  • Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020. "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers E2020/2, Cardiff University, Cardiff Business School, Economics Section.
  • Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020. "State Dependence in Labor Market Fluctuations," Economics Series Working Papers 902, University of Oxford, Department of Economics.
• Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers 2009.03394, arXiv.org, revised Jul 2021.
  • Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers wp677, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series 8148, CESifo.
  • Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2023. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Discussion Papers 23-06, Department of Economics, University of Birmingham.
  • Alex Botsis & Christoph Gortz & Plutarchos Sakellaris, 2021. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-14, Economic Statistics Centre of Excellence (ESCoE).
• Lahiri, Kajal & Zhao, Yongchen, 2020. "The Nordhaus test with many zeros," Economics Letters, Elsevier, vol. 193(C).
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," Working Papers 2020-05, Towson University, Department of Economics, revised Jun 2020.
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," CESifo Working Paper Series 8350, CESifo.
• Benedikt Janzen & Doina Radulescu, 0. "Electricity Use as a Real-Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," CESifo Economic Studies, CESifo Group, vol. 66(4), pages 303-321.
  • Benedikt Janzen & Doina Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," Diskussionsschriften dp2010, Universitaet Bern, Departement Volkswirtschaft.
  • Benedikt Janzen & Doina Maria Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the Covid-19-Related Lockdown: Evidence from Switzerland," CESifo Working Paper Series 8363, CESifo.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series 8475, CESifo.
• Constantin Bürgi & Nisan Gorgulu, 2020. "Social Distancing and the Economic Impact of Covid-19 in the United States," CESifo Working Paper Series 8577, CESifo.
• Ahmed, R. & Pesaran, M. H., 2020. "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics 2092, Faculty of Economics, University of Cambridge.
  • Rashad Ahmed & M. Hashem Pesaran, 2020. "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series 8615, CESifo.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Paper 2020/14, Norges Bank.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series 8639, CESifo.
  • Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
  • Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, September.
• Mostak Ahamed & Roxana Gutiérrez-Romero, 2020. "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," Working Papers 105, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
• J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020. "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series 20-103, Swiss Finance Institute.
• Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet, 2020. "Swag: A Wrapper Method for Sparse Learning," Swiss Finance Institute Research Paper Series 20-49, Swiss Finance Institute.
• Rebecca Westphal & Didier Sornette, 2020. "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series 20-74, Swiss Finance Institute.
• Marc-Aurèle Divernois, 2020. "A Deep Learning Approach to Estimate Forward Default Intensities," Swiss Finance Institute Research Paper Series 20-79, Swiss Finance Institute.
• J-C Gerlach & Jerome L Kreuser & Didier Sornette, 2020. "Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices," Swiss Finance Institute Research Paper Series 20-85, Swiss Finance Institute.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
  • Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  • Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
  • Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
• Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank, Research and Statistics Department.
• Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020. "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers 2020/7, Czech National Bank, Research and Statistics Department.
• Ramiro Losada & Ricardo Laborda, 2020. "Non-alternative collective investment schemes, connectedness and systemic risk," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021. "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, vol. 14(11), pages 1-26, June.
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público 18186, Universidad EAFIT.
• Henry Caicedo-Asprilla *, 2020. "La producción del conocimiento de las regiones competitivas: una aproximación basada en modelos de variables latentes," Estudios Gerenciales, Universidad Icesi, vol. 36(155), pages 177-192, June.
• Paola Mariell Brens Ortega, 2020. "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo 18253, The Latin American and Caribbean Economic Association (LACEA).
• Rodríguez, Aldo, 2020. "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers 52, CEPREMAP.
• Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
• Wittwer, Glyn & Anderson, Kym, 2020. "A Model of Global Beverage Markets," Journal of Wine Economics, Cambridge University Press, vol. 15(3), pages 330-354, August.
  • Glyn Wittwer & Kym Anderson, 2020. "A model of global beverage markets," Departmental Working Papers 2020-05, The Australian National University, Arndt-Corden Department of Economics.
  • Anderson, Kym & Wittwer, Glyn, 2020. "A Model of Global Beverage Markets," CEPR Discussion Papers 14387, C.E.P.R. Discussion Papers.
  • Glyn Wittwer & Kym Anderson, 2020. "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers 2019-05, University of Adelaide, Wine Economics Research Centre.
• Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020. "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers 14790, C.E.P.R. Discussion Papers.
• Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers 27411, National Bureau of Economic Research, Inc.
  • Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers 14962, C.E.P.R. Discussion Papers.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2024. "The out-of-sample performance of carry trades," Journal of International Money and Finance, Elsevier, vol. 143(C).
  • Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020. "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers 15052, C.E.P.R. Discussion Papers.
• Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  • Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
• Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020. "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers 15217, C.E.P.R. Discussion Papers.
• Escribano, Álvaro & Wang, Dandan, 2020. "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics 30557, Universidad Carlos III de Madrid. Departamento de Economía.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
  • Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org, revised Oct 2023.
• Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021. "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 713-741, June.
  • Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics 31555, Universidad Carlos III de Madrid. Departamento de Economía.
• Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020. "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS 30349, Universidad Carlos III de Madrid. Departamento de Estadística.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020. "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS 30899, Universidad Carlos III de Madrid. Departamento de Estadística.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020. "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS 31648, Universidad Carlos III de Madrid. Departamento de Estadística.
• Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
  • Bekaert, Geert & Panayotov, George, 2019. "Good Carry, Bad Carry," CEPR Discussion Papers 13463, C.E.P.R. Discussion Papers.
  • Geert Bekaert & George Panayotov, 2019. "Good Carry, Bad Carry," NBER Working Papers 25420, National Bureau of Economic Research, Inc.
• Wittwer, Glyn & Anderson, Kym, 2020. "A Model of Global Beverage Markets," Journal of Wine Economics, Cambridge University Press, vol. 15(3), pages 330-354, August.
  • Anderson, Kym & Wittwer, Glyn, 2020. "A Model of Global Beverage Markets," CEPR Discussion Papers 14387, C.E.P.R. Discussion Papers.
  • Glyn Wittwer & Kym Anderson, 2020. "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers 2019-05, University of Adelaide, Wine Economics Research Centre.
  • Glyn Wittwer & Kym Anderson, 2020. "A model of global beverage markets," Departmental Working Papers 2020-05, The Australian National University, Arndt-Corden Department of Economics.
• Galvão, Ana Beatriz & Lopresto, Marta, 2020. "Real-Time Probabilistic Nowcasts Of Uk Quarterly Gdp Growth Using A Mixed-Frequency Bottom-Up Approach," National Institute Economic Review, National Institute of Economic and Social Research, vol. 254, pages 1-11, November.
  • Ana Beatriz Galvão & Marta Lopresto, 2020. "Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-06, Economic Statistics Centre of Excellence (ESCoE).
• Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
• Андрей Захариев & Стефан Проданов & Николай Здравков, 2020. "Управленски Финансов Модел На Застрахователен Брокер В България - Методически И Приложни Аспекти," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 1-31.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
• Niango Ange Joseph Yapi, 2020. "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers 2020-16, University of Paris Nanterre, EconomiX.
• Marc Hallin & Carlos Trucíos, 2020. "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES 2020-50, ULB -- Universite Libre de Bruxelles.
• Bańbura, Marta & Saiz, Lorena, 2020. "Short-term forecasting of euro area economic activity at the ECB," Economic Bulletin Articles, European Central Bank, vol. 2.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
• Meyler, Aidan, 2020. "Forecast performance in the ECB SPF: ability or chance?," Working Paper Series 2371, European Central Bank.
• Peter McAdam & Anders Warne, 2024. "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
  • McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
• Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
  • Jarmulska, Barbara, 2020. "Random forest versus logit models: which offers better early warning of fiscal stress?," Working Paper Series 2408, European Central Bank.
• De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  • Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
  • Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
• Quint, Dominic & Venditti, Fabrizio, 2020. "The influence of OPEC+ on oil prices: a quantitative assessment," Working Paper Series 2467, European Central Bank.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
  • Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
  • Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
• Falconio, Andrea & Manganelli, Simone, 2020. "Financial conditions, business cycle fluctuations and growth at risk," Working Paper Series 2470, European Central Bank.
• Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
  • Bańbura, Marta & Bobeica, Elena, 2020. "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series 2471, European Central Bank.
• Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
• Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020. "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 59-66.
• Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020. "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 268-281.
• Rim Ammar Lamouchi, 2020. "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 29-34.
• Rialdi Azhar & Fajrin Satria Dwi Kesumah & Ambya Ambya & Febryan Kusuma Wisnu & Edwin Russel, 2020. "Application of Short-term Forecasting Models for Energy Entity Stock Price (Study on Indika Energi Tbk, JII)," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 294-301.
• Aderibigbe Israel Adekitan & Odunayo Salau, 2020. "The Significance of Stock Management to Jet Fuel Supply using Partial Least Squares," International Journal of Energy Economics and Policy, Econjournals, vol. 10(3), pages 389-395.
• Melina Dritsaki & Chaido Dritsaki, 2020. "Forecasting European Union CO2 Emissions Using Autoregressive Integrated Moving Average-autoregressive Conditional Heteroscedasticity Models," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 411-423.
• Sameer Al-Dahidi & Salah Al-Nazer & Osama Ayadi & Shuruq Shawish & Nahed Omran, 2020. "Analysis of the Effects of Cell Temperature on the Predictability of the Solar Photovoltaic Power Production," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 208-219.
• Toto Gunarto & Rialdi Azhar & Novita Tresiana & Supriyanto Supriyanto & Ayi Ahadiat, 2020. "Accurate Estimated Model of Volatility Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 228-233.
• Ambya Ambya & Toto Gunarto & Ernie Hendrawaty & Fajrin Satria Dwi Kesumah & Febryan Kusuma Wisnu, 2020. "Future Natural Gas Price Forecasting Model and Its Policy Implication," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 64-70.
• Heo, Wookjae & Lee, Jae Min & Park, Narang & Grable, John E., 2020. "Using Artificial Neural Network techniques to improve the description and prediction of household financial ratios," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
• Uddin, Ajim & Yu, Dantong, 2020. "Latent factor model for asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
• Li, Jinjing & Wang, Xinmei & Xu, Jing & Yuan, Chang, 2020. "The role of public pensions in income inequality among elderly households in China 1988–2013," China Economic Review, Elsevier, vol. 61(C).
  • Li, Jinjing & Wang, Xinmei & Yuan, Chang & Xu, Jing, 2018. "The Role of Public Pensions in Income Inequality among Elderly Households in China 1988–2013," CIS Discussion paper series 674, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Yan, Ruzhen & Yue, Ding & Chen, Xudong & Wu, Xu, 2020. "Non-linear characterization and trend identification of liquidity in China's new OTC stock market based on multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
• Yuan, Ying & Zhang, Tonghui, 2020. "Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  • Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
• Dur, Ayşe & Martínez García, Enrique, 2020. "Mind the gap!—A monetarist view of the open-economy Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  • Ayse Dur & Enrique Martínez García, 2020. "Mind the Gap!—A Monetarist View of the Open-Economy Phillips Curve," Globalization Institute Working Papers 392, Federal Reserve Bank of Dallas.
• Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020. "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
• Li, Hong, 2020. "Volatility spillovers across European stock markets under the uncertainty of Brexit," Economic Modelling, Elsevier, vol. 84(C), pages 1-12.
• Wang, Yajing & Liang, Fang & Wang, Tianyi & Huang, Zhuo, 2020. "Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 87(C), pages 148-157.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
  • Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
  • Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018. "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos 2018-05, El Colegio de México, Centro de Estudios Económicos.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2020. "Volatility forecasting using related markets’ information for the Tokyo stock exchange," Economic Modelling, Elsevier, vol. 90(C), pages 143-158.
• Jahn, Malte, 2020. "Artificial neural network regression models in a panel setting: Predicting economic growth," Economic Modelling, Elsevier, vol. 91(C), pages 148-154.
• Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.
• Benchimol, Jonathan & El-Shagi, Makram, 2020. "Forecast performance in times of terrorism," Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
  • Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020. "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, vol. 93(C), pages 605-619.
• Liang, Chao & Ma, Feng & Li, Ziyang & Li, Yan, 2020. "Which types of commodity price information are more useful for predicting US stock market volatility?," Economic Modelling, Elsevier, vol. 93(C), pages 642-650.
• Zhang, Yaojie & Lei, Likun & Wei, Yu, 2020. "Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Díaz-Mendoza, Ana-Carmen & Pardo, Angel, 2020. "Holidays, weekends and range-based volatility," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Ataurima Arellano, Miguel & Rodríguez, Gabriel, 2020. "Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020. "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Dai, Zhifeng & Zhou, Huiting & Wen, Fenghua & He, Shaoyi, 2020. "Efficient predictability of stock return volatility: The role of stock market implied volatility," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin, 2020. "Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
• Yin, Anwen, 2020. "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
• Gupta, Rangan & Sun, Xiaojin, 2020. "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, vol. 186(C).
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
  • Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
• Lahiri, Kajal & Zhao, Yongchen, 2020. "The Nordhaus test with many zeros," Economics Letters, Elsevier, vol. 193(C).
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," Working Papers 2020-05, Towson University, Department of Economics, revised Jun 2020.
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," CESifo Working Paper Series 8350, CESifo.
• Huh, Sungjun & Kim, Insu, 2020. "Growth forecast revisions over business cycles: Evidence from the Survey of Professional Forecasters," Economics Letters, Elsevier, vol. 196(C).
• Nonejad, Nima, 2020. "An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index," Economics Letters, Elsevier, vol. 196(C).
• Tu, Yundong & Wang, Siwei, 2020. "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, vol. 197(C).
• Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
  • Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
• Boot, Tom & Pick, Andreas, 2020. "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, vol. 215(1), pages 35-59.
• Arcidiacono, Peter & Miller, Robert A., 2020. "Identifying dynamic discrete choice models off short panels," Journal of Econometrics, Elsevier, vol. 215(2), pages 473-485.
• Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019. "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper 2019/12, Norges Bank.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2020. "Multivariate leverage effects and realized semicovariance GARCH models," Journal of Econometrics, Elsevier, vol. 217(2), pages 411-430.
• Dhaene, Geert & Wu, Jianbin, 2020. "Incorporating overnight and intraday returns into multivariate GARCH volatility models," Journal of Econometrics, Elsevier, vol. 217(2), pages 471-495.
• Gonçalves, Sílvia & Perron, Benoit, 2020. "Bootstrapping factor models with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 218(2), pages 476-495.
  • Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
• Nevrla, Matěj, 2020. "Systemic risk in European financial and energy sectors: Dynamic factor copula approach," Economic Systems, Elsevier, vol. 44(4).
• Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and nonlinear growth determinants: The case of Mongolia and its connection to China," Emerging Markets Review, Elsevier, vol. 43(C).
  • Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China," MPRA Paper 99185, University Library of Munich, Germany.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020. "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 333-355.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
  • Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
• Reschenhofer, Erhard & Mangat, Manveer Kaur & Stark, Thomas, 2020. "Volatility forecasts, proxies and loss functions," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 133-153.
• Boros, Péter, 2020. "A hitelminősítői bejelentések fertőző hatásai és a hitelértékelési kiigazítás [Rating migration, credit risk contagion and Credit Valuation Adjustment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 140-163.
• Christian Estmann & Bjørn Bo Sørensen & Benno Ndulu & John Rand, 2022. "Merchandise export diversification strategy for Tanzania: Promoting inclusive growth, economic complexity and structural change," The World Economy, Wiley Blackwell, vol. 45(8), pages 2649-2695, August.
  • Christian Estmann & Bjoern Bo Soerensen & Benno Ndulu & John Rand, 2020. "Merchandise export diversification strategy for Tanzania - promoting inclusive growth, economic complexity and structural change," DERG working paper series 20-02, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG).
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021. "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
  • Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
• Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020. "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO 2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers hal-02507499, HAL.
• Tomas Reichenbachas, 2020. "Assessing the impact of macroprudential measures: The case of the LTV limit in Lithuania," Bank of Lithuania Working Paper Series 80, Bank of Lithuania.
• Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
  • Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics 84736, University of Munich, Department of Economics.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021. "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 21(2), pages 184-204.
  • Andrejs Bessonovs & Olegs Krasnopjorovs, 2020. "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers 2020/01, Latvijas Banka.
• Delogu, Marco & Lagravinese, Raffaele & Paolini, Dimitri & Resce, Giuliano, 2024. "Predicting dropout from higher education: Evidence from Italy," Economic Modelling, Elsevier, vol. 130(C).
  • Marco Delogu & Raffaelle Lagravinese & Dimitri Paolini & Giuliano Resce, 2020. "Predicting dropout from higher education: Evidence from Italy," DEM Discussion Paper Series 22-06, Department of Economics at the University of Luxembourg.
• Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," EERI Research Paper Series EERI RP 2020/07, Economics and Econometrics Research Institute (EERI), Brussels.
  • Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," Discussion Papers 2007, School of Economics and Finance, Massey University, New Zealand.
  • Razzak, Weshah, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," MPRA Paper 100451, University Library of Munich, Germany.
• Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2020. "Forecasting Liquidity at Risk of a Private Bank Using the Parametric Approach (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(44), pages 261-296, August.
• Sohrabi, Babak & Khalili Jafarabad, Ahmad & Hadizadeh, Ardalan, 2020. "Forecasting Stock Price Movements Based on Opinion Mining and Sentiment Analysis: An Application of Support Vector Machine and Twitter Data," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(3), pages 235-251, July.
• Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
• Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
  • Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
• Alexander Glas & Matthias Hartmann, 2022. "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
  • Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
• Pietro Battiston & Simona Gamba & Alessandro Santoro, 2020. "Optimizing Tax Administration Policies with Machine Learning," Working Papers 436, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
• Battiston, Pietro & Gamba, Simona, 2021. "COVID-19: R0 is lower where outbreak is larger," Health Policy, Elsevier, vol. 125(2), pages 141-147.
  • Pietro Battiston & Simona Gamba, 2020. "COVID-19: $R_0$ is lower where outbreak is larger," Papers 2004.07827, arXiv.org.
  • Pietro Battiston & Simona Gamba, 2020. "COVID-19: R0 is lower where outbreak is larger," Working Papers 438, University of Milano-Bicocca, Department of Economics, revised Apr 2020.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers 18/20, Monash University, Department of Econometrics and Business Statistics.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers 19/20, Monash University, Department of Econometrics and Business Statistics.
• George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
• Martin, Gael M. & Loaiza-Maya, Rubén & Maneesoonthorn, Worapree & Frazier, David T. & Ramírez-Hassan, Andrés, 2022. "Optimal probabilistic forecasts: When do they work?," International Journal of Forecasting, Elsevier, vol. 38(1), pages 384-406.
  • Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Papers 2009.09592, arXiv.org.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers 33/20, Monash University, Department of Econometrics and Business Statistics.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
• Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020. "Biases in Long-Horizon Predictive Regressions," NBER Working Papers 27410, National Bureau of Economic Research, Inc.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers 14962, C.E.P.R. Discussion Papers.
  • Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers 27411, National Bureau of Economic Research, Inc.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
• Anton A. Gerunov, 2020. "Machine Learning Algorithms For Forecasting Asset Prices: An Application To The Housing Market," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 17(1), pages 27-42.
• Branimir Cvitko Cicvarić, 2020. "Volatility of Cryptocurrencies," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(6), pages 13-23, December.
• Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020. "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers 20/323, National Institute of Public Finance and Policy.
• Mukherjee, Sacchidananda, 2020. "Pandemic and GST Revenue: An Assessment for Union and States," Working Papers 20/327, National Institute of Public Finance and Policy.
• Vianney Costemalle, 2020. "Bayesian Probabilistic Population Projections for France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 29-47.
• Galvão, Ana Beatriz & Lopresto, Marta, 2020. "Real-Time Probabilistic Nowcasts Of Uk Quarterly Gdp Growth Using A Mixed-Frequency Bottom-Up Approach," National Institute Economic Review, National Institute of Economic and Social Research, vol. 254, pages 1-11, November.
  • Ana Beatriz Galvão & Marta Lopresto, 2020. "Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-06, Economic Statistics Centre of Excellence (ESCoE).
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
  • Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
• Jyldyz Djumalieva & Stef Garasto & Cath Sleeman, 2020. "Evaluating a new earnings indicator. Can we improve the timeliness of existing statistics on earnings by using salary information from online job adverts?," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-19, Economic Statistics Centre of Excellence (ESCoE).
• Nicolas Woloszko, 2020. "Adaptive Trees: a new approach to economic forecasting," OECD Economics Department Working Papers 1593, OECD Publishing.
• Nicolas Woloszko, 2020. "Tracking activity in real time with Google Trends," OECD Economics Department Working Papers 1634, OECD Publishing.
• Raphaela Hyee & Herwig Immervoll & Rodrigo Fernandez & Jongmi Lee, 2020. "How reliable are social safety nets?: Value and accessibility in situations of acute economic need," OECD Social, Employment and Migration Working Papers 252, OECD Publishing.
  • Immervoll, Herwig & Hyee, Raphaela & Fernandez, Rodrigo & Lee, Jongmi, 2022. "How Reliable Are Social Safety Nets? Value and Accessibility in Situations of Acute Economic Need," IZA Discussion Papers 15232, Institute of Labor Economics (IZA).
• Jan Sebo & Daniela Dankova & Ivan Kralik, 2020. "Projecting A Life-Cycle Income - A Simulation Model For The Slovak Pension Benefit Statement," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, vol. 15(4), pages 271-284, December.
• Joshua Wilde & Wei Chen & Sophie Lohmann, 2020. "COVID-19 and the future of US fertility: what can we learn from Google?," MPIDR Working Papers WP-2020-034, Max Planck Institute for Demographic Research, Rostock, Germany.
  • Wilde, Joshua & Chen, Wei & Lohmann, Sophie, 2020. "COVID-19 and the Future of US Fertility: What Can We Learn from Google?," SocArXiv 2bgqs, Center for Open Science.
  • Wilde, Joshua & Chen, Wei & Lohmann, Sophie, 2020. "COVID-19 and the Future of US Fertility: What Can We Learn from Google?," IZA Discussion Papers 13776, Institute of Labor Economics (IZA).
• Simon C Smith & George Bulkley & David S Leslie, 2020. "Equity Premium Forecasts with an Unknown Number of Structural Breaks [Tests for Parameter Instability and Structural Change with Unknown Change Point]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 59-94.
• Johanna F Ziegel & Fabian Krüger & Alexander Jordan & Fernando Fasciati, 2020. "Robust Forecast Evaluation of Expected Shortfall [Designing Realized Kernels to Measure the Ex Post Variation of Equity Prices in the Presence of Noise]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 95-120.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
  • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
  • Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Axel Bücher & Peter N Posch & Philipp Schmidtke, 2020. "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 556-584.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2020. "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 585-628.
• Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
  • Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers 202007, University of Pretoria, Department of Economics.
• Sander Barendse & Andrew J. Patton, 2022. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
  • Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
• Cevallos-Valdiviezo, Holger & Rodríguez-Cristiansen, Ariana & Valdiviezo-Valenzuela, Patricia & Arévalo-Avecillas, Danny & Padilla-Lozano, Carmen, 2020. "Predicción del nivel de cosecha de camarón blanco: el caso de una pequeña camaronera en la parroquia Tenguel del cantón Guayaquil, Ecuador || Prediction of white shrimp harvest: the case of a small sh," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 227-257, December.
• Harris Ntantanis & Lawrence Pohlman, 2020. "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 636-646, December.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020. "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, vol. 22(3), pages 178-191, September.
• Wittwer, Glyn & Anderson, Kym, 2020. "A Model of Global Beverage Markets," Journal of Wine Economics, Cambridge University Press, vol. 15(3), pages 330-354, August.
  • Anderson, Kym & Wittwer, Glyn, 2020. "A Model of Global Beverage Markets," CEPR Discussion Papers 14387, C.E.P.R. Discussion Papers.
  • Glyn Wittwer & Kym Anderson, 2020. "A model of global beverage markets," Departmental Working Papers 2020-05, The Australian National University, Arndt-Corden Department of Economics.
  • Glyn Wittwer & Kym Anderson, 2020. "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers 2019-05, University of Adelaide, Wine Economics Research Centre.
• Roberto S. Mariano & Suleyman Ozmucur, 2020. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences ," PIER Working Paper Archive 20-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
  • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Tadeusz Kufel, 2020. "ARIMA-based forecasting of the dynamics of confirmed Covid-19 cases for selected European countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(2), pages 181-204, June.
• Michael Hanias & Stefanos Tsakonas & Lykourgos Magafas & Eleftherios I. Thalassinos & Loukas Zachilas, 2020. "Deterministic chaos and forecasting in Amazon’s share prices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(2), pages 253-273, June.
• Erika Onuferova & Veronika Cabinova & Tunde Dzurov Vargova, 2020. "Analysis of modern methods for increasing and managing the financial prosperity of businesses in the context of performance: a case study of the tourism sector in Slovakia," Oeconomia Copernicana, Institute of Economic Research, vol. 11(1), pages 95-116, March.
• Angelo Gabrielle Santos, 2020. "Forecasting Residential electricity demand in the Philippines using an Error Correction Model," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 57(1), pages 121-151, June.
• Martins, Manuel Mota Freitas & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers 4/2020, Bank of Finland.
  • Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
• Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," Discussion Papers 2007, School of Economics and Finance, Massey University, New Zealand.
  • Razzak, Weshah, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," MPRA Paper 100451, University Library of Munich, Germany.
  • Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," EERI Research Paper Series EERI RP 2020/07, Economics and Econometrics Research Institute (EERI), Brussels.
• González Laxe, Fernando & Da Rocha Alvarez, Jose Maria & Armesto Pina, José Francisco & Sanchez-Fernandez, Patricio & Lago-Peñas, Santiago, 2020. "Economía de Galicia tras el COVID-19: prospectiva de escenarios [Economy of Galicia after COVID-covid-19: prospective forecastings]," MPRA Paper 100483, University Library of Munich, Germany, revised May 2020.
• Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
  • Degiannakis, Stavros & Filis, George, 2020. "Oil price assumptions for macroeconomic policy," MPRA Paper 100705, University Library of Munich, Germany.
• Hernández Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers 2020-02, Banco de México.
  • Hernández, Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper 100744, University Library of Munich, Germany.
• Mr. Bas B. Bakker & Mr. Manuk Ghazanchyan & Alex Ho & Vibha Nanda, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," IMF Working Papers 2020/098, International Monetary Fund.
  • Bakker, Bas & Ghazanchyan, Manuk & Ho, Alex & Nanda, Vibha, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," MPRA Paper 101287, University Library of Munich, Germany.
• Ahumada, Hildegart & Espina, Santos & Navajas, Fernando H., 2020. "COVID-19 with uncertain phases: estimation issues with an illustration for Argentina," MPRA Paper 101466, University Library of Munich, Germany.
• Van, Germinal, 2020. "Property Rights and Economic Growth in Africa: An Econometric Analysis," MPRA Paper 101681, University Library of Munich, Germany.
• Glocker, Christian & Kaniovski, Serguei, 2020. "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper 101874, University Library of Munich, Germany.
• Sucarrat, Genaro, 2020. "Identification of Volatility Proxies as Expectations of Squared Financial Return," MPRA Paper 101953, University Library of Munich, Germany.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020. "Modeling Portfolio Loss by Interval Distributions," MPRA Paper 102219, University Library of Munich, Germany.
• Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 33-54.
  • Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
• Fantazzini, Dean, 2020. "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper 102317, University Library of Munich, Germany.
• Polterovich, Victor & Denisova, Irina & Shakleina, Marina & Bogatova, Irina & Vartanov, Sergey & Turdyeva, Natalya & Chubarova, Tatiana, 2020. "Социально-Экономические Детерминанты Болезни Паркинсона Для Развитых И Развивающихся Стран [Socioeconomic determinants of Parkinson's disease for developed and developing countries]," MPRA Paper 103126, University Library of Munich, Germany.
• Van, Germinal G., 2020. "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper 103153, University Library of Munich, Germany.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
• Poblete-Cazenave, Miguel & Pachauri, Shonali, 2020. "A simulation-based estimation model of household electricity demand and appliance ownership," MPRA Paper 103403, University Library of Munich, Germany.
• Fokin, Nikita & Haritonova, Marina, 2020. "Сравнительный Анализ Прогнозных Моделей Российского Ввп В Условиях Наличия Структурных Сдвигов [Comparative analysis of the forecasting models for Russia’s GDP under the structural breaks]," MPRA Paper 103412, University Library of Munich, Germany.
• Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
  • Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
• Soh, Ann-Ni, 2020. "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper 103854, University Library of Munich, Germany.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper 103890, University Library of Munich, Germany, revised 20 Oct 2020.
• Cerqua, Augusto & Letta, Marco, 2020. "Local economies amidst the COVID-19 crisis in Italy: a tale of diverging trajectories," MPRA Paper 104404, University Library of Munich, Germany.
• Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
  • Olkhov, Victor, 2020. "Business Cycles as Collective Risk Fluctuations," MPRA Paper 104598, University Library of Munich, Germany.
• Li, Chenxing & Maheu, John M, 2020. "A Multivariate GARCH-Jump Mixture Model," MPRA Paper 104770, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
• Fajar, Muhammad & Prasetyo, Octavia Rizky & Nonalisa, Septiarida & Wahyudi, Wahyudi, 2020. "Forecasting unemployment rate in the time of COVID-19 pandemic using Google trends data (case of Indonesia)," MPRA Paper 105042, University Library of Munich, Germany, revised 30 Nov 2020.
• Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020. "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper 105342, University Library of Munich, Germany, revised Dec 2020.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020. "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper 105406, University Library of Munich, Germany.
• Fulvia Pennoni & Francesco Bartolucci & Gianfranco Forte & Ferdinando Ametrano, 2022. "Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(1), February.
  • Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020. "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper 106150, University Library of Munich, Germany.
• Tinoco, Marcos, 2020. "Modelando la volatilidad del diferencial TED: Una evaluación de pronósticos de modelos con heterocedasticidad condicional [Modeling the volatility of the TED spread: An assessment of model forecast," MPRA Paper 108086, University Library of Munich, Germany.
• Maiorova, Ksenia & Fokin, Nikita, 2020. "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper 109557, University Library of Munich, Germany.
• Nguyen, Phong Thanh, 2020. "Application Machine Learning in Construction Management," MPRA Paper 109899, University Library of Munich, Germany, revised 01 Aug 2021.
• Vîntu, Denis, 2020. "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper 112857, University Library of Munich, Germany, revised 30 Sep 2020.
• Jackson, Emerson Abraham, 2020. "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper 97965, University Library of Munich, Germany, revised 03 Jan 2020.
• Cerulli, Giovanni, 2020. "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper 99111, University Library of Munich, Germany.
• Adeniyi, Isaac Adeola, 2020. "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper 99165, University Library of Munich, Germany.
• Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and nonlinear growth determinants: The case of Mongolia and its connection to China," Emerging Markets Review, Elsevier, vol. 43(C).
  • Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020. "Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China," MPRA Paper 99185, University Library of Munich, Germany.
• Laliotis, Ioannis, 2020. "The Covid-19 pandemic in Greece," MPRA Paper 99754, University Library of Munich, Germany.
• Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
  • Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers 202007, University of Pretoria, Department of Economics.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021. "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1889-1897, December.
  • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers 202010, University of Pretoria, Department of Economics.
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
  • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
  • Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021. "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
  • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022. "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(5), pages 987-1007, August.
  • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
• Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023. "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, vol. 65(C).
  • Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020. "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers 202037, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
  • Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
• Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020. "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, vol. 69(C).
  • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers 202044, University of Pretoria, Department of Economics.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers 202049, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-9, June.
  • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020. "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers 202050, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers 202051, University of Pretoria, Department of Economics.
• Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021. "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 87-92.
  • Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020. "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers 202054, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
• Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 189-209, May.
  • Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
• Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers 202064, University of Pretoria, Department of Economics.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2022. "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
  • Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022. "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, vol. 77(C).
  • Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020. "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers 202095, University of Pretoria, Department of Economics.
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021. "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, vol. 42(C).
  • Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
• Tomáš Jeøábek, 2020. "The Efficiency of GARCH Models in Realizing Value at Risk Estimates," ACTA VSFS, University of Finance and Administration, vol. 14(1), pages 32-50.
• António Rua & Carlos Melo Gouveia & Nuno Lourenço, 2020. "Forecasting tourism with targeted predictors in a data-rich environment," Working Papers w202005, Banco de Portugal, Economics and Research Department.
• Nuttanan Wichitaksorn, 2020. "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers 146, Puey Ungphakorn Institute for Economic Research.
• Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
  • Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
  • Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2020. "A conditional heteroscedastic VaR approach with alternative distributions," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 17(2), pages 81-98, Julio-Dic.
• Castellares, Renzo & Cornejo, Gerson, 2020. "A Leading Indicator for Employment using Big Data," Working Papers 2020-009, Banco Central de Reserva del Perú.
• J Reade & C Singleton & L Vaughan Williams, 2020. "Betting Markets for English Premier League Results and Scorelines: Evaluating a Simple Forecasting Model," Economic Issues Journal Articles, Economic Issues, vol. 25(1), pages 87-106, March.
  • J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020. "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers em-dp2020-03, Department of Economics, University of Reading.
• Andrew Clark, 2020. "A Pound Centric look at the Pound vs. Krona Exchange Rate Movement from 1844 to 1965," Economics Discussion Papers em-dp2020-22, Department of Economics, University of Reading.
• Clements, Michael P., 2021. "Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 37(2), pages 634-646.
  • Michael P. Clements, 2020. "Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts," ICMA Centre Discussion Papers in Finance icma-dp2020-01, Henley Business School, University of Reading.
• Michael P. Clements, 2022. "Individual forecaster perceptions of the persistence of shocks to GDP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 640-656, April.
  • Michael P. Clements, 2020. "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance icma-dp2020-02, Henley Business School, University of Reading.
• Bejarano-Salcedo, Valeria & Cárdenas-Cárdenas, Julián Alonso & Julio-Román, Juan Manuel & Caicedo-García, Edgar, 2020. "Entendiendo, Modelando y Pronosticando los efectos de "El Niño" sobre los precios de los alimentos: el caso colombiano," Working papers 50, Red Investigadores de Economía.
• Avela, Aleksi & Lehmus, Markku, 2020. "It’s in the News: Developing a Real Time Index for Economic Uncertainty Based on Finnish News Titles," ETLA Working Papers 84, The Research Institute of the Finnish Economy.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers 21-016/III, Tinbergen Institute.
• Balagula, Yuri, 2020. "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 89-101.
• Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 33-54.
  • Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
• Petrova, Diana & Trunin, Pavel, 2020. "Revealing the mood of economic agents based on search queries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 71-87.
• Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
• Lozinskaia, Agata & Redkina, Anastasiia & Shenkman, Evgeniia, 2020. "Electricity consumption forecasting for integrated power system with seasonal patterns," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 5-25.
• Kocak, Necmettin Alpay, 2020. "Analysis of the Relationship between Household and Real Sector Expectations in Turkey (Türkiye’de Hanehalkı ve Reel Sektör Beklentileri Arasındaki İlişkinin Analizi)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(4), pages 989-1000, October.
• Bilodeau, Yann, 2020. "Deep limit order book events dynamics," Working Papers 20-4, HEC Montreal, Canada Research Chair in Risk Management.
• Hoseeini Ebrahimabad, S.A & Jahangiri, Kh & Ghaemi Asl, M & Heydari, H, 2020. "Investigation of the volatility spillover effect and dynamic conditional correlations in Tehran Stock Exchange using wavelet-based Bayesian conditional variance heteroscedasticity," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(1), pages 149-184, May.
• Eghbali, Leila & Ranjpour, Reza & Sadeghi, Seyed Kamal, 2020. "Granger Causality Analysis of Energy Consumption and Value Added in Industrial Sub-Sectors of Iran: A Bootstrap Panel Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(3), pages 99-130, October.
• Qiu, Yue & Xie, Tian & Yu, Jun, 2020. "Forecast combinations in machine learning," Economics and Statistics Working Papers 13-2020, Singapore Management University, School of Economics.
• Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020. "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-21, March.
• Dalia STREIMIKIENE & Rizwan Raheem AHMED & Saghir Pervaiz GHAURI & Muhammad AQIL & Justas STREIMIKIS, 2020. "Forecasting and the Causal Relationship of Sectorial Energy Consumptions and GDP of Pakistan by using AR, ARIMA, and Toda-Yamamoto Wald Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 131-148, July.
• Krzysztof DRACHAL, 2020. "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 18-34, July.
• Costas Siriopoulos & Maria Skaperda, 2020. "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 153-164.
• Balázs Páger & Zsuzsanna Zsibók, 2020. "Regionalizing National-Level Growth Projections In The Visegrad Countries €“ The Issue Of Ex-Post Rescaling," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 14(1), pages 1-23, JUNE.
• Balazs Pager & Zsuzsanna Zsibókb, 2020. "Regionalizing National-Level Growth Projections in the Visegrad Countries – The Issue Of Ex-Post Rescaling," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 14(1), pages 1-24, JUNE.
• Tommaso Proietti & Alessandro Giovannelli, 2021. "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 683-706, April.
  • Tommaso Proietti & Alessandro Giovannelli, 2020. "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper 482, Tor Vergata University, CEIS, revised 12 May 2020.
• Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021. "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1376-1398.
  • Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020. "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper 489, Tor Vergata University, CEIS, revised 30 May 2020.
• Robert Wrathall & Rod Falvey & Gulasekaran Rajaguru, 2020. "Do (Australian) jockeys have hot hands?," Australian Journal of Management, Australian School of Business, vol. 45(2), pages 223-239, May.
• P. K. Viswanathan & Suresh Srinivasan & N. Hariharan, 2020. "Predicting Financial Health of Banks for Investor Guidance Using Machine Learning Algorithms," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 226-261, August.
• Mar Delgado-Téllez & Javier J. Pérez, 2020. "Institutional and Economic Determinants of Regional Public Debt in Spain," Public Finance Review, , vol. 48(2), pages 212-249, March.
  • Mar Delgado-Téllez & Javier J. Pérez, 2018. "Institutional and economic determinants of regional public debt in Spain," Occasional Papers 1807, Banco de España.
• Yu. Beketnova M. & Ю. Бекетнова М., 2020. "Синтез социально-экономических карт и визуализация девиантной деятельности объектов финансового мониторинга // Synthesis of Socio-Economic Maps and Visualization of Deviant Activity Measures of Financ," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 24(4), pages 6-17.
• Yu. Beketnova M. & Ю. Бекетнова М., 2020. "Анализ возможностей автоматизации выявления недобросовестных микрофинансовых организаций на основе методов машинного обучения // Analysis of Possibilities to Automate Detection of Unscrupulous Microfi," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 24(6), pages 38-50.
• Andreas Psimopoulos, 2020. "Forecasting Economic Recessions Using Machine Learning:An Empirical Study in Six Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 18(1), pages 40-99.
• Martínez Vázquez, David Conaly & Pérez Avila, Héctor, 2020. "Proyección Markoviana de riesgos hidrometeorológicos para el cálculo actuarial en México al 2020 / Markovian projection of hydrometeorological risks for actuarial calculation in Mexico up to 2020," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 10(2), pages 163-194, julio-dic.
• Henry Nasses & Rodrigo De Losso, 2020. "Behavior Biases in Macroeconomic Forecasting," Working Papers, Department of Economics 2020_23, University of São Paulo (FEA-USP).
• Ducoudré, Bruno & Hubert, Paul & Tabarly, Guilhem, 2020. "The state-dependence of output revisions," Economics Letters, Elsevier, vol. 192(C).
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Post-Print hal-03403017, HAL.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Sciences Po publications 04/2020, Sciences Po.
  • Bruno Ducoudré & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Documents de Travail de l'OFCE 2020-04, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403073, HAL.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Working Papers hal-03403073, HAL.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Sciences Po publications info:hdl:2441/2q9catktmn9, Sciences Po.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403017, HAL.
• Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Sciences Po publications 06/2020, Sciences Po.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
• Bernard Fingleton, 2020. "Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 455-491, April.
  • Fingleton, Bernard, 2018. "Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions," MPRA Paper 86553, University Library of Munich, Germany.
• Joanna Bruzda, 2020. "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 309-336, March.
• Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou, 2020. "Forecasting S&P 500 spikes: an SVM approach," Digital Finance, Springer, vol. 2(3), pages 241-258, December.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
  • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
• Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
• Christian Glocker & Philipp Wegmueller, 2020. "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
  • Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
• M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
• Boriss Siliverstovs, 2020. "Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts," Empirical Economics, Springer, vol. 58(1), pages 7-27, January.
  • Boriss Siliverstovs, 2019. "Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts," Working Papers 2019/01, Latvijas Banka.
• Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
• Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
• Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020. "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, vol. 58(1), pages 139-167, January.
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020. "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, vol. 58(1), pages 29-54, January.
  • Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
• Ines Fortin & Sebastian P. Koch & Klaus Weyerstrass, 2020. "Evaluation of economic forecasts for Austria," Empirical Economics, Springer, vol. 58(1), pages 107-137, January.
• Christian Pierdzioch & Marian Risse, 2020. "Forecasting precious metal returns with multivariate random forests," Empirical Economics, Springer, vol. 58(3), pages 1167-1184, March.
• Kyle E. Binder & Mohsen Pourahmadi & James W. Mjelde, 2020. "The role of temporal dependence in factor selection and forecasting oil prices," Empirical Economics, Springer, vol. 58(3), pages 1185-1223, March.
• Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga, 2020. "Realized volatility and jump testing in the Japanese electricity spot market," Empirical Economics, Springer, vol. 58(3), pages 1143-1166, March.
• Rodrigo Herrera & Adam Clements, 2020. "A marked point process model for intraday financial returns: modeling extreme risk," Empirical Economics, Springer, vol. 58(4), pages 1575-1601, April.
• João F. Caldeira, 2020. "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, vol. 59(1), pages 395-412, July.
• Holger Stichnoth, 2020. "Short-run fertility effects of parental leave benefits: evidence from a structural model," Empirical Economics, Springer, vol. 59(1), pages 143-168, July.
  • Stichnoth, Holger, 2014. "Short-run fertility effects of parental leave benefits: Evidence from a structural model," ZEW Discussion Papers 14-069, ZEW - Leibniz Centre for European Economic Research.
• Marcos Álvarez-Díaz, 2020. "Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods," Empirical Economics, Springer, vol. 59(3), pages 1285-1305, September.
• Yana Petrova, 2020. "On cointegration between the insurance market and economic activity," Empirical Economics, Springer, vol. 59(3), pages 1127-1138, September.
• Wali Ullah, 2020. "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, vol. 59(3), pages 1243-1284, September.
• Kenneth R. Szulczyk & Changyong Zhang, 2020. "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, vol. 59(5), pages 2385-2403, November.
• Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
  • Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
• Lixiong Yang, 2020. "State-dependent biases and the quality of China’s preliminary GDP announcements," Empirical Economics, Springer, vol. 59(6), pages 2663-2687, December.
• Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  • Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
• Unn Lindholm & Marcus Mossfeldt & Pär Stockhammar, 2020. "Forecasting inflation in Sweden," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 39-68, April.
• Maurizio Bovi, 2020. "A time-varying expectations formation mechanism," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 69-103, April.
  • Bovi, Maurizio, 2019. "A Time-Varying Expectations Formation Mechanism," MPRA Paper 97624, University Library of Munich, Germany.
• Maud H. Korte & Gertjan S. Verhoeven & Arianne M. J. Elissen & Silke F. Metzelthin & Dirk Ruwaard & Misja C. Mikkers, 2020. "Using machine learning to assess the predictive potential of standardized nursing data for home healthcare case-mix classification," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(8), pages 1121-1129, November.
• Maren Hein & Peter Kurz & Winfried J. Steiner, 2020. "Analyzing the capabilities of the HB logit model for choice-based conjoint analysis: a simulation study," Journal of Business Economics, Springer, vol. 90(1), pages 1-36, February.
• Christian Lohmann & Thorsten Ohliger, 2020. "Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies," Journal of Business Economics, Springer, vol. 90(1), pages 137-172, February.
• Yongchen Zhao, 2020. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
  • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
  • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Kristian Jönsson, 2020. "Machine Learning and Nowcasts of Swedish GDP," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 123-134, November.
• Saakshi & Sohini Sahu & Siddhartha Chattopadhyay, 2020. "Epidemiology of inflation expectations and internet search: an analysis for India," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 649-671, July.
  • Jha, Saakshi & Sahu, Sohini & Chattopadhyay, Siddhartha, 2019. "Epidemiology of Inflation Expectations and Internet Search- An Analysis for India," MPRA Paper 92666, University Library of Munich, Germany.
• Hutter, Christian, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 54(1), pages 1-4.
  • Christian Hutter, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 54(1), pages 1-10, December.
• Moses Tule & Afees Salisu & Charles Chiemeke, 2020. "Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 191-229, March.
• Dilip Kumar, 2020. "Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 587-610, September.
• Laura Casula & Guglielmo D’Amico & Giovanni Masala & Filippo Petroni, 2020. "Performance estimation of photovoltaic energy production," Letters in Spatial and Resource Sciences, Springer, vol. 13(3), pages 267-285, December.
• Tomasz Brzęczek, 2020. "Optimisation of product portfolio sales and their risk subject to product width and diversity," Review of Managerial Science, Springer, vol. 14(5), pages 1009-1027, October.
• Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
  • Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," IRENE Working Papers 20-05, IRENE Institute of Economic Research.
• Francesca Carta, 2020. "Timely Indicators for Inequality and Poverty Using the Italian Labour Force Survey," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(1), pages 41-65, May.
• Thieß Petersen & Martina Lizarazo López & Serguei Kaniovski & Thomas Url, 2020. "Makroökonomische Folgen der demografischen Alterung [Macroeconomic Consequences of Demographic Ageing: Simulations Until 2050]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 100(12), pages 958-963, December.
• Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.
• Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.
• Marina Y. Anokhina & Rakhat Abdrakhmanov & Yelena Evgenevna Gridneva & Milton Arrieta-López & Nuray Romanovna Dzhalilova & Abel Meza-Godoy, 2020. "Formation of the competitive potential of the agricultural territories," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1921-1936, March.
• Aitor Erce & Xu Jiang & Diana Zigraiova, 2020. "Quantifying Risks to Sovereign Market Access: Methods and Challenges," Globalization Institute Working Papers 377, Federal Reserve Bank of Dallas.
  • Diana Žigraiová & Aitor Erce & Xu Jiang, 2020. "Quantifying risks to sovereign market access: Methods and challenges," Working Papers 42, European Stability Mechanism.
• Knotek, Edward S. & Zaman, Saeed, 2023. "Real-time density nowcasts of US inflation: A model combination approach," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
  • Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
  • Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
• Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2019. "Higher Moment Constraints for Predictive Density Combinations," Working Papers BAWP-2019-01, University of Sydney Business School, Discipline of Business Analytics.
  • Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2020. "Higher Moment Constraints for Predictive Density Combinations," Working Papers BAWP-2020-01, University of Sydney Business School, Discipline of Business Analytics.
• R. Erasmus & H. Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
  • Ruan Erasmus & Hylton Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Working Papers 04/2020, Stellenbosch University, Department of Economics.
• Philip Hans Franses, 2020. "IMA(1,1) as a new benchmark for forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 27(17), pages 1419-1423, October.
  • Franses, Ph.H.B.F., 2019. "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers EI2019-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Steffen Q. Mueller, 2020. "Pre- and within-season attendance forecasting in Major League Baseball: a random forest approach," Applied Economics, Taylor & Francis Journals, vol. 52(41), pages 4512-4528, September.
  • Steffen Q. Mueller, 2018. "Pre- and within-season attendance forecasting in Major League Baseball: A random forest approach," Working Papers 065, Chair for Economic Policy, University of Hamburg.
• Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
  • Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers 201936, University of Pretoria, Department of Economics.
• Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020. "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(6), pages 1128-1143, April.
  • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018. "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers 201873, University of Pretoria, Department of Economics.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Papers No 01/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
• Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020. "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, vol. 85(C).
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Do, Hung Xuan & Smyth, Russell, 2020. "Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets," Energy Economics, Elsevier, vol. 86(C).
• Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020. "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, vol. 87(C).
• Wang, Jiqian & Huang, Yisu & Ma, Feng & Chevallier, Julien, 2020. "Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence," Energy Economics, Elsevier, vol. 91(C).
• Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020. "Uncertainty in electricity markets from a semi-nonparametric approach," Energy Policy, Elsevier, vol. 137(C).
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público 17304, Universidad EAFIT.
• Belbute, José M. & Pereira, Alfredo M., 2020. "Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal," Energy Policy, Elsevier, vol. 144(C).
  • José M. Belbute & Alfredo M. Pereira, 2019. "Reference Forecasts for CO2 Emissions from Fossil-Fuel Combustion and Cement Production in Portugal," GEE Papers 00126, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2019.
• Jasiński, Tomasz, 2020. "Use of new variables based on air temperature for forecasting day-ahead spot electricity prices using deep neural networks: A new approach," Energy, Elsevier, vol. 213(C).
• Nonejad, Nima, 2020. "Crude oil price volatility and equity return predictability: A comparative out-of-sample study," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020. "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Fang, Tong & Su, Zhi & Yin, Libo, 2020. "Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility," International Review of Financial Analysis, Elsevier, vol. 71(C).
• Sobreira, Nuno & Louro, Rui, 2020. "Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market," Finance Research Letters, Elsevier, vol. 32(C).
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020. "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, vol. 34(C).
  • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019. "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers 201906, University of Pretoria, Department of Economics.
• Elaad, Guy & Reade, J. James & Singleton, Carl, 2020. "Information, prices and efficiency in an online betting market," Finance Research Letters, Elsevier, vol. 35(C).
  • Guy Elaad & J. James Reade & Carl Singleton, 2019. "Information, prices and efficiency in an online betting market," Economics Discussion Papers em-dp2019-10, Department of Economics, University of Reading.
• Aslan, Aylin & Sensoy, Ahmet, 2020. "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, vol. 35(C).
• Pincheira-Brown, Pablo & Neumann, Federico, 2020. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, vol. 37(C).
  • Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
• Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020. "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, vol. 51(C).
• Kupiec, Paul H., 2020. "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, vol. 51(C).
  • Paul H. Kupiec, 2019. "Policy uncertainty and bank stress testing," AEI Economics Working Papers 1022739, American Enterprise Institute.
• Cupido, Kyran & Jevtić, Petar & Paez, Antonio, 2020. "Spatial patterns of mortality in the United States: A spatial filtering approach," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 28-38.
• Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020. "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  • Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.
• Tallman, Ellis W. & Zaman, Saeed, 2020. "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
  • Ellis W. Tallman & Saeed Zaman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland.
• Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
• Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan, 2020. "Can Google search data help predict macroeconomic series?," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1163-1172.
  • Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, "undated". "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers 19-021/III, Tinbergen Institute.
• Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
  • Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
  • George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
  • Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
• Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
  • Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
• Colombo, Emilio & Pelagatti, Matteo, 2020. "Statistical learning and exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1260-1289.
  • Emilio Colombo & Matteo Pelagatti, 2019. "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1901, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
  • Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
  • Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018. "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers 2018-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised May 2019.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, vol. 111(C).
• Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2020. "Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector," Journal of Banking & Finance, Elsevier, vol. 112(C).
  • Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017. "Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector," Working Paper Series 2096, European Central Bank.
• Das, Prashant & Füss, Roland & Hanle, Benjamin & Russ, Isabel Nina, 2020. "The cross-over effect of irrational sentiments in housing, commercial property, and stock markets," Journal of Banking & Finance, Elsevier, vol. 114(C).
• Moura, Guilherme V. & Santos, André A.P. & Ruiz, Esther, 2020. "Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection," Journal of Banking & Finance, Elsevier, vol. 118(C).
• Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020. "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, vol. 118(C).
• Westphal, Rebecca & Sornette, Didier, 2020. "Market impact and performance of arbitrageurs of financial bubbles in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 1-23.
• Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
  • Domenico Delli Gatti & Jakob Grazzini, 2019. "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series 7894, CESifo.
• Maehashi, Kohei & Shintani, Mototsugu, 2020. "Macroeconomic forecasting using factor models and machine learning: an application to Japan," Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
• Kaiser, Ulrich & Kuhn, Johan M., 2020. "The value of publicly available, textual and non-textual information for startup performance prediction," Journal of Business Venturing Insights, Elsevier, vol. 14(C).
  • Kaiser, Ulrich & Kuhn, Johan M., 2020. "The value of publicly available, textual and non-textual information for startup performance prediction," ZEW Discussion Papers 20-012, ZEW - Leibniz Centre for European Economic Research.
• Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J., 2020. "Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds," Journal of Commodity Markets, Elsevier, vol. 20(C).
• Nonejad, Nima, 2020. "A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility," Journal of Commodity Markets, Elsevier, vol. 20(C).
• Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
• Nonejad, Nima, 2020. "Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
• Virbickaitė, Audronė & Frey, Christoph & Macedo, Demian N., 2020. "Bayesian sequential stock return prediction through copulas," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
• Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2020. "Shifting taxes away from labour enhances equity and fiscal efficiency," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 367-384.
• Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020. "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, vol. 69(C).
  • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers 202044, University of Pretoria, Department of Economics.
• León, Carlos, 2020. "Detecting anomalous payments networks: A dimensionality-reduction approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  • Carlos León, 2019. "Detecting anomalous payments networks: A dimensionality reduction approach," Borradores de Economia 1098, Banco de la Republica de Colombia.
• Rodríguez-Vargas, Adolfo, 2020. "Forecasting Costa Rican inflation with machine learning methods," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  • Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Dai, Zhifeng & Zhu, Huan, 2020. "Stock return predictability from a mixed model perspective," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
• Colak, Gonul & Fu, Mengchuan & Hasan, Iftekhar, 2020. "Why are some Chinese firms failing in the US capital markets? A machine learning approach," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2020. "Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market☆," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
• McGurk, Zachary, 2020. "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 53-66.
• Christou, Christina & Gupta, Rangan, 2020. "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 243-248.
  • Christina Christou & Rangan Gupta, 2016. "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers 201622, University of Pretoria, Department of Economics.
• Zargar, Faisal Nazir & Kumar, Dilip, 2020. "Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 271-285.
• Indaco, Agustín, 2020. "From twitter to GDP: Estimating economic activity from social media," Regional Science and Urban Economics, Elsevier, vol. 85(C).
  • Indaco, Agustín, 2019. "From Twitter to GDP: Estimating Economic Activity From Social Media," MPRA Paper 95885, University Library of Munich, Germany.
• Arvanitopoulos, T. & Agnolucci, P., 2020. "The long-term effect of renewable electricity on employment in the United Kingdom," Renewable and Sustainable Energy Reviews, Elsevier, vol. 134(C).
• Hicks, Robert L. & Holland, Daniel S. & Kuriyama, Peter T. & Schnier, Kurt E., 2020. "Choice sets for spatial discrete choice models in data rich environments," Resource and Energy Economics, Elsevier, vol. 60(C).
• Kim, Young Min & Lee, Seojin, 2020. "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 117-134.
• Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020. "A quantization approach to the counterparty credit exposure estimation," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 335-356.
  • M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015. "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers 1503.01754, arXiv.org.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
  • Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
• Singleton, Carl & Reade, J. James & Brown, Alasdair, 2020. "Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 89(C).
  • Carl Singleton & J. James Reade & Alsdair Brown, 2018. "Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game," Working Papers 2018-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Carl Singleton & J. James Reade & Alasdair Brown, 2019. "Going with your gut: the (in)accuracy of forecast revisions in a football score prediction game," Economics Discussion Papers em-dp2019-05, Department of Economics, University of Reading, revised 01 Nov 2019.
• Mihaela, Simionescu, 2020. "Improving unemployment rate forecasts at regional level in Romania using Google Trends," Technological Forecasting and Social Change, Elsevier, vol. 155(C).
• Manickavasagam, Jeevananthan & Visalakshmi, S. & Apergis, Nicholas, 2020. "A novel hybrid approach to forecast crude oil futures using intraday data," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
• Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
• Razzak, Weshah, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," MPRA Paper 100451, University Library of Munich, Germany.
  • Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," EERI Research Paper Series EERI RP 2020/07, Economics and Econometrics Research Institute (EERI), Brussels.
  • Weshah Razzak, 2020. "The Dynamic of COVID-19 New Infections under Different Stringent Policies," Discussion Papers 2007, School of Economics and Finance, Massey University, New Zealand.
• Patrick J. Coe & Shaun P. Vahey, 2020. "Financial conditions and the risks to economic growth in the United States since 1875," CAMA Working Papers 2020-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Laurent Pauwels & Peter Radchenko & Andrey L. Vasnev, 2020. "High Moment Constraints for Predictive Density Combination," CAMA Working Papers 2020-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Jun 2023.
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
  • Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
  • Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
  • Laurent Ferrara & Joseph Yapi, 2020. "Measuring Exchange Rate Risks During Periods of Uncertainty," CAMA Working Papers 2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
• Bo Zhang & Bao H. Nguyen, 2020. "Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs," CAMA Working Papers 2020-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology Network Structure Conditions the Economic Resilience of Regions," Economic Geography, Taylor & Francis Journals, vol. 98(4), pages 355-378, August.
  • Gergo Toth & Zoltan Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2020. "Technology network structure conditions the economic resilience of regions," Papers in Evolutionary Economic Geography (PEEG) 2048, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2020.
  • Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022. "Technology network structure conditions the economic resilience of regions," CERS-IE WORKING PAPERS 2202, Institute of Economics, Centre for Economic and Regional Studies.
• Gandy, Axel & Veraart, Luitgard A. M., 2021. "Compound poisson models for weighted networks with applications in finance," LSE Research Online Documents on Economics 104185, London School of Economics and Political Science, LSE Library.
• J Reade & C Singleton & L Vaughan Williams, 2020. "Betting Markets for English Premier League Results and Scorelines: Evaluating a Simple Forecasting Model," Economic Issues Journal Articles, Economic Issues, vol. 25(1), pages 87-106, March.
  • J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020. "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers em-dp2020-03, Department of Economics, University of Reading.
• Cindy S. H. Wang & Shui Ki Wan, 2020. "A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 105-141, Emerald Group Publishing Limited.
• Pierre Rostan & Alexandra Rostan, 2020. "Where is Saudi Arabia's economy heading?," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(8), pages 2009-2033, July.
• Hardik Marfatia, 2020. "Evaluating the forecasting power of foreign Country's income growth: a global analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(5), pages 1071-1092, April.
• Rahul Roy & Santhakumar Shijin, 2020. "The nexus of asset pricing, volatility and the business cycle," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(1), pages 79-101, May.
• Zidong An & Joao Tovar Jalles, 2020. "On the performance of US fiscal forecasts: government vs. private information," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(2), pages 367-391, June.
  • Zidong An & João Tovar Jalles, 2020. "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM 2020/0130, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Philip Hans Franses & Max Welz, 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, vol. 13(3), pages 1-8, March.
  • Franses, Ph.H.B.F. & Welz, M., 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," Econometric Institute Research Papers EI-1687, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Franses, Ph.H.B.F., 2020. "An introduction to time-varying lag autoregression," Econometric Institute Research Papers EI2020-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Raymundo M. Campos Vázquez & Sergio E. López-Araiza B., 2020. "Grandes datos, Google y desempleo/Big Data, Google and Unemployment," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(1), pages 125-151.
• Francisco Corona & Jesús López-Pérez, 2020. "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(2), pages 193-212.
• Oscar de J. Gálvez-Soriano, 2020. "Nowcasting Mexico's quarterly GDP using factor models and bridge equations," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(2), pages 213-265.
• Baris Yalin Uzunlu & Syed Muzammil Hussain, 2020. "Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns," International Econometric Review (IER), Econometric Research Association, vol. 12(2), pages 112-138, September.
• My-Linh Thi Nguyen, 2020. "The Hedonic Pricing Model Applied to the Housing Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 416-428.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020. "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-30.
• Mariusz Doszyn, 2020. "Accuracy of Intermittent Demand Forecasting Systems in the Enterprise," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 912-930.
• Bartlomiej H. Toszek, 2020. "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1024-1032.
• Mariusz Doszyn, 2020. "Biasedness of Forecasts Errors for Intermittent Demand Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1113-1127.
• Anna Warchlewska & Krzysztof Waliszewski, 2020. "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 97-114.
• Tomasz Zawadzki & Tomasz Walecki & Halina Swieboda & Ryszard Szpyra & M.Kuczabski & P.Stobiecki, 2020. "Introduction to Methods of Modelling Information Wars as a 21st Century Threat," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 1011-1026.
• Katarzyna Witczynska, 2020. "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020. "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 893-904.
• Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
  • Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
• Ducoudré, Bruno & Hubert, Paul & Tabarly, Guilhem, 2020. "The state-dependence of output revisions," Economics Letters, Elsevier, vol. 192(C).
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Working Papers hal-03403073, HAL.
  • Bruno Ducoudré & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Documents de Travail de l'OFCE 2020-04, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403017, HAL.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," Post-Print hal-03403017, HAL.
  • Bruno Ducoudre & Paul Hubert & Guilhem Tabarly, 2020. "The state-dependence of output revisions," SciencePo Working papers Main hal-03403073, HAL.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
• Bo Zhao, 2020. "Forecasting the New England States’ Tax Revenues in the Time of the COVID-19 Pandemic," Current Policy Perspectives 88356, Federal Reserve Bank of Boston.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024. "Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1099-1127, August.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 20-02R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021. "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 495-516, August.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers 20-27, Federal Reserve Bank of Cleveland.
• Knotek, Edward S. & Zaman, Saeed, 2023. "Real-time density nowcasts of US inflation: A model combination approach," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
  • Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
  • Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
• Diana Žigraiová & Aitor Erce & Xu Jiang, 2020. "Quantifying risks to sovereign market access: Methods and challenges," Working Papers 42, European Stability Mechanism.
  • Aitor Erce & Xu Jiang & Diana Zigraiova, 2020. "Quantifying Risks to Sovereign Market Access: Methods and Challenges," Globalization Institute Working Papers 377, Federal Reserve Bank of Dallas.
• Enrique Martínez García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020. "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers 383, Federal Reserve Bank of Dallas, revised 19 Oct 2021.
• Benchimol, Jonathan & El-Shagi, Makram, 2020. "Forecast performance in times of terrorism," Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
  • Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
• Dur, Ayşe & Martínez García, Enrique, 2020. "Mind the gap!—A monetarist view of the open-economy Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  • Ayse Dur & Enrique Martínez García, 2020. "Mind the Gap!—A Monetarist View of the Open-Economy Phillips Curve," Globalization Institute Working Papers 392, Federal Reserve Bank of Dallas.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024. "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, vol. 246(1).
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
  • Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
• Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2020. "The Power of Narratives in Economic Forecasts," Finance and Economics Discussion Series 2020-001, Board of Governors of the Federal Reserve System (U.S.).
• Travis J. Berge, 2023. "Time-Varying Uncertainty of the Federal Reserve's Output Gap Estimate," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1191-1206, September.
  • Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2020. "Tracking Labor Market Developments during the COVID-19 Pandemic: A Preliminary Assessment," Finance and Economics Discussion Series 2020-030, Board of Governors of the Federal Reserve System (U.S.).
• Michael Puglia & Adam Tucker, 2020. "Machine Learning, the Treasury Yield Curve and Recession Forecasting," Finance and Economics Discussion Series 2020-038, Board of Governors of the Federal Reserve System (U.S.).
• Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
• Hie Joo Ahn & Yun Liu & Yeonwoo Rho, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Finance and Economics Discussion Series 2020-082, Board of Governors of the Federal Reserve System (U.S.).
• Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
• , 2020. "Looking down the road with ALEX: Forecasting U.S. GDP," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 447, pages 1-5, October.
• Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP-2020-10, Federal Reserve Bank of Chicago, revised 16 Apr 2020.
  • Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel W. Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP 2020-10, Federal Reserve Bank of Chicago.
• Scott A. Brave & R. Andrew Butters & Michael Fogarty, 2020. "The perils of working with Big Data and a SMALL framework you can use to avoid them," Working Paper Series WP-2020-35, Federal Reserve Bank of Chicago, revised 02 Mar 2020.
• Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel W. Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP 2020-10, Federal Reserve Bank of Chicago.
  • Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel Sacks & Boyoung Seo, 2020. "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series WP-2020-10, Federal Reserve Bank of Chicago, revised 16 Apr 2020.
• Lyu, Yifei & Nie, Jun & Yang, Shu-Kuei X., 2021. "Forecasting US economic growth in downturns using cross-country data," Economics Letters, Elsevier, vol. 198(C).
  • , 2020. "Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data," Research Working Paper RWP 20-09, Federal Reserve Bank of Kansas City.
• Ana Beatriz Galvão & Michael Owyang, 2022. "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
  • Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
• Michael W. McCracken, 2020. "Tests of Conditional Predictive Ability: Existence, Size, and Power," Working Papers 2020-050, Federal Reserve Bank of St. Louis.
• Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Monitoring Real Activity in Real Time: The Weekly Economic Index," Liberty Street Economics 20200330b, Federal Reserve Bank of New York.
• Dean Croushore & Stephanie M. Wilshusen, 2020. "Forecasting Consumption Spending Using Credit Bureau Data," Working Papers 20-22, Federal Reserve Bank of Philadelphia.
• Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  • Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
  • Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Ryan Cumings-Menon & Minchul Shin, 2020. "Probability Forecast Combination via Entropy Regularized Wasserstein Distance," Working Papers 20-31/R, Federal Reserve Bank of Philadelphia.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020. "A dynamic conditional approach to portfolio weights forecasting," Papers 2004.12400, arXiv.org.
  • Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020. "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive 2020_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Ludovic Dobbelaere & Igor Lebrun, 2020. "Working Paper 05-20 - Évaluation de la précision des prévisions à court terme et des perspectives à moyen terme du BFP - Une mise à jour des Working Papers 12-17 et 13-17 [Working Paper 05-20 - Eva," Working Papers 2005, Federal Planning Bureau, Belgium.
• Ludovic Dobbelaere & Igor Lebrun, 2020. "Working Paper 05-20 - Évaluation de la précision des prévisions à court terme et des perspectives à moyen terme du BFP - Une mise à jour des Working Papers 12-17 et 13-17 [Working Paper 05-20 - ," Working Papers 202005, Federal Planning Bureau, Belgium.
• Lucian Liviu Albu & Radu Lupu, 2020. "Anomaly detection in stock market indices with neural networks," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 10-23, November.
• Tsukhlo Sergey, 2020. "Russian industrial sector in 2019: (based on surveys’ findings)," Published Papers ppaper-2020-1047, Gaidar Institute for Economic Policy, revised 2020.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2020. "Small and medium-sized entrepreneurship in Russia and regions in 2019–2020," Published Papers ppaper-2020-1052, Gaidar Institute for Economic Policy, revised 2020.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
  • Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
  • Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
• Philip Hans Franses & Max Welz, 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, vol. 13(3), pages 1-8, March.
  • Franses, Ph.H.B.F. & Welz, M., 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," Econometric Institute Research Papers EI-1687, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Ruben Fotso, 2020. "Evaluation of indirect effects of place-based science-industry transfer policies: Case of French Technological Research Institutes," Working Papers 2031, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Ruben Fotso, 2020. "Evaluation of the effectiveness of technological platforms as a technology transfer tool: the impact of French Technological Research Institutes on the socio-economic performance of SMEs," Working Papers 2032, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
• Adrien LAGARDE & Luc DOYEN & Joachim CLAUDET & Olivier THEBAUD, 2020. "Ecological-economic resilience of a fished coral reef through stochastic multi-species MSY," Bordeaux Economics Working Papers 2020-11, Bordeaux School of Economics (BSE).
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
• Constantin Bürgi & Tara M. Sinclair, 2021. "What does forecaster disagreement tell us about the state of the economy?," Applied Economics Letters, Taylor & Francis Journals, vol. 28(1), pages 49-53, January.
  • Constantin Bürgi & Tara M. Sinclair, 2020. "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers 2020-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Aug 2020.
• Constantin Bürgi, 2020. "Expectation Formation and the Persistence of Shocks," Working Papers 2020-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Sep 2020.
• Arai, Natsuki, 2023. "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, vol. 151(C).
  • Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Philip ME Garboden, 2019. "Sources and Types of Big Data for Macroeconomic Forecasting," Working Papers 2019-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Peter Fuleky, 2022. "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, vol. 29(11), pages 1037-1041, June.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Peter Fuleky, 2022. "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, vol. 29(11), pages 1037-1041, June.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 2020-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky, 2020. "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers 202022, University of Hawaii at Manoa, Department of Economics.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
  • Michael Brei & Claudio Borio, 2019. "Bank intermediation activity in a low interest rate environment," BIS Working Papers 807, Bank for International Settlements.
  • Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Post-Print hal-02985986, HAL.
  • Gambacorta, Leonardo & Brei, Michael & Borio, Claudio, 2019. "Bank intermediation activity in a low interest rate environment," CEPR Discussion Papers 13980, C.E.P.R. Discussion Papers.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," Post-Print halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
• Benchimol, Jonathan & El-Shagi, Makram, 2020. "Forecast performance in times of terrorism," Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
  • Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," Post-Print halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
• Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
• Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020. "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO 2839, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers hal-02507499, HAL.
• Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020. "Cliometrics of Climate Change," Working Papers hal-03215675, HAL.
• Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
• Steffen Q. Mueller & Patrick Ring & Maria Schmidt, 2019. "Forecasting economic decisions under risk: The predictive importance of choice-process data," Working Papers 066, Chair for Economic Policy, University of Hamburg.
  • Steffen Q. Mueller & Patrick Ring & Maria Fischer, 2020. "Excited and aroused: The predictive importance of simple choice process metrics," Working Papers 067, Chair for Economic Policy, University of Hamburg.
• Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
  • William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Aug 2020.
• Gregory Chernov, 2020. "How to Learn to Defeat Noisy Robot in Rock-Paper-Scissors Game: An Exploratory Study," HSE Economic Journal, National Research University Higher School of Economics, vol. 24(4), pages 503-538.
• Inna S. Lola & Anton Manukov, 2020. "Forecasting Employment In Small Businesses In Russia: The Relevance Of Business Tendency Surveys," HSE Working papers WP BRP 113/STI/2020, National Research University Higher School of Economics.
• Dauth, Wolfgang & Eppelsheimer, Johann, 2020. "Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 54(1), pages 1-10.
• Christian Hutter, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 54(1), pages 1-10, December.
  • Hutter, Christian, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 54(1), pages .4(1-10).
• Christian Hutter, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 54(1), pages 1-10, December.
  • Hutter, Christian, 2020. "A new indicator for nowcasting employment subject to social security contributions in Germany," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 54(1), pages 1-4.
• Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020. "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers 01/2020, IMT School for Advanced Studies Lucca, revised Jun 2020.
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2020. "Do Islamic Equity Style Indices Contain Economic Information?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 6(4), pages 895-918, November.
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2020. "Do Islamic Equity Style Indices Contain Economic Information?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 6(4), pages 895-918.
• Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
  • Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
  • Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
• Toshiaki Ogawa & Masato Ubukata & Toshiaki Watanabe, 2020. "Stock Return Predictability and Variance Risk Premia around the ZLB," IMES Discussion Paper Series 20-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
• Bakker, Bas & Ghazanchyan, Manuk & Ho, Alex & Nanda, Vibha, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," MPRA Paper 101287, University Library of Munich, Germany.
  • Bas B. Bakker & Manuk Ghazanchyan & Alex Ho & Vibha Nanda, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," IMF Working Papers 20/98, International Monetary Fund.
• Bakker, Bas & Ghazanchyan, Manuk & Ho, Alex & Nanda, Vibha, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," MPRA Paper 101287, University Library of Munich, Germany.
  • Mr. Bas B. Bakker & Mr. Manuk Ghazanchyan & Alex Ho & Vibha Nanda, 2020. "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," IMF Working Papers 2020/098, International Monetary Fund.
• Rey Francisco Ayala Castrejon & Christian Bucio Pacheco, 2020. "Modelo ARIMA aplicado al tipo de cambio peso-dólar en el periodo 2016-2017 mediante ventanas temporales deslizantes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(3), pages 331-354, Julio - S.
• Sergio Lagunas Puls & Miguel Angel Oropeza Tagle & Juan Bautista Boggio Vázquez, 2020. "Energy Consumption in North America: Visualization and Pyramidal Perspective," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(4), pages 709-723, Octubre -.
• Xavier Estupinan & Mohit Sharma & Sargam Gupta & Bharti Birla, 2020. "Impact of COVID-19 pandemic on labour supply and gross value added in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-022, Indira Gandhi Institute of Development Research, Mumbai, India.
• Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2020. "A New Index of Housing Sentiment," Management Science, INFORMS, vol. 66(4), pages 1563-1583, April.
  • Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2016. "A New Index of Housing Sentiment," CREATES Research Papers 2016-32, Department of Economics and Business Economics, Aarhus University.
• Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
• Oscar Claveria & Ivana Lolic & Enric Monte & Salvador Torra & Petar Soric, 2020. "“Economic determinants of employment sentiment: A socio-demographic analysis for the euro area”," AQR Working Papers 2012001, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2020.
  • Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020. "Economic determinants of employment sentiment: A socio-demographic analysis for the euro area," IREA Working Papers 202001, University of Barcelona, Research Institute of Applied Economics, revised Jan 2020.
• Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
  • Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," IRENE Working Papers 20-05, IRENE Institute of Economic Research.
• Zidong An & Joao Tovar Jalles, 2020. "On the performance of US fiscal forecasts: government vs. private information," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(2), pages 367-391, June.
  • Zidong An & João Tovar Jalles, 2020. "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM 2020/0130, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Kaiser, Ulrich & Kuhn, Johan Moritz, 2020. "Value of Publicly Available, Textual and Non-textuThe al Information for Startup Performance Prediction," IZA Discussion Papers 13029, Institute of Labor Economics (IZA).
• Wilde, Joshua & Chen, Wei & Lohmann, Sophie, 2020. "COVID-19 and the Future of US Fertility: What Can We Learn from Google?," SocArXiv 2bgqs, Center for Open Science.
  • Wilde, Joshua & Chen, Wei & Lohmann, Sophie, 2020. "COVID-19 and the Future of US Fertility: What Can We Learn from Google?," IZA Discussion Papers 13776, Institute of Labor Economics (IZA).
  • Joshua Wilde & Wei Chen & Sophie Lohmann, 2020. "COVID-19 and the future of US fertility: what can we learn from Google?," MPIDR Working Papers WP-2020-034, Max Planck Institute for Demographic Research, Rostock, Germany.
• Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," JRC Working Papers in Economics and Finance 2020-04, Joint Research Centre, European Commission.
• Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers 20/16, HEDG, c/o Department of Economics, University of York.
  • Berta, Paolo & Lovaglio, Pietro Giorgio & Paruolo, Paolo & Verzillo, Stefano, 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand," JRC Working Papers in Economics and Finance 2020-08, Joint Research Centre, European Commission.
• Mawuli Segnon & Stelios Bekiros, 2020. "Forecasting volatility in bitcoin market," Annals of Finance, Springer, vol. 16(3), pages 435-462, September.
• Murat Midiliç, 2020. "Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 87-117, January.
• Stefan Palan & Jürgen Huber & Larissa Senninger, 2020. "Aggregation mechanisms for crowd predictions," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 788-814, September.
• Bernard Fingleton, 2020. "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, vol. 22(1), pages 77-104, January.
• Takafumi Kato, 2020. "Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model," Journal of Geographical Systems, Springer, vol. 22(1), pages 143-176, January.
• Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020. "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 469-513, May.
• Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020. "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 803-825, October.
• Jan Alexander Fischer & Philipp Pohl & Dietmar Ratz, 2020. "A machine learning approach to univariate time series forecasting of quarterly earnings," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1163-1179, November.
• Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
• Eda Gulsen & Hakan Kara, 2020. "Formation of inflation expectations: Does macroeconomic and policy environment matter?," Koç University-TUSIAD Economic Research Forum Working Papers 2017, Koc University-TUSIAD Economic Research Forum.
• Christian Müller, 2020. "Bundeshaushalt und die Schuldenbremse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 14(1), pages 66-83, March.
• Heiner Mikosch & Stefan Neuwirth, 2020. "KOFCASTs: Ein Projektbericht," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 14(4), pages 56-63, December.
• Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.
• Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  • Samad Sarferaz & Andreas Dibiasi, 2020. "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers 20-479, KOF Swiss Economic Institute, ETH Zurich.
  • Andreas Dibiasi & Samad Sarferaz, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," Post-Print hal-04167343, HAL.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2025. "Tracking Economic Activity With Alternative High‐Frequency Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(3), pages 270-290, April.
  • Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020. "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers 20-488, KOF Swiss Economic Institute, ETH Zurich.
• Joshua C. C. Chan, 2020. "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 68-79, January.
  • Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Christian Conrad & Melanie Schienle, 2020. "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 229-242, April.
  • Conrad, Christian & Schienle, Melanie, 2019. "Testing for an omitted multiplicative long-term component in GARCH models," Working Paper Series in Economics 121, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
• Carsten Bormann & Melanie Schienle, 2020. "Detecting Structural Differences in Tail Dependence of Financial Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 380-392, April.
  • Bormann, Carsten & Schienle, Melanie, 2019. "Detecting structural differences in tail dependence of financial time series," Working Paper Series in Economics 122, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Georges Dionne & Xiaozhou Zhou, 2020. "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, vol. 20(4), pages 593-617, April.
  • Dionne, Georges & Zhou, Xiaozhou, 2016. "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers 16-4, HEC Montreal, Canada Research Chair in Risk Management, revised 04 Nov 2019.
• R. Erasmus & H. Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
  • Ruan Erasmus & Hylton Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Working Papers 04/2020, Stellenbosch University, Department of Economics.
• Troy Lorde & Antonio Alleyne & Roger Hosein & Mu Yifei, 2020. "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," The International Trade Journal, Taylor & Francis Journals, vol. 34(1), pages 136-150, January.
  • Lorde, Troy & Alleyne, Antonio & Hosein, Roger & Yifei, Mu, 2019. "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," MPRA Paper 96641, University Library of Munich, Germany.
• Islam, Raisul & Volkov, Vladimir, 2020. "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers 2020-05, University of Tasmania, Tasmanian School of Business and Economics.
• Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
• Zhang, Bo & Nguyen, Bao H., 2020. "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers 2020-12, University of Tasmania, Tasmanian School of Business and Economics.
• Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mahmut Gunay, 2020. "Nowcasting Turkish GDP Growth with Targeted Predictors: Fill in the Blanks," Working Papers 2006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Rutger Jan Lange, 2020. "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers 20-052/III, Tinbergen Institute, revised 19 May 2021.
• Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021. "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
  • Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
• Noussair, C.N. & Popescu, Andreea Victoria, 2020. "Contagion and Return Predictability in Asset Markets : An Experiment with Two Lucas Trees," Other publications TiSEM f29687f7-d02c-4fad-98c2-0, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Popescu, Andreea Victoria, 2020. "Contagion and Return Predictability in Asset Markets : An Experiment with Two Lucas Trees," Discussion Paper 2020-014, Tilburg University, Center for Economic Research.
• Kohei Maehashi & Mototsugu Shintani, 2020. "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series CIRJE-F-1146, CIRJE, Faculty of Economics, University of Tokyo.
• Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
  • Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
  • George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
• Lahiri, Kajal & Zhao, Yongchen, 2020. "The Nordhaus test with many zeros," Economics Letters, Elsevier, vol. 193(C).
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," CESifo Working Paper Series 8350, CESifo.
  • Kajal Lahiri & Yongchen Zhao, 2020. "The Nordhaus Test with Many Zeros," Working Papers 2020-05, Towson University, Department of Economics, revised Jun 2020.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
• Michael Safo OFORI & Abel FUMEY & Edward NKETIAH-AMPONSAH, 2020. "Forecasting Value Added Tax Revenue in Ghana," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 4(2), pages 63-99.
• Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
  • Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  • Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
  • Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020. "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LLC, vol. 20(1), pages 176-235, March.
  • Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E, 2019. "lassopack: Model Selection and Prediction with Regularized Regression in Stata," IZA Discussion Papers 12081, Institute of Labor Economics (IZA).
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
• Benedikt Janzen & Doina Radulescu, 0. "Electricity Use as a Real-Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," CESifo Economic Studies, CESifo Group, vol. 66(4), pages 303-321.
  • Benedikt Janzen & Doina Maria Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the Covid-19-Related Lockdown: Evidence from Switzerland," CESifo Working Paper Series 8363, CESifo.
  • Benedikt Janzen & Doina Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," Diskussionsschriften dp2010, Universitaet Bern, Departement Volkswirtschaft.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
  • Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
• Dmytro Krukovets, 2020. "Data Science Opportunities at Central Banks: Overview," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 13-24.
• Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020. "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers 02-20, Association Française de Cliométrie (AFC).
  • Olivier DAMETTE & Claude DIEBOLT & Stephane GOUTTE & Umberto TRIACCA, 2020. "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers of BETA 2020-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Juan Equiza-Goñi, 2020. "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers 01/20, School of Economics and Business Administration, University of Navarra.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
  • Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
  • Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
  • Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
• Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther, 2022. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry," The Energy Journal, , vol. 43(5), pages 27-50, September.
  • Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas, 2019. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," MPRA Paper 101763, University Library of Munich, Germany.
  • Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther, 2020. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," Working Papers 2002, Utrecht School of Economics.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
  • Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
• Mesias Alfeus & Christina Sklibosios Nikitopoulos, 2020. "Forecasting Commodity Markets Volatility: HAR or Rough?," Research Paper Series 415, Quantitative Finance Research Centre, University of Technology, Sydney.
• Christina Sklibosios Nikitopoulos & Alice Thomas & Jianxin Wang, 2020. "The Economic Impact of Volatility Persistence on Energy Markets," Research Paper Series 417, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hans R. ISAKSON & Mark D. ECKER & Lee KENNEDY, 2020. "Principles For Calculating Avm Performance Metrics," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 16(2), pages 38-69.
• SAHIN, Emrah & GUNGOR, Selim & KARACA, Suleyman Serdar, 2020. "Empirical Analysis Of The Relationship Between Purchasing Managers Index And Bist Industrial Index Under Structural Breaks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(3), pages 6-22, September.
• Hristina Vasileva, 2020. "Application Of Logistic Regressionin Assessing The Credit Risk Of Smes," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 334-345.
• Hristina Vasileva, 2020. "Application Of Logistic Regressionin Assessing The Credit Risk Of Smes," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 334-345.
• Žmuk Berislav & Kovač Matej, 2020. "Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 27-42, May.
• Oesterreich Maciej, 2020. "On the Method of Identification of Atypical Observations in Time Series," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 1-16, June.
• Krzciuk Małgorzata K., 2020. "On Empirical Best Linear Unbiased Predictor Under a Linear Mixed Model with Correlated Random Effects," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 17-29, June.
• Jaworski Stanisław, 2020. "A Few Remarks on the Stochastic Structure of the Unemployment Rate in Poland by Gender," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 41-52, June.
• Gürsakal Necmi & Yilmaz Fırat Melih & Uğurlu Erginbay, 2020. "Finding Opportunity Windows in Time Series Data Using the Sliding Window Technique: the Case of Stock Exchanges," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(3), pages 1-19, September.
• Wójcik Filip & Górnik Michał, 2020. "Improvement of E-Commerce Recommendation Systems with Deep Hybrid Collaborative Filtering with Content: A Case Study," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(3), pages 37-50, September.
• Zanka Mikhail, 2020. "A Comparison of Variables Selection Methods and their Sequential Application: A Case Study of the Bankruptcy of Polish Companies," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 531-543, June.
• Wodecki Andrzej, 2020. "The Reserve Price Optimization for Publishers on Real-Time Bidding on-Line Marketplaces with Time-Series Forecasting," Foundations of Management, Sciendo, vol. 12(1), pages 167-180, January.
• Wodecki Andrzej, 2020. "The Reserve Price Optimization for Publishers on Real-Time Bidding on-Line Marketplaces with Time-Series Forecasting," Foundations of Management, Sciendo, vol. 12(1), pages 167-180, January.
• Rządkowski Grzegorz & Sobczak Lidia, 2020. "A Generalized Logistic Function and Its Applications," Foundations of Management, Sciendo, vol. 12(1), pages 85-92, January.
• Rządkowski Grzegorz & Sobczak Lidia, 2020. "A Generalized Logistic Function and Its Applications," Foundations of Management, Sciendo, vol. 12(1), pages 85-92, January.
• Moro Matheus Fernando & Weise Andreas Dittmar & Bornia Antonio Cezar, 2020. "Model Hybrid for Sales Forecast for the Housing Market of São Paulo," Real Estate Management and Valuation, Sciendo, vol. 28(3), pages 45-64, September.
• Ngozi E. Egbuna (PhD) & Maimuna John-Sowe & Santigie M. Kargbo (PhD) & Ibrahima Diallo & Sani Bawa (PhD) & Isatou Mendy, 2020. "When Will Normalcy Return? Exploring The Novel Covid-19 Spread In The West African Monetary Zone," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 20(1b), pages 1-22, June.
• Mateusz Buczyński & Marcin Chlebus, 2020. "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers 2020-09, Faculty of Economic Sciences, University of Warsaw.
• Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.
• Mateusz Kijewski & Robert Ślepaczuk, 2020. "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers 2020-27, Faculty of Economic Sciences, University of Warsaw.
• Karol Kielak & Robert Ślepaczuk, 2020. "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers 2020-28, Faculty of Economic Sciences, University of Warsaw.
• Mateusz Heba & Marcin Chlebus, 2020. "Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model," Working Papers 2020-30, Faculty of Economic Sciences, University of Warsaw.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
• Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.
• Quynh Bui & Robert Ślepaczuk, 2020. "Applying Hurst Exponent in Pair Trading Strategies," Working Papers 2020-39, Faculty of Economic Sciences, University of Warsaw.
• Christian Glocker & Serguei Kaniovski, 2022. "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
  • Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
• Stefan Jestl & Roman Römisch, 2020. "On the Economic Effects of a Reallocation of EU Cohesion Policy Expenditures," wiiw Working Papers 183, The Vienna Institute for International Economic Studies, wiiw.
• Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
  • Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
  • Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
• Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
  • Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
  • Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  • Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
• Michael W. McCracken, 2020. "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
  • Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1027-1072, August.
  • Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020. "State dependence in labour market fluctuations," Working Papers 47, European Stability Mechanism.
  • Francesco Zanetti & Carlo Pizzinelli & Konstantinos Theodoridis, 2020. "State Dependence in Labor Market Fluctuations," Economics Series Working Papers 902, University of Oxford, Department of Economics.
  • Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020. "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers E2020/2, Cardiff University, Cardiff Business School, Economics Section.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020. "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
• Jonas Dovern & Hans Manner, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series 44, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Duc Khuong Nguyen & Thomas Walther, 2020. "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
  • Nguyen, Duc Khuong & Walther, Thomas, 2017. "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper 84464, University Library of Munich, Germany, revised Jan 2018.
  • Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
• Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
  • Maas, Benedikt, 2019. "Short-term forecasting of the US unemployment rate," MPRA Paper 94066, University Library of Munich, Germany.
• Andrea Bucci, 2020. "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 865-876, September.
  • Bucci, Andrea, 2019. "Cholesky-ANN models for predicting multivariate realized volatility," MPRA Paper 95137, University Library of Munich, Germany.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 934-943, September.
  • Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," CAMA Working Papers 2019-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020. "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 957-965, September.
  • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020. "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 966-985, September.
  • Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
• Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021. "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
  • Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2020. "Does Judgment Improve Macroeconomic Density Forecasts?," EMF Research Papers 33, Economic Modelling and Forecasting Group.
• Ana Beatriz Galvão & James Mitchell, 2023. "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
  • Galvao, Ana Beatriz & Mitchell, James, 2020. "Real-Time Perceptions of Historical GDP Data Uncertainty," EMF Research Papers 35, Economic Modelling and Forecasting Group.
• Clements, Michael P. & Galvao, Ana Beatriz, 2020. "Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty," EMF Research Papers 36, Economic Modelling and Forecasting Group.
• Ana Beatriz Galvão & Michael Owyang, 2022. "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
  • Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
  • Galvao, Ana Beatriz & Owyang, Michael, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," EMF Research Papers 38, Economic Modelling and Forecasting Group.
• Gaetano Perone, 2020. "An ARIMA model to forecast the spread and the final size of COVID-2019 epidemic in Italy," Health, Econometrics and Data Group (HEDG) Working Papers 20/07, HEDG, c/o Department of Economics, University of York.
• Berta, Paolo & Lovaglio, Pietro Giorgio & Paruolo, Paolo & Verzillo, Stefano, 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand," JRC Working Papers in Economics and Finance 2020-08, Joint Research Centre, European Commission.
  • Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers 20/16, HEDG, c/o Department of Economics, University of York.
• Perone, G., 2020. "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers 20/18, HEDG, c/o Department of Economics, University of York.
• Sriubaite, I. & Harris, A. & Jones, A.M. & Gabbe, B., 2020. "Economic Consequences of Road Traffic Injuries. Application of the Super Learner algorithm," Health, Econometrics and Data Group (HEDG) Working Papers 20/20, HEDG, c/o Department of Economics, University of York.
• Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020. "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers 20/10, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021. "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers 2021-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
  • Martins, Manuel Mota Freitas & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers 4/2020, Bank of Finland.
• Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers hal-03403077, HAL.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," SciencePo Working papers Main hal-03403077, HAL.
• Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
• Opiła, Janusz, 2020. "Employing of Extended Characteristic Surface Model for Forecasting of Demand in Tourism," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 60-73, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Sallam, Walid & Ahmed, Osama, 2020. "The socio-economic assessment to evaluate the potentiality of developing the rural community in Upper Egypt," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 8(2), pages 143-165.
• Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.
• Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
• Fischer, Benjamin & Hügle, Dominik, 2020. "The private and fiscal returns to higher education: A simulation approach for a young German cohort," Discussion Papers 2020/21, Free University Berlin, School of Business & Economics.
• Hügle, Dominik, 2020. "Higher education funding in Germany: A distributional lifetime perspective," Discussion Papers 2021/1, Free University Berlin, School of Business & Economics.
• Seuffert, Stefan, 2020. "German Pension Simulation: Arbeitspapier zur Methodik eines anwartschaftsbasierten Projektionsmodells der gesetzlichen Rentenversicherung," FZG Discussion Papers 73, University of Freiburg, Research Center for Generational Contracts (FZG).
• Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
  • Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020. "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Brighton, Henry, 2020. "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-32.
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2020. "Hohes öffentliches Defizit nicht nur wegen Corona: Mittelfristige Handlungsmöglichkeiten für den Staat," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 8(4), pages 150-161.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020. "Predicting the global minimum variance portfolio," Working Paper Series in Economics 141, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Foltas, Alexander, 2020. "Testing investment forecast efficiency with textual data," Working Papers 19, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Foltas, Alexander & Pierdzioch, Christian, 2020. "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers 21, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Alexander Foltas & Christian Pierdzioch, 2022. "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 867-872, June.
  • Foltas, Alexander & Pierdzioch, Christian, 2020. "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Working Papers 22, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Müller, Karsten, 2020. "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers 23, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Behrens, Christoph, 2020. "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers 26, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Bluhm, Benjamin & Cutura, Jannic, 2020. "Econometrics at scale: Spark up big data in economics," SAFE Working Paper Series 266, Leibniz Institute for Financial Research SAFE.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020. "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics 130, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Kaiser, Ulrich & Kuhn, Johan M., 2020. "The value of publicly available, textual and non-textual information for startup performance prediction," Journal of Business Venturing Insights, Elsevier, vol. 14(C).
  • Kaiser, Ulrich & Kuhn, Johan M., 2020. "The value of publicly available, textual and non-textual information for startup performance prediction," ZEW Discussion Papers 20-012, ZEW - Leibniz Centre for European Economic Research.
• Berislav Žmuk & Hrvoje Jošiæ, 2020. "Forecasting stock market indices using machine learning algorithms," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(4), pages 471-489.

2019

• Florian Huber & Martin Feldkircher, 2019. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 27-39, January.
  • Florian Huber & Martin Feldkircher, 2016. "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers wuwp221, Vienna University of Economics and Business, Department of Economics.
  • Feldkircher, Martin & Huber, Florian, 2016. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series 221, WU Vienna University of Economics and Business.
• James Mitchell & Donald Robertson & Stephen Wright, 2019. "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
  • Stephen Wright & James Mitchell & Donald Robertson, 2018. "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance 1804, Birkbeck, Department of Economics, Mathematics & Statistics.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
  • Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016. "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers 2016-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  • Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Eda Gulsen & Hakan Kara, 2019. "Measuring inflation uncertainty in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 33-43.
  • Eda Gulsen & Hakan Kara, 2019. "Measuring Inflation Uncertainty in Turkey," Working Papers 1912, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Eda Gulsen & Hakan Kara, 2019. "Measuring inflation uncertainty in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 33-43.
  • Eda Gulsen & Hakan Kara, 2019. "Measuring Inflation Uncertainty in Turkey," Working Papers 1912, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mehmet Selman Colak & Ibrahim Ethem Guney & Ahmet Senol & Muhammed Hasan Yilmaz, 2019. "Monitoring and Forecasting Cyclical Dynamics in Bank Credits: Evidence from Turkish Banking Sector," Working Papers 1929, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019. "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper 2019/12, Norges Bank.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
• Sander Barendse & Erik Kole & Dick van Dijk, 2023. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
  • Sander Barendse & Erik Kole & Dick van Dijk, 2019. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers 19-058/III, Tinbergen Institute.
• Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
• Regis Barnichon & Christian Brownlees, 2019. "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 522-530, July.
  • Barnichon, Regis & Brownlees, Christian, 2016. "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers 11726, C.E.P.R. Discussion Papers.
• Barbara Rossi & Yiru Wang, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, vol. 19(4), pages 883-899, December.
  • Rossi, Barbara & Wang, Yiru, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," MPRA Paper 101492, University Library of Munich, Germany.
• Nataliia Marynenko & Iryna Fedyshyn & Natalia Garmatiy & Iryna Kramar, 2019. "Financing Innovation Activity In Ukraine: Realities And Perspectives," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 17(1), pages 33-46, May.
• Audrone Virbickaite & Christoph Frey & Demian N. Macedo, 2019. "Sequential Stock Return Prediction Through Copulas," DEA Working Papers 91, Universitat de les Illes Balears, Departament d'Economía Aplicada.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020. "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
  • González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de Estadística.
• Eva Boj & M. Mercè Claramunt & Anna Castañer & Teresa Costa & Oriol Roch, 2019. "Economic Indicators for automobile claim frequencies," Estudios de Economia, University of Chile, Department of Economics, vol. 46(2), pages 245-271, December.
• Dmytro Krukovets & Olesia Verchenko, 2019. "Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 248, pages 11-20.
• Anton Grui & Artem Vdovychenko, 2019. "Quarterly Projection Model for Ukraine," Working Papers 03/2019, National Bank of Ukraine.
• Mohammad Ghaderi & Milosz Kadzinsky, 2019. "Accounting for structural patterns in construction of value functions: a convex optimization approach," Economics Working Papers 1634, Department of Economics and Business, Universitat Pompeu Fabra.
• Yiru Wang & Barbara Rossi, 2019. "VAR-Based Granger-Causality Test in the Presence of Instabilities," Working Papers 1083, Barcelona School of Economics.
  • Yiru Wang & Barbara Rossi, 2019. "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers 1642, Department of Economics and Business, Universitat Pompeu Fabra.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
  • Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
• Do Van Thanh, 2019. "Macro-Econometric Model For Medium-Term Socio-Economic Development Planning In Vietnam. Part 1: Structure Of The Model," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 121-136.
• Valery Zh. Dubrovsky & Ekaterina M. Ivanova & Natalia V. Chuprakova, 2019. "Problems of assessing defence contractors’ efficiency," Journal of New Economy, Ural State University of Economics, vol. 20(5), pages 92-107, December.
• Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019. "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers 2019:33, Department of Economics, University of Venice "Ca' Foscari".
• Mariana Kaneva, 2019. "Broadband and e-Commerce in the Balkans - Econometric Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 8(2), pages 100-109, August.
• Szubzda Filip & Chlebus Marcin, 2019. "Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions," Central European Economic Journal, Sciendo, vol. 6(53), pages 70-85, January.
  • Szubzda Filip & Chlebus Marcin, 2019. "Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions," Central European Economic Journal, Sciendo, vol. 6(53), pages 70-85, January.
• Szubzda Filip & Chlebus Marcin, 2019. "Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions," Central European Economic Journal, Sciendo, vol. 6(53), pages 70-85, January.
  • Szubzda Filip & Chlebus Marcin, 2019. "Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions," Central European Economic Journal, Sciendo, vol. 6(53), pages 70-85, January.
• Čižmešija Mirjana & Lukač Zrinka & Novoselec Tomislav, 2019. "Nonlinear optimisation approach to proposing novel Croatian Industrial Confidence Indicator," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 17-26, December.
• Kvainickas Tomas Sovijus & Stankevičienė Jelena, 2019. "Regional Limitations of Stock Indices Prediction Models Based on Macroeconomic Variables," Economics and Culture, Sciendo, vol. 16(2), pages 5-20, December.
• Pelinescu Elena & Simionescu Mihaela, 2019. "Higher Education Policies and Employability of University Graduates in the EU-28," Journal of Intercultural Management, Sciendo, vol. 11(3), pages 105-133, September.
• Bălan Mariana, 2019. "Particularities of the Recent Evolution of Higher Education in Romania. Analysis and Forecasts," Journal of Intercultural Management, Sciendo, vol. 11(3), pages 87-104, September.
• Simionescu Mihaela & Naroș Maria-Simona, 2019. "The Unemployment of Highly Educated People in Romania. A Panel VAR Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 29(3), pages 20-37, September.
• Mateusz BuczyÅ„ski & Marcin Chlebus, . "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
  • Mateusz Buczyński & Marcin Chlebus, 2019. "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers 2019-12, Faculty of Economic Sciences, University of Warsaw.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019. "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
  • Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
• Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
  • Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018. "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers 494, National Institute of Economic and Social Research.
  • Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018. "Real-time forecast combinations for the oil price," CAMA Working Papers 2018-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
  • Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
• Philip Hans Franses, 2019. "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(2), pages 73-80, March.
  • Franses, Ph.H.B.F., 2018. "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers EI2018-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Libero Monteforte & Valentina Raponi, 2019. "Short‐term forecasts of economic activity: Are fortnightly factors useful?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 207-221, April.
  • Libero Monteforte & Valentina Raponi, 2018. "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers) 1177, Bank of Italy, Economic Research and International Relations Area.
• João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019. "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 773-787, December.
  • Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017. "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS 25985, Universidad Carlos III de Madrid. Departamento de Estadística.
• Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, vol. 181(C), pages 22-27.
  • Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient Matrix Approach for Classical Inference in State Space Models," EMF Research Papers 19, Economic Modelling and Forecasting Group.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
  • Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2019. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," EMF Research Papers 20, Economic Modelling and Forecasting Group.
• Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
  • Galvao, Ana Beatriz & Mitchell, James, 2019. "Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth," EMF Research Papers 24, Economic Modelling and Forecasting Group.
• Juvenal, Luciana & Petrella, Ivan, 2019. "Not all Terms of Trade Shocks are Alike," EMF Research Papers 25, Economic Modelling and Forecasting Group.
• Mitchell, James & Weale, Martin, 2019. "Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England's Monetary Policy Committee," EMF Research Papers 27, Economic Modelling and Forecasting Group.
• Willy Alanya & Gabriel Rodríguez, 2019. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
  • Gabriel Rodriguez & Willy Alanya, 2016. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers 2016-413, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Katarzyna Maciejowska & Rafal Weron, 2019. "Electricity price forecasting," HSC Research Reports HSC/19/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  • Bartosz Uniejewski & Rafal Weron, 2019. "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports HSC/19/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
• Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  • Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
• Stanisławska, Ewa & Paloviita, Maritta & Łyziak, Tomasz, 2019. "Assessing reliability of aggregated inflation views in the European Commission consumer survey," Bank of Finland Research Discussion Papers 10/2019, Bank of Finland.
• Malte Knüppel & Fabian Krüger, 2022. "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 23-41, January.
  • Knüppel, Malte & Krüger, Fabian, 2017. "Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168294, Verein für Socialpolitik / German Economic Association.
  • Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
• Eraslan, Sercan & Schröder, Maximilian, 2019. "Nowcasting GDP with a large factor model space," Discussion Papers 41/2019, Deutsche Bundesbank.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper 96845, University Library of Munich, Germany, revised 23 Dec 2019.
  • Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints 202547, ZBW - Leibniz Information Centre for Economics.
• Strohsal, Till & Wolf, Elias, 2019. "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers 2019/11, Free University Berlin, School of Business & Economics.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019. "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers 2019-16, Kiel Institute for the World Economy (IfW Kiel).
• Bolgorian, Meysam, 2019. "Can a cusp catastrophe model describe the effect of sanctions on exchange rates?," Economics Discussion Papers 2019-2, Kiel Institute for the World Economy (IfW Kiel).
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," Economics Discussion Papers 2019-23, Kiel Institute for the World Economy (IfW Kiel).
• Brighton, Henry, 2019. "Beyond quantified ignorance: Rebuilding rationality without the bias bias," Economics Discussion Papers 2019-25, Kiel Institute for the World Economy (IfW Kiel).
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019. "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-26.
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-17.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019. "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers 2019-003, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Michael Kostmann & Wolfgang K. Härdle, 2019. "Forecasting in Blockchain-Based Local Energy Markets," Energies, MDPI, vol. 12(14), pages 1-27, July.
  • Kostmann, Michael & Härdle, Wolfgang Karl, 2019. "Forecasting in Blockchain-based Local Energy Markets," IRTG 1792 Discussion Papers 2019-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019. "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers 2019-018, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers 1912.05228, arXiv.org, revised Dec 2021.
  • Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers 2019-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Engelke, Carola & Heinisch, Katja & Schult, Christoph, 2019. "How forecast accuracy depends on conditioning assumptions," IWH Discussion Papers 18/2019, Halle Institute for Economic Research (IWH).
• Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
  • Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020. "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, vol. 58(1), pages 29-54, January.
  • Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Schult, Christoph & Wieschemeyer, Matthias & Zeddies, Götz, 2019. "Sinkendes Potenzialwachstum in Deutschland, beschleunigter Braunkohleausstieg und Klimapaket: Finanzpolitische Konsequenzen für die Jahre bis 2024," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 7(4), pages 109-120.
• Christian Conrad & Melanie Schienle, 2020. "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 229-242, April.
  • Conrad, Christian & Schienle, Melanie, 2019. "Testing for an omitted multiplicative long-term component in GARCH models," Working Paper Series in Economics 121, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Carsten Bormann & Melanie Schienle, 2020. "Detecting Structural Differences in Tail Dependence of Financial Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 380-392, April.
  • Bormann, Carsten & Schienle, Melanie, 2019. "Detecting structural differences in tail dependence of financial time series," Working Paper Series in Economics 122, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Behrens, Christoph, 2019. "Evaluating the Joint Efficiency of German Trade Forecasts. A nonparametric multivariate approach," Working Papers 9, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 238-252, June.
  • Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
  • Belke, Ansgar & Klose, Jens, 2019. "Forecasting ECB policy rates with different monetary policy rules," Ruhr Economic Papers 815, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Döhrn, Roland, 2019. "Comparing forecast accuracy in small samples," Ruhr Economic Papers 833, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Hinterlang, Natascha, 2019. "Predicting Monetary Policy Using Artificial Neural Networks," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203503, Verein für Socialpolitik / German Economic Association.
• Axenbeck, Janna & Breithaupt, Patrick, 2019. "Web-based innovation indicators: Which firm website characteristics relate to firm-level innovation activity?," ZEW Discussion Papers 19-063, ZEW - Leibniz Centre for European Economic Research.
• Merz, Oliver & Flepp, Raphael & Franck, Egon, 2021. "Sonic Thunder vs. Brian the Snail: Are people affected by uninformative racehorse names?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
  • Oliver Merz & Raphael Flepp & Egon Franck, 2020. "Sonic Thunder vs. Brian the Snail : Are people affected by uninformative racehorse names?," Working Papers 384, University of Zurich, Department of Business Administration (IBW).
• Tóth, Tamás & Kulin, Ferenc, 2019. "A megújuló energia részarányának modellezése 2020-as kitekintéssel [Modelling the proportion of renewable energy with an outlook up to 2020]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1073-1092.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019. "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series 28, Bank of Lithuania.
• Egle Jakucionyte & Swapnil Singh, 2019. "Mortgage Foreclosure Risk After the Great Recession," Bank of Lithuania Working Paper Series 69, Bank of Lithuania.
• P.N. Brusov & T.V. Filatova & N.P. Orekhova & V.L. Kulik & I. Weil, 2019. "Ratings of The Investment Projects of Arbitrary Durations: New Methodology," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 437-448.
• Boriss Siliverstovs, 2020. "Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts," Empirical Economics, Springer, vol. 58(1), pages 7-27, January.
  • Boriss Siliverstovs, 2019. "Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts," Working Papers 2019/01, Latvijas Banka.
• Daniel Gros & Roberto Musmeci, 2019. "Preparing for the next MFF: Where did the money go in the past?," Working Papers LuissLab 19147, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Belbute, José M. & Pereira, Alfredo M., 2020. "Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal," Energy Policy, Elsevier, vol. 144(C).
  • José M. Belbute & Alfredo M. Pereira, 2019. "Reference Forecasts for CO2 Emissions from Fossil-Fuel Combustion and Cement Production in Portugal," GEE Papers 00126, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2019.
• Belbute, José M. & Pereira, Alfredo M., 2022. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(1), pages 1-27, March.
  • José M. Belbute & Alfredo Marvão Pereira, 2019. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," GEE Papers 0125, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Aug 2019.
• José M. Belbute & Alfredo M. Pereira, 2019. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the Need for Large and Frontloaded Decarbonization Policies," GEE Papers 0135, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2019.
• Ewert Kleynhans & Clive Coetzee, 2021. "Regional Business Confidence as Early Indicator of Regional Economic Growth," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 19(1 (Spring), pages 27-48.
• Kristen M. Altenburger & Daniel E. Ho, 2019. "When Algorithms Import Private Bias into Public Enforcement: The Promise and Limitations ofStatistical Debiasing Solutions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 175(1), pages 98-122.
• Sándor Karajz, 2019. "Multi-Agent-Based Macroeconomic Modelling," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 15(01), pages 19-24.
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers 19-457, KOF Swiss Economic Institute, ETH Zurich.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
• Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
• Krystian Jaworski, 2019. "Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates. Calibrated simulation trumps estimated autoregression," Bank i Kredyt, Narodowy Bank Polski, vol. 50(1), pages 83-106.
• Marcin Pełka, 2019. "Symbolic decision stumps in individual credit scoring," Bank i Kredyt, Narodowy Bank Polski, vol. 50(6), pages 513-528.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
• Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
  • Bekaert, Geert & Panayotov, George, 2019. "Good Carry, Bad Carry," CEPR Discussion Papers 13463, C.E.P.R. Discussion Papers.
  • Geert Bekaert & George Panayotov, 2019. "Good Carry, Bad Carry," NBER Working Papers 25420, National Bureau of Economic Research, Inc.
• Arash Aloosh & Geert Bekaert, 2022. "Currency Factors," Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
  • Bekaert, Geert & Aloosh, Arash, 2019. "Currency Factors," CEPR Discussion Papers 13464, C.E.P.R. Discussion Papers.
  • Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
• John B. Donaldson & Rajnish Mehra, 2021. "Average crossing time: An alternative characterization of mean aversion and reversion," Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
  • John B. Donaldson & Rajnish Mehra, 2019. "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers 25519, National Bureau of Economic Research, Inc.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
• Sruthi Davuluri & René García Franceschini & Christopher R. Knittel & Chikara Onda & Kelly Roache, 2019. "Machine Learning for Solar Accessibility: Implications for Low-Income Solar Expansion and Profitability," NBER Working Papers 26178, National Bureau of Economic Research, Inc.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019. "Benchmarking Global Optimizers," NBER Working Papers 26340, National Bureau of Economic Research, Inc.
• Christopher R. Knittel & Samuel Stolper, 2019. "Using Machine Learning to Target Treatment: The Case of Household Energy Use," NBER Working Papers 26531, National Bureau of Economic Research, Inc.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
• Andrzej JARYNOWSKI, 2019. "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 50-64.
• Ben-Akiva, Moshe & McFadden, Daniel & Train, Kenneth, 2019. "Foundations of Stated Preference Elicitation: Consumer Behavior and Choice-based Conjoint Analysis," Foundations and Trends(R) in Econometrics, now publishers, vol. 10(1-2), pages 1-144, January.
• Shreshtha, Ruzel & Chakraborty, Lekha S, 2019. "Practising Subnational Public Finance in an Emerging Economy: Fiscal Marksmanship in Kerala," MPRA Paper 93367, University Library of Munich, Germany.
  • Shrestha, Ruzel & Chakraborty, Lekha, 2019. "Practising Subnational Public Finance in an Emerging Economy: Fiscal Marksmanship in Kerala," Working Papers 19/261, National Institute of Public Finance and Policy.
• Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," MPRA Paper 95921, University Library of Munich, Germany.
  • Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Working Papers 19/280, National Institute of Public Finance and Policy.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private Financing of Long‑Term Care: Income, Savings and Reverse Mortgages," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 5-24.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Erudite Working Paper 2019-14, Erudite.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Working Papers 14, French Institute for Demographic Studies.
• Jérôme Wittwer, 2019. "Comment – Is Self‑Insurance for Long‑Term Care Risk a Solution?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 25-30.
• François Legendre, 2019. "The Emergence and Consolidation of Microsimulation Methods in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 510-511-5, pages 201-217.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
• Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
• Luca Lorenzoni & Alberto Marino & David Morgan & Chris James, 2019. "Health Spending Projections to 2030: New results based on a revised OECD methodology," OECD Health Working Papers 110, OECD Publishing.
• Martin Feldkircher & Nico Hauzenberger, 2019. "How useful are time-varying parameter models for forecasting economic growth in CESEE?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 29-48.
• Nosakhare Liberty Arodoye & John Norense Izevbigie, 2019. "Sectoral Composition And Tax Revenue Performance In Ecowas Countries," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 4(2), pages 45-55, September.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
• Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  • Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Working Paper Series 29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Kevin Sheppard & Wen Xu, 2019. "Factor High-Frequency-Based Volatility (HEAVY) Models," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 33-65.
• Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2019. "The macroeconomic effects of official debt restructuring: evidence from the Paris Club," Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 344-363.
  • Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2016. "The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club," Working Papers 21, European Stability Mechanism, revised 24 Apr 2017.
• Alonso Cifuentes, Julio César & Díaz, Javier Gustavo & Estrada, Daniela & Figueroa, César Alfonso & Tamura, Gabriel, 2019. "Empleando modelos jerárquicos para encontrar el mejor modelo para pronosticar los galones de gasolina corriente demandados en Bogotá (Colombia) || Use of hierarchical models to find the best model to ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 28(1), pages 113-123, December.
• Dominik Wolff & Ulrich Neugebauer, 2019. "Tree-based machine learning approaches for equity market predictions," Journal of Asset Management, Palgrave Macmillan, vol. 20(4), pages 273-288, July.
• Mauricio Zevallos, 2019. "A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 42(84), pages 94-101.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
• Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 19-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Maria Kovacova & Tomas Kliestik & Katarina Valaskova & Pavol Durana & Zuzana Juhaszova, 2019. "Systematic review of variables applied in bankruptcy prediction models of Visegrad group countries," Oeconomia Copernicana, Institute of Economic Research, vol. 10(4), pages 743-772, December.
• Raul V. Fabella & Geoffrey Ducanes, 2019. "Power Industry Disruptors and Prospects of the Electricity Demand in the Greater Metro-Manila Area," UP School of Economics Discussion Papers 201901, University of the Philippines School of Economics.
• Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Working Papers of the African Governance and Development Institute. 19/022, African Governance and Development Institute..
  • Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign aid, instability and governance in Africa," Working Papers 19/022, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," CEREDEC Working Papers 19/022, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
• Barbara Rossi & Yiru Wang, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, vol. 19(4), pages 883-899, December.
  • Rossi, Barbara & Wang, Yiru, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," MPRA Paper 101492, University Library of Munich, Germany.
• Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther, 2022. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry," The Energy Journal, , vol. 43(5), pages 27-50, September.
  • Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas, 2019. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," MPRA Paper 101763, University Library of Munich, Germany.
  • Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther, 2020. "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," Working Papers 2002, Utrecht School of Economics.
• Gan-Ochir Doojav & Davaasukh Damdinjav, 2021. "Policy-Driven Boom and Bust in the Housing Market: Evidence from Mongolia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 38(02), pages 279-317, September.
  • Doojav, Gan-Ochir & Damdinjav, Davaasukh, 2019. "The policy-driven boom and bust in the housing market: Evidence from Mongolia," MPRA Paper 102933, University Library of Munich, Germany, revised 2019.
• Mukherjee, Paramita & Coondoo, Dipankor & Lahiri, Poulomi, 2019. "Forecasting Hourly Prices in Indian Spot Electricity Market," MPRA Paper 103161, University Library of Munich, Germany.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2019. "Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ? [Should conditional forecasts of infla," MPRA Paper 116432, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach," MPRA Paper 91353, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting population in Bangladesh: a Box-Jenkins ARIMA approach," MPRA Paper 91394, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Where is Kenya being headed to? Empirical evidence from the Box-Jenkins ARIMA approach," MPRA Paper 91395, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Is Nigeria's economy progressing or backsliding? Implications from ARIMA models," MPRA Paper 91396, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Time series modeling and forecasting of the consumer price index in Japan," MPRA Paper 92409, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting UK consumer price index using Box-Jenkins ARIMA models," MPRA Paper 92410, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting consumer price index in Norway: An application of Box-Jenkins ARIMA models," MPRA Paper 92411, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting Australian CPI using ARIMA models," MPRA Paper 92412, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting CPI in Singapore: An application of the Box-Jenkins methodology," MPRA Paper 92413, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Time series modeling and forecasting of the consumer price index in Belgium," MPRA Paper 92414, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Understanding CPI dynamics in Canada," MPRA Paper 92415, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting CPI in France," MPRA Paper 92416, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting CPI in Sweden," MPRA Paper 92418, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting CPI in Panama," MPRA Paper 92419, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Myanmar: An application of ARIMA models," MPRA Paper 92420, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Analyzing CPI dynamics in Italy," MPRA Paper 92421, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting consumer price index in Saudi Arabia," MPRA Paper 92422, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Mauritius," MPRA Paper 92423, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Can Algeria be the first African country to outsmart the Malthusian population trap? Insights from the ARIMA approach," MPRA Paper 92425, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Prediction of Inflation in Algeria using ARIMA models," MPRA Paper 92426, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Understanding inflation trends in Israel: A univariate approach," MPRA Paper 92427, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models," MPRA Paper 92428, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Philippines using ARIMA models," MPRA Paper 92429, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting inflation in Senegal: An ARMA approach," MPRA Paper 92431, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting inflation in Sri Lanka using ARMA models," MPRA Paper 92432, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting total population in Yemen using Box-Jenkins ARIMA models," MPRA Paper 92433, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "A Box-Jenkins ARIMA approach to the population question in Pakistan: A reliable prognosis," MPRA Paper 92434, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Where is Eritrea going in terms of population growth? Insights from the ARIMA approach," MPRA Paper 92435, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting total population in India: A Box-Jenkins ARIMA approach," MPRA Paper 92436, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting the population of Brazil using the Box-Jenkins ARIMA approach," MPRA Paper 92437, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "What will be China's population in 2050? Evidence from the Box-Jenkins approach," MPRA Paper 92439, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Addressing the population question in Mexico: A Box-Jenkins ARIMA approach," MPRA Paper 92440, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach," MPRA Paper 92441, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany," MPRA Paper 92442, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Forecasting inflation in Burkina Faso using ARMA models," MPRA Paper 92443, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Burundi using ARIMA models," MPRA Paper 92444, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "ARIMA modeling and forecasting of inflation in Egypt (1960-2017)," MPRA Paper 92446, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Understanding inflation trends in Finland: A univariate approach," MPRA Paper 92448, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Inflation dynamics in Jamaica: Evidence from the ARMA methodology," MPRA Paper 92449, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Inflation dynamics in Niger unlocked: An ARMA approach," MPRA Paper 92450, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Understanding inflation patterns in Thailand: An ARMA approach," MPRA Paper 92451, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Predicting inflation in the Kingdom of Bahrain using ARIMA models," MPRA Paper 92452, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Iran: A univariate analysis," MPRA Paper 92454, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Uncovering inflation dynamics in Morocco: An ARIMA approach," MPRA Paper 92455, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Box-Jenkins ARIMA approach to predicting total population in Russia," MPRA Paper 92456, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Somalia population dynamics versus the Malthusian population trap: What does the ARIMA approach tell us?," MPRA Paper 92457, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Tanzania using ARIMA models," MPRA Paper 92458, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Will the United States of America (USA) be a beneficiary of the Alburg (1998) and Becker et al (1999) prophecies? Recent insights from the Box-Jenkins ARIMA approach," MPRA Paper 92459, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Understanding inflation dynamics in the United States of America (USA): A univariate approach," MPRA Paper 92460, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Modeling and forecasting remittances in Bangladesh using the Box-Jenkins ARIMA methodology," MPRA Paper 92463, University Library of Munich, Germany.
• João A. Bastos, 2019. "Forecasting the capacity of mobile networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 72(2), pages 231-242, October.
  • Bastos, João A., 2019. "Forecasting the capacity of mobile networks," MPRA Paper 92727, University Library of Munich, Germany.
• Hecq, Alain & Voisin, Elisa, 2021. "Forecasting bubbles with mixed causal-noncausal autoregressive models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 29-45.
  • Voisin, Elisa & Hecq, Alain, 2019. "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper 92734, University Library of Munich, Germany.
• Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019. "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper 93366, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper 93398, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper 93400, University Library of Munich, Germany.
• T. Bazhenov & D. Fantazzini, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, vol. 12(1).
  • Bazhenov, Timofey & Fantazzini, Dean, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper 93544, University Library of Munich, Germany.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019. "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper 93634, University Library of Munich, Germany.
• Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1332-1355.
  • Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "What will be Botswana's population in 2050? Evidence from the Box-Jenkins approach," MPRA Paper 93977, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo, 2019. "Can Afghanistan be a victim of the Malthusian population trap? what does the ARIMA approach tell us?," MPRA Paper 93978, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo & Nyoni, Munyaradzi & Hamadziripi, Oscar Hapanyengwi, 2019. "Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach," MPRA Paper 93979, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo, 2019. "Modeling and forecasting inflation in The Gambia: an ARMA approach," MPRA Paper 93980, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "Demystifying inflation dynamics in Rwanda: an ARMA approach," MPRA Paper 93982, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo, 2019. "Prediction of total population in Togo using ARIMA models," MPRA Paper 93983, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo, 2019. "Modeling and forecasting carbon dioxide emissions in China using Autoregressive Integrated Moving Average (ARIMA) models," MPRA Paper 93984, University Library of Munich, Germany.
• Nyoni, Thabani & Mutongi, Chipo & Munyaradzi, Nyoni, 2019. "Population dynamics in Gambia: an ARIMA approach," MPRA Paper 93985, University Library of Munich, Germany.
• Nyoni, Thabani & Muchingami, Lovemore, 2019. "Foreign Direct Investment (FDI) dynamics in India: what do ARIMA models tell us?," MPRA Paper 93986, University Library of Munich, Germany.
• Nyoni, Thabani & Muchingami, Lovemore, 2019. "Modeling and forecasting Botswana's Growth Domestic Product (GDP) per capita," MPRA Paper 93987, University Library of Munich, Germany.
• Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
  • Maas, Benedikt, 2019. "Short-term forecasting of the US unemployment rate," MPRA Paper 94066, University Library of Munich, Germany.
• Shah, Syed Sibghatullah, 2019. "On Trust Dynamics of Economic Growth," MPRA Paper 94095, University Library of Munich, Germany, revised 30 May 2019.
• Jair N. Ojeda-Joya, 2014. "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia 12339, Banco de la Republica.
  • Ojeda-Joya, Jair, 2019. "A consumption-based approach to exchange rate predictability," MPRA Paper 94231, University Library of Munich, Germany.
  • Jair N. Ojeda-Joya, 2014. "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia 857, Banco de la Republica de Colombia.
• Degiannakis, Stavros & Filis, George, 2022. "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, vol. 123(C).
  • Degiannakis, Stavros & Filis, George, 2019. "Oil price volatility forecasts: What do investors need to know?," MPRA Paper 94445, University Library of Munich, Germany.
• Dmitriy, Skrypnik & Marina, Shakleina, 2019. "Counter sanctions and well-being population of Russia: econometric analyses," MPRA Paper 94478, University Library of Munich, Germany.
• Pourghorban, Mojtaba & Mamipour, Siab, 2019. "Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models)," MPRA Paper 94826, University Library of Munich, Germany.
• Andrea Bucci, 2020. "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 865-876, September.
  • Bucci, Andrea, 2019. "Cholesky-ANN models for predicting multivariate realized volatility," MPRA Paper 95137, University Library of Munich, Germany.
• Quaas, Georg, 2019. "Ferndiagnose des RWI-Konjunkturmodells [Remote diagnosis of the RWI business cycle model]," MPRA Paper 95292, University Library of Munich, Germany.
• Andrea Bucci, 2020. "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 502-531.
  • Andrea Bucci, 0. "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 502-531.
  • Bucci, Andrea, 2019. "Realized Volatility Forecasting with Neural Networks," MPRA Paper 95443, University Library of Munich, Germany.
• Loermann, Julius & Maas, Benedikt, 2019. "Nowcasting US GDP with artificial neural networks," MPRA Paper 95459, University Library of Munich, Germany.
• Indaco, Agustín, 2020. "From twitter to GDP: Estimating economic activity from social media," Regional Science and Urban Economics, Elsevier, vol. 85(C).
  • Indaco, Agustín, 2019. "From Twitter to GDP: Estimating Economic Activity From Social Media," MPRA Paper 95885, University Library of Munich, Germany.
• Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Working Papers 19/280, National Institute of Public Finance and Policy.
  • Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," MPRA Paper 95921, University Library of Munich, Germany.
• Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  • Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
• Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
  • Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper 95992, University Library of Munich, Germany.
• Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019. "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper 96266, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022. "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, vol. 38(1), pages 74-96.
  • Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019. "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper 96267, University Library of Munich, Germany.
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Maas, Benedikt, 2019. "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper 96408, University Library of Munich, Germany.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019. "Futures-based forecasts: How useful are they for oil price volatility forecasting?," Energy Economics, Elsevier, vol. 81(C), pages 639-649.
  • Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019. "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper 96446, University Library of Munich, Germany.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019. "Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006 [Construction of an artificial Bolivia: Effects of the Economic Policy since 2006]," MPRA Paper 96626, University Library of Munich, Germany.
• Troy Lorde & Antonio Alleyne & Roger Hosein & Mu Yifei, 2020. "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," The International Trade Journal, Taylor & Francis Journals, vol. 34(1), pages 136-150, January.
  • Lorde, Troy & Alleyne, Antonio & Hosein, Roger & Yifei, Mu, 2019. "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," MPRA Paper 96641, University Library of Munich, Germany.
• Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019. "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper 96735, University Library of Munich, Germany, revised 26 Nov 2019.
• Nyoni, Thabani, 2019. "The population question in Zimbabwe: reliable projections from the Box – Jenkins ARIMA approach," MPRA Paper 96791, University Library of Munich, Germany.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints 202547, ZBW - Leibniz Information Centre for Economics.
  • Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper 96845, University Library of Munich, Germany, revised 23 Dec 2019.
• Gharsallah, Sofian & Sucarrat, Genaro, 2019. "Hvor presise er prognosene i Nasjonalbudsjettet? [How precise are the forecasts of the Norwegian national budget?]," MPRA Paper 96850, University Library of Munich, Germany.
• Mullat, Joseph, 2019. "The Financing Dilemma Supporting a Project," MPRA Paper 96879, University Library of Munich, Germany.
• Nyoni, Thabani, 2019. "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper 96908, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  • Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Francq, Christian, 2023. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, vol. 237(2).
  • Aknouche, Abdelhakim & Francq, Christian, 2019. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper 97382, University Library of Munich, Germany.
• Maurizio Bovi, 2020. "A time-varying expectations formation mechanism," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 69-103, April.
  • Bovi, Maurizio, 2019. "A Time-Varying Expectations Formation Mechanism," MPRA Paper 97624, University Library of Munich, Germany.
• Pincheira, Pablo & Hernández, Ana María, 2019. "Forecasting Unemployment Rates with International Factors," MPRA Paper 97855, University Library of Munich, Germany.
• Emara, Noha & Ma, Jinpeng, 2019. "An Analysis of the Seasonal Cycle and the Business Cycle," MPRA Paper 99310, University Library of Munich, Germany.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020. "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, vol. 34(C).
  • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019. "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers 201906, University of Pretoria, Department of Economics.
• João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4312-4329, December.
  • Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers 201911, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers 201912, University of Pretoria, Department of Economics.
• Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
  • Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers 201936, University of Pretoria, Department of Economics.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020. "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 957-965, September.
  • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020. "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 966-985, September.
  • Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
• Rangan Gupta & Xiaojin Sun, 2019. "Forecasting Economic Policy Uncertainty of BRIC Countries Using Bayesian VARs," Working Papers 201961, University of Pretoria, Department of Economics.
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).
  • Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
• Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019. "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers 201973, University of Pretoria, Department of Economics.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021. "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 62(2), pages 283-317, February.
  • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
  • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers 201978, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019. "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers 201980, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
  • Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Miroslav Navratil & Andrea Kolkova, 2019. "Decomposition and Forecasting Time Series in the Business Economy Using Prophet Forecasting Model," Central European Business Review, Prague University of Economics and Business, vol. 2019(4), pages 26-39.
• Pavel Jasek & Lenka Vrana & Lucie Sperkova & Zdenek Smutny & Marek Kobulsky, 2019. "Predictive Performance of Customer Lifetime Value Models in E-Commerce and the Use of Non-Financial Data," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(6), pages 648-669.
• Maciej Kostrzewski, 2019. "The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(2), pages 107-131, June.
• Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
  • António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
• Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
  • Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
• Clements, Adam & Preve, Daniel P.A., 2021. "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, vol. 133(C).
  • A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.
  • Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers rdp2019-07, Reserve Bank of Australia.
• Singleton, Carl & Reade, J. James & Brown, Alasdair, 2020. "Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 89(C).
  • Carl Singleton & J. James Reade & Alsdair Brown, 2018. "Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game," Working Papers 2018-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Carl Singleton & J. James Reade & Alasdair Brown, 2019. "Going with your gut: the (in)accuracy of forecast revisions in a football score prediction game," Economics Discussion Papers em-dp2019-05, Department of Economics, University of Reading, revised 01 Nov 2019.
• Elaad, Guy & Reade, J. James & Singleton, Carl, 2020. "Information, prices and efficiency in an online betting market," Finance Research Letters, Elsevier, vol. 35(C).
  • Guy Elaad & J. James Reade & Carl Singleton, 2019. "Information, prices and efficiency in an online betting market," Economics Discussion Papers em-dp2019-10, Department of Economics, University of Reading.
• J. James Reade & Carl Singleton & Alasdair Brown, 2021. "Evaluating strange forecasts: The curious case of football match scorelines," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(2), pages 261-285, May.
  • J. James Reade & Carl Singleton & Alasdair Brown, 2019. "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers em-dp2019-18, Department of Economics, University of Reading, revised 01 Aug 2020.
• Sacha Gelfer, 2019. "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 18-41, April.
  • Sacha Gelfer, 2019. "Code and data files for "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery"," Computer Codes 18-269, Review of Economic Dynamics.
• Sacha Gelfer, 2019. "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 18-41, April.
  • Sacha Gelfer, 2019. "Code and data files for "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery"," Computer Codes 18-269, Review of Economic Dynamics.
• Broer, Tobias & Kohlhas, Alexandre, 2018. "Forecaster (Mis-)Behavior," CEPR Discussion Papers 12898, C.E.P.R. Discussion Papers.
  • Alexandre Kohlhas & Tobias Broer, 2019. "Forecaster (Mis-)Behavior," 2019 Meeting Papers 1171, Society for Economic Dynamics.
• Thomas R. Cook & Aaron Smalter Hall, 2017. "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper RWP 17-11, Federal Reserve Bank of Kansas City.
  • Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 12323, Banco de la Republica.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Juan José Echavarría & Iader Giraldo & Fernando Jaramillo, 2019. "Cadenas globales de valor, crecimiento y protección arancelaria en Colombia," Borradores de Economia 1080, Banco de la Republica de Colombia.
  • Echavarría, Juan José & Giraldo, Iader & Jaramillo, Fernando, 2019. "Cadenas globales de valor, crecimiento y protección arancelaria en Colombia," Working papers 9, Red Investigadores de Economía.
• Sen Gupta, Abhijit & Iyer, Tara, 2019. "Quarterly Forecasting Model for India’s Economic Growth: Bayesian Vector Autoregression Approach," ADB Economics Working Paper Series 573, Asian Development Bank.
• Iyer , Tara & Sen Gupta, Abhijit, 2019. "Nowcasting Economic Growth in India: The Role of Rainfall," ADB Economics Working Paper Series 593, Asian Development Bank.
• Moiseev, Nikita & Volodin, Andrei, 2019. "Increasing the accuracy of macroeconomic time series forecast by incorporating functional and correlational dependencies between them," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 119-137.
• Gorlin, Yury & Kartseva, Marina & Lyashok, Victor, 2019. "The impact of the retirement age increase on the poverty level of the Russian population: Microsimulation analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 54, pages 26-50.
• Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
  • Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper 95992, University Library of Munich, Germany.
• Dionne, Georges & Zhou, Xiaozhou, 2019. "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers 19-3, HEC Montreal, Canada Research Chair in Risk Management, revised 04 Nov 2019.
• DRITSAKIS, Nikolaos & KLAZOGLOU, Paraskevi, 2019. "Time Series Analysis using ARIMA Models: An Approach to Forecasting Health Expenditure in USA," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(1), pages 77-106.
• Dritsaki, Chaido, 2019. "Modeling the Volatility of Exchange Rate Currency using GARCH Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 209-230.
• Javidi Abdollahzadeh Aval, Narges & Assad Zadeh, Ahmad & Shahmorad, Sedaghat, 2019. "A Comparative Study of the Efficiency of Ponzi Vs. No-Ponzi Economic System Based on Agent-Based Modeling," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(3), pages 73-102, October.
• Novkovska, Blagica & Dumicic, Ksenija, 2019. "Ordering Goods And Services Online In South East European Countries: Comparison By Cluster Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(2), pages 163-173.
• A. ISLAS & Víctor M. GUERRERO & Eliud SILVA, 2019. "Forecasting Remittances to Mexico with a Multi-State Markov-Switching Model Applied to the Trend with Controlled Smoothness," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 38-56, March.
• Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-18, March.
  • Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics 15/07, Division of Economics, School of Business, University of Leicester.
• Dimitar EFTIMOSKI, 2019. "Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 32-53, June.
• Xianning WANG & Jingrong DONG & Zhi XIAO & Guanjie HE, 2019. "A novel spatial mixed frequency forecasting model with application to Chinese regional GDP," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 54-77, June.
• Gheorghe RUXANDA & Sorin OPINCARIU & Stefan IONESCU, 2019. "Modelling Non-Stationary Financial Time Series with Input Warped Student T-Processes," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 51-61, September.
• Yuchen PAN & Zhi XIAO & Xianning WANG & Daoli YANG, 2019. "A Multi-Indicator Multi-Output Mixed Frequency Sampling Approach for Stock Index Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 100-123, December.
• Wali ULLAH, 2019. "The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 44-66, December.
• Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 238-252, June.
  • Belke, Ansgar & Klose, Jens, 2019. "Forecasting ECB policy rates with different monetary policy rules," Ruhr Economic Papers 815, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
• Julia Mortera & A. Philip Dawid, 2019. "Probability Forecasts and Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0250, Department of Economics - University Roma Tre.
• Paolo Andreini & Donato Ceci, 2019. "A Horse Race in High Dimensional Space," CEIS Research Paper 452, Tor Vergata University, CEIS, revised 14 Feb 2019.
• Tommaso Proietti, 2021. "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 433-454, April.
  • Tommaso Proietti, 2019. "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper 455, Tor Vergata University, CEIS, revised 22 Mar 2019.
• Emilio Zanetti Chini, 2019. "Strategic judgment: its game-theoretic foundations,its econometric elicitation," Working Papers in Public Economics 190, Department of Economics and Law, Sapienza University of Roma.
• Muhammad Ejaz & Javed Iqbal, 2021. "Estimation and Forecasting of Industrial Production Index," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 26(1), pages 1-30, Jan-June.
  • Muhammad Ejaz & Javed Iqbal, 2019. "Estimation and Forecasting of Industrial Production Index," SBP Working Paper Series 103, State Bank of Pakistan, Research Department.
• Nájera Salmerón, Jorge Alberto, 2019. "Relaciones en el comportamiento de los precios de las criptomonedas: un análisis econométrico a través de modelos VAR y VEC / Relationship in the Cryptocurrencies Price Behavior: An Econometric Analys," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 9(1), pages 33-61, enero-jun.
• Cristófoli, María Elizabeth & García Fronti, Javier, 2019. "Macroeconomic Reverse Stress Testing: An Early-Warning System for Spanish Banking Regulators. Analysis Based on the 2008 Global Financial Crisis / Prueba de resistencia inversa Macroeconómica: una pru," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 9(2), pages 181-204, julio-dic.
• Zeineb Affes & Rania Hentati-Kaffel, 2019. "Forecast bankruptcy using a blend of clustering and MARS model: case of US banks," Annals of Operations Research, Springer, vol. 281(1), pages 27-64, October.
• James P. LeSage & Daniel Hendrikz, 2019. "Large Bayesian vector autoregressive forecasting for regions: A comparison of methods based on alternative disturbance structures," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 563-599, June.
• Henryk Gurgul & Łukasz Lach, 2019. "On approximating the accelerator part in dynamic input–output models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 219-239, March.
• Asmerilda Hitaj & Lorenzo Mercuri & Edit Rroji, 2019. "Lévy CARMA models for shocks in mortality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 205-227, June.
• Jonathan Haynes & Daniel Schmitt & Lukas Grimm, 2019. "Estimating stochastic volatility: the rough side to equity returns," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 449-469, December.
• Bahar Şen Doğan & Murat Midiliç, 2019. "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, vol. 56(1), pages 367-395, January.
• Silvija Vlah Jerić & Mihovil Anđelinović, 2019. "Evaluating Croatian stock index forecasts," Empirical Economics, Springer, vol. 56(4), pages 1325-1339, April.
• Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
• Ard Reijer & Andreas Johansson, 2019. "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, vol. 57(4), pages 1351-1373, October.
• Cees Diks & Cars Hommes & Juanxi Wang, 2019. "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, vol. 57(4), pages 1201-1228, October.
  • Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015. "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers 15-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Paul Lehmann & Jos Sijm & Erik Gawel & Sebastian Strunz & Unnada Chewpreecha & Jean-Francois Mercure & Hector Pollitt, 2019. "Addressing multiple externalities from electricity generation: a case for EU renewable energy policy beyond 2020?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(2), pages 255-283, April.
• Antonio Fabio Forgione & Carlo Migliardo, 2019. "An empirical analysis of the impact of trade credit on bank debt restructuring," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(2), pages 415-438, July.
• Carlos Uribe-Teran & Santiago Mosquera, 2019. "Structural factors, global shocks and sovereign debt credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 104-126, January.
• Claveria, Oscar, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages 1-3.
  • Oscar Claveria, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-10, December.
• Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 433-446, June.
  • Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Post-Print hal-02155402, HAL.
• Balasubramaniam Meghanadh & Lagesh Aravalath & Bhupesh Joshi & Raghunathan Sathiamoorthy & Manish Kumar, 2019. "Imputation of Missing Values in the Fundamental Data: Using MICE Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(3), pages 459-475, September.
• Rómulo A. Chumacero, 2019. "Skills versus Luck: Bolivia and its recent Bonanza," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-27, December.
• Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019. "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 12-45, September.
• Aloisio Campelo & Ataman Ozyildirim & Jing Sima-Friedman & Paulo Picchetti & Sarah Piassi Machado Lima, 2019. "Coincident and Leading Indicators for Brazilian Cycles," Societies and Political Orders in Transition, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti (ed.), Business Cycles in BRICS, pages 315-329, Springer.
• Paulo Picchetti, 2019. "A Bayesian Approach to Predicting Cycles Using Composite Indicators," Societies and Political Orders in Transition, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti (ed.), Business Cycles in BRICS, pages 337-345, Springer.
• Atish Kumar Dash & Ataman Ozyildirim & Jing Sima-Friedman, 2019. "An Application of the Indicator Approach to Developing Coincident and Leading Economic Indexes for India," Societies and Political Orders in Transition, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti (ed.), Business Cycles in BRICS, pages 377-392, Springer.
• João A. Bastos, 2019. "Forecasting the capacity of mobile networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 72(2), pages 231-242, October.
  • Bastos, João A., 2019. "Forecasting the capacity of mobile networks," MPRA Paper 92727, University Library of Munich, Germany.
• Moussa Wajdi, 2019. "The dynamic relationship between stock index and exchange rate: Evidence for Tunis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(1), pages 1-4.
• Moussa Wajdi, 2019. "On the co-movements among Stock prices and exchange rates cointegration: a VAR/VECM approach," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(1), pages 1-5.
• Jaka Sriyana, 2019. "What drives economic growth sustainability? Evidence from Indonesia," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(2), pages 906-918, December.
• Milan Vyskrabka & Stanislav Tvrz & Martin Zeleznik, 2019. "PreMISE: DSGE Model of the Slovak Economy Integrated in a Monetary Union," Working and Discussion Papers WP 8/2019, Research Department, National Bank of Slovakia.
• Rachida Ouysse, 2017. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12, School of Economics, The University of New South Wales.
  • Rachida Ouysse, 2019. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12a, School of Economics, The University of New South Wales.
• Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2019. "Higher Moment Constraints for Predictive Density Combinations," Working Papers BAWP-2019-01, University of Sydney Business School, Discipline of Business Analytics.
  • Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2020. "Higher Moment Constraints for Predictive Density Combinations," Working Papers BAWP-2020-01, University of Sydney Business School, Discipline of Business Analytics.
• Lisa-Cheree Martin, 2019. "Machine Learning vs Traditional Forecasting Methods: An Application to South African GDP," Working Papers 12/2019, Stellenbosch University, Department of Economics.
• Katja Heinisch & Axel Lindner, 2019. "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(3), pages 255-260, February.
  • Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
• Diego Winkelried & Javier Torres, 2019. "Economic mobility along the business cycle. The case of Peru," Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1894-1906, April.
  • Diego Winkelried & Javier Torres, 2017. "Economic mobility along the business cycle. The case of Peru," Working Papers 115, Peruvian Economic Association.
• Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019. "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, vol. 51(33), pages 3624-3631, July.
  • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers 201823, University of Pretoria, Department of Economics.
• Bunjira Makond & Mayuening Eso, 2019. "Predictive Models for Classifying the Outcomes of Violence Case Study for Thailand's Deep South," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 56-92, September.
• Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
• Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup-Lamb & Jim Oeppen & Rune Lindahl-Jacobsen, 2019. "Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths," CREATES Research Papers 2019-07, Department of Economics and Business Economics, Aarhus University.
• Søren Kjærgaard & Yunus Emre Ergemen & Marie-Pier Bergeron Boucher & Jim Oeppen & Malene Kallestrup-Lamb, 2019. "Longevity forecasting by socio-economic groups using compositional data analysis," CREATES Research Papers 2019-08, Department of Economics and Business Economics, Aarhus University.
• Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
  • Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
• Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
• Malene Kallestrup-Lamb & Søren Kjærgaard & Carsten P. T. Rosenskjold, 2019. "Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups," CREATES Research Papers 2019-20, Department of Economics and Business Economics, Aarhus University.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
  • Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• Andrzej JARYNOWSKI, 2019. "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 50-64.
• Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign aid, instability and governance in Africa," Working Papers 19/022, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Working Papers of the African Governance and Development Institute. 19/022, African Governance and Development Institute..
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," CEREDEC Working Papers 19/022, Centre de Recherche pour le Développement Economique (CEREDEC).
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Sarthak Behera & Hyeongwoo Kim, 2019. "Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors," Auburn Economics Working Paper Series auwp2019-04, Department of Economics, Auburn University.
• Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Working Papers of the African Governance and Development Institute. 19/022, African Governance and Development Institute..
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," CEREDEC Working Papers 19/022, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign aid, instability and governance in Africa," Working Papers 19/022, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
• T. Bazhenov & D. Fantazzini, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, vol. 12(1).
  • Bazhenov, Timofey & Fantazzini, Dean, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper 93544, University Library of Munich, Germany.
• Ali Babikir & Mohammed Elamin Hassan & Henry Mwambi, 2019. "Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Return Data," Annals of Economics and Statistics, GENES, issue 135, pages 57-68.
• Lukas Kremens & Ian Martin, 2019. "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, vol. 109(3), pages 810-843, March.
  • Kremens, Lukas & Martin, Ian, 2017. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 118945, London School of Economics and Political Science, LSE Library.
  • Martin, Ian & Kremens, Lukas, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
  • Kremens, Lukas & Martin, Ian, 2017. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 118961, London School of Economics and Political Science, LSE Library.
  • Kremens, Lukas & Martin, Ian, 2019. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 89839, London School of Economics and Political Science, LSE Library.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018. "Vulnerable Growth," Liberty Street Economics 20180409, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017. "Vulnerable Growth," 2017 Meeting Papers 1317, Society for Economic Dynamics.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
• Daniel J. Wilson, 2019. "Clearing the Fog: The Predictive Power of Weather for Employment Reports and Their Asset Price Responses," American Economic Review: Insights, American Economic Association, vol. 1(3), pages 373-388, December.
  • Daniel J. Wilson, 2017. "Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses," Working Paper Series 2017-13, Federal Reserve Bank of San Francisco.
• Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019. "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 33-37, May.
  • Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2018. "The Impact of Big Data on Firm Performance: An Empirical Investigation," NBER Working Papers 24334, National Bureau of Economic Research, Inc.
• Cristiana Chiriac & Laura Daniela RoÈ™ca, 2019. "Automotive Industry Video-Commercials – A Pluralistic Research Based on an Eye-Tracking Experiment," Journal of Emerging Trends in Marketing and Management, The Bucharest University of Economic Studies, vol. 1(1), pages 327-336, November.
• Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Working Papers of the African Governance and Development Institute. 19/022, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign aid, instability and governance in Africa," Working Papers 19/022, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," CEREDEC Working Papers 19/022, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  • Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
• Bunjira Makond & Mayuening Eso, 2019. "Predictive Models for Classifying the Outcomes of Violence Case Study for Thailand’s Deep South," International Association of Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 56-92, September.
• Nuno Goncalves & Domingos Seward, 2019. "Forecasting unemployment in Portugal: A labour market flows approach," CFP Working Papers 01/2019, Portuguese Public Finance Council.
• Chermat Tahar & Bouaichaoui Youcef, 2019. "A Predictive Study of Electricity Consumption Fluctuations Using the Autoregressive-Moving-Average Models: Wilaya of Medea as a Case Study (2011-2017)," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, vol. 1(1), pages 190-211, March.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2019. "Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies," Lodz Economics Working Papers 1/2019, University of Lodz, Faculty of Economics and Sociology.
• Жузбаев А.М. // Zhuzbayev A.M. & Орлов К.В. // Orlov K.V., 2019. "Использование квартальной прогностической модели и сателлитных моделей в системе анализа и прогнозирования НБ РК // Use of the quarterly predictive model and satellite models in the analysis and forec," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 3-14.
• Орлов Константин // Orlov Konstantin, 2019. "Оценка и анализ эффективности применения динамической факторной модели для оценивания и прогнозирования ВВП на примере Казахстан // Evaluation and analysis of the effectiveness of the use of a dynamic," Working Papers #2019-4, National Bank of Kazakhstan.
• Douglas Laxton & Asya Kostanyan & Akaki Liqokeli & Gevorg Minasyan & Tamta Sopromadze & Armen Nurbekyan, 2019. "Mind the Gaps! Financial-Cycle Output Gaps and Monetary-Policy-Relevant Output Gaps," Working Papers 19, Central Bank of Armenia.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020. "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LLC, vol. 20(1), pages 176-235, March.
  • Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E, 2019. "lassopack: Model Selection and Prediction with Regularized Regression in Stata," IZA Discussion Papers 12081, Institute of Labor Economics (IZA).
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
• Ali Habibnia & Esfandiar Maasoumi, 2021. "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 363-381, December.
  • Ali Habibnia & Esfandiar Maasoumi, 2019. "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers 1904.11145, arXiv.org.
• Baruník Jozef & Fišer Pavel, 2024. "Co-Jumping of Treasury Yield Curve Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 481-506.
  • Jozef Barunik & Pavel Fiser, 2019. "Co-jumping of Treasury Yield Curve Rates," Papers 1905.01541, arXiv.org.
• Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
  • Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020. "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Alain Hecq & Elisa Voisin, 2023. "Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 209-233, Emerald Group Publishing Limited.
  • Alain Hecq & Elisa Voisin, 2019. "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers 1911.10916, arXiv.org, revised May 2022.
• Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers 2019-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers 1912.05228, arXiv.org, revised Dec 2021.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
  • Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021. "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 517-543, August.
  • Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
  • Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020. "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers 1/20, Monash University, Department of Econometrics and Business Statistics.
• Minjae Park & Mi Lim Lee & Jinpyo Lee, 2019. "Predicting Stock Market Indices Using Classification Tools," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(2), pages 243-256, February.
• Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Ekaterina Tzvetanova, 2019. "Adaptation of the Altman’s Corporate Insolvency Prediction Model – The Bulgarian Case," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 125-142.
• Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
  • Hartl, Tobias & Weigand, Roland, 2019. "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 38283, University of Regensburg, Department of Economics.
• Dany Brouillette & Marie-Noëlle Robitaille & Laurence Savoie-Chabot & Pierre St-Amant & Bassirou Gueye & Elise Martin, 2019. "The Trend Unemployment Rate in Canada: Searching for the Unobservable," Staff Working Papers 19-13, Bank of Canada.
• Gergely Ganics & Eva Ortega, 2019. "Las previsiones macroeconómicas del Banco de España a la luz de un modelo econométrico," Boletín Económico, Banco de España, issue SEP.
• Gergely Ganics & Eva Ortega, 2019. "Banco de España macroeconomic projections: comparison with an econometric model," Economic Bulletin, Banco de España, issue SEP.
• Luis Julián Álvarez, 2019. "El índice de precios de consumo: usos y posibles vías de mejora," Occasional Papers 1910, Banco de España.
• Mar Delgado-Téllez & José Federico Geli & Enrique Moral-Benito & Javier J. Pérez, 2022. "Outsourcing and public expenditure: an aggregate perspective with regional data," Regional Studies, Taylor & Francis Journals, vol. 56(8), pages 1347-1358, August.
  • Mar Delgado-Téllez & Enrique Moral-Benito & Javier J. Pérez, 2019. "Outsourcing and public expenditure: an aggregate perspective with regional data," Working Papers 1939, Banco de España.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
  • Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
• Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
• Franecsca Carta, 2019. "Timely indicators for labour income inequality," Questioni di Economia e Finanza (Occasional Papers) 503, Bank of Italy, Economic Research and International Relations Area.
• Angela Capolongo & Claudia Pacella, 2021. "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, vol. 61(5), pages 2477-2499, November.
  • Angela Capolongo & Claudia Pacella, 2019. "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers) 1224, Bank of Italy, Economic Research and International Relations Area.
• Fabio Busetti & Michele Caivano & Davide Delle Monache, 2021. "Domestic and Global Determinants of Inflation: Evidence from Expectile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 982-1001, August.
  • Fabio Busetti & Michele Caivano & Davide Delle Monache, 2019. "Domestic and global determinants of inflation: evidence from expectile regression," Temi di discussione (Economic working papers) 1225, Bank of Italy, Economic Research and International Relations Area.
• Valentina Aprigliano & Danilo Liberati, 2021. "Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time," Manchester School, University of Manchester, vol. 89(S1), pages 76-96, September.
  • Valentina Aprigliano & Danilo Liberati, 2019. "Using credit variables to date business cycle and to estimate the probabilities of recession in real time," Temi di discussione (Economic working papers) 1229, Bank of Italy, Economic Research and International Relations Area.
• Francisco Lasso-Valderrama & Héctor M. Zárate-Solano, 2019. "Forecasting the Colombian Unemployment Rate Using Labour Force Flows," Borradores de Economia 1073, Banco de la Republica de Colombia.
• María Fernanda Meneses-González & Javier Eliecer Pirateque-Niño & Santiago David Segovia-Baquero, 2019. "Indicadores de alerta temprana para el sector corporativo privado colombiano," Borradores de Economia 1084, Banco de la Republica de Colombia.
• León, Carlos, 2020. "Detecting anomalous payments networks: A dimensionality-reduction approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  • Carlos León, 2019. "Detecting anomalous payments networks: A dimensionality reduction approach," Borradores de Economia 1098, Banco de la Republica de Colombia.
• Mogliani, Matteo & Simoni, Anna, 2021. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
  • Matteo Mogliani & Anna Simoni, 2019. "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers 1903.08025, arXiv.org, revised Jun 2020.
  • Matteo Mogliani & Anna Simoni, 2020. "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print hal-03089878, HAL.
  • Matteo Mogliani, 2019. "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers 713, Banque de France.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
• Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España.
  • Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
• Yiru Wang & Barbara Rossi, 2019. "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers 1642, Department of Economics and Business, Universitat Pompeu Fabra.
  • Yiru Wang & Barbara Rossi, 2019. "VAR-Based Granger-Causality Test in the Presence of Instabilities," Working Papers 1083, Barcelona School of Economics.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers 1842, Banco de España.
• Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2019. "Financial conditions and purchasing managers' indices: exploring the links," BIS Quarterly Review, Bank for International Settlements, September.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
  • Gambacorta, Leonardo & Brei, Michael & Borio, Claudio, 2019. "Bank intermediation activity in a low interest rate environment," CEPR Discussion Papers 13980, C.E.P.R. Discussion Papers.
  • Michael Brei & Claudio Borio, 2019. "Bank intermediation activity in a low interest rate environment," BIS Working Papers 807, Bank for International Settlements.
  • Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Post-Print hal-02985986, HAL.
• Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
• Konstantin Styrin, 2019. "Forecasting Inflation in Russia Using Dynamic Model Averaging," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 3-18, March.
• Nikita Fokin & Andrey Polbin, 2019. "Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 67-93, June.
• Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
• Sergei Seleznev, 2019. "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series wps47, Bank of Russia.
• Ramis Khabibullin, 2019. "What measures of real economic activity slack are helpful for forecasting Russian inflation?," Bank of Russia Working Paper Series wps50, Bank of Russia.
• Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
  • Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
  • Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Dario Sansone, 2019. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(2), pages 456-485, April.
  • Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
• André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
  • André K. Anundsen, 2016. "Detecting imbalances in house prices: What goes up must come down?," Working Paper 2016/11, Norges Bank.
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
  • Laurent Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
  • Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
• JACKSON Emerson Abraham & TAMUKE Edmund & JABBIE Mohamed, 2019. "Disaggregated Short-Term Inflation Forecast (Stif) For Monetary Policy Decision In Sierra Leone," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(3), pages 31-53, November.
  • Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019. "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper 96735, University Library of Munich, Germany, revised 26 Nov 2019.
• Juan Carlos Carlo Santos, 2019. "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 30(1), pages 125-174, January -.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Papers No 01/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
• Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
• Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020. "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, vol. 217(2), pages 335-355.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019. "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers 19-057/III, Tinbergen Institute.
  • Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019. "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper 2019/12, Norges Bank.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
  • Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Papers No 01/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
  • Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
• Stanisławska, Ewa & Paloviita, Maritta & Łyziak, Tomasz, 2019. "Assessing reliability of aggregated inflation views in the European Commission consumer survey," Research Discussion Papers 10/2019, Bank of Finland.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
• Benchimol, Jonathan & El-Shagi, Makram, 2020. "Forecast performance in times of terrorism," Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
  • Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
• Bruno Deschamps & Christos Ioannidis & Kook Ka, 2019. "High-Frequency Credit Spread Information and Macroeconomic Forecast Revision," Working Papers 2019-17, Economic Research Institute, Bank of Korea.
• Rahul Roy & Santhakumar Shijin, 2019. "The nexus of anomalies-stock returns-asset pricing models: The international evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(1), pages 1-14, March.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
• Fugazza Carolina, 2019. "Anatomy of Non-Employment Risk," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(3), pages 1-19, July.
• Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
  • Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
  • Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Bruttel Oliver & Baumann Arne & Dütsch Matthias, 2019. "Beschäftigungseffekte des gesetzlichen Mindestlohns: Prognosen und empirische Befunde," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 20(3), pages 237-253, September.
• Bruttel Oliver & Baumann Arne & Dütsch Matthias, 2019. "Beschäftigungseffekte des gesetzlichen Mindestlohns: Prognosen und empirische Befunde," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 20(3), pages 237-253, September.
• Olimpia NEAGU, 2019. "Digital Divide Gap Convergence Across European Union: The Role Of Urbanisation," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 4(1), pages 43-48.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
• Ahmed, M. F. & Satchell, S, 2019. "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics 1923, Faculty of Economics, University of Cambridge.
• Yang Han & Victor OK Li & Jacqueline CK Lam & Michael Pollitt, 2019. "How BLUE is the Sky? Estimating the Air Quality Data in Beijing During the Blue Sky Day Period (2008-2012) by the Bayesian LSTM Approach," Working Papers EPRG1912, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Han, Y. & Li, V. & Lam, J. & Pollitt, M., 2019. "How BLUE is the Sky? Estimating the Air Quality Data in Beijing During the Blue Sky Day Period (2008-2012) by the Bayesian LSTM Approach," Cambridge Working Papers in Economics 1929, Faculty of Economics, University of Cambridge.
• Miroslav Klucik, 2019. "Tracking the Course of the Economy (Nowcasting of basic macroeconomic indicators of Slovakia)," Working Papers Working Paper No. 1/2019, Council for Budget Responsibility.
• de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
  • de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Research Technical Papers 15/RT/19, Central Bank of Ireland.
• Congressional Budget Office, 2019. "An Evaluation of CBO’s Past Deficit and Debt Projections," Reports 55234, Congressional Budget Office.
• Congressional Budget Office, 2019. "CBO’s Economic Forecasting Record: 2019 Update," Reports 55505, Congressional Budget Office.
• Congressional Budget Office, 2019. "The Accuracy of CBO’s Baseline Estimates for Fiscal Year 2019," Reports 55927, Congressional Budget Office.
• Hylke Vandenbussche & William Connell & Wouter Simons, 2022. "Global value chains, trade shocks and jobs: An application to Brexit," The World Economy, Wiley Blackwell, vol. 45(8), pages 2338-2369, August.
  • Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2017. "Global value chains, trade shocks and jobs: an application to Brexit," Working Papers of Department of Economics, Leuven 593041, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hylke Vandenbussche & William Connell & Wouter Simons, 2019. "Global Value Chains, Trade Shocks and Jobs: An Application to Brexit," CESifo Working Paper Series 7473, CESifo.
  • Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2019. "Global value chains, trade shocks and jobs: an application to Brexit," Working Papers of Department of Economics, Leuven 635886, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2019. "Global Value Chains, Trade Shocks and Jobs: An Application to Brexit," Working Papers of Department of Economics, Leuven 663605, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hylke Vandenbussche & William Connell & Wouter Simons, 2020. "Global value chains, trade shocks and jobs: An application to Brexit," Discussion Papers 2020-21, University of Nottingham, GEP.
  • Vandenbussche, Hylke & Connell Garcia, William & Simons, Wouter, 2017. "Global Value Chains, Trade Shocks And Jobs: An Application to Brexit," CEPR Discussion Papers 12303, C.E.P.R. Discussion Papers.
  • Hylke Vandenbussche & William Connell Garcia & Wouter Simons, 2017. "Global value chains, trade shocks and jobs: an application to Brexit," Working Papers of Department of Economics, Leuven 592605, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
  • Domenico Delli Gatti & Jakob Grazzini, 2019. "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series 7894, CESifo.
• Paul Schneider, 2019. "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series 19-17, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series 19-27, Swiss Finance Institute, revised May 2019.
• Rebecca Westphal & Didier Sornette, 2019. "Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model," Swiss Finance Institute Research Paper Series 19-29, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series 19-51, Swiss Finance Institute.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
• Mateo Dulce Rubio, 2019. "Predicting criminal behavior with Lévy flights using real data from Bogotá," Documentos CEDE 17198, Universidad de los Andes, Facultad de Economía, CEDE.
• Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020. "Uncertainty in electricity markets from a semi-nonparametric approach," Energy Policy, Elsevier, vol. 137(C).
  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público 17304, Universidad EAFIT.
• Luis Sánchez & Karina Caballero, 2019. "La curva de Kuznets ambiental y su relación con el cambio climático en América Latina y el Caribe: un análisis de cointegración con panel, 1980-2015," Revista de Economía del Rosario, Universidad del Rosario, vol. 22(1), pages 101-142, June.
• Juan Pablo Alfonso Zorro, 2019. "Efectos de las variaciones del IPC en las decisiones financieras," Econógrafos, Escuela de Economía 17329, Universidad Nacional de Colombia, FCE, CID.
• Pérez García, Jorge Iván & Lopera Castaño, Mauricio & Vásquez Bedoya, Fredy Alonso, 2019. "Una breve aplicación a la predicción de la fragilidad de empresas colombianas, mediante el uso de modelos estadísticos," Borradores Departamento de Economía 17525, Universidad de Antioquia, CIE.
• José Manuel Leguizamón Tiusabá, 2019. "Estímulos tributarios y hotelería en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 13(1), pages 177-198, June.
• Mateo Dulce Rubio, 2019. "Predicting criminal behavior with Levy flights using real data from Bogota," Documentos de Trabajo 17347, Quantil.
• Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
  • Geert Bekaert & George Panayotov, 2019. "Good Carry, Bad Carry," NBER Working Papers 25420, National Bureau of Economic Research, Inc.
  • Bekaert, Geert & Panayotov, George, 2019. "Good Carry, Bad Carry," CEPR Discussion Papers 13463, C.E.P.R. Discussion Papers.
• Arash Aloosh & Geert Bekaert, 2022. "Currency Factors," Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
  • Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
  • Bekaert, Geert & Aloosh, Arash, 2019. "Currency Factors," CEPR Discussion Papers 13464, C.E.P.R. Discussion Papers.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022. "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
  • Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
  • Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019. "The Global Component of Inflation Volatility," CEPR Discussion Papers 13470, C.E.P.R. Discussion Papers.
• Hannes Mueller & Christopher Rauh, 2022. "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, vol. 20(6), pages 2440-2467.
  • Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.
  • Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
  • Hannes Mueller, 2021. "The Hard Problem of Prediction for Conflict Prevention," Working Papers 1244, Barcelona School of Economics.
  • Mueller, H. & Rauh, C., 2021. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2103, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2020. "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics 2015, Faculty of Economics, University of Cambridge.
  • Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
  • Michael Brei & Claudio Borio, 2019. "Bank intermediation activity in a low interest rate environment," BIS Working Papers 807, Bank for International Settlements.
  • Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020. "Bank intermediation activity in a low‐interest‐rate environment," Post-Print hal-02985986, HAL.
  • Gambacorta, Leonardo & Brei, Michael & Borio, Claudio, 2019. "Bank intermediation activity in a low interest rate environment," CEPR Discussion Papers 13980, C.E.P.R. Discussion Papers.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
• Mawuli Segnon & Stelios Bekiros, 2019. "Forecasting Volatility in Cryptocurrency Markets," CQE Working Papers 7919, Center for Quantitative Economics (CQE), University of Muenster.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
  • González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
• Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther, 2019. "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS 29291, Universidad Carlos III de Madrid. Departamento de Estadística.
• Guillaume MAROIS & Patrick SABOURIN & Alain BÉLANGER, 2019. "Forecasting Human Capital of EU Member Countries Accounting for Sociocultural Determinants," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 85(3), pages 231-269, September.
• Damià Rey Miró & Pedro V. Piffaut, 2019. "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 42(119), pages 189-206, Mayo.
• Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019. "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 126-149.
  • Fuwei Jiang & Joshua Lee & Xiumin Martin & Guofu Zhou, 2019. "Manager sentiment and stock returns," CEMA Working Papers 677, China Economics and Management Academy, Central University of Finance and Economics.
• Ibrahim D. Raheem & Kazeem Isah, 2019. "The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models," Working Papers 063, Centre for Econometric and Allied Research, University of Ibadan.
• Elias A. Udeaja & Kazeem Isah, 2019. "Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives," Working Papers 065, Centre for Econometric and Allied Research, University of Ibadan.
• Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
  • Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
• Voon, Derby & Fogarty, James, 2019. "A Note on Forecasting Alcohol Demand," Journal of Wine Economics, Cambridge University Press, vol. 14(2), pages 208-213, May.
• Barnett, William A. & Su, Liting, 2019. "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 23(S1), pages 90-114, September.
  • Barnett, William & Su, Liting, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics 67, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  • William A. Barnett & Liting Su, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201606, University of Kansas, Department of Economics, revised Aug 2016.
  • Barnett, William & Su, Liting, 2016. "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper 73248, University Library of Munich, Germany.
• Colombo, Emilio & Pelagatti, Matteo, 2020. "Statistical learning and exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1260-1289.
  • Emilio Colombo & Matteo Pelagatti, 2019. "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1901, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
• Konstantin A. Kholodilin & Claus Michelsen, 2019. "High Risk of a Housing Bubble in Germany and Most OECD Countries," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(32), pages 265-273.
• Konstantin A. Kholodilin & Claus Michelsen, 2019. "Das Risiko einer Immobilienpreisblase ist in Deutschland sowie in den meisten OECD-Ländern hoch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(32), pages 547-555.
• Niels Gilbert, 2019. "Euro area sovereign risk spillovers before and after the ECB's OMT announcement," DNB Working Papers 636, Netherlands Central Bank, Research Department.
• Page, Adrian & Lambrias, Kyriacos, 2019. "The performance of the Eurosystem/ECB staff macroeconomic projections since the financial crisis," Economic Bulletin Articles, European Central Bank, vol. 8.
• Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
  • Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series 2227, European Central Bank.
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2019. "Forecasting daily electricity prices with monthly macroeconomic variables," Working Paper Series 2250, European Central Bank.
• Kontogeorgos, Georgios & Lambrias, Kyriacos, 2019. "An analysis of the Eurosystem/ECB projections," Working Paper Series 2291, European Central Bank.
• Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
  • Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
• de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Research Technical Papers 15/RT/19, Central Bank of Ireland.
  • de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
• Yao Thibaut Kpegli & Bator Anne, 2019. "Poisson-model Analysis of Power Alternation in Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 116-120.
  • Yao T. Kpegli & Anne Bator, 2019. "Poisson-model Analysis of Power Alternation in Africa," Post-Print halshs-02900779, HAL.
• Chin-Sheng Huang & Yi-Sheng Liu, 2019. "Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 9(2), pages 189-201.
• Mariem Talbi & Amel Ben Halima, 2019. "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 163-174.
• Arindam Banerjee, 2019. "Forecasting of India VIX as a Measure of Sentiment," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 268-276.
• Chia-Cheng Chen & Yisheng Liu & Ting-Hsin Hsu, 2019. "An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 1-10.
• Ademola Abdulkareem & E. J. Okoroafor & Ayokunle Awelewa & Aderibigbe Adekitan, 2019. "Pseudo-Inverse Matrix Model for Estimating Long-Term Annual Peak Electricity Demand: The Covenant University s Experience," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 103-109.
• Warsono Warsono & Edwin Russel & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2019. "Modeling and Forecasting by the Vector Autoregressive Moving Average Model for Export of Coal and Oil Data (Case Study from Indonesia over the Years 2002-2017)," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 240-247.
• Lucheroni, Carlo & Boland, John & Ragno, Costantino, 2019. "Scenario generation and probabilistic forecasting analysis of spatio-temporal wind speed series with multivariate autoregressive volatility models," Applied Energy, Elsevier, vol. 239(C), pages 1226-1241.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2019. "Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods," Journal of Asian Economics, Elsevier, vol. 60(C), pages 45-68.
• Guo, Jing & Zhang, Zhengyu, 2019. "Does renaming promote economic development? New evidence from a city-renaming reform experiment in China," China Economic Review, Elsevier, vol. 57(C).
• McKenzie, David & Sansone, Dario, 2019. "Predicting entrepreneurial success is hard: Evidence from a business plan competition in Nigeria," Journal of Development Economics, Elsevier, vol. 141(C).
• Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
  • Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019. "A time-varying parameter structural model of the UK economy," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
  • Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
• Fiszeder, Piotr & Fałdziński, Marcin, 2019. "Improving forecasts with the co-range dynamic conditional correlation model," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
• Zhang, Han & Fan, Xiaoyun & Guo, Bin & Zhang, Wei, 2019. "Reexamining time-varying bond risk premia in the post-financial crisis era," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
• Plachel, Lukas, 2019. "A unified model for regularized and robust portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
• Kolidakis, Stylianos & Botzoris, George & Profillidis, Vassilios & Lemonakis, Panagiotis, 2019. "Road traffic forecasting — A hybrid approach combining Artificial Neural Network with Singular Spectrum Analysis," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 159-171.
• Zhang, Yaojie & Ma, Feng & Zhu, Bo, 2019. "Intraday momentum and stock return predictability: Evidence from China," Economic Modelling, Elsevier, vol. 76(C), pages 319-329.
• Zhang, Yaojie & Zeng, Qing & Ma, Feng & Shi, Benshan, 2019. "Forecasting stock returns: Do less powerful predictors help?," Economic Modelling, Elsevier, vol. 78(C), pages 32-39.
• El-Shagi, Makram, 2019. "Rationality tests in the presence of instabilities in finite samples," Economic Modelling, Elsevier, vol. 79(C), pages 242-246.
• González-Astudillo, Manuel & Baquero, Daniel, 2019. "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
• Tissaoui, Kais & Azibi, Jamel, 2019. "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 65-84.
• Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019. "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 857-867.
• Nonejad, Nima, 2019. "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
• Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, vol. 181(C), pages 22-27.
• Uddin, Gazi Salah & Gençay, Ramazan & Bekiros, Stelios & Sahamkhadam, Maziar, 2019. "Enhancing the predictability of crude oil markets with hybrid wavelet approaches," Economics Letters, Elsevier, vol. 182(C), pages 50-54.
• Cuesta, Jose & Chagalj, Cristian, 2019. "Measuring poverty with administrative data in data deprived contexts: The case of Nicaragua," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
• Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa, 2019. "The role of uncertainty measures on the returns of gold," Economics Letters, Elsevier, vol. 185(C).
• Kim, Donggyu & Fan, Jianqing, 2019. "Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction," Journal of Econometrics, Elsevier, vol. 208(2), pages 395-417.
• Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
  • Tatevik Sekhposyan & Barbara Rossi, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
• Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.
• Boot, Tom & Nibbering, Didier, 2019. "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, vol. 209(2), pages 391-406.
  • Tom Boot & Didier Nibbering, 2016. "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers 16-073/III, Tinbergen Institute, revised 11 Aug 2017.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
• McAlinn, Kenichiro & West, Mike, 2019. "Dynamic Bayesian predictive synthesis in time series forecasting," Journal of Econometrics, Elsevier, vol. 210(1), pages 155-169.
• Kastner, Gregor, 2019. "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, vol. 210(1), pages 98-115.
  • Gregor Kastner, 2016. "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers 1608.08468, arXiv.org, revised Nov 2017.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019. "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, vol. 212(1), pages 137-154.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
  • Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
  • Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
• Giessing, Alexander & He, Xuming, 2019. "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, vol. 213(1), pages 235-260.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019. "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, vol. 213(2), pages 493-515.
• Sutton, Maxwell & Vasnev, Andrey L. & Gerlach, Richard, 2019. "Mixed interval realized variance: A robust estimator of stock price volatility," Econometrics and Statistics, Elsevier, vol. 11(C), pages 43-62.
• Leippold, Markus & Yang, Hanlin, 2019. "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, vol. 12(C), pages 25-41.
• Ghysels, Eric & Qian, Hang, 2019. "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, vol. 9(C), pages 1-16.
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  • Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
  • Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019. "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 201-219.
  • Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018. "On the robustness of the principal volatility components," Textos para discussão 474, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Díaz-Hernández, Adán & Constantinou, Nick, 2019. "A multiple regime extension to the Heston–Nandi GARCH(1,1) model," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 162-180.
• Panopoulou, Ekaterini & Souropanis, Ioannis, 2019. "The role of technical indicators in exchange rate forecasting," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 197-221.
• Zhang, Yaojie & Ma, Feng & Wang, Yudong, 2019. "Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 97-117.
• Westerlund, Joakim & Sharma, Susan Sunila, 2019. "Panel evidence on the ability of oil returns to predict stock returns in the G7 area," Energy Economics, Elsevier, vol. 77(C), pages 3-12.
• Manner, Hans & Alavi Fard, Farzad & Pourkhanali, Armin & Tafakori, Laleh, 2019. "Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae," Energy Economics, Elsevier, vol. 78(C), pages 143-164.
• Chen, Rongda & Xu, Jianjun, 2019. "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, vol. 78(C), pages 379-391.
• Cheng, Fangzheng & Li, Tian & Wei, Yi-ming & Fan, Tijun, 2019. "The VEC-NAR model for short-term forecasting of oil prices," Energy Economics, Elsevier, vol. 78(C), pages 656-667.
• Jiao, Ying & Ma, Chunhua & Scotti, Simone & Sgarra, Carlo, 2019. "A branching process approach to power markets," Energy Economics, Elsevier, vol. 79(C), pages 144-156.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019. "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, vol. 79(C), pages 45-58.
• Zhang, Yaojie & Wei, Yu & Zhang, Yi & Jin, Daxiang, 2019. "Forecasting oil price volatility: Forecast combination versus shrinkage method," Energy Economics, Elsevier, vol. 80(C), pages 423-433.
• Kostrzewski, Maciej & Kostrzewska, Jadwiga, 2019. "Probabilistic electricity price forecasting with Bayesian stochastic volatility models," Energy Economics, Elsevier, vol. 80(C), pages 610-620.
• Beyca, Omer Faruk & Ervural, Beyzanur Cayir & Tatoglu, Ekrem & Ozuyar, Pinar Gokcin & Zaim, Selim, 2019. "Using machine learning tools for forecasting natural gas consumption in the province of Istanbul," Energy Economics, Elsevier, vol. 80(C), pages 937-949.
• Zhang, Yaojie & Ma, Feng & Wei, Yu, 2019. "Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches," Energy Economics, Elsevier, vol. 81(C), pages 1109-1120.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019. "Futures-based forecasts: How useful are they for oil price volatility forecasting?," Energy Economics, Elsevier, vol. 81(C), pages 639-649.
  • Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019. "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper 96446, University Library of Munich, Germany.
• Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
• Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
• Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia, 2019. "How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study," Energy Economics, Elsevier, vol. 84(C).
• Khalifa, Ahmed & Caporin, Massimiliano & Di Fonzo, Tommaso, 2019. "Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements," Energy Policy, Elsevier, vol. 127(C), pages 155-164.
• Baldoni, Edoardo & Coderoni, Silvia & D'Orazio, Marco & Di Giuseppe, Elisa & Esposti, Roberto, 2019. "The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology," Energy Policy, Elsevier, vol. 129(C), pages 1207-1219.
• Maluf de Lima, Lilian & Piedade Bacchi, Mirian Rumenos, 2019. "Assessing the impact of Brazilian economic growth on demand for electricity," Energy, Elsevier, vol. 172(C), pages 861-873.
• Moral-Carcedo, Julián & Pérez-García, Julián, 2019. "Time of day effects of temperature and daylight on short term electricity load," Energy, Elsevier, vol. 174(C), pages 169-183.
• Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng, 2019. "Economic constraints and stock return predictability: A new approach," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 1-9.
• Bleher, Johannes & Dimpfl, Thomas, 2019. "Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 147-159.
• Tissaoui, Kais, 2019. "Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 232-249.
• Yin, Anwen, 2019. "Out-of-sample equity premium prediction in the presence of structural breaks," International Review of Financial Analysis, Elsevier, vol. 65(C).
• Sensoy, Ahmet, 2019. "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, vol. 28(C), pages 68-73.
• Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019. "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
  • Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
• Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019. "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, vol. 29(C), pages 315-322.
  • Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019. "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, vol. 30(C), pages 187-193.
• Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu, 2019. "Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach," Finance Research Letters, Elsevier, vol. 30(C), pages 341-351.
• Chevapatrakul, Thanaset & Mascia, Danilo V., 2019. "Detecting overreaction in the Bitcoin market: A quantile autoregression approach," Finance Research Letters, Elsevier, vol. 30(C), pages 371-377.
• Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, vol. 45(C).
• Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 419-447, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers 25021, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers 1078, Barcelona School of Economics.
  • Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
• Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019. "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 255-272.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2019. "Forecasting exchange rates using principal components," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
• Götz, Thomas B. & Knetsch, Thomas A., 2019. "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
  • Götz, Thomas B. & Knetsch, Thomas A., 2017. "Google data in bridge equation models for German GDP," Discussion Papers 18/2017, Deutsche Bundesbank.
• Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
  • Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
• Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M., 2019. "Approximate Bayesian forecasting," International Journal of Forecasting, Elsevier, vol. 35(2), pages 521-539.
  • David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018. "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers 2/18, Monash University, Department of Econometrics and Business Statistics.
• McAdam, Peter & Warne, Anders, 2019. "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
  • McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
• Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
  • Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
• Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
  • Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
• Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
  • António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
• Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1332-1355.
  • Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
  • Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018. "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers E2018/24, Cardiff University, Cardiff Business School, Economics Section.
  • Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018. "A new approach for detecting shifts in forecast accuracy," Bank of England working papers 721, Bank of England.
• Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R., 2019. "Evaluating the conditionality of judgmental forecasts," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1627-1635.
  • Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
• Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
  • Granziera, Eleonora & Sekhposyan, Tatevik, 2018. "Predicting relative forecasting performance: An empirical investigation," Bank of Finland Research Discussion Papers 23/2018, Bank of Finland.
• Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
  • Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series 2227, European Central Bank.
• Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
• Knotek, Edward S. & Zaman, Saeed, 2019. "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
  • Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
• Aastveit, Knut Are & Anundsen, André K. & Herstad, Eyo I., 2019. "Residential investment and recession predictability," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1790-1799.
  • Knut Are Aastveit & Andr K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Papers No 8/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Paper 2017/24, Norges Bank.
• Thiele, Stephen, 2019. "Detecting underestimates of risk in VaR models," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 12-20.
• Lazar, Emese & Zhang, Ning, 2019. "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
  • Emese Lazar & Ning Zhang, 2017. "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance icma-dp2017-10, Henley Business School, University of Reading.
• Gupta, Jairaj & Chaudhry, Sajid, 2019. "Mind the tail, or risk to fail," Journal of Business Research, Elsevier, vol. 99(C), pages 167-185.
• Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019. "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 126-149.
  • Fuwei Jiang & Joshua Lee & Xiumin Martin & Guofu Zhou, 2019. "Manager sentiment and stock returns," CEMA Working Papers 677, China Economics and Management Academy, Central University of Finance and Economics.
• Fan, Ying & Yang, Zan & Yavas, Abdullah, 2019. "Understanding real estate price dynamics: The case of housing prices in five major cities of China✰," Journal of Housing Economics, Elsevier, vol. 43(C), pages 37-55.
• Auer, Simone, 2019. "Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
  • Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
  • Simone Auer, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization Institute Working Papers 170, Federal Reserve Bank of Dallas.
• Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan, 2019. "The world predictive power of U.S. equity market skewness risk," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 210-227.
• Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019. "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 93-110.
• Brei, Michael & Moreno, Ramon, 2019. "Reserve requirements and capital flows in Latin America," Journal of International Money and Finance, Elsevier, vol. 99(C).
  • Michael Brei & Ramon Moreno, 2018. "Reserve requirements and capital flows in Latin America," BIS Working Papers 741, Bank for International Settlements.
  • Michael Brei & Ramon Moreno, 2019. "Reserve requirements and capital flows in Latin America," Post-Print hal-02504212, HAL.
• Kim, Insu & Kim, Young Se, 2019. "Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
• Hwang, Youngjin, 2019. "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, vol. 62(C).
• Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
• Afik, Zvika & Katz, Hagai, 2019. "Reconsidering the philanthropic foundation minimum payout policy under a “new normal”," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 219-233.
• Álvarez, Luis J. & Sánchez, Isabel, 2019. "Inflation projections for monetary policy decision making," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 568-585.
• Salmanzadeh-Meydani, N. & Fatemi Ghomi, S.M.T., 2019. "The causal relationship among electricity consumption, economic growth and capital stock in Iran," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1230-1256.
• Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
• Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
• Ma, Feng & Wahab, M.I.M. & Zhang, Yaojie, 2019. "Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 132-146.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2019. "Forecasting the KOSPI200 spot volatility using various volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 156-166.
• Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019. "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 481-488.
• Demos, G. & Sornette, D., 2019. "Comparing nested data sets and objectively determining financial bubbles’ inceptions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 661-675.
• Liu, Jing & Ma, Feng & Zhang, Yaojie, 2019. "Forecasting the Chinese stock volatility across global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 466-477.
• Xiao, Binqing & Yang, Ye & Peng, Xuerong & Fang, Libing, 2019. "Measuring the connectedness of European electricity markets using the network topology of variance decompositions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
• Isah, Kazeem O. & Raheem, Ibrahim D., 2019. "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
• Ivo da Rocha Lima Filho, Roberto, 2019. "Does PPI lead CPI IN Brazil?," International Journal of Production Economics, Elsevier, vol. 214(C), pages 73-79.
• Simlai, Prodosh, 2019. "Subprime credit, idiosyncratic risk, and foreclosures," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 175-189.
• Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: A dynamic spatial panel model approach," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 148-164.
  • Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: a dynamic spatial panel model approach," LSE Research Online Documents on Economics 100014, London School of Economics and Political Science, LSE Library.
• Croonenbroeck, Carsten & Stadtmann, Georg, 2019. "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, vol. 108(C), pages 312-322.
• Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019. "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 289-301.
• Gebka, Bartosz & Wohar, Mark E., 2019. "Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 1-25.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019. "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 95-113.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers 15-133/III, Tinbergen Institute.
  • Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers EI2015-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
• Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
• Landini, S. & Uberti, M. & Casellina, S., 2019. "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 175-189.
• Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis, 2019. "Forecasting transportation demand for the U.S. market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 126(C), pages 195-214.
• Leo Krippner, 2019. "Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer," CAMA Working Papers 2019-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022. "An automated prior robustness analysis in Bayesian model comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
  • Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "An Automated Prior Robustness Analysis in Bayesian Model Comparison," CAMA Working Papers 2019-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 934-943, September.
  • Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation," CAMA Working Papers 2019-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Luis Escobar & Miguel Chalup, 2019. "Desempeño Económico Departamental Durante la Crisis del COVID-19 en Bolivia: Un Enfoque de VAR de Frecuencia Mixta con Volatilidad Estocástica," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 3(1), pages 89-110, Diciembre.
• Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: A dynamic spatial panel model approach," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 148-164.
  • Fingleton, Bernard & Szumilo, Nikodem, 2019. "Simulating the impact of transport infrastructure investment on wages: a dynamic spatial panel model approach," LSE Research Online Documents on Economics 100014, London School of Economics and Political Science, LSE Library.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 229-248, Emerald Group Publishing Limited.
  • Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018. "How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis," CAMA Working Papers 2018-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2019. "Variable Selection in Sparse Semiparametric Single Index Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 65-88, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
• Pierre Rostan & Alexandra Rostan, 2019. "When will European Muslim population be majority and in which country?," PSU Research Review, Emerald Group Publishing Limited, vol. 3(2), pages 123-144, August.
• Philip Hans Franses & Max Welz, 2022. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 829-839, July.
  • Franses, Ph.H.B.F. & Welz, M., 2018. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers EI2018-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Philip Hans Franses, 2020. "IMA(1,1) as a new benchmark for forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 27(17), pages 1419-1423, October.
  • Franses, Ph.H.B.F., 2019. "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers EI2019-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019. "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers EI2019-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Han, Y. & Li, V. & Lam, J. & Pollitt, M., 2019. "How BLUE is the Sky? Estimating the Air Quality Data in Beijing During the Blue Sky Day Period (2008-2012) by the Bayesian LSTM Approach," Cambridge Working Papers in Economics 1929, Faculty of Economics, University of Cambridge.
  • Yang Han & Victor OK Li & Jacqueline CK Lam & Michael Pollitt, 2019. "How BLUE is the Sky? Estimating the Air Quality Data in Beijing During the Blue Sky Day Period (2008-2012) by the Bayesian LSTM Approach," Working Papers EPRG1912, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Muhammad Jahanzeb Malik & Muhammad Nadim Hanif, 2019. "Learning from Errors While Forecasting Inflation: A Case for Intercept Correction," International Econometric Review (IER), Econometric Research Association, vol. 11(1), pages 24-38, April.
• Zümre Özdemir Güler & Mehmet Akif Bakýr, 2019. "Performance of Methods Determining Structural Break in Linear Regression Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 70-83, September.
• O.N. Dmitriev & S.V. Novikov, 2019. "Optimizing the Economic Information Transparency Level of High-Tech Enterprises in the Post-Industrial Globalized Economy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 25-56.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private Financing of Long‑Term Care: Income, Savings and Reverse Mortgages," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 5-24.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Working Papers 14, French Institute for Demographic Studies.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Erudite Working Paper 2019-14, Erudite.
• Werner Roeger & Janos Varga & Jan in 't Veld & Lukas Vogel, 2019. "A Model-Based Assessment of the Distributional Impact of Structural Reforms," European Economy - Discussion Papers 091, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Working Papers of the African Governance and Development Institute. 19/022, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign aid, instability and governance in Africa," Working Papers 19/022, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," CEREDEC Working Papers 19/022, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
• Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 238-252, June.
  • Belke, Ansgar & Klose, Jens, 2019. "Forecasting ECB policy rates with different monetary policy rules," Ruhr Economic Papers 815, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
• Joseph E. Stiglitz, 2019. "An Agenda for Reforming Economic Theory," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 14(2), pages 149-167, June.
• Charles B. Perkins & J. Christina Wang, 2019. "How Magic a Bullet Is Machine Learning for Credit Analysis? An Exploration with FinTech Lending Data," Working Papers 19-16, Federal Reserve Bank of Boston.
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023. "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 144-164.
  • , 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.
  • Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 202109, University of Liverpool, Department of Economics.
• Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2021. "Is China fudging its GDP figures? Evidence from trading partner data," Journal of International Money and Finance, Elsevier, vol. 110(C).
  • John G. Fernald & Eric Hsu & Mark M. Spiegel, 2019. "Is China Fudging Its GDP Figures? Evidence from Trading Partner Data," Working Paper Series 2019-19, Federal Reserve Bank of San Francisco.
• Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R., 2019. "Evaluating the conditionality of judgmental forecasts," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1627-1635.
  • Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
• Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Working Paper 19-10, Federal Reserve Bank of Richmond.
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).
• Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
  • Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
• Tyler Pike & Horacio Sapriza & Tom Zimmermann, 2019. "Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning," Finance and Economics Discussion Series 2019-070, Board of Governors of the Federal Reserve System (U.S.).
• Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
• John H. Rogers & Jiawen Xu, 2019. "How Well Does Economic Uncertainty Forecast Economic Activity?," Finance and Economics Discussion Series 2019-085, Board of Governors of the Federal Reserve System (U.S.).
• Lewis Gaul & Jonathan Jones & Pinar Uysal, 2019. "Forecasting High-Risk Composite CAMELS Ratings," International Finance Discussion Papers 1252, Board of Governors of the Federal Reserve System (U.S.).
• Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021. "Predicting benchmarked US state employment data in real time," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
  • Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Real Time," Working Papers 2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
  • Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
• Michael W. McCracken, 2019. "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers 2019-11, Federal Reserve Bank of St. Louis.
• Michael W. McCracken, 2020. "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
  • Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  • Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
• Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021. "Predicting benchmarked US state employment data in real time," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
  • Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
  • Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Real Time," Working Papers 2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
• Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).
  • Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Working Paper 19-10, Federal Reserve Bank of Richmond.
• Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021. "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, vol. 37(1), pages 44-57.
  • Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019. "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive 2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
  • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
  • Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Gijs Dekkers & Ekaterina Tarantchenko & Karel Van den Bosch, 2019. "Working Paper 03-19 - Medium-term projection for Belgium of the at-risk-of-poverty and social exclusion indicators based on EU-SILC [Working Paper 03-19 - Prévisions à moyen terme des indicateurs d," Working Papers 1903, Federal Planning Bureau, Belgium.
• Gijs Dekkers & Ekaterina Tarantchenko & Karel Van den Bosch, 2019. "Working Paper 03-19 - Medium-term projection for Belgium of the at-risk-of-poverty and social exclusion indicators based on EU-SILC [Working Paper 03-19 - Prévisions à moyen terme des indicateurs ," Working Papers 201903, Federal Planning Bureau, Belgium.
• Andrey A. Kozlov & Andrey V. Vlasov, 2019. "Cryptoeconomics: Pilot Study on Investments in ICO Startups Using Neural Networks," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 76-87, February.
• Roman S. Leukhin, 2019. "Short-Term Fiscal Projections Using Forecast Combination Approach," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 9-21, June.
• Nataliya G. Filatova, 2019. "Improving the Credit Rating of Loan Recipients Implementing Long-Term Investment Projects," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 102-115, August.
• Căpățînă Adrian-Nicolae, 2019. "Evaluarea riscului unui portofoliu de acțiuni utilizând metoda Value at Risk," Journal of Financial Studies, Institute of Financial Studies, vol. 7(4), pages 140-156, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-26, January.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita & Dobrolyubova E. & Yuzhakov V. & Mkrtchyan N., 2019. "Monitoring of Russia`s Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-18, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019. "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-25, February.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita & Dobrolyubova E. & Yuzhakov V., 2019. "Monitoring of Russia`s Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-17, April.
• Tsukhlo Sergey, 2019. "Russian industrial sector in 2018: slowdown of exiting from stagnation of 2012–2016 (on business surveys’ findings)," Published Papers ppaper-2019-969, Gaidar Institute for Economic Policy, revised 2019.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2019. "Government support of small and medium sized entrepreneurship in Russia," Published Papers ppaper-2019-977, Gaidar Institute for Economic Policy, revised 2019.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  • Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
• Michael Kostmann & Wolfgang K. Härdle, 2019. "Forecasting in Blockchain-Based Local Energy Markets," Energies, MDPI, vol. 12(14), pages 1-27, July.
  • Kostmann, Michael & Härdle, Wolfgang Karl, 2019. "Forecasting in Blockchain-based Local Energy Markets," IRTG 1792 Discussion Papers 2019-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Peter G. Dunne, 2019. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," JRFM, MDPI, vol. 12(2), pages 1-25, April.
  • Dunne, Peter G., 2018. "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series 67, European Systemic Risk Board.
  • Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
• Meri Papavangjeli, 2019. "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers 16-2019, Economics Section, The Graduate Institute of International Studies, revised 09 Oct 2019.
• Miriam Steurer & Robert Hill, 2019. "Metrics for Evaluating the Performance of Automated Valuation Models," Graz Economics Papers 2019-02, University of Graz, Department of Economics.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
• Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional variance forecasts for long-term stock returns," Graz Economics Papers 2019-08, University of Graz, Department of Economics.
• Stefan Palan & Jürgen Huber & Larissa Senninger, 2020. "Aggregation mechanisms for crowd predictions," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 788-814, September.
  • Stefan Palan & Jürgen Huber & Larissa Senninger, 2019. "Aggregation Mechanisms for Crowd Predictions," Working Paper Series, Social and Economic Sciences 2019-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Tara M. Sinclair, 2019. "Continuities and Discontinuities in Economic Forecasting," Working Papers 2019-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," Post-Print halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02491811, HAL.
• Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-02105203, HAL.
• Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 433-446, June.
  • Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Post-Print hal-02155402, HAL.
• Brei, Michael & Moreno, Ramon, 2019. "Reserve requirements and capital flows in Latin America," Journal of International Money and Finance, Elsevier, vol. 99(C).
  • Michael Brei & Ramon Moreno, 2018. "Reserve requirements and capital flows in Latin America," BIS Working Papers 741, Bank for International Settlements.
  • Michael Brei & Ramon Moreno, 2019. "Reserve requirements and capital flows in Latin America," Post-Print hal-02504212, HAL.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2018. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04590149, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04582262, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
• Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 181-203.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2018. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04590149, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04582262, HAL.
• Yao Thibaut Kpegli & Bator Anne, 2019. "Poisson-model Analysis of Power Alternation in Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 116-120.
  • Yao T. Kpegli & Anne Bator, 2019. "Poisson-model Analysis of Power Alternation in Africa," Post-Print halshs-02900779, HAL.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," Post-Print halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," Post-Print halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2020. "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02491811, HAL.
  • Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
• Steffen Q. Mueller & Patrick Ring & Maria Schmidt, 2019. "Forecasting economic decisions under risk: The predictive importance of choice-process data," Working Papers 066, Chair for Economic Policy, University of Hamburg.
  • Steffen Q. Mueller & Patrick Ring & Maria Fischer, 2020. "Excited and aroused: The predictive importance of simple choice process metrics," Working Papers 067, Chair for Economic Policy, University of Hamburg.
• Reslow, André, 2019. "Inefficient Use of Competitors’ Forecasts?," Working Paper Series 2019:9, Uppsala University, Department of Economics.
  • Reslow, André, 2019. "Inefficient Use of Competitors'Forecasts?," Working Paper Series 380, Sveriges Riksbank (Central Bank of Sweden).
• Reslow, André, 2019. "Inefficient Use of Competitors'Forecasts?," Working Paper Series 380, Sveriges Riksbank (Central Bank of Sweden).
  • Reslow, André, 2019. "Inefficient Use of Competitors’ Forecasts?," Working Paper Series 2019:9, Uppsala University, Department of Economics.
• Alex Borodin & Victoria Pyatanova & Anton Yashin, 2019. "Bankruptcy Predictions for Air Carriers: Global Market," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(3), pages 418-443.
• Morita, Hiroshi & 森田, 裕史, 2019. "Forecasting Public Investment Using Daily Stock Returns," Discussion paper series HIAS-E-88, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• SYAHRIL & Raja MASBAR & M. Shabri Abd. MAJID & Sofyan SYAHNUR, 2019. "Does Indonesia As The World Largest Palm Oil Producing Country Determine The World Crude Palm Oil Price Volatility?," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 93-104, June.
• David Kohns & Arnab Bhattacharjee, 2019. "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series 010, Centre for Energy Economics Research and Policy, Heriot-Watt University.
• Oscar Claveria, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-10, December.
  • Claveria, Oscar, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages .3(1-10).
• Oscar Claveria, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-10, December.
  • Claveria, Oscar, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages 1-3.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private Financing of Long‑Term Care: Income, Savings and Reverse Mortgages," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 5-24.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Erudite Working Paper 2019-14, Erudite.
  • Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019. "Private financing of long-term care: income, savings and reverse mortgages," Working Papers 14, French Institute for Demographic Studies.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
  • Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
  • Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
  • Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.
• Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2019. "Using Payment System Data to Forecast Economic Activity," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 55-80, October.
• Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Research Discussion Papers 9/2018, Bank of Finland.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 19/166, International Monetary Fund.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas, revised 01 Jan 2018.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
• Jonathan O. ONIORE & Uju R. EZENEKWE & Uche C.C NWOGWUGWU, 2019. "Forecasting of Nigeria Manufacturing Sector Growth Rates Using Arima Model," Romanian Journal of Economics, Institute of National Economy, vol. 48(1(57)), pages 63-70, June.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
• Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020. "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  • Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020. "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LLC, vol. 20(1), pages 176-235, March.
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
  • Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E, 2019. "lassopack: Model Selection and Prediction with Regularized Regression in Stata," IZA Discussion Papers 12081, Institute of Labor Economics (IZA).
• Emmanuel Antwi & Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2019. "Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(3), pages 93-105, Summer.
• Aytaç PEKMEZCÄ° & Nevin Güler DÄ°NCER & Öznur İŞÇİGÃœNERÄ°, 2019. "Comparison Of The Performance Of Fuzzy Time Series Methods Based On Clustering In The Econometric Time Series Estimation," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 6(3), pages 307-320, July.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
  • Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
• Zied Ftiti & Fredj Jawadi, 2019. "Forecasting Inflation Uncertainty in the United States and Euro Area," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 455-476, June.
• Elettra Agliardi & Thomas Alexopoulos & Christian Cech, 2019. "On the Relationship Between GHGs and Global Temperature Anomalies: Multi-level Rolling Analysis and Copula Calibration," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(1), pages 109-133, January.
  • Elettra Agliardi & Thomas Alexopoulos & Christian Cech, 2017. "On the relationship between GHGs and Global Temperature Anomalies: Multi-level rolling analysis and Copula calibration," Working Paper series 17-05, Rimini Centre for Economic Analysis.
• Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019. "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 447-470, December.
• Heather L. R. Tierney, 2019. "Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 39-63, February.
• Riadh Abed & Amna Zardoub, 2019. "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, vol. 16(4), pages 701-719, October.
• Sabrina Backs & Markus Günther & Christian Stummer, 2019. "Stimulating academic patenting in a university ecosystem: an agent-based simulation approach," The Journal of Technology Transfer, Springer, vol. 44(2), pages 434-461, April.
• Phillip A. Cartwright & Natalija Riabko, 2019. "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 153-194, July.
• Mihaela Simionescu & Maria-Simona Naros, 2019. "Sustainable Development and the Insertion of Higher Educated Unemployed People on Romanian Labour Market," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(1), pages 12-16, March.
• Mirela Catalina Turkes, 2019. "The Evolution of Fertility over the Life Course. A Comparative Study between Romania and Turkey," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(1), pages 95-105, March.
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
  • Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers 19-457, KOF Swiss Economic Institute, ETH Zurich.

2018

• Zhu, Bangzhu & Ye, Shunxin & Wang, Ping & He, Kaijian & Zhang, Tao & Wei, Yi-Ming, 2018. "A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting," Energy Economics, Elsevier, vol. 70(C), pages 143-157.
• Wang, Delu & Wang, Yadong & Song, Xuefeng & Liu, Yun, 2018. "Coal overcapacity in China: Multiscale analysis and prediction," Energy Economics, Elsevier, vol. 70(C), pages 244-257.
• Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O., 2018. "Revisiting the forecasting accuracy of Phillips curve: The role of oil price," Energy Economics, Elsevier, vol. 70(C), pages 334-356.
  • Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017. "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers 022, Centre for Econometric and Allied Research, University of Ibadan.
• Özmen, Ayşe & Yılmaz, Yavuz & Weber, Gerhard-Wilhelm, 2018. "Natural gas consumption forecast with MARS and CMARS models for residential users," Energy Economics, Elsevier, vol. 70(C), pages 357-381.
• Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.
  • Florian Ziel & Rafal Weron, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers 1805.06649, arXiv.org.
• Zhang, Yaojie & Ma, Feng & Shi, Benshan & Huang, Dengshi, 2018. "Forecasting the prices of crude oil: An iterated combination approach," Energy Economics, Elsevier, vol. 70(C), pages 472-483.
• Presno, María José & Landajo, Manuel & Fernández González, Paula, 2018. "Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis," Energy Economics, Elsevier, vol. 70(C), pages 563-581.
• Chai, Jian & Xing, Li-Min & Zhou, Xiao-Yang & Zhang, Zhe George & Li, Jie-Xun, 2018. "Forecasting the WTI crude oil price by a hybrid-refined method," Energy Economics, Elsevier, vol. 71(C), pages 114-127.
• Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018. "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, vol. 71(C), pages 201-212.
• Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
• Pan, Zhiyuan & Wang, Qing & Wang, Yudong & Yang, Li, 2018. "Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model," Energy Economics, Elsevier, vol. 72(C), pages 177-187.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018. "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, vol. 72(C), pages 321-330.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018. "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, vol. 72(C), pages 341-355.
• Hahn, Warren J. & DiLellio, James A. & Dyer, James S., 2018. "Risk premia in commodity price forecasts and their impact on valuation," Energy Economics, Elsevier, vol. 72(C), pages 393-403.
• Uddin, Gazi Salah & Rahman, Md Lutfur & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur, 2018. "Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach," Energy Economics, Elsevier, vol. 73(C), pages 108-121.
• Jiao, Lei & Liao, Yin & Zhou, Qing, 2018. "Predicting carbon market risk using information from macroeconomic fundamentals," Energy Economics, Elsevier, vol. 73(C), pages 212-227.
• Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
• Gong, Xu & Lin, Boqiang, 2018. "The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market," Energy Economics, Elsevier, vol. 74(C), pages 370-386.
• Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018. "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, vol. 74(C), pages 628-643.
• Smith, Michael Stanley & Shively, Thomas S., 2018. "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, vol. 74(C), pages 886-903.
  • Michael Stanley Smith & Thomas S. Shively, 2018. "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers 1804.08218, arXiv.org.
• Liu, Li & Wang, Yudong & Yang, Li, 2018. "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, vol. 75(C), pages 193-205.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018. "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, vol. 75(C), pages 400-409.
• Poblete-Cazenave, Miguel & Pachauri, Shonali, 2018. "A structural model of cooking fuel choices in developing countries," Energy Economics, Elsevier, vol. 75(C), pages 449-463.
• Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018. "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, vol. 75(C), pages 573-582.
• Funk, Christoph, 2018. "Forecasting the real price of oil - Time-variation and forecast combination," Energy Economics, Elsevier, vol. 76(C), pages 288-302.
• Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
• Zhang, Jin & Li, Pujiang & Zhao, Guochang, 2018. "Is power generation really the gold measure of the Chinese economy? A conceptual and empirical assessment," Energy Policy, Elsevier, vol. 121(C), pages 211-216.
• Lyócsa, Štefan & Molnár, Peter, 2018. "Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds," Energy, Elsevier, vol. 155(C), pages 462-473.
• de Albuquerquemello, Vinícius Phillipe & de Medeiros, Rennan Kertlly & da Nóbrega Besarria, Cássio & Maia, Sinézio Fernandes, 2018. "Forecasting crude oil price: Does exist an optimal econometric model?," Energy, Elsevier, vol. 155(C), pages 578-591.
• Elamin, Niematallah & Fukushige, Mototsugu, 2018. "Modeling and forecasting hourly electricity demand by SARIMAX with interactions," Energy, Elsevier, vol. 165(PB), pages 257-268.
  • Niematallah Elamin & Mototsugu Fukushige, 2017. "Modeling and Forecasting Hourly Electricity Demand by SARIMAX with Interactions," Discussion Papers in Economics and Business 17-28, Osaka University, Graduate School of Economics.
• Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
  • Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018. "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, vol. 25(C), pages 131-136.
  • Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016. "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers 201686, University of Pretoria, Department of Economics.
• Ping, Yuan & Li, Rui, 2018. "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, vol. 25(C), pages 222-229.
• van der Merwe, C.J. & Heyman, D. & de Wet, T., 2018. "Approximating risk-free curves in sparse data environments," Finance Research Letters, Elsevier, vol. 26(C), pages 112-118.
• Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018. "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, vol. 37(C), pages 70-96.
• Barunik, Jozef & Vacha, Lukas, 2018. "Do co-jumps impact correlations in currency markets?," Journal of Financial Markets, Elsevier, vol. 37(C), pages 97-119.
  • Jozef Barunik & Lukas Vacha, 2016. "Do co-jumps impact correlations in currency markets?," Papers 1602.05489, arXiv.org, revised Oct 2017.
• Lin, Qi, 2018. "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, vol. 38(C), pages 103-123.
• Baltas, Nick & Karyampas, Dimitrios, 2018. "Forecasting the equity risk premium: The importance of regime-dependent evaluation," Journal of Financial Markets, Elsevier, vol. 38(C), pages 83-102.
• Papanikolaou, Nikolaos I., 2018. "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, vol. 34(C), pages 61-85.
  • Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
• Kupiec, Paul H., 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, vol. 38(C), pages 132-146.
  • Paul H. Kupiec, 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," AEI Economics Working Papers 980152, American Enterprise Institute.
• Jåstad, Eirik Ogner & Mustapha, Walid Fayez & Bolkesjø, Torjus Folsland & Trømborg, Erik & Solberg, Birger, 2018. "Modelling of uncertainty in the economic development of the Norwegian forest sector," Journal of Forest Economics, Elsevier, vol. 32(C), pages 106-115.
• Bruszas, Sandy & Kaschützke, Barbara & Maurer, Raimond & Siegelin, Ivonne, 2018. "Unisex pricing of German participating life annuities—Boon or bane for customer and insurance company?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 230-245.
• Börger, Matthias & Schupp, Johannes, 2018. "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 369-380.
• Doan, Bao & Papageorgiou, Nicolas & Reeves, Jonathan J. & Sherris, Michael, 2018. "Portfolio management with targeted constant market volatility," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 134-147.
• Franses, Philip Hans & Janssens, Eva, 2018. "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 261-292.
• Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
  • Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
• Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
  • Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
• Smeekes, Stephan & Wijler, Etienne, 2018. "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, vol. 34(3), pages 408-430.
  • Smeekes, Stephan & Wijler, Etiënne, 2016. "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum 039, Maastricht University, Graduate School of Business and Economics (GSBE).
• Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
  • Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
• Berge, Travis J., 2018. "Understanding survey-based inflation expectations," International Journal of Forecasting, Elsevier, vol. 34(4), pages 788-801.
  • Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
• Herrera, R. & Clements, A.E., 2018. "Point process models for extreme returns: Harnessing implied volatility," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 161-175.
  • R Herrera & Adam Clements, 2015. "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series 104, National Centre for Econometric Research.
• Grigoli, Francesco & Mansilla, Mario & Saldías, Martín, 2018. "Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 130-141.
  • Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
• Badarinza, Cristian & Ramadorai, Tarun, 2018. "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, vol. 130(3), pages 532-555.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018. "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 242-264.
  • Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
• Amat, Christophe & Michalski, Tomasz & Stoltz, Gilles, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 1-24.
  • Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
• Ismailov, Adilzhan & Rossi, Barbara, 2018. "Uncertainty and deviations from uncovered interest rate parity," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 242-259.
• Proaño, Christian R. & Tarassow, Artur, 2018. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 60-71.
  • Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Debnath, Deepayan & Babu, Suresh & Ghosh, Parijat & Helmar, Michael, 2018. "The impact of India’s food security policy on domestic and international rice market," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 265-283.
• Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018. "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 663-684.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018. "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, vol. 57(C), pages 196-212.
  • Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016. "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers 201645, University of Pretoria, Department of Economics.
• Pan, Zhiyuan & Liu, Li, 2018. "Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 168-180.
• Fang, Libing & Xiao, Binqing & Yu, Honghai & You, Qixing, 2018. "A stable systemic risk ranking in China’s banking sector: Based on principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1997-2009.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018. "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 148-154.
• Chen, Yanhui & Zhang, Chuan & He, Kaijian & Zheng, Aibing, 2018. "Multi-step-ahead crude oil price forecasting using a hybrid grey wave model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 501(C), pages 98-110.
• Bonaccolto, G. & Caporin, M. & Gupta, R., 2018. "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 446-469.
  • Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
• Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
  • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015. "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers 201561, University of Pretoria, Department of Economics.
• He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2018. "Forecasting exchange rate using Variational Mode Decomposition and entropy theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 15-25.
• Hong, Hui & Chen, Naiwei & O’Brien, Fergal & Ryan, James, 2018. "Stock return predictability and model instability: Evidence from mainland China and Hong Kong," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 132-142.
• Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
  • Jakub Nowotarski & Rafal Weron, 2016. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports HSC/16/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Skjerpen, Terje & Storrøsten, Halvor Briseid & Rosendahl, Knut Einar & Osmundsen, Petter, 2018. "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Resource and Energy Economics, Elsevier, vol. 53(C), pages 220-239.
  • Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015. "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers 832, Statistics Norway, Research Department.
• Zhu, Min & Chen, Rui & Du, Ke & Wang, You-Gan, 2018. "Dividend growth and equity premium predictability," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 125-137.
• Ari, Ali & Cergibozan, Raif, 2018. "Currency crises in Turkey: An empirical assessment," Research in International Business and Finance, Elsevier, vol. 46(C), pages 281-293.
• Stahl, Dale O., 2018. "Assessing the forecast performance of models of choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 73(C), pages 86-92.
• Deaton, Angus & Cartwright, Nancy, 2018. "Understanding and misunderstanding randomized controlled trials," Social Science & Medicine, Elsevier, vol. 210(C), pages 2-21.
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," Working Papers august_25.pdf, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
  • Angus Deaton & Nancy Cartwright, 2017. "Understanding and misunderstanding randomized controlled trials," Working Papers 2017-10, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," NBER Working Papers 22595, National Bureau of Economic Research, Inc.
• Gurgul, Henryk & Lach, Łukasz, 2018. "On using dynamic IO models with layers of techniques to measure value added in global value chains," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 155-170.
• Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne, 2018. "How well do experience curves predict technological progress? A method for making distributional forecasts," Technological Forecasting and Social Change, Elsevier, vol. 128(C), pages 104-117.
  • Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer, 2017. "How well do experience curves predict technological progress? A method for making distributional forecasts," Papers 1703.05979, arXiv.org, revised Sep 2017.
• Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach," CAMA Working Papers 2018-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 229-248, Emerald Group Publishing Limited.
  • Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018. "How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis," CAMA Working Papers 2018-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series 44, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
  • Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
  • Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018. "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers 494, National Institute of Economic and Social Research.
  • Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018. "Real-time forecast combinations for the oil price," CAMA Working Papers 2018-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
  • Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
  • Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
• Paule Vianez, Jessica & Granado Sánchez, Manuel & Coca Pérez, José Luis, 2018. "Método Bootstrap para el cálculo de provisiones técnicas por siniestros," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Jens Prüfer & Patricia Prüfer, 2018. "Data science for institutional and organizational economics," Chapters, in: Claude Ménard & Mary M. Shirley (ed.), A Research Agenda for New Institutional Economics, chapter 28, pages 248-259, Edward Elgar Publishing.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-011, Tilburg University, Tilburg Law and Economic Center.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 6d04f0fe-0bcd-4cf4-86f6-f, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 4392ac65-4fb6-4e9a-a92d-5, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
• Pan Feng & Junhui Qian, 2018. "Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 275-296, April.
• Qi Deng, 2018. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, vol. 8(4), pages 453-467, March.
• Juan DU, 2018. "Empirical differences between the overnight and day trading hour returns," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 315-331, May.
• Pan Feng & Junhui Qian, 2018. "Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 275-296, April.
• Qi Deng, 2018. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, vol. 8(4), pages 453-467, March.
• Juan DU, 2018. "Empirical differences between the overnight and day trading hour returns," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 315-331, May.
• Rosylin Mohd Yusof & Farrell Hazsan Usman & Akhmad Affandi Mahfudz & Ahmad Suki Arif, 2018. "Macroeconomic shocks, fragility and home financing in Malaysia: can rental index be the answer?," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 9(1), pages 17-44, January.
• Pierre Rostan & Alexandra Rostan, 2018. "Will Saudi Arabia get older? Will its pension system be sustainable? Spectral answers," PSU Research Review, Emerald Group Publishing Limited, vol. 2(3), pages 189-205, April.
• Philip Hans Franses, 2019. "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(2), pages 73-80, March.
  • Franses, Ph.H.B.F., 2018. "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers EI2018-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021. "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
  • Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
• George A. Dyer & Alan Hernández-Solano & Pablo Meza-Pale & Héctor Robles-Berlanga & Antonio Yúnez-Naude, 2018. "Mexican agriculture and policy under NAFTA," Serie documentos de trabajo del Centro de Estudios Económicos 2018-04, El Colegio de México, Centro de Estudios Económicos.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
  • Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
  • Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018. "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos 2018-05, El Colegio de México, Centro de Estudios Económicos.
• Carlos A. Rodríguez, 2018. "Fuentes de las fluctuaciones macroeconómicas en Puerto Rico\Sources of macroeconomic fluctuations in Puerto Rico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 33(2), pages 219-252.
• R.G. Akhmadeev & O.A. Bykanova & N.V. Philippova & I.V. Vashchekina & T.B. Turishcheva, 2018. "Macroeconomic Indicators and their Impact on the Foreign Debt Burden: The Case of BRICS Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 68-82.
• M. Kruk & A. Semenov & A. Cherepovitsyn & A. Nikulina, 2018. "Environmental and Economic Damage from the Development of Oil and Gas Fields in the Arctic Shelf of the Russian Federation," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 423-433.
• Josep Lluís Raymond & Dolors Cotrina & Àlex Costa & Enric Puig & Vittorio Galletto & Sandra Aguilera & Marc Fíguls, 2018. "GDP estimation for Barcelona and the Barcelona Metropolitan Area. Methodological improvement in the estimation of productivity dynamics with wage information," Institut Metròpoli Working Paper in economics 1801, Institut Metròpoli.
• Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
  • Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  • Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
• Gustavo Félix Verduzco. & David Castro Lugo. & Gilberto Aboites Manrique., 2018. "Nuevas barreras comerciales de EU a las importaciones automotrices y posibles efectos en el empleo regional," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 0(2), pages 125-176, Agosto.
• Natalya Gennadievna Dzhurka, 2018. "Spatial Concentration of Industrial Production in Russia: Testing the Home Market Effectûíêà," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 19-42.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019. "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 201-219.
  • Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018. "On the robustness of the principal volatility components," Textos para discussão 474, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Tallman, Ellis W. & Zaman, Saeed, 2020. "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
  • Ellis W. Tallman & Saeed Zaman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz & Tyler Radler, 2018. "Using Payroll Processor Microdata to Measure Aggregate Labor Market Activity," Finance and Economics Discussion Series 2018-005, Board of Governors of the Federal Reserve System (U.S.).
• Andrew C. Chang, 2018. "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series 2018-026, Board of Governors of the Federal Reserve System (U.S.).
• Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Baquero & Manuel Gonzalez-Astudillo, 2018. "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series 2018-044, Board of Governors of the Federal Reserve System (U.S.).
• Jun Nie & Amy Oksol, 2018. "Forecasting Current-Quarter U.S.Exports Using Satellite Data," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-24.
• Aaron Smalter Hall, 2018. "Machine Learning Approaches to Macroeconomic Forecasting," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 63-81.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021. "Economic predictions with big data: the illusion of sparsity," Working Paper Series 2542, European Central Bank.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics 20180521, Federal Reserve Bank of New York.
• Eyyüp Ensari ŞAHİN, 2018. "Crypto Money Bitcoin: Price Estimation with ARIMA and Artificial Neural Networks," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Samvel S. Lazaryan & Nikita E. German, 2018. "Forecasting Current GDP Dynamics With Google Search Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 83-94, December.
• Cornel Coca Constantinescu & Ion Stancu & Iulian Panait, 2018. "Studiu de impact al asigurărilor auto telematice," Journal of Financial Studies, Institute of Financial Studies, vol. 4(3), pages 19-38, June.
• Cornel Coca Constantinescu & Ion Stanciu & Iulian Panait, 2018. "Impact study of telematics auto insurance," Scientific Papers 0010, Institute of Financial Studies.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Tishchenko Tatiana, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 10, pages 1-24, May.
• Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
• Trunin Pavel & Khromov Mikhail & Lyashok Viktor & Kiyutsevskaya Anna & Gadiy Ludmila & Sherbustanova Maria, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-18, October.
• Avraamova Elena & Loginov Dmitry & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Miller Evgenia & Khudko Elizaveta, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-20, November.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Zubarevich Natalia, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-20, December.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bobylev Yuri & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya & Tretiakova Elena & Osmakov Vasiliy, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 6, pages 1-25, March.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Tishchenko Tatiana, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 1-23, May.
• Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
• Trunin Pavel & Khromov Mikhail & Lyashok Viktor & Kiyutsevskaya Anna & Gadiy Ludmila & Sherbustanova Maria, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-16, October.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Zubarevich Natalia, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-17, December.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bobylev Yuri & Tsukhlo Sergey & Khasanova Ramilya & Tretiakova Elena & Osmakov Vasiliy, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-20, March.
• Tsukhlo Sergey, 2018. "Russian industrial enterprises in 2017 (on business surveys’ findings)," Published Papers ppaper-2018-307, Gaidar Institute for Economic Policy, revised 2018.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2018. "Small and medium-sized enterprises in 2016–2017," Published Papers ppaper-2018-312, Gaidar Institute for Economic Policy, revised 2018.
• Bartosz Uniejewski & Rafał Weron, 2018. "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, vol. 11(8), pages 1-26, August.
  • Bartosz Uniejewski & Rafal Weron, 2018. "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports HSC/18/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018. "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 11(9), pages 1-20, September.
  • Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Pedro Gajardo & Luc Doyen, 2018. "Viability standards and multi-criteria maximin," Cahiers du GREThA (2007-2019) 2018-04, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018. "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers 2018-08, University of Graz, Department of Economics.
• Jonas Dovern & Hans Manner, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
• Gabriel Mathy & Christian Roatta, 2018. "Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts," Working Papers 2018-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
  • Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018. "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers 2018-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised May 2019.
• Singleton, Carl & Reade, J. James & Brown, Alasdair, 2020. "Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 89(C).
  • Carl Singleton & J. James Reade & Alsdair Brown, 2018. "Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game," Working Papers 2018-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Carl Singleton & J. James Reade & Alasdair Brown, 2019. "Going with your gut: the (in)accuracy of forecast revisions in a football score prediction game," Economics Discussion Papers em-dp2019-05, Department of Economics, University of Reading, revised 01 Nov 2019.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Post-Print hal-03205161, HAL.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205161, HAL.
• Stephen Bazen & Jean-Marie Cardebat, 2018. "Forecasting Bordeaux wine prices using state-space methods," Applied Economics, Taylor & Francis Journals, vol. 50(47), pages 5110-5121, October.
  • Stephen Bazen & Jean-Marie Cardebat, 2018. "Forecasting Bordeaux wine prices using state-space methods," Post-Print hal-01867216, HAL.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205161, HAL.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Post-Print hal-03205161, HAL.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2018. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04590149, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
  • Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print hal-04582262, HAL.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
  • David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers hal-01758922, HAL.
  • David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018. "Predicting risk with risk measures : an empirical study," ESSEC Working Papers WP1803, ESSEC Research Center, ESSEC Business School.
  • Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018. "Predicting risk with risk measures : an empirical study," Working Papers hal-01791026, HAL.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Vanella, Patrizio & Deschermeier, Philipp, 2018. "A Principal Component Simulation of Age-Specific Fertility - Impacts of Family and Social Policy on Reproductive Behavior in Germany," Hannover Economic Papers (HEP) dp-630, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Vanella, Patrizio & Deschermeier, Philipp, 2018. "A Probabilistic Cohort-Component Model for Population Forecasting - The Case of Germany," Hannover Economic Papers (HEP) dp-638, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Steffen Q. Mueller, 2020. "Pre- and within-season attendance forecasting in Major League Baseball: a random forest approach," Applied Economics, Taylor & Francis Journals, vol. 52(41), pages 4512-4528, September.
  • Steffen Q. Mueller, 2018. "Pre- and within-season attendance forecasting in Major League Baseball: A random forest approach," Working Papers 065, Chair for Economic Policy, University of Hamburg.
• Mirjana Čižmešija & Zrinka Orlović, 2018. "Consumer Confidence Indicator As A Leading Indicator Of Changes In Retail Trade Turnover," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 69(1), pages 3-19.
• Lindholm, Unn & Mossfeldt, Marcus & Stockhammar, Pär, 2018. "Forecasting Inflation in Sweden," Working Papers 152, National Institute of Economic Research.
• George Borshchevskiy, 2018. "Improvement of Evaluation Approaches of the Russian Public Programs," HSE Economic Journal, National Research University Higher School of Economics, vol. 22(1), pages 110-134.
• Igor Gurkov & Evgeniy Morgunov & Zokirzhon Saidov & Alexander Arshavsky, 2018. "Perspectives of Manufacturing Subsidiaries of Foreign Companies in Russia: Frontier, Faubourg or Sticks?," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(2), pages 24-35.
• Ricardo Seidl da Fonseca & Alex Pinheiro Veloso, 2018. "The Practice and Future of Financing Science, Technology, and Innovation," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(2), pages 6-22.
• Timofei Nestik, 2018. "The Psychological Aspects of Corporate Foresight," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(2), pages 78-90.
• Evgeniy M. Ozhegov & Alina Ozhegova, 2018. "Segmentation of Theatre Audiences: A Latent Class Approach for Combined Data," HSE Working papers WP BRP 198/EC/2018, National Research University Higher School of Economics.
• Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.
• Li, Jinjing & Wang, Xinmei & Xu, Jing & Yuan, Chang, 2020. "The role of public pensions in income inequality among elderly households in China 1988–2013," China Economic Review, Elsevier, vol. 61(C).
  • Li, Jinjing & Wang, Xinmei & Yuan, Chang & Xu, Jing, 2018. "The Role of Public Pensions in Income Inequality among Elderly Households in China 1988–2013," CIS Discussion paper series 674, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Xu, Jing & Wang, Xinmei, 2018. "Working Longer in China: Implicit Tax or Subsidy?," CIS Discussion paper series 675, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018. "Forecasting Inflation in Argentina," IDB Publications (Working Papers) 8940, Inter-American Development Bank.
• Libonatti, Luis, 2018. "MIDAS Modeling for Core Inflation Forecasting," IDB Publications (Working Papers) 9035, Inter-American Development Bank.
• Castañeda-Fuentes, Juan Carlos & Valle-Samayoa, Héctor Augusto & Catalán-Herrera, Juan Carlos & Arriaza-Herrera, Juan Carlos & Gutiérrez-Morales, José & Castillo-Maldonado, Carlos Eduardo & Galindo-Go, 2018. "Evaluation of Inflation Forecasting Models in Guatemala," IDB Publications (Working Papers) 9054, Inter-American Development Bank.
• Saiful Anwar & A.M Hasan Ali, 2018. "ANNs-BASED EARLY WARNING SYSTEM FOR INDONESIAN ISLAMIC BANKS," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 1-18, January.
• Tarsidin & Idham & Robbi Nur Rakhman, 2018. "Nowcasting Household Consumption And Investment In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 1-30, January.
• Saiful Anwar & A.M Hasan Ali, 2018. "ANNs-BASED EARLY WARNING SYSTEM FOR INDONESIAN ISLAMIC BANKS," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 325-342, January.
• Tarsidin & Idham & Robbi Nur Rakhman, 2018. "Nowcasting Household Consumption And Investment In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 375-403, January.
• Profita Sumunar Luthfiana & Nasrudin, 2018. "Disaggregation And Forecasting Of The Monthly Indonesian Gross Domestic Product (Gdp)," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(4), pages 1-28, April.
• Profita Sumunar Luthfiana & Nasrudin, 2018. "Disaggregation And Forecasting Of The Monthly Indonesian Gross Domestic Product (Gdp)," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(4), pages 529-556, April.
• Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
• Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
  • Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
• Costantini, Mauro & Kunst, Robert M., 2021. "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
  • Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2018. "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 43-92, September.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2015. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 15-16, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2017. "Do Phillips Curves Conditionally Help to Forecast Inflation?," Working Papers 17-26, Federal Reserve Bank of Philadelphia.
• Cathal O'Donoghue & Gijs Dekkers, 2018. "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 61-96.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018. "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime," International Journal of Microsimulation, International Microsimulation Association, vol. 11(3), pages 100-121.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018. "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime APPENDIX," International Journal of Microsimulation, International Microsimulation Association, vol. 11(3), pages 122-133.
• Rupendra N Shrestha & Deborah Schofield & Melanie J B Zeppel & Michelle M Cunich & Robert Tanton & Simon J Kelly & Lennert Veerman & Megan E Passey, 2018. "Care&WorkMOD: An Australian Microsimulation Model Projecting the Economic Impacts of Early Retirement in Informal Carers," International Journal of Microsimulation, International Microsimulation Association, vol. 11(3), pages 78-99.
• Luis Manuel León Anaya & Víctor Manuel Landassuri Moreno & Héctor Rafael Orozco Aguirre & Maricela Quintana López, 2018. "Predicción del IPC mexicano combinando modelos econométricos e inteligencia artificial," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(4), pages 603-629, Octubre-D.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2018. "Probabilistic forecasts for the 2018 FIFA World Cup based on the bookmaker consensus model," Working Papers 2018-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Thorsten Simon & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2018. "Lightning Prediction Using Model Output Statistics," Working Papers 2018-14, Faculty of Economics and Statistics, Universität Innsbruck.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers 201802, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," IREA Working Papers 201805, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2022. "Time connectedness of fear," Empirical Economics, Springer, vol. 62(3), pages 905-931, March.
  • Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018. "“Time connectedness of fear”," IREA Working Papers 201818, University of Barcelona, Research Institute of Applied Economics, revised Sep 2018.
• Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," AQR Working Papers 201810, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2018.
  • Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," IREA Working Papers 201821, University of Barcelona, Research Institute of Applied Economics, revised Oct 2018.
• Antonio Cappiello, 2018. "Mediation: economic concepts and some examples of rational framework for legal professionals," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 72(2), pages 149-158, April-Jun.
• Stefania Pozzuoli, 2018. "L'evoluzione del credito alle società non finanziarie e alle famiglie: un'analisi empririca per l'Italia," Working Papers 2, Department of the Treasury, Ministry of the Economy and of Finance.
• Dr. Brijesh Kumar Agarwal & Anamica Bansal, 2018. "An Analytical Study of Marketing Mix of Selected Brands of Vegetable Oil in Northern India," Journal of Commerce and Trade, Society for Advanced Management Studies, vol. 13(1), pages 118-123, April.
• Jose Cuesta & Gabriel Lara Ibarra, 2018. "Comparing Cross-Survey Micro Imputation and Macro Projection Techniques: Poverty in Post Revolution Tunisia," Journal of Income Distribution, Ad libros publications inc., vol. 25(1), pages 1-30, March.
• Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018. "Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, vol. 14(4), pages 547-570, November.
• Susanne Maidorn, 2018. "Is there a trade-off between procyclicality and revisions in EC trend TFP estimations?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 59-82, February.
• Jurij Weinblat, 2018. "Forecasting European high-growth Firms - A Random Forest Approach," Journal of Industry, Competition and Trade, Springer, vol. 18(3), pages 253-294, September.
• Felix Brinkmann & Olaf Korn, 2018. "Risk-adjusted option-implied moments," Review of Derivatives Research, Springer, vol. 21(2), pages 149-173, July.
• Yu-Sheng Lai, 2018. "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, vol. 21(3), pages 307-329, October.
• Iris Bergmann & Wolfgang Schultze, 2018. "Accounting based valuation: a simultaneous equations model for forecasting earnings to proxy for ‘other information’," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1057-1091, May.
• Peter Grundke & Kamil Pliszka, 2018. "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1093-1130, May.
  • Grundke, Peter & Pliszka, Kamil, 2015. "A macroeconomic reverse stress test," Discussion Papers 30/2015, Deutsche Bundesbank.
• Heiner Mikosch & Laura Solanko, 2018. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher†frequency indicators," KOF Working papers 18-438, KOF Swiss Economic Institute, ETH Zurich.
• Boros, Péter, 2018. "A hitelértékelési kiigazítás tőketartalékolásának új szabályozása [New regulation of the Credit Valuation Adjustment for capital reserves]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 161-184.
• Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
  • Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
  • Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
• Julius Stakenas, 2018. "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series 56, Bank of Lithuania.
• Urbschat, Florian, 2018. "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," Discussion Papers in Economics 56535, University of Munich, Department of Economics.
• Rostan, Pierre & Rostan, Alexandra, 2018. "Forecasting Spanish GDPs with Spectral Analysis /Previsiones del PIB español con análisis espectral," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 217-234, Enero.
• Danica Unevska-Andonova, 2018. "Inflation Decomposition Model: Application to Macedonian inflation," Working Papers 2018-06, National Bank of the Republic of North Macedonia.
• Sadeghzadeh Yazdi , Ali & Abounoori , Esmaiel & Erfani , Alireza, 2018. "Modeling the Liquidity Gap in a Private Bank," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 153-176, April.
• Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
  • Vahagn Grigoryan & Arpine Dallakyan, 2007. "Equilibrium Real Exchange Rate Model of Armenia," Working Papers 1, Central Bank of Armenia.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," Working Papers 8, Central Bank of Armenia.
  • Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2136-2152, July.
  • Hatice Gokce Karasoy & Caglar Yunculer, 2015. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Working Papers 1519, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Renáta Géczi-Papp, 2018. "Presentation and Testing of the Creeping Trend with Harmonic Weights Method in the Light of Sovereign CDS Prices," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 14(02), pages 25-37.
• Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
• György Inzelt & Zsuzsa Szentes-Markhot & Gábor Budai, 2018. "Monitoring of Banks’ Risks Related to the Funding of Financial Enterprises," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 112-139.
• Francesco Caloia & Andrea Cipollini & Silvia Muzzioli, 2018. "On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study," Department of Economics 0131, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
  • Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
  • Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Seika Akemura & Daizo Kojima, 2018. "Japan’s Long-Term Care Cost Projections: Comparison with the European Commission Ageing Report," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 541-562, July.
• Dominique Guégan & Matteo Iacopini, 2018. "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne 18012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Jørgen Vitting Andersen & Philippe de Peretti, 2018. "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Documents de travail du Centre d'Economie de la Sorbonne 18038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M., 2019. "Approximate Bayesian forecasting," International Journal of Forecasting, Elsevier, vol. 35(2), pages 521-539.
  • David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018. "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers 2/18, Monash University, Department of Econometrics and Business Statistics.
• Gonçalves, Sílvia & Perron, Benoit, 2020. "Bootstrapping factor models with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 218(2), pages 476-495.
  • Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
• Gonçalves, Sílvia & Perron, Benoit, 2020. "Bootstrapping factor models with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 218(2), pages 476-495.
  • GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
  • Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
• Witold Orzeszko, 2018. "Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji," Bank i Kredyt, Narodowy Bank Polski, vol. 49(3), pages 253-288.
• Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 419-447, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers 25021, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers 1078, Barcelona School of Economics.
  • Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
• Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019. "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 33-37, May.
  • Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2018. "The Impact of Big Data on Firm Performance: An Empirical Investigation," NBER Working Papers 24334, National Bureau of Economic Research, Inc.
• Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
  • Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
  • Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
• Pelin Akyol & Kala Krishna & Jinwen Wang, 2021. "Taking PISA Seriously: How Accurate are Low-Stakes Exams?," Journal of Labor Research, Springer, vol. 42(2), pages 184-243, June.
  • Ş. Pelin Akyol & Kala Krishna & Jinwen Wang, 2018. "Taking PISA Seriously: How Accurate are Low Stakes Exams?," NBER Working Papers 24930, National Bureau of Economic Research, Inc.
• Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
• Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 419-447, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers 25021, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers 1078, Barcelona School of Economics.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  • Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
• Soumya Bhadury & Sanjib Pohit & Robert C. M. Beyer, 2018. "A new approach to nowcast Indian Gross Value Added," NCAER Working Papers 115, National Council of Applied Economic Research.
• Erika Vanessa Alves da Silva & Nathália da Silva Oliveira & Roberto Tatiwa Ferreira & Cristiano da Costa da Silva, 2018. "Média móvel e a Curva de Phillips: previsões para a taxa de inflação em uma amostra de países desenvolvidos e em desenvolvimento [Moving Average and the Phillips Curve: forecasts for the inflation rat," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 28(2), pages 499-521, May-Augus.
• Chakraborty, Lekha & Sinha, Darshy, 2018. "Has Fiscal Rule changed the Fiscal Marksmanship of Union Government?," Working Papers 18/234, National Institute of Public Finance and Policy.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Post-Print hal-03205161, HAL.
  • Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading Newspapers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205161, HAL.
• François Robin, 2018. "Use of Google Trends Data in Banque de France Monthly Retail Trade Surveys," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 35-63.
• Pete Richardson, 2018. "Nowcasting and the Use of Big Data in Short-Term Macroeconomic Forecasting: A Critical Review," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 65-87.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).
• George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
• Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
  • Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018. "Real-time forecast combinations for the oil price," CAMA Working Papers 2018-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018. "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers 494, National Institute of Economic and Social Research.
• Aleksandra Riedl & Julia Wörz, 2018. "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
• Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018. "Forecasting Bond Yields with Segmented Term Structure Models," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 1-33.
  • Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012. "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series 288, Central Bank of Brazil, Research Department.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018. "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 461-485.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
  • Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
• Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
  • Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018. "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers 12687, C.E.P.R. Discussion Papers.
• Vintu Denis & Negotei Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 264-270, July.
  • Vîntu, Denis & Negotei, Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," MPRA Paper 107625, University Library of Munich, Germany, revised 15 Apr 2018.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 237-249, Diciembre.
• Max Schreder, 2018. "Volatility forecasting in practice: exploratory evidence from European hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 19(4), pages 245-258, July.
• Emilio Zanetti Chini, 2018. "Forecasters’ utility and forecast coherence," CREATES Research Papers 2018-23, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," DEM Working Papers Series 145, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," CREATES Research Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
• Santiago Javier Fucci & Martín Grandes, 2018. "Inflación y crecimiento a largo plazo: malas predicciones, ¿buenos modelos?," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 41(82), pages 83-123.
• Sriyana, Jaka, 2018. "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(3), June.
  • Jaka Sriyana, 2018. "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 674-688, June.
• Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
  • Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," PIER Working Paper Archive 18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
• Diebold, Francis X. & Shin, Minchul, 2019. "Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
  • Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
• Marcin Chlebus, 2018. "One-day-ahead forecast of state of turbulence based on today's economic situation," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 13(3), pages 357-389, September.
• Miskolczi, Panna, 2018. "Comparison of Risk Calculation Based on Historical Simulation and the Copula Function," Public Finance Quarterly, Corvinus University of Budapest, vol. 63(1), pages 80-95.
• Malik, Afia, 2018. "Fuel Demand in Pakistan's TRansport Sector," MPRA Paper 103455, University Library of Munich, Germany.
• Vintu Denis & Negotei Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 264-270, July.
  • Vîntu, Denis & Negotei, Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," MPRA Paper 107625, University Library of Munich, Germany, revised 15 Apr 2018.
• Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 94289, University Library of Munich, Germany.
  • Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 83893, University Library of Munich, Germany.
• GRITLI, Mohamed Ilyes, 2018. "Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA [What future of the Tunisian dinar against the euro? Prediction with the ARIMA model]," MPRA Paper 83937, University Library of Munich, Germany.
• Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018. "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper 83973, University Library of Munich, Germany.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
• Sabaj, Ernil & Kahveci, Mustafa, 2018. "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper 84404, University Library of Munich, Germany.
• Corradini, Riccardo, 2018. "A set of state space models at an high disaggregation level to forecast Italian Industrial Production," MPRA Paper 84558, University Library of Munich, Germany, revised 12 Feb 2018.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018. "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper 85523, University Library of Munich, Germany.
• David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers hal-01758922, HAL.
  • Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
  • David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
• EMERSON Abraham Jackson, 2018. "Comparison Between Static And Dynamic Forecast In Autoregressive Integrated Moving Average For Seasonally Adjusted Headline Consumer Price Index," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 70(1), pages 53-65, August.
  • Jackson, Emerson Abraham, 2018. "Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index," MPRA Paper 86180, University Library of Munich, Germany, revised 12 Apr 2018.
• Adam J. Check & Anna K Nolan & Tyler C. Schipper, 2019. "Forecasting GDP Growth using Disaggregated GDP Revisions," Economics Bulletin, AccessEcon, vol. 39(4), pages 2580-2588.
  • Check, Adam J. & Nolan, Anna K. & Schipper, Tyler C., 2018. "Forecasting GDP: Do Revisions Matter?," MPRA Paper 86194, University Library of Munich, Germany.
• Bernard Fingleton, 2020. "Exploring Brexit with dynamic spatial panel models: some possible outcomes for employment across the EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 455-491, April.
  • Fingleton, Bernard, 2018. "Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions," MPRA Paper 86553, University Library of Munich, Germany.
• Raputsoane, Leroi, 2018. "Quantifying economic recovery from the recent global financial crisis," MPRA Paper 87410, University Library of Munich, Germany.
• Brkic, Sabina & Hodzic, Migdat & Dzanic, Enis, 2018. "Soft Data Modeling via Type 2 Fuzzy Distributions for Corporate Credit Risk Assessment in Commercial Banking," MPRA Paper 87652, University Library of Munich, Germany.
• Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  • Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
• Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018. "Transition drivers and crisis signaling in stock markets," MPRA Paper 88127, University Library of Munich, Germany.
• Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
• Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
• Nyoni, Thabani, 2018. "Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach," MPRA Paper 88622, University Library of Munich, Germany, revised 19 Aug 2018.
• Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Asante Gyamerah, Samuel & Ngare, Philip & Ikpe, Dennis, 2018. "A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives," MPRA Paper 89680, University Library of Munich, Germany, revised 10 Jul 2018.
• bailek, Alexandra, 2018. "Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning," MPRA Paper 89875, University Library of Munich, Germany.
• Tomas Havranek & Ayaz Zeynalov, 2021. "Forecasting tourist arrivals: Google Trends meets mixed-frequency data," Tourism Economics, , vol. 27(1), pages 129-148, February.
  • Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data," MPRA Paper 90205, University Library of Munich, Germany.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, vol. 37(C).
  • Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
• Nyoni, Thabani & Nathaniel, Solomon Prince, 2018. "Modeling rates of inflation in Nigeria: an application of ARMA, ARIMA and GARCH models," MPRA Paper 91351, University Library of Munich, Germany.
• Aliyu, Shehu Usman Rano & Aminu, Abubakar Wambai, 2018. "Economic regimes and stock market performance in Nigeria: Evidence from regime switching model," MPRA Paper 91430, University Library of Munich, Germany, revised 03 Oct 2018.
• Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2018. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," MPRA Paper 91762, University Library of Munich, Germany.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 83893, University Library of Munich, Germany.
  • Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 94289, University Library of Munich, Germany.
• Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
• Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019. "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, vol. 29(C), pages 315-322.
  • Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
• Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019. "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, vol. 51(33), pages 3624-3631, July.
  • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers 201823, University of Pretoria, Department of Economics.
• Goodness Aye, 2018. "Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach," Working Papers 201827, University of Pretoria, Department of Economics.
• Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
• Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
• Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva, 2018. "Forecasting Changes of Economic Inequality: A Boosting Approach," Working Papers 201868, University of Pretoria, Department of Economics.
• Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020. "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(6), pages 1128-1143, April.
  • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018. "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers 201873, University of Pretoria, Department of Economics.
• Milan Bašta, 2018. "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(1), pages 5-24.
• Michal Kováč, 2018. "Approaches to stress testing for regulatory purposes by institutions using the IRBA method [Konstrukce stres testu pro regulatorní účely modelem VEC]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(2), pages 43-59.
• Michal Kováč, 2018. "Comparison of stress testing models for regulatory purposes by institutions using the IRBA method [Porovnání stres test modelů pro regulatorní účely institucí využívajících IRBA metodu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(3), pages 41-56.
• Madalina Ecaterina Popescu & Victor Dragotă, 2018. "What Do Post-Communist Countries Have in Common When Predicting Financial Distress?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(6), pages 637-653.
• Matúš Mihalovič, 2018. "Využitie skóringových modelov pri predikcii defaultu ekonomických subjektov v Slovenskej republike [Applicability of Scoring Models in Firms' Default Prediction. The Case of Slovakia]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(6), pages 689-708.
• Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2018. "Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(1), pages 53-73, March.
• Nora Gavira Duron & Salvador Cruz Ake & Francisco Venegas Martinez, 2018. "Determinacion del capital economico requerido para cubrir el riesgo de desastres naturales en Veracruz, Mexico: Un enfoque de copulas arquimedianas," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 15(1), pages 7-29, Enero-Jun.
• Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018. "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers em-dp2018-02, Department of Economics, University of Reading.
• Anttonen, Jetro, 2018. "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers 62, The Research Institute of the Finnish Economy.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
  • Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
  • Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
• Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  • Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023. "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 314-331.
  • Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management, revised 25 Jun 2021.
• AMATO, Amedeo, 2018. "Some International Financial Contributions: Empirical Results and Policy Implications," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 1-1.
• Moosa, Imad A. & Vaz, John, 2018. "Direct and Indirect Forecasting of Cross Exchange Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 173-190.
• Awel, Yesuf M., 2018. "Forecasting GDP Growth: Application of Autoregressive Integrated Moving Average Model," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(2), pages 1-16.
• Gueddoudj, Sabbah, 2018. "Financial Variables as Predictive Indicators of the Luxembourg GDP Growth," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(2), pages 49-62.
• Aghayan, Behnoosh Sadat & Bahrami, Javid & Jahangard, Esfandiar, 2018. "Forecasting Iran's Economy Inflation with DSGE-VAR Model (Theory and Technique)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 149-176, August.
• Wali ULLAH & Khadija Malik BARI, 2018. "The Term Structure of Government Bond Yields in an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-28, September.
• Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018. "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-133, December.
• Sinelnikova-Muryleva, Elena V. (Синельникова-Мурылева, Елена) & Gorshkova, Taisija G. (Горшкова, Таисия) & Makeeva, Natalja V. (Макеева, Наталья), 2018. "Default forecasting in the Russian banking sector [Прогнозирование Дефолтов В Российском Банковском Секторе]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 8-27, April.
• Angelica BĂCESCU-CĂRBUNARU, 2018. "Global Demographic Pressures and Management of Natural Resources – Foresights about the Future of Mankind," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 19(1), pages 40-53, March.
• Luca Brugnolini, 2018. "About Local Projection Impulse Response Function Reliability," CEIS Research Paper 440, Tor Vergata University, CEIS, revised 09 Jun 2018.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
  • Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016. "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-024, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers id:11381, eSocialSciences.
• Thomas Conefrey & Gerard O'Reilly & Graeme Walsh, 2018. "Modelling External Shocks in a Small Open Economy: The Case of Ireland," National Institute Economic Review, National Institute of Economic and Social Research, vol. 244(1), pages 56-63, May.
• Shahzad Ahmad & Waqas Ahmed & Ehsan Choudhri & Farooq Pasha & Abdullah Tahir, 2018. "A Model for Forecasting and Policy Analysis in Pakistan: The Role of Government and External Sectors," SBP Working Paper Series 95, State Bank of Pakistan, Research Department.
• Fida Hussain & Kalim Hayder & Muhammad Rehman, 2018. "Nowcasting LSM Growth in Pakistan," SBP Working Paper Series 98, State Bank of Pakistan, Research Department.
• Krzysztof Echaust, 2018. "Conditional VaR using GARCH-EVT approach with optimal tail selection," Proceedings of Economics and Finance Conferences 6910151, International Institute of Social and Economic Sciences.
• Michal Mares & Martin Slany, 2018. "Early Warning Indicator of financial crises for V4 Countries," Proceedings of Economics and Finance Conferences 6910382, International Institute of Social and Economic Sciences.
• Łukasz Lipiński & Michał Bernardelli, 2018. "Anonimowość w Internecie – identyfikacja płci użytkowników na podstawie historii odwiedzanych stron internetowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 147-162.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Sciences Po publications 03, Sciences Po.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
• Bo Feng & Mark Partridge & Mark Rembert, 2018. "The Perils of Modelling How Migration Responds to Climate Change," Advances in Spatial Science, in: Roger R. Stough & Karima Kourtit & Peter Nijkamp & Uwe Blien (ed.), Modelling Aging and Migration Effects on Spatial Labor Markets, chapter 0, pages 53-75, Springer.
  • Feng, Bo & Partridge, Mark & Rembert, Mark, 2016. "The Perils of Modelling How Migration Responds to Climate Change," MPRA Paper 77059, University Library of Munich, Germany.
• A. M. Angulo & J. Mur & F. J. Trívez, 2018. "Measuring resilience to economic shocks: an application to Spain," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(2), pages 349-373, March.
• Masato Yamazaki & Atsushi Koike & Yoshinori Sone, 2018. "A Heuristic Approach to the Estimation of Key Parameters for a Monthly, Recursive, Dynamic CGE Model," Economics of Disasters and Climate Change, Springer, vol. 2(3), pages 283-301, October.
• Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
• Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2018. "Short- and long-run heterogeneous investment dynamics," Empirical Economics, Springer, vol. 54(2), pages 343-378, March.
• Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
  • Katja Drechsel & Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
  • Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
• Sami Ben Jabeur & Youssef Fahmi, 2018. "Forecasting financial distress for French firms: a comparative study," Empirical Economics, Springer, vol. 54(3), pages 1173-1186, May.
• Angelos T. Vouldis & Dimitrios P. Louzis, 2018. "Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables," Empirical Economics, Springer, vol. 54(3), pages 1187-1214, May.
• Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
  • Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
  • Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
• Kholodilin, Konstantin A. & Michelsen, Claus & Ulbricht, Dirk, 2018. "Speculative price bubbles in urban housing markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 55(4), pages 1957-1983.
  • Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2018. "Speculative price bubbles in urban housing markets," Empirical Economics, Springer, vol. 55(4), pages 1957-1983, December.
• C. Orsenigo & C. Vercellis, 2018. "Anthropogenic influence on global warming for effective cost-benefit analysis: a machine learning perspective," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(3), pages 425-442, September.
• Manhal Ali & Reza Salehnejad & Mohaimen Mansur, 2018. "Hospital heterogeneity: what drives the quality of health care," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(3), pages 385-408, April.
• Raïsa Basselier & David Antonio Liedo & Geert Langenus, 2018. "Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 1-46, April.
• Fritz Breuss, 2018. "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 105-126, April.
• Pablo Duarte & Bernd Süssmuth, 2018. "Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 127-141, April.
  • Duarte, Pablo & Süßmuth, Bernd, 2018. "Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis," Working Papers 152, University of Leipzig, Faculty of Economics and Management Science.
• Alain Galli, 2018. "Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
  • Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
• KhasadYahu ZarBabal & Jocelyn Evans, 2018. "Does wall street affect main street? examining potential spillovers from investor stock market sentiment to personal consumption expenditures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 293-314, April.
• Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018. "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 369-385, April.
• Muhammad Aamir Khan & Naseeb Zada & Kakali Mukhopadhyay, 2018. "Economic implications of the Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPTPP) on Pakistan: a CGE approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-20, December.
• M. L. Bertotti & G. Modanese, 2018. "Mathematical models describing the effects of different tax evasion behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 351-363, July.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018. "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 25-54, January.
  • David Court & Benjamin Gillen & Jordi McKenzie & Charles Plott, 2015. "Two Information Aggregation Mechanisms for Predicting the Opening Weekend Box Office Revenues of Films: Boxoffice Prophecy and Guess of Guesses," Natural Field Experiments 00541, The Field Experiments Website.
• Bo Carlsson & Gunnar Eliasson & Karolin Sjöö, 2018. "The Swedish industrial support program of the 1970s revisited," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 805-835, September.
• Sangeeta Das & Dipankor Coondoo, 2018. "Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 199-207, December.
• Dilip Kumar, 2018. "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 313-335, June.
• Zouheir Mighri, 2018. "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 427-473, June.
• Carlos Cuerpo & Ángel Cuevas & Enrique M. Quilis, 2018. "Estimating output gap: a beauty contest approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(3), pages 275-304, August.
• Leif Jacobs & Lara Quack, 2018. "Das Ende der Dieselsubvention: Verteilungseffekte einer CO2-basierten Energiesteuerreform [The End of the Diesel Subsidy: Distributional Effects of a CO2-based Energy Tax Reform]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(8), pages 578-586, August.
• Djahoué Mangblé Gérald, 2018. "Estimating and Forecasting West Africa Stock Market Volatility Using Asymmetric GARCH Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(6), pages 1-4.
• Emeka Nkoro & Aham Kelvin Uko, 2018. "A Small-Size Macroeconometric Model for Nigerian Economy," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(2), pages 1-4.
• Peter G. Dunne, 2019. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," JRFM, MDPI, vol. 12(2), pages 1-25, April.
  • Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
  • Dunne, Peter G., 2018. "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series 67, European Systemic Risk Board.
• Nick Jagger, 2018. "A Co-Evolutionary, Long-Term, MacroEconomic Forecast for the UK Using Demographic Projections," SPRU Working Paper Series 2018-20, SPRU - Science Policy Research Unit, University of Sussex Business School.
• Håvard Hungnes, 2018. "Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations," Discussion Papers 871, Statistics Norway, Research Department.
• Nico Keilman & Dinh Q. Pham & Astri Syse, 2018. "Mortality shifts and mortality compression. The case of Norway, 1900-2060," Discussion Papers 884, Statistics Norway, Research Department.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," American Economic Review, American Economic Association, vol. 108(10), pages 3057-3103, October.
  • Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," Working Papers 18-23, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers 17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).
  • Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
• Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
  • Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
• Yuzhi Cai & Guodong Li, 2018. "A novel approach to modelling the distribution of financial returns," Working Papers 2018-22, Swansea University, School of Management.
• Stephen Bazen & Jean-Marie Cardebat, 2018. "Forecasting Bordeaux wine prices using state-space methods," Applied Economics, Taylor & Francis Journals, vol. 50(47), pages 5110-5121, October.
  • Stephen Bazen & Jean-Marie Cardebat, 2018. "Forecasting Bordeaux wine prices using state-space methods," Post-Print hal-01867216, HAL.
• Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
  • Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
• Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
  • Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
  • Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 24/2014, Stellenbosch University, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
  • Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
  • Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers 2015:04, Department of Economics, University of Venice "Ca' Foscari".
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018. "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
  • Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
• Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
• Mahmut Gunay, 2018. "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 149-161.
  • Mahmut Gunay, 2018. "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers 1805, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mahmut Gunay, 2018. "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 149-161.
  • Mahmut Gunay, 2018. "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers 1805, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Nikolaos Arnis, 2018. "Predicting Corporate Bankruptcy: A Cross-Sectoral Empirical Study - The Case of Greece," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 11(3), pages 31-56, December.
• P. Gorgi & Siem Jan (S.J.) Koopman & R. Lit, 2018. "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model," Tinbergen Institute Discussion Papers 18-009/III, Tinbergen Institute.
• Marta Banbura & Andries van Vlodrop, 2018. "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers 18-025/IV, Tinbergen Institute.
• Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
• Florian Peters & Simas Kucinskas, 2018. "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers 18-058/IV, Tinbergen Institute.
• Jens Prüfer & Patricia Prüfer, 2018. "Data science for institutional and organizational economics," Chapters, in: Claude Ménard & Mary M. Shirley (ed.), A Research Agenda for New Institutional Economics, chapter 28, pages 248-259, Edward Elgar Publishing.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-011, Tilburg University, Tilburg Law and Economic Center.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 6d04f0fe-0bcd-4cf4-86f6-f, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 4392ac65-4fb6-4e9a-a92d-5, Tilburg University, School of Economics and Management.
• Jens Prüfer & Patricia Prüfer, 2018. "Data science for institutional and organizational economics," Chapters, in: Claude Ménard & Mary M. Shirley (ed.), A Research Agenda for New Institutional Economics, chapter 28, pages 248-259, Edward Elgar Publishing.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-011, Tilburg University, Tilburg Law and Economic Center.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 6d04f0fe-0bcd-4cf4-86f6-f, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 4392ac65-4fb6-4e9a-a92d-5, Tilburg University, School of Economics and Management.
• Jens Prüfer & Patricia Prüfer, 2018. "Data science for institutional and organizational economics," Chapters, in: Claude Ménard & Mary M. Shirley (ed.), A Research Agenda for New Institutional Economics, chapter 28, pages 248-259, Edward Elgar Publishing.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-011, Tilburg University, Tilburg Law and Economic Center.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 4392ac65-4fb6-4e9a-a92d-5, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 6d04f0fe-0bcd-4cf4-86f6-f, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
• Jens Prüfer & Patricia Prüfer, 2018. "Data science for institutional and organizational economics," Chapters, in: Claude Ménard & Mary M. Shirley (ed.), A Research Agenda for New Institutional Economics, chapter 28, pages 248-259, Edward Elgar Publishing.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-011, Tilburg University, Tilburg Law and Economic Center.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 6d04f0fe-0bcd-4cf4-86f6-f, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Other publications TiSEM 4392ac65-4fb6-4e9a-a92d-5, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
• Heikki Kauppi & Timo Virtanen, 2018. "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers 124, Aboa Centre for Economics.
• Giacomo Caterini, 2018. "Classifying Firms with Text Mining," DEM Working Papers 2018/09, Department of Economics and Management.
• Carlo Fezzi & Luca Mosetti, 2018. "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers 2018/10, Department of Economics and Management.
• Carolina Fugazza, 2018. "Anatomy of Unemployment Risk," Working papers 048, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020. "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
  • Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
  • González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de Estadística.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2019. "Variable Selection in Sparse Semiparametric Single Index Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 65-88, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Yundong Tu, 2018. "Forecasting Using Supervised Factor Models," Working Papers 201909, University of California at Riverside, Department of Economics.
• Alula Nerea, 2018. "The Impact of Illicit Financial Flow on Economic Growth of Ethiopia," Working Papers 2018107, University of Ferrara, Department of Economics.
• Francis Bismans, 2018. "Is the South African economy likely to fall back into recession in 2018-2019?," Working Papers of BETA 2018-33, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• J. Isaac Miller & Kyungsik Nam, 2019. "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers 1903, Department of Economics, University of Missouri.
• Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 419-447, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers 25021, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers 1078, Barcelona School of Economics.
  • Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
• Galina A. Timofeeva & Yana A. Bozhalkina, 2018. "Dependence of a Loan Portfolio Structure on a Cut-Off Level in a Scoring Model," Journal of New Economy, Ural State University of Economics, vol. 19(2), pages 24-35, April.
• Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019. "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
  • Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
• Daniel Goller & Michael C. Knaus & Michael Lechner & Gabriel Okasa, 2021. "Predicting match outcomes in football by an Ordered Forest estimator," Chapters, in: Ruud H. Koning & Stefan Kesenne (ed.), A Modern Guide to Sports Economics, chapter 22, pages 335-355, Edward Elgar Publishing.
  • Goller, Daniel & Knaus, Michael C. & Lechner, Michael & Okasa, Gabriel, 2018. "Predicting Match Outcomes in Football by an Ordered Forest Estimator," Economics Working Paper Series 1811, University of St. Gallen, School of Economics and Political Science.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series 44, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  • Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023. "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
  • Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2024. "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
  • Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
• Matteo Iacopini & Dominique Guégan, 2018. "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers 2018:15, Department of Economics, University of Venice "Ca' Foscari".
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  • Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
• Boriss Siliverstovs, 2018. "Dissecting the Purchasing Managers’ Index: Are All Relevant Components Included? Are All Included Components Relevant?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(4), pages 381-394, September.
• Boriss Siliverstovs, 2018. "Dissecting the Purchasing Managers’ Index: Are All Relevant Components Included? Are All Included Components Relevant?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(4), pages 381-394.
• Mariana Kaneva, 2018. "Telecommunications in the Balkans - Retrospective Statistical Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 7(2), pages 163-174, November.
• Gulay Emrah, 2018. "Comparing Simple Forecasting Methods and Complex Methods: A Frame of Forecasting Competition," Scientific Annals of Economics and Business, Sciendo, vol. 65(2), pages 159-169, June.
• Ginanneschi Marco & Piu Pietro, 2018. "The Role of e-Commerce in the Success of Low-cost Carriers," Scientific Annals of Economics and Business, Sciendo, vol. 65(4), pages 407-425, December.
• Husáková Martina, 2018. "Use of the Multi-Agent Paradigm in Sustainable Tourism," Czech Journal of Tourism, Sciendo, vol. 7(1), pages 5-24, June.
• Zekić-Sušac Marijana & Scitovski Rudolf & Has Adela, 2018. "Cluster analysis and artificial neural networks in predicting energy efficiency of public buildings as a cost-saving approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 57-66, November.
• Siekelova Anna & Kliestik Tomas & Adamko Peter, 2018. "Predictive Ability of Chosen Bankruptcy Models: A Case Study of Slovak Republic," Economics and Culture, Sciendo, vol. 15(1), pages 105-114, June.
• Zawada Marcin & Szajt Marek, 2018. "Application of Statistical and Econometric Tools in The Analysis of Air Pollution Level on The Example of Czestochowa," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 144-158, December.
• Kaczmarczyk Paweł, 2018. "Neural Network Application to Support Regression Model in Forecasting Single-Sectional Demand for Telecommunications Services," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 159-177, December.
• Simionescu Mihaela, 2018. "The Impact of European Economic Integration on Migration in the European Union," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 9(1), pages 23-34, May.
• Ene Andreea Bianca, 2018. "Distance Education in Romanian Higher Education," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 9(1), pages 65-70, May.
• Devjak Srečko, 2018. "Modeling of Cash Flows from Nonperforming Loans in a Commercial Bank," Naše gospodarstvo/Our economy, Sciendo, vol. 64(4), pages 3-9, December.
• Weigand Roland & Wanger Susanne & Zapf Ines, 2018. "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Sciendo, vol. 34(1), pages 265-301, March.
  • Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015. "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper 201522, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Simionescu Mihaela, 2018. "What Drives Economic Growth in Some CEE Countries?," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 28(1), pages 46-56, March.
• Florea Nicoleta Valentina & Tănăsescu Dorina Antoneta & Duică Anişoara, 2018. "Enabling Customer-Centricity and Relationship Management using Net Promoter Score," Valahian Journal of Economic Studies, Sciendo, vol. 9(2), pages 115-126, November.
• Shehu U.R. Aliyu & Nafiu B. Abdulsalam & Sani Bawa, 2018. "Testing For Financial Spillovers In Calm And Turbulent Periods," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 18(2), pages 1-27, December.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers 1711.00564, arXiv.org, revised Mar 2024.
  • Martin Feldkircher & Florian Huber & Gregor Kastner, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers wuwp260, Vienna University of Economics and Business, Department of Economics.
  • Feldkircher, Martin & Kastner, Gregor & Huber, Florian, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Paper Series 260, WU Vienna University of Economics and Business.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers 1711.00564, arXiv.org, revised Mar 2024.
  • Feldkircher, Martin & Kastner, Gregor & Huber, Florian, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Paper Series 260, WU Vienna University of Economics and Business.
  • Martin Feldkircher & Florian Huber & Gregor Kastner, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers wuwp260, Vienna University of Economics and Business, Department of Economics.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
• John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
  • Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
• Carlos Díaz, 2018. "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 316-326, April.
  • Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
• Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
  • Ricardo Crisóstomo & Lorena Couso, 2017. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  • Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org, revised May 2018.
• Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018. "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(7), pages 705-719, November.
  • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017. "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers 201774, University of Pretoria, Department of Economics.
• Marek Jarociński & Michele Lenza, 2018. "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
  • Lenza, Michele & Jarociński, Marek, 2016. "An inflation-predicting measure of the output gap in the euro area," Working Paper Series 1966, European Central Bank.
• Bartosz Uniejewski & Rafał Weron, 2018. "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, vol. 11(8), pages 1-26, August.
  • Bartosz Uniejewski & Rafal Weron, 2018. "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports HSC/18/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018. "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports HSC/18/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018. "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 11(9), pages 1-20, September.
  • Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018. "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports HSC/18/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Katarzyna Maciejowska & Rafal Weron, 2019. "Electricity price forecasting," HSC Research Reports HSC/19/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Benchimol, Jonathan & Bounader, Lahcen, 2023. "Optimal monetary policy under bounded rationality," Journal of Financial Stability, Elsevier, vol. 67(C).
  • Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Lahcen Bounader, 2023. "Optimal monetary policy under bounded rationality," Post-Print emse-04624979, HAL.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
  • Granziera, Eleonora & Sekhposyan, Tatevik, 2018. "Predicting relative forecasting performance: An empirical investigation," Bank of Finland Research Discussion Papers 23/2018, Bank of Finland.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Working Paper Series 2206, European Central Bank.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Discussion Papers 02/2018, Deutsche Bundesbank.
• Jörg Breitung & Malte Knüppel, 2021. "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 369-392, June.
  • Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
• Kurz-Kim, Jeong-Ryeol, 2018. "A note on the predictive power of survey data in nowcasting euro area GDP," Discussion Papers 10/2018, Deutsche Bundesbank.
• Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2018. "Uncertainty about QE effects when an interest rate peg is anticipated," Discussion Papers 12/2018, Deutsche Bundesbank.
• Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
• Götz, Thomas B. & Hauzenberger, Klemens, 2018. "Large mixed-frequency VARs with a parsimonious time-varying parameter structure," Discussion Papers 40/2018, Deutsche Bundesbank.
• Ollech, Daniel, 2018. "Seasonal adjustment of daily time series," Discussion Papers 41/2018, Deutsche Bundesbank.
• Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
  • Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
• Jang, Tae-Seok & Sacht, Stephen, 2021. "Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics: A Horse race," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 493-511.
  • Jang, Tae-Seok & Sacht, Stephen, 2018. "Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race," Economics Working Papers 2018-09, Christian-Albrechts-University of Kiel, Department of Economics.
• Tae-Seok Jang & Stephen Sacht, 2022. "Macroeconomic dynamics under bounded rationality: on the impact of consumers’ forecast heuristics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 849-873, July.
  • Jang, Tae-Seok & Sacht, Stephen, 2018. "Macroeconomic dynamics under bounded rationality: On the impact of consumers' forecast heuristics," Economics Working Papers 2018-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018. "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers 2018-11, Christian-Albrechts-University of Kiel, Department of Economics.
• Kašćelan, Ljiljana & Lazović, Vujica & Đuričković, Tamara & Rondović Biljana, 2018. "Analysis of the Diffusion of E-services in Public Sector Using the Decision Tree Method," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018, pages 38-48, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Opiła, Janusz, 2018. "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018, pages 485-493, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Emerson Abraham Jackson & Edmond Tamuke & Abdulai Sillah, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," International Journal of Sciences, Office ijSciences, vol. 7(01), pages 51-56, January.
  • Jackson, Emerson Abraham & Sillah, Abdulai & Tamuke, Edmund, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 51-56.
• Katja Heinisch & Axel Lindner, 2019. "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(3), pages 255-260, February.
  • Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
• Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2018. "Speculative price bubbles in urban housing markets," Empirical Economics, Springer, vol. 55(4), pages 1957-1983, December.
  • Kholodilin, Konstantin A. & Michelsen, Claus & Ulbricht, Dirk, 2018. "Speculative price bubbles in urban housing markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 55(4), pages 1957-1983.
• Dockery, Everton & Efentakis, Miltiadis & Al-Faryan, Mamdouh Abdulaziz Saleh, 2018. "Are range based models good enough? Evidence from seven stock markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 8(2), pages 7-40.
• Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data," EconStor Preprints 187420, ZBW - Leibniz Information Centre for Economics.
• Jahn, Malte, 2018. "Artificial neural network regression models: Predicting GDP growth," HWWI Research Papers 185, Hamburg Institute of International Economics (HWWI).
• Coupé, Tom, 2018. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-8.
  • Coupé, Tom, 2017. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics Discussion Papers 2017-76, Kiel Institute for the World Economy (IfW Kiel).
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
  • Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
• Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the term structure of option implied volatility: The power of an adaptive method," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 157-177.
  • Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method," IRTG 1792 Discussion Papers 2018-046, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018. "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers 2018-056, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Holtemöller, Oliver & Schult, Christoph, 2018. "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers 15/2018, Halle Institute for Economic Research (IWH).
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2018. "Mittelfristprojektion des IWH: Wirtschaftsentwicklung und Öffentliche Finanzen 2018 bis 2025," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 6(4), pages 105-114.
• Pablo Duarte & Bernd Süssmuth, 2018. "Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 127-141, April.
  • Duarte, Pablo & Süßmuth, Bernd, 2018. "Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis," Working Papers 152, University of Leipzig, Faculty of Economics and Management Science.
• Wei-Bin Zhang, 2018. "A Growth Theory Based on Walrasian General Equilibrium, Solow-Uzawa Growth, and Heckscher-Ohlin Trade Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 16(3-B), pages 452-464.
• Berislav Žmuk & Ksenija Dumièiæ & Irena Paliæ, 2018. "Forecasting Labour Productivity in the European Union Member States: Is Labour Productivity Changing as Expected?," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 16(3-B), pages 504-523.
• Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
• Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," DEM Working Papers Series 145, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," CREATES Research Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2018. "Forecasters’ utility and forecast coherence," CREATES Research Papers 2018-23, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Rasmus T. Varneskov, 2018. "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers 2018-09, Department of Economics and Business Economics, Aarhus University.
• Isabel Casas & Xiuping Mao & Helena Veiga, 2018. "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers 2018-10, Department of Economics and Business Economics, Aarhus University.
• Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," DEM Working Papers Series 145, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2018. "Forecasters’ utility and forecast coherence," CREATES Research Papers 2018-23, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," CREATES Research Papers 2018-01, Department of Economics and Business Economics, Aarhus University.
• Erik Christian Montes Schütte, 2018. "In Search of a Job: Forecasting Employment Growth in the US using Google Trends," CREATES Research Papers 2018-25, Department of Economics and Business Economics, Aarhus University.
• Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.
• James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2020. "Forecasting Net Charge-Off Rates of Banks: A PLS Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 63, pages 2265-2301, World Scientific Publishing Co. Pte. Ltd..
  • James Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2018. "Forecasting Net Charge-Off Rates of Banks: A PLS Approach," Auburn Economics Working Paper Series auwp2018-03, Department of Economics, Auburn University.
• Jackson, Emerson Abraham & Sillah, Abdulai & Tamuke, Edmund, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 51-56.
  • Emerson Abraham Jackson & Edmond Tamuke & Abdulai Sillah, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," International Journal of Sciences, Office ijSciences, vol. 7(01), pages 51-56, January.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," American Economic Review, American Economic Association, vol. 108(10), pages 3057-3103, October.
  • Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," Working Papers 18-23, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers 17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
• Edward L. Glaeser & Hyunjin Kim & Michael Luca, 2018. "Nowcasting Gentrification: Using Yelp Data to Quantify Neighborhood Change," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 77-82, May.
• Jaka Sriyana, 2018. "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 674-688, June.
  • Sriyana, Jaka, 2018. "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(3), June.
• Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
  • Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
• Emrah Gulay, 2018. "Comparing Simple Forecasting Methods and Complex Methods: A Frame of Forecasting Competition," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 159-169, June.
• Marco Ginanneschi & Pietro Piu, 2018. "The Role of e-Commerce in the Success of Low-cost Carriers," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(4), pages 407-425, December.
• Hanna Tarasova, 2018. "Scientific and methodical approach to adaptive diversification of industrial enterprise development under crisis conditions," Virtual Economics, The London Academy of Science and Business, vol. 1(1), pages 42-52, October.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
• Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  • Wang, Cindy Shin-Huei & Hafner, Christian, 2018. "A simple solution of the spurious regression problem," LIDAM Reprints ISBA 2018044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Mioara POPESCU, 2018. "Data Mining For Analysing Trends And Customer Behaviour Via Internet Searches," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(20), pages 1-7.
• Milind Tiwari, 2018. "Shell Companies – Identification of an Instrument Used for Illicit Purposes: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 17(4), pages 685-692, December.
• Allan Timmermann, 2018. "Forecasting Methods in Finance," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 449-479, November.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  • Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
  • Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," IREA Working Papers 201805, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers 201802, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2018.
• Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," IREA Working Papers 201821, University of Barcelona, Research Institute of Applied Economics, revised Oct 2018.
  • Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," AQR Working Papers 201810, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2018.
• Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
  • Ricardo Crisóstomo & Lorena Couso, 2017. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  • Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org, revised May 2018.
• David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers hal-01758922, HAL.
  • David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
  • Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
• Smith, Michael Stanley & Shively, Thomas S., 2018. "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, vol. 74(C), pages 886-903.
  • Michael Stanley Smith & Thomas S. Shively, 2018. "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers 1804.08218, arXiv.org.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
• Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
  • Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
• Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.
  • Florian Ziel & Rafal Weron, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers 1805.06649, arXiv.org.
• Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
  • Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ray Fair, 2018. "Information Content of DSGE Forecasts," Papers 1808.02910, arXiv.org.
• Carol Alexander & Emese Lazar & Silvia Stanescu, 2010. "Analytic Moments for GARCH Processes," ICMA Centre Discussion Papers in Finance icma-dp2011-07, Henley Business School, University of Reading, revised Apr 2011.
  • Carol Alexander & Emese Lazar & Silvia Stanescu, 2018. "Analytic Moments for GARCH Processes," Papers 1808.09666, arXiv.org, revised Sep 2018.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
• Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
  • Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018. "On LASSO for Predictive Regression," Papers 1810.03140, arXiv.org, revised Feb 2021.
• Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
  • Hartl, Tobias & Weigand, Roland, 2019. "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 38283, University of Regensburg, Department of Economics.
• Hamna Nasir & Sadaf Majeed & Abdul Aleem, 2018. "Does Financial Development Leads Economic Growth? Evidence from Emerging Asian Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(5), pages 599-617, May.
• Matt Lutey & Mohammad Kabir Hassan & Dave Rayome, 2018. "An Application of Can Slim Investing in the Dow Jones Benchmark," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(3), pages 274-286, September.
• Renáta Myšková & Petr Hájek & Vladimír Olej, 2018. "Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ? A Meta-Learning Approach," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 20(47), pages 185-185, February.
• Ivan Kozic, 2018. "Medium-Term Forecast Of Tourism Activity In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 27(2), pages 419-437, december.
• Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018. "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers 1882, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  • Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1888, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1888, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  • Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Nataliya Bondarchuk & Lesya Vasiljeva, 2018. "Impact Of Operating Costs On Economic Phenomena And The Possibility Of Their Optimization At Processors," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(2).
• Olha Kaut & Dmytro Kozenkov & Valentyna Lebedieva, 2018. "Organizational And Methodological Aspects Of Management Of Economic Consequences Of Technical Risks," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(3).
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Antonio Stasi & Francesco Diotallevi & Andrea Marchini & Gianluca Nardone, 2018. "Italian Extra-Virgin Olive Oil: Impact on Demand on Being Market Leaders, Private Labels or Small Producers," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 39-54, August.
• James Mitchell & Donald Robertson & Stephen Wright, 2019. "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
  • Stephen Wright & James Mitchell & Donald Robertson, 2018. "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance 1804, Birkbeck, Department of Economics, Mathematics & Statistics.
• Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
• Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018. "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers 18-10, Bank of Canada.
• Luis Uzeda, 2022. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53, Emerald Group Publishing Limited.
  • Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
  • Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
• Patrick Rizzetto, 2018. "GDP by Industry in Real Time: Are Revisions Well Behaved?," Staff Analytical Notes 2018-40, Bank of Canada.
• Fiorella Dogliolo, 2018. "Investment Nowcasting. A Real-Time Estimate with High Frequency Indicators," BCRA Working Paper Series 201878, Central Bank of Argentina, Economic Research Department.
• Lorena Garegnani & Mauricio Gómez Aguirre, 2018. "Forecasting Inflation in Argentina," BCRA Working Paper Series 201879, Central Bank of Argentina, Economic Research Department.
• Mar Delgado-Téllez & Javier J. Pérez, 2020. "Institutional and Economic Determinants of Regional Public Debt in Spain," Public Finance Review, , vol. 48(2), pages 212-249, March.
  • Mar Delgado-Téllez & Javier J. Pérez, 2018. "Institutional and economic determinants of regional public debt in Spain," Occasional Papers 1807, Banco de España.
• Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
  • Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
• María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers 1842, Banco de España.
• Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto, 2018. "Forecasting house prices in Italy," Questioni di Economia e Finanza (Occasional Papers) 463, Bank of Italy, Economic Research and International Relations Area.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022. "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
  • Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
  • Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019. "The Global Component of Inflation Volatility," CEPR Discussion Papers 13470, C.E.P.R. Discussion Papers.
• Libero Monteforte & Valentina Raponi, 2019. "Short‐term forecasts of economic activity: Are fortnightly factors useful?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 207-221, April.
  • Libero Monteforte & Valentina Raponi, 2018. "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers) 1177, Bank of Italy, Economic Research and International Relations Area.
• Gálvez-Soriano Oscar de Jesús, 2018. "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers 2018-06, Banco de México.
• Carlos León & Fabio Ortega, 2018. "Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 381-407, December.
  • Carlos León & Fabio Ortega, 2018. "Nowcasting economic activity with electronic payments data: A predictive modeling approach," Borradores de Economia 1037, Banco de la Republica de Colombia.
• Sophie Béreau & Faubert Violaine & Katia Schmidt, 2018. "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers 663, Banque de France.
• Timothée Stumpf-Fétizon & Omiros Papaspiliopoulos & José García-Montalvo, 2018. "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers 1065, Barcelona School of Economics.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
• Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 419-447, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2018. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers 25021, National Bureau of Economic Research, Inc.
  • Atsushi Inoue & Barbara Rossi, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers 1078, Barcelona School of Economics.
  • Atsushi Inoue & Barbara Rossi, 2018. "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers 1639, Department of Economics and Business, Universitat Pompeu Fabra.
• Benjamin K. Johannsen & Elmar Mertens, 2021. "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1005-1046, August.
  • Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
  • Benjamin K Johannsen & Elmar Mertens, 2018. "A time series model of interest rates with the effective lower bound," BIS Working Papers 715, Bank for International Settlements.
• Brei, Michael & Moreno, Ramon, 2019. "Reserve requirements and capital flows in Latin America," Journal of International Money and Finance, Elsevier, vol. 99(C).
  • Michael Brei & Ramon Moreno, 2018. "Reserve requirements and capital flows in Latin America," BIS Working Papers 741, Bank for International Settlements.
  • Michael Brei & Ramon Moreno, 2019. "Reserve requirements and capital flows in Latin America," Post-Print hal-02504212, HAL.
• Erzsebet Eva Nagy & Veronika Tengely, 2018. "External and Domestic Drivers of Inflation: The Case Study of Hungary," Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 49-64, September.
• Mikhail Mamonov & Renat Akhmetov & Vera Pankova & Oleg Solntsev & Anna Pestova & Artem Deshko, 2018. "Identification of Financial Sector Optimal Depth and Structure from the Perspective of Economic Growth, Macroeconomic and Financial Stability," Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 89-123, September.
• Ivan Baybuza, 2018. "Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 42-59, December.
• Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
• Konstantin Styrin, 2018. "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series wps39, Bank of Russia.
• Angela Abbate & Massimiliano Marcellino, 2018. "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
  • Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
  • Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
• Giampiero M. Gallo & Edoardo Otranto, 2018. "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 549-573, April.
  • Giampiero M. Gallo & Edoardo Otranto, 2017. "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive 2017_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
  • Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," PIER Working Paper Archive 18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
• Daniela Bragoli & Jack Fosten, 2018. "Nowcasting Indian GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
  • Daniela Bragoli & Jack Fosten, 2016. "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series 2016-06, School of Economics, University of East Anglia, Norwich, UK..
• Lasse Bork & Stig V. Møller, 2018. "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(3), pages 582-611, September.
  • Lasse Bork & Stig V. Møller, 2012. "Housing price forecastability: A factor analysis," CREATES Research Papers 2012-27, Department of Economics and Business Economics, Aarhus University.
• Laura Bisio & Filippo Moauro, 2018. "Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 471-494, November.
  • Bisio, Laura & Moauro, Filippo, 2017. "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper 80211, University Library of Munich, Germany, revised 14 Jul 2017.
• Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan, 2021. "Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data," Energy Economics, Elsevier, vol. 93(C).
  • Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018. "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics 952, Boston College Department of Economics, revised 29 May 2019.
• Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021. "News and narratives in financial systems: Exploiting big data for systemic risk assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  • Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
• Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
  • Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018. "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers E2018/24, Cardiff University, Cardiff Business School, Economics Section.
  • Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018. "A new approach for detecting shifts in forecast accuracy," Bank of England working papers 721, Bank of England.
• Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
  • Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
  • Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
  • Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
• Jonathan Benchimol & Lahcen Bounader, 2018. "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers 336, Federal Reserve Bank of Dallas.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
  • Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
  • Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
  • Granziera, Eleonora & Sekhposyan, Tatevik, 2018. "Predicting relative forecasting performance : An empirical investigation," Research Discussion Papers 23/2018, Bank of Finland.
• Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka, 2018. "Nowcasting Japanese GDPs," Bank of Japan Working Paper Series 18-E-18, Bank of Japan.
• Bulut Levent & Dogan Can, 2018. "Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate," Review of Middle East Economics and Finance, De Gruyter, vol. 14(2), pages 1-12, August.
• Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  • Wang, Cindy Shin-Huei & Hafner, Christian, 2018. "A simple solution of the spurious regression problem," LIDAM Reprints ISBA 2018044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  • Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  • Wang, Cindy Shin-Huei & Hafner, Christian, 2018. "A simple solution of the spurious regression problem," LIDAM Reprints ISBA 2018044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Nicoleta Valentina FLOREA & Anisoara DUICA, 2018. "Improving Relationship With Customers By Reducing Complaints - Using Modelling And Pareto Diagram," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 3(1), pages 79-87.
• Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
  • Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
  • Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
• Kuhlmey, Florian & Minke, Matthias, 2018. "Estimating Survival Times Using Swiss Hospital Data," Working papers 2018/14, Faculty of Business and Economics - University of Basel.
• Angelica Gianfreda & Derek Bunn, 2018. "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series BEMPS46, Faculty of Economics and Management at the Free University of Bozen.
• Matus Kubik & Pavol Majher, 2018. "Budgetary Traffic Lights," Discussion Papers Discussion Paper No. 2/20, Council for Budget Responsibility.
• Peter G. Dunne, 2019. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," JRFM, MDPI, vol. 12(2), pages 1-25, April.
  • Dunne, Peter G., 2018. "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series 67, European Systemic Risk Board.
  • Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
• Congressional Budget Office, 2018. "The Accuracy of CBO’s Outlay Projections for Fiscal Year 2017," Reports 53923, Congressional Budget Office.
• Congressional Budget Office, 2018. "The Accuracy of CBO's Baseline Estimates for Fiscal Year 2018," Reports 54872, Congressional Budget Office.
• Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
  • Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018. "A new approach for detecting shifts in forecast accuracy," Bank of England working papers 721, Bank of England.
  • Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018. "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers E2018/24, Cardiff University, Cardiff Business School, Economics Section.
• Jonas Dovern & Hans Manner, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
• Cristina Sattarhoff & Marc Gronwald, 2018. "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series 7102, CESifo.
• Florian Urbschat, 2018. "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," CESifo Working Paper Series 7358, CESifo.
• Reif Magnus, 2021. "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
  • Magnus Reif, 2018. "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series 265, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Markus Heinrich & Magnus Reif, 2018. "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series 273, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
  • Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
  • Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018. "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics 90382, London School of Economics and Political Science, LSE Library.
• Spencer Wheatley & Didier Sornette & Tobias Huber & Max Reppen & Robert N. Gantner, 2018. "Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model," Swiss Finance Institute Research Paper Series 18-22, Swiss Finance Institute, revised Mar 2018.
• Jerome L Kreuser & Didier Sornette, 2018. "Bitcoin Bubble Trouble," Swiss Finance Institute Research Paper Series 18-24, Swiss Finance Institute, revised Jun 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018. "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series 18-30, Swiss Finance Institute.
• Feng Zhou & Zhang Qun & Didier Sornette & Liu Jiang, 2018. "Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis," Swiss Finance Institute Research Paper Series 18-50, Swiss Finance Institute, revised Aug 2018.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Flavio Scognamiglio, 2018. "Estimation and Updating Methods for Hedonic Valuation," Swiss Finance Institute Research Paper Series 18-76, Swiss Finance Institute.
• Tomas Adam & Filip Novotny, 2018. "Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations," Working Papers 2018/18, Czech National Bank, Research and Statistics Department.
• Gallego, Jorge & Rivero, Gonzalo & Martínez, Juan, 2021. "Preventing rather than punishing: An early warning model of malfeasance in public procurement," International Journal of Forecasting, Elsevier, vol. 37(1), pages 360-377.
  • Gallego, J & Rivero, G & Martínez, J.D., 2018. "Preventing rather than Punishing: An Early Warning Model of Malfeasance in Public Procurement," Documentos de Trabajo 16724, Universidad del Rosario.
• Carlos León & Fabio Ortega, 2018. "Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 381-407, December.
  • Carlos León & Fabio Ortega, 2018. "Nowcasting economic activity with electronic payments data: A predictive modeling approach," Borradores de Economia 1037, Banco de la Republica de Colombia.
• Carlos Andrés Yanes Guerra, 2018. "La reforma laboral de 2002 y la dinámica del empleo industrial en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 12(1), pages 7-35, June.
• Astrid Martínez Ortiz, 2018. "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia. Caracterización departamental Santander," Cuadernos de Fedesarrollo 16813, Fedesarrollo.
• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
  • WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021. "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
  • Petrella, Ivan & Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  • Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
  • Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
• Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
  • Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018. "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers 12687, C.E.P.R. Discussion Papers.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
• Broer, Tobias & Kohlhas, Alexandre, 2018. "Forecaster (Mis-)Behavior," CEPR Discussion Papers 12898, C.E.P.R. Discussion Papers.
  • Alexandre Kohlhas & Tobias Broer, 2019. "Forecaster (Mis-)Behavior," 2019 Meeting Papers 1171, Society for Economic Dynamics.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
  • Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Till Weigt & Bernd Wilfling, 2021. "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 686-699, July.
  • Till Weigt & Bernd Wilfling, 2018. "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers 6818, Center for Quantitative Economics (CQE), University of Muenster.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018. "LASSO-driven inference in time and space," CeMMAP working papers CWP36/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019. "LASSO-Driven Inference in Time and Space," CeMMAP working papers CWP20/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018. "LASSO-Driven Inference in Time and Space," Working Papers 18/04, Department of Economics, City University London.
  • Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
  • Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018. "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers 2018-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Raymond Swaray & Idris Adediran, 2018. "Improving the predictability of commodity prices in US inflation: The role of coffee price," Working Papers 041, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018. "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers 045, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018. "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers 054, Centre for Econometric and Allied Research, University of Ibadan.
• Kazeem Isah & Ibrahim D. Raheem, 2018. "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers 056, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ibrahim D. Raheem, 2018. "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers 057, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Idris Adediran, 2018. "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers 060, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018. "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers 062, Centre for Econometric and Allied Research, University of Ibadan.
• Ray C. Fair, 2018. "Information Content of DSGE Forecasts," Cowles Foundation Discussion Papers 2140, Cowles Foundation for Research in Economics, Yale University.
• Pavel Vidal & Gilberto Ramírez & Lya Paola Sierra, 2018. "¿Por qué el Valle del Cauca ha crecido más que el promedio nacional? Un análisis regional de los ciclos y los choques económicos," Working Papers 33, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
• Martin Bruns & Malte Rieth & Ben Schumann, 2018. "Berücksichtigung des Teufelskreises zwischen Banken und Staaten verbessert Prognose von Kreditrisiken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(12), pages 253-260.
• Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018. "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers 2018-14, University of Paris Nanterre, EconomiX.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018. "Predicting risk with risk measures : an empirical study," Working Papers hal-01791026, HAL.
  • Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018. "Predicting risk with risk measures : an empirical study," ESSEC Working Papers WP1803, ESSEC Research Center, ESSEC Business School.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
• Nymand-Andersen, Per & Pantelidis, Emmanouil, 2018. "Google econometrics: nowcasting euro area car sales and big data quality requirements," Statistics Paper Series 30, European Central Bank.
• Gräb, Johannes & Kostka, Thomas, 2018. "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series 2131, European Central Bank.
• McAdam, Peter & Warne, Anders, 2019. "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
  • McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
• Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020. "From carry trades to curvy trades," The World Economy, Wiley Blackwell, vol. 43(3), pages 758-780, March.
  • Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018. "From carry trades to curvy trades," Working Paper Series 2149, European Central Bank.
• Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
  • Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018. "ALICE: A new inflation monitoring tool," Working Paper Series 2175, European Central Bank.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Discussion Papers 02/2018, Deutsche Bundesbank.
  • Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Working Paper Series 2206, European Central Bank.
• Nikolaos Dritsakis & Paraskevi Klazoglou, 2018. "Forecasting Unemployment Rates in USA using Box-Jenkins Methodology," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 9-20.
• Onder Buberkoku, 2018. "Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 36-50.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018. "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 210-219.
• Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018. "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 97-106.
• Jean Gaston Tamba & Salom Ndjakomo Essiane & Emmanuel Flavian Sapnken & Francis Djanna Koffi & Jean Luc Nsouand l & Bozidar Soldo & Donatien Njomo, 2018. "Forecasting Natural Gas: A Literature Survey," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 216-249.
• Sallahuddin Hassan, 2018. "Dynamic Impact of Energy Consumption, Private Investment and Financial Development on Environmental Pollutions: Evidence from Malaysia," International Journal of Energy Economics and Policy, Econjournals, vol. 8(4), pages 63-69.
• Kunlapath Sukcharoen & David Leatham, 2018. "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 193-201.
• Blagrave, Patrick & Vesperoni, Esteban, 2018. "The implications of China’s slowdown for international trade," Journal of Asian Economics, Elsevier, vol. 56(C), pages 36-47.
• Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018. "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 46-73.
  • Ayse Kabukcuoglu & Enrique Martínez-García, 2015. "Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting," Koç University-TUSIAD Economic Research Forum Working Papers 1520, Koc University-TUSIAD Economic Research Forum.
  • Ayse Kabukcuoglu & Enrique Martínez García, 2016. "Inflation as a global phenomenon - some implications for policy analysis and forecasting," Globalization Institute Working Papers 261, Federal Reserve Bank of Dallas.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018. "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 1-29.
• Berger, Theo & Gençay, Ramazan, 2018. "Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 30-46.
• Dellas, Harris & Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "The macroeconomic and fiscal implications of inflation forecast errors," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 203-217.
• Nalban, Valeriu, 2018. "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, vol. 68(C), pages 190-204.
• Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
  • Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
  • Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
• Burney, Nadeem A. & Mohaddes, Kamiar & Alawadhi, Ahmad & Al-Musallam, Marwa, 2018. "The dynamics and determinants of Kuwait's long-run economic growth," Economic Modelling, Elsevier, vol. 71(C), pages 289-304.
• Behrens, Christoph & Pierdzioch, Christian & Risse, Marian, 2018. "Testing the optimality of inflation forecasts under flexible loss with random forests," Economic Modelling, Elsevier, vol. 72(C), pages 270-277.
• Ma, Feng & Liu, Jing & Wahab, M.I.M. & Zhang, Yaojie, 2018. "Forecasting the aggregate oil price volatility in a data-rich environment," Economic Modelling, Elsevier, vol. 72(C), pages 320-332.
• Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018. "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, vol. 73(C), pages 378-394.
• Salisu, Afees A. & Ndako, Umar B., 2018. "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
  • Afees A. Salisu & Umar B. Ndako, 2017. "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers 038, Centre for Econometric and Allied Research, University of Ibadan.
• Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2018. "Forecasting the prices of crude oil using the predictor, economic and combined constraints," Economic Modelling, Elsevier, vol. 75(C), pages 237-245.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018. "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, vol. 75(C), pages 422-431.
• Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie, 2018. "Are low-frequency data really uninformative? A forecasting combination perspective," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 92-108.
• Ong, Sheue Li & Sato, Kiyotaka, 2018. "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 232-248.
• Papanikolaou, Nikolaos I., 2018. "A dual early warning model of bank distress," Economics Letters, Elsevier, vol. 162(C), pages 127-130.
  • Nikolaos I. Papanikolaou, 2017. "A Dual Early Warning Model of Bank Distress," BAFES Working Papers BAFES11, Department of Accounting, Finance & Economic, Bournemouth University.
• Feng, Pan & Qian, Junhui, 2018. "Forecasting the yield curve using a dynamic natural cubic spline model," Economics Letters, Elsevier, vol. 168(C), pages 73-76.
• González-Fernández, Marcos & González-Velasco, Carmen, 2018. "Can Google econometrics predict unemployment? Evidence from Spain," Economics Letters, Elsevier, vol. 170(C), pages 42-45.
• Dias, Gustavo Fruet & Kapetanios, George, 2018. "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, vol. 202(1), pages 75-91.
  • Gustavo Fruet Dias & George Kapetanios, 2014. "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers 2014-37, Department of Economics and Business Economics, Aarhus University.
• Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
  • Jia Li & Andrew J. Patton, 2013. "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers 13-27, Duke University, Department of Economics.
• Kalli, Maria & Griffin, Jim E., 2018. "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, vol. 203(2), pages 267-282.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
  • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
• Breitung, Jörg & Schreiber, Sven, 2018. "Assessing causality and delay within a frequency band," Econometrics and Statistics, Elsevier, vol. 6(C), pages 57-73.
  • Jörg Breitung & Sven Schreiber, 2016. "Assessing Causality and Delay within a Frequency Band," IMK Working Paper 165-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Kapetanios, George & Price, Simon & Young, Garry, 2018. "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, vol. 7(C), pages 1-17.
  • Kapetanios, G & Price, SG & Young, G, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Essex Finance Centre Working Papers 20328, University of Essex, Essex Business School.
  • Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
  • George Kapetanios & Simon Price & Garry Young, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," CAMA Working Papers 2017-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bayer, Sebastian, 2018. "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, vol. 8(C), pages 56-77.
• Sarrias, Mauricio & Daziano, Ricardo A., 2018. "Individual-specific point and interval conditional estimates of latent class logit parameters," Journal of choice modelling, Elsevier, vol. 27(C), pages 50-61.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018. "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 111-129.
• Sander, Magnus, 2018. "Market timing over the business cycle," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 130-145.
• Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the term structure of option implied volatility: The power of an adaptive method," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 157-177.
  • Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method," IRTG 1792 Discussion Papers 2018-046, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

2017

• Timo Teräsvirta, 2017. "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers 2017-04, Department of Economics and Business Economics, Aarhus University.
• Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
  • Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
• Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019. "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 382-402.
  • Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
• Oskar Knapik, 2017. "Modeling and forecasting electricity price jumps in the Nord Pool power market," CREATES Research Papers 2017-07, Department of Economics and Business Economics, Aarhus University.
• Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold, 2017. "Insight into the Female Longevity Puzzle: Using Register Data to Analyse Mortality and Cause of Death Behaviour Across Socio-economic Groups," CREATES Research Papers 2017-08, Department of Economics and Business Economics, Aarhus University.
• Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017. "Decoupling the short- and long-term behavior of stochastic volatility," CREATES Research Papers 2017-26, Department of Economics and Business Economics, Aarhus University.
• Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017. "Spikes and memory in (Nord Pool) electricity price spot prices," CEIS Research Paper 422, Tor Vergata University, CEIS, revised 18 Dec 2017.
  • Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017. "Spikes and memory in (Nord Pool) electricity price spot prices," CREATES Research Papers 2017-39, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Mihaela Simionescu & Yuriy Bilan & Grzegorz Mentel, 2017. "Economic Effects of Migration from Poland to the UK," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 757-757, August.
• Jana Fabianová & Jaroslava Janeková & Daniela Onofrejová, 2017. "Cost Analysis of Poor Quality Using a Software Simulation," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(44), pages 181-181, February.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," Working Papers 20110301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ET: Economic Theory 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
• Nimet Melis Esenyel & Melda Akın, 2017. "Comparing Accuracy Performance of ELM, ARMA and ARMA-GARCH Model In Predicting Exchange Rate Return," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 5(1), pages 1-14, June.
• Tuncay Özcan, 2017. "Application of Seasonal and Multivariable Grey Prediction Models for Short-Term Load Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 5(2), pages 329-338, December.
• Jonathan H. Wright, 2017. "Forward-Looking Estimates of Interest-Rate Distributions," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 333-351, November.
• Мекенбаева К.Б. & Жузбаев А.М., 2017. "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Тулеуов Олжас // Tuleuov Olzhas, 2017. "Система селективно-комбинированного прогноза инфляции (SSCIF): выбор оптимальной техники прогнозирования динамики потребительских цен в условиях структурного шока (на примере Казахстана) // System of ," Working Papers #2017-9, National Bank of Kazakhstan.
• Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017. "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers #2017-1, National Bank of Kazakhstan.
• Тулеуов Олжас // Tuleuov Olzhas, 2017. "Трансграничная динамика инфляционных процессов в ЕАЭС: эмпирическая оценка // A сross-border dynamics of inflationary processes in the Eurasian Economic Union: an empirical assessment," Working Papers #2017-5, National Bank of Kazakhstan.
• Diego Winkelried & Javier Torres, 2019. "Economic mobility along the business cycle. The case of Peru," Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1894-1906, April.
  • Diego Winkelried & Javier Torres, 2017. "Economic mobility along the business cycle. The case of Peru," Working Papers 115, Peruvian Economic Association.
• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
  • Vahagn Grigoryan & Arpine Dallakyan, 2007. "Equilibrium Real Exchange Rate Model of Armenia," Working Papers 1, Central Bank of Armenia.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
  • Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," Working Papers 8, Central Bank of Armenia.
• Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," Working Papers 980, Central Bank of the Republic of Armenia.
• Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne, 2018. "How well do experience curves predict technological progress? A method for making distributional forecasts," Technological Forecasting and Social Change, Elsevier, vol. 128(C), pages 104-117.
  • Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer, 2017. "How well do experience curves predict technological progress? A method for making distributional forecasts," Papers 1703.05979, arXiv.org, revised Sep 2017.
• Ormos Mihály & Timotity Dusán, 2017. "The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 17(2), pages 1-14, June.
  • Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332, arXiv.org.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  • Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  • Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017. "A Justification of Conditional Confidence Intervals," Papers 1710.00643, arXiv.org, revised Jan 2019.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers 1711.00564, arXiv.org, revised Mar 2024.
  • Feldkircher, Martin & Kastner, Gregor & Huber, Florian, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Paper Series 260, WU Vienna University of Economics and Business.
  • Martin Feldkircher & Florian Huber & Gregor Kastner, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers wuwp260, Vienna University of Economics and Business, Department of Economics.
• Mihaela SIMIONESCU, 2017. "The Efficiency Of Fertilizers And Minimum Tiilage Method In The Agricultural Production In Romania," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 46(2), pages 76-84, June.
• Doina PRODAN-PALADE, 2017. "Bankruptcy risk prediction models based on artificial neural networks," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 15(147), pages 418-418.
• Mirjana Cizmesija, 2017. "The Relationship Between Expected Production And Consumer Confidence Indicator In The European Union Manufacturing Industry," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 26(1), pages 25-40, june.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Anastasiia Koliesnichenko, 2017. "Theoretical Aspects Of The Predictional Instrumentation For Application In The State Regulation Of The Participants Relationships In The Electricity Market," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(2).
• Papanikolaou, Nikolaos I., 2018. "A dual early warning model of bank distress," Economics Letters, Elsevier, vol. 162(C), pages 127-130.
  • Nikolaos I. Papanikolaou, 2017. "A Dual Early Warning Model of Bank Distress," BAFES Working Papers BAFES11, Department of Accounting, Finance & Economic, Bournemouth University.
• Papanikolaou, Nikolaos I., 2018. "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, vol. 34(C), pages 61-85.
  • Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
• Lidiya Guryanova & Tamara Klebanova & Tetiana Trunova, 2017. "Modeling the Financial Strategy of the Enterprise in an Unstable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 91-109.
• Lise Pichette & Marie-Noëlle Robitaille, 2017. "Assessing the Business Outlook Survey Indicator Using Real-Time Data," Discussion Papers 17-5, Bank of Canada.
• David Xiao Chen & Philippe Muller & Hawa Wagué, 2017. "Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data," Discussion Papers 17-6, Bank of Canada.
• Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
  • Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018. "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 242-264.
  • Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
• Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
  • Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
• Reinhard Ellwanger, 2017. "On the Tail Risk Premium in the Oil Market," Staff Working Papers 17-46, Bank of Canada.
• Luis Libonatti, 2017. "MIDAS Modeling for Core Inflation Forecasting," BCRA Working Paper Series 201772, Central Bank of Argentina, Economic Research Department.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2017. "Nowcasting GDP in Argentina: Comparing the Predictive Ability of Different Models," BCRA Working Paper Series 201774, Central Bank of Argentina, Economic Research Department.
• Pinar KAYA & Bulent GULOGLU, 2017. "Modeling and Forecasting the Markets Volatility and VaR Dynamics of Commodity," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 11(1), pages 9-49.
• Luis J. Álvarez & Isabel Sánchez, 2017. "A suite of inflation forecasting models," Occasional Papers 1703, Banco de España.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  • Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
  • Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
  • Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
• Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
• Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2017. "Using the payment system data to forecast the Italian GDP," Temi di discussione (Economic working papers) 1098, Bank of Italy, Economic Research and International Relations Area.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Raul Ibarra & Luis M. Gomez-Zamudio, 2017. "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
  • Gómez-Zamudio, Luis M. & Ibarra, Raúl, 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," LSE Research Online Documents on Economics 123310, London School of Economics and Political Science, LSE Library.
  • Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers 2017-17, Banco de México.
• Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
• Muhammad Shahzad Ijaz & Ahmed Imran Hunjra & Rauf I Azam, 2017. "Forewarning Bankruptcy: An Indigenous Model for Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 259-286, December.
• Louis de Charsonville & Thomas Ferrière & Caroline Jardet, 2017. "MAPI: Model for Analysis and Projection of Inflation in France," Working papers 637, Banque de France.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
  • Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
• Nicolas Reigl, 2017. "Forecasting the Estonian rate of inflation using factor models," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 17(2), pages 152-189.
• Michael Funke & Julius Loermann & Richhild Moessner, 2017. "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers 652, Bank for International Settlements.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017. "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
  • Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014. "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers wuwp184, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
• Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2014. "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers e-14-001, Graduate School of Economics Project Center, Kyoto University.
• Stephen Chick & Martin Forster & Paolo Pertile, 2017. "A Bayesian decision theoretic model of sequential experimentation with delayed response," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1439-1462, November.
  • Stephen Chick & Martin Forster & Paolo Pertile, 2015. "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers 15/09, Department of Economics, University of York.
• Fabio Busetti, 2017. "Quantile Aggregation of Density Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 495-512, August.
  • Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
• Ron Boschma & Simona Iammarino & Raffaele Paci & Jordy Suriñach & Raul Ramos & Jordi Suriñach, 2017. "A Gravity Model of Migration Between the ENC and the EU," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 108(1), pages 21-35, February.
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," AQR Working Papers 201309, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2013.
  • Ramos, Raul & Surinach, Jordi, 2013. "A Gravity Model of Migration between ENC and EU," IZA Discussion Papers 7700, Institute of Labor Economics (IZA).
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," IREA Working Papers 201317, University of Barcelona, Research Institute of Applied Economics, revised Oct 2013.
• ANDREI Dumitru, 2017. "Liniarity Of The Economic System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(2), pages 30-38, August.
• Kenneth Sæterhagen Paulsen, 2017. "Conditional forecasting with DSGE models - A conditional copula approach," Working Paper 2017/4, Norges Bank.
• Aastveit, Knut Are & Anundsen, André K. & Herstad, Eyo I., 2019. "Residential investment and recession predictability," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1790-1799.
  • Knut Are Aastveit & Andr K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Papers No 8/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Paper 2017/24, Norges Bank.
• Aastveit, Knut Are & Anundsen, André K. & Herstad, Eyo I., 2019. "Residential investment and recession predictability," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1790-1799.
  • Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Paper 2017/24, Norges Bank.
  • Knut Are Aastveit & Andr K. Anundsen & Eyo I. Herstad, 2017. "Residential investment and recession predictability," Working Papers No 8/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
  • Dario Sansone, 2017. "Now You See Me: High School Dropout and Machine Learning," 2017 Stata Conference 5, Stata Users Group.
• Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers 660, Bank of England.
• Chakraborty, Chiranjit & Joseph, Andreas, 2017. "Machine learning at central banks," Bank of England working papers 674, Bank of England.
• Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019. "A time-varying parameter structural model of the UK economy," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
  • Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
• Kapetanios, George & Price, Simon & Young, Garry, 2018. "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, vol. 7(C), pages 1-17.
  • Kapetanios, G & Price, SG & Young, G, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Essex Finance Centre Working Papers 20328, University of Essex, Essex Business School.
  • Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
  • George Kapetanios & Simon Price & Garry Young, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," CAMA Working Papers 2017-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland, Institute for Economies in Transition.
• Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland, Institute for Economies in Transition.
• Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager & Etti Baranoff, 2017. "A ternary-state early warning system for the European Union," Working Papers 222, Bank of Greece.
• Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers 2017-14, Economic Research Institute, Bank of Korea.
• Kanghyun Oh & Sol Kim & Jaejun Yoon & Sangki Ahn & Donghwee Kwon, 2017. "Impact of population aging on the housing market (in Korean)," Working Papers 2017-25, Economic Research Institute, Bank of Korea.
• F. Lilla, 2017. "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed," Working Papers wp1099, Dipartimento Scienze Economiche, Universita' di Bologna.
• Jiawen Xu & Pierre Perron, 2015. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series wp2015-012, Boston University - Department of Economics.
  • Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2017-004, Boston University - Department of Economics.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
• Jiawen Xu & Pierre Perron, 2015. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series wp2015-012, Boston University - Department of Economics.
  • Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2018-014, Boston University - Department of Economics, revised Nov 2018.
• Ormos Mihály & Timotity Dusán, 2017. "The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 17(2), pages 1-14, June.
  • Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332, arXiv.org.
• Pohl Philipp, 2017. "Valuation of a Company using Time Series Analysis," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 12(1), pages 1-39, February.
• Hännikäinen Jari, 2017. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
  • Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
• Chevallier Julien & Goutte Stéphane, 2017. "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 3-29, February.
• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
  • Tim Oliver Berg, 2015. "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series 203, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Chu Shiou-Yen & Shane Christopher, 2017. "Using the hybrid Phillips curve with memory to forecast US inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-16, September.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
  • Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
  • Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020. "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
  • Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116R, Brandeis University, Department of Economics and International Business School, revised Feb 2018.
  • Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116, Brandeis University, Department of Economics and International Business School.
• Taylor, Nick, 2017. "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, vol. 66(C), pages 480-492.
  • Nick Taylor, 2017. "Timing Strategy Performance in the Crude Oil Futures Market," Bristol Accounting and Finance Discussion Papers 17/7, School of Accounting and Finance, University of Bristol, UK.
• Patrick Kouontchou & Bertrand Maillet & Alejandro Modesto & Sessi Tokpavi, 2017. "Quand l’union fait la force : un indice de risque systémique," Revue économique, Presses de Sciences-Po, vol. 68(HS1), pages 87-106.
• Éric Heyer & Xavier Timbeau, 2017. "Chômage, déficit, dette publique. Quelles marges pour les cinq prochaines années ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 135-155.
• Céline Antonin & Mathieu Plane & Raul Sampognaro, 2017. "Les comportements de consommation des ménages ont-ils été affectés par la crise de 2008 ?. Une analyse économétrique de cinq grands pays développés," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 177-225.
• Congressional Budget Office, 2017. "CBO’s Economic Forecasting Record: 2017 Update," Reports 53090, Congressional Budget Office.
• Congressional Budget Office, 2017. "An Evaluation of CBO’s Past Outlay Projections," Reports 53328, Congressional Budget Office.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2019. "Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies," Lodz Economics Working Papers 1/2019, University of Lodz, Faculty of Economics and Sociology.
• Carolina Fugazza, 2017. "Anatomy of unemployment risk," Carlo Alberto Notebooks 531, Collegio Carlo Alberto.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017. "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers E2017/14, Cardiff University, Cardiff Business School, Economics Section.
• Yuriy Gorodnichenko & Byoungchan Lee, 2017. "A Note on Variance Decomposition with Local Projections," NBER Working Papers 23998, National Bureau of Economic Research, Inc.
  • Gorodnichenko, Yuriy & Lee, Byoungchan, 2017. "A Note on Variance Decomposition with Local Projections," Department of Economics, Working Paper Series qt8878h9r2, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Mohammad Reza Farzanegan & Mai Hassan, 2017. "The impact of economic globalization on the shadow economy in Egypt," MAGKS Papers on Economics 201718, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Mohammad Reza Farzanegan & Mai Hassan, 2017. "The Impact of Economic Globalization on the Shadow Economy in Egypt," CESifo Working Paper Series 6424, CESifo.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
  • Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
  • Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics 84736, University of Munich, Department of Economics.
• Christian Grimme & Marc Stöckli, 2017. "Makroökonomische Unsicherheit in Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(06), pages 41-50, March.
• Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
  • Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
  • Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
• Ke WU & Spencer WHEATLEY & Didier SORNETTE, 2017. "The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability," Swiss Finance Institute Research Paper Series 17-12, Swiss Finance Institute.
• Zhang Qun & Didier Sornette & Hao Zhang, 2017. "Anticipating Critical Transitions of Chinese Housing Markets," Swiss Finance Institute Research Paper Series 17-18, Swiss Finance Institute.
• Jerome L Kreuser & Didier Sornette, 2017. "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series 17-33, Swiss Finance Institute.
• Guilherme Demos & Didier Sornette, 2018. "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series 18-20, Swiss Finance Institute.
• Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," La Lettre du CEPII, CEPII research center, issue 373.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01459839, HAL.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Post-Print hal-01459839, HAL.
• Cecilia Bellora & Jean Fouré, 2017. "Retrait des États-Unis de l’Accord de Paris : le relais encourageant des initiatives locales," La Lettre du CEPII, CEPII research center, issue 380.
• Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU, 2017. "Aspects Of Seasonality Touristic Activity Specific To Mamaia Station," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 13, pages 73-78, May.
• Fabrizio Orrego, 2017. "Precios de viviendas en Lima," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 7, pages 237-265, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 47-59.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Working Papers 2014-008, Banco Central de Reserva del Perú.
• Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
  • Ricardo Crisóstomo & Lorena Couso, 2017. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  • Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org, revised May 2018.
• Xiomara Pulido, 2017. "Extracción dinámica óptima de gas y petróleo en Colombia: retos del uso simultáneo de dos recursos naturales," Documentos CEDE 15731, Universidad de los Andes, Facultad de Economía, CEDE.
• Xiomara Pulido, 2017. "Extracción dinámica óptima de gas y petróleo en Colombia: retos del uso simultáneo de dos recursos naturales," DOCUMENTOS CEDE 015732, UNIVERSIDAD DE LOS ANDES-CEDE.
• Jorge Tovar & Andrés Clavijo & Julián Cárdenas, 2017. "A strategy to predict association football players’ passing skills," Documentos CEDE 15821, Universidad de los Andes, Facultad de Economía, CEDE.
• Santiago Medina Hurtado & Jorge Restrepo-Morales & Alejandro Bedoya, 2017. "Pérdidas esperadas y detrimento patrimonial por hurto de vehículos en Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 36(71), pages 261-292, July.
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2017. "Measuring firm size distribution with semi-nonparametric densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 35-47.
  • Lina Cortés & Andrés Mora-Valencia & Javier Perote, 2017. "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público 15300, Universidad EAFIT.
• Astrid Martínez Ortiz & Jairo Núñez & Martha Delgado, 2017. "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia," Informes de Investigación 16042, Fedesarrollo.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017. "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 36(63), pages 95-135, January.
• Lya Paola Sierra Suárez & Jaime Andrés Collazos-Rodríguez & Johana Sanabria-Domínguez & Pavel Vidal-Alejandro, 2017. "La construcción de indicadores de la actividad económica: una revisión bibliográfica," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 36(64), pages 79-107, October.
• Daniel Felipe Cuervo & Camilo Ernesto Gómez & Miguel Antonio Melo & José Gregorio Ojeda, 2017. "Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016," Econógrafos, Escuela de Economía 15378, Universidad Nacional de Colombia, FCE, CID.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2016. "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada 74, Universidad de Antioquia, Departamento de Economía.
  • Barrientos Marín, Jorge Hugo & Toro Martínez, Mónica, 2017. "Sobre los fundamentales del precio de la energía eléctrica : evidencia empírica para Colombia," Borradores Departamento de Economía 17497, Universidad de Antioquia, CIE.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2017. "Análisis de los fundamentales del precio de la energía eléctrica: evidencia empírica para Colombia," Revista de Economía del Caribe, Universidad del Norte, vol. 0(0), pages 1-26, July.
• Gustavo Rodríguez Albor & James Frasser Camargo & Deisy Andapiña Acosta, 2017. "Desarrollo sostenible, modelo extractivista e inversión extranjera en Colombia," Revista de Economía del Caribe, Universidad del Norte, vol. 0(0), pages 1-19, July.
• Anahí Montserrat Torres Oliveros & Arturo Morales Castro & José Luis Alcalá Villarreal, 2017. "Análisis del impacto por nueva regulación a las sofomes mexicanas," Revista de Economía del Caribe, Universidad del Norte, vol. 0(0), pages 1-33, July.
• Raul Ibarra & Luis M. Gomez-Zamudio, 2017. "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
  • Gómez-Zamudio, Luis M. & Ibarra, Raúl, 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," LSE Research Online Documents on Economics 123310, London School of Economics and Political Science, LSE Library.
  • Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers 2017-17, Banco de México.
• Preminger, Arie & Storti, Giuseppe, 2014. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper 59082, University Library of Munich, Germany.
  • PREMINGER Arie & STORTI Giuseppe, 2017. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE 2017015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
  • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
• Pawel Kaczmarczyk, 2017. "Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 41-57.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics 20180521, Federal Reserve Bank of New York.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021. "Economic predictions with big data: the illusion of sparsity," Working Paper Series 2542, European Central Bank.
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
• Mckenzie,David J. & Sansone,Dario & Mckenzie,David J. & Sansone,Dario, 2017. "Man vs. machine in predicting successful entrepreneurs : evidence from a business plan competition in Nigeria," Policy Research Working Paper Series 8271, The World Bank.
  • McKenzie, David & Sansone, Dario, 2017. "Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria," CEPR Discussion Papers 12523, C.E.P.R. Discussion Papers.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers 201739, University of Pretoria, Department of Economics.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017. "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers 6217, Center for Quantitative Economics (CQE), University of Muenster.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2017. "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS 25392, Universidad Carlos III de Madrid. Departamento de Estadística.
• João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019. "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 773-787, December.
  • Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017. "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS 25985, Universidad Carlos III de Madrid. Departamento de Estadística.
• Gonzalo Ruiz Díaz, 2017. "¿Están las proyecciones oficiales del PBI de los países de América Latina y El Caribe sesgadas hacia abajo?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 40(114), pages 236-246, Septiembr.
• Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O., 2018. "Revisiting the forecasting accuracy of Phillips curve: The role of oil price," Energy Economics, Elsevier, vol. 70(C), pages 334-356.
  • Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017. "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers 022, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers 025, Centre for Econometric and Allied Research, University of Ibadan.
• Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
  • Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Raymond Swaray, 2020. "Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 3, pages 47-71, World Scientific Publishing Co. Pte. Ltd..
  • Afees A. Salisu & Raymond Swaray, 2017. "Forecasting the return volatility of energy prices: A GARCH MIDAS approach," Working Papers 029, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Umar B. Ndako, 2017. "A new look at the stock price-exchange rate nexus," Working Papers 031, Centre for Econometric and Allied Research, University of Ibadan.
• Salisu, Afees A. & Ndako, Umar B., 2018. "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
  • Afees A. Salisu & Umar B. Ndako, 2017. "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers 038, Centre for Econometric and Allied Research, University of Ibadan.
• Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
  • Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
• Răzvan BOLOGA & Ana Ramona LUPU, 2017. "A Model for Predicting Future Demand for ICT Specialists in Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 151-168.
• Narges TALEBIMOTLAGH & Farzad HASHEMZADEH & Amir RIKHTEHGAR GHIASI & Sehraneh GHAEMI, 2017. "A Novel Method of Modeling Dynamic Evolutionary Game with Rational Agents for Market Forecasting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 281-302.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017. "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 197-210.
• Konstantin A. Kholodilin & Claus Michelsen, 2017. "No Germany-Wide Housing Bubble but Overvaluation in Regional Markets and Segments," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 7(25/26), pages 255-264.
• Konstantin A. Kholodilin & Claus Michelsen, 2017. "Keine Immobilienpreisblase in Deutschland – aber regional begrenzte Übertreibungen in Teilmärkten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 84(25), pages 503-513.
• Benjamin Beckers & Konstantin A. Kholodilin & Dirk Ulbricht, 2017. "Reading between the Lines: Using Media to Improve German Inflation Forecasts," Discussion Papers of DIW Berlin 1665, DIW Berlin, German Institute for Economic Research.
• Roy Verbaan & Wilko Bolt & Carin van der Cruijsen, 2017. "Using debit card payments data for nowcasting Dutch household consumption," DNB Working Papers 571, Netherlands Central Bank, Research Department.
• Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
• Strasser, Georg, 2017. "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, vol. 37.
• Sousa, João & Falagiarda, Matteo, 2017. "Forecasting euro area inflation using targeted predictors: is money coming back?," Working Paper Series 2015, European Central Bank.
• Sarlin, Peter & von Schweinitz, Gregor, 2021. "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 100-123, January.
  • Sarlin, Peter & von Schweinitz, Gregor, 2015. "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers 6/2015, Halle Institute for Economic Research (IWH).
  • Sarlin, Peter & von Schweinitz, Gregor, 2017. "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series 2025, European Central Bank.
• Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2020. "Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector," Journal of Banking & Finance, Elsevier, vol. 112(C).
  • Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017. "Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector," Working Paper Series 2096, European Central Bank.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
• Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017. "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 166-174.
• Khalil Abbasi Museloo & Shaker Abartavi, 2017. "Incorrect Pricing Impact on Investment and the Capital Structure of Companies with Financial Constraints," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 319-324.
• Mehdi Behrad-Amin & Gholamreza Zamanian & Marzie Esfandiari, 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)," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 342-351.
• Abbas Taleb Bidokhti & Ali Akbar Esmailpour, 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," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 404-410.
• Ghazi Al-Assaf, 2017. "An Early Warning System for Currency Crisis: A Comparative Study for the Case of Jordan and Egypt," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 43-50.
• Shahram Fattahi & Kiomars Sohaili & Hamed Monkaresi & Fatemeh Mehrabi, 2017. "Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 569-574.
• Morteza Doosti Seyyed Shekari & Babak Jamshidinavid, 2017. "Study of Information Asymmetry Effect on Price Synchronism in Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 343-346.
• Daniel Toth & Lenka Kuc rkov, 2017. "Macroeconomic Prognosis of Employment in the Czech Republic," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 730-736.
• Songul Cinaroglu, 2017. "A Fresh Look at Out-of-Pocket Health Expenditures after More than a Decade Health Reform Experience in Turkey: A Data Mining Application," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 33-40.
• Lana V. L. Costa-Silva & Vinicio S. Almeida & Felipe M. Pimenta & Giovanna T. Segantini, 2017. "Time Span does Matter for Offshore Wind Plant Allocation with Modern Portfolio Theory," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 188-193.
• Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh, 2017. "Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo)," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 67-70.
• Neda Sharifi Asadi Malafe & Masoud Ahmadi & Fahime Baei, 2017. "The Relationship between Demographic Characteristics with Information and Communication Technology and Empowerment in General Organizations (Case Study: Sari Municipality)," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 71-75.
• Rasool Sarihi Asfestani & Mehraban Hadi Peykani & Akbar Eetebaryan, 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 Dev," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 226-232.
• Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh, 2017. "Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil)," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 233-236.
• Mahdi Rezapour & Mehraban Hadi Peykani, 2017. "Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 237-243.
• Fahime Baei & Masoud Ahmadi & Neda Sharifi Asadi Malafeh & Abbasali Baee, 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)," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 244-249.
• Azade Aryana & Reza Ameri Siyahouei & Tahereh Mahmoudi, 2017. "Investigating the Relationship between Employee Empowerment and the Development of an Entrepreneurial Culture at Fatemieh Technical and Vocational University of Bandar Abbas," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 250-255.
• Bella, Giovanni, 2017. "Homoclinic bifurcation and the Belyakov degeneracy in a variant of the Romer model of endogenous growth," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 452-460.
• Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2017. "The dynamics of hours worked and technology," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 67-82.
  • Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Working Papers 1238, Banco de España.
• Wei, Yu & Cao, Yang, 2017. "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, vol. 61(C), pages 147-155.
• Paret, Anne-Charlotte, 2017. "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Economic Modelling, Elsevier, vol. 63(C), pages 26-45.
  • Anne-Charlotte Paret, 2017. "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Post-Print hal-01590005, HAL.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
  • Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 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," Working papers 473, Banque de France.
• Doumpos, Michael & Hasan, Iftekhar & Pasiouras, Fotios, 2017. "Bank overall financial strength: Islamic versus conventional banks," Economic Modelling, Elsevier, vol. 64(C), pages 513-523.
• Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017. "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, vol. 66(C), pages 132-138.
• Pop, Raluca-Elena, 2017. "A small-scale DSGE-VAR model for the Romanian economy," Economic Modelling, Elsevier, vol. 67(C), pages 1-9.
• Siliverstovs, Boriss, 2017. "Dissecting models' forecasting performance," Economic Modelling, Elsevier, vol. 67(C), pages 294-299.
  • Boriss Siliverstovs, 2015. "Dissecting Models' Forecasting Performance," KOF Working papers 15-397, KOF Swiss Economic Institute, ETH Zurich.
• Zhang, Heng-Guo & Su, Chi-Wei & Song, Yan & Qiu, Shuqi & Xiao, Ran & Su, Fei, 2017. "Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model," Economic Modelling, Elsevier, vol. 67(C), pages 355-367.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017. "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 38-55.
• Li, Leon, 2017. "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 116-135.
• Jung, Alexander, 2017. "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 421-432.
• Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat, 2017. "Efficient modelling and forecasting with range based volatility models and its application," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 448-460.
• Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
• Xie, Tian, 2017. "Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics," Economics Letters, Elsevier, vol. 151(C), pages 119-122.
• Bürgi, Constantin, 2017. "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, vol. 154(C), pages 113-116.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  • Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
  • Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
  • Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
• Fosten, Jack, 2017. "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, vol. 157(C), pages 71-74.
• Zhang, Keyi & Gençay, Ramazan & Ege Yazgan, M., 2017. "Application of wavelet decomposition in time-series forecasting," Economics Letters, Elsevier, vol. 158(C), pages 41-46.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017. "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, vol. 161(C), pages 5-9.
• Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
  • Atsushi Inoue & Lu Jin & Barbara Rossi, 2014. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers 1435, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2016.
  • Lu Jin & Atsushi Inoue & Barbara Rossi, 2015. "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers 768, Barcelona School of Economics.
• Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
• Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017. "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, vol. 201(2), pages 333-347.
• Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
  • J. Sebastián Amador-Torres, 2016. "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia 958, Banco de la Republica de Colombia.
• Roesel, Felix, 2017. "The causal effect of wrong-hand drive vehicles on road safety," Economics of Transportation, Elsevier, vol. 11, pages 15-22.
  • Roesel, Felix, 2017. "The causal effect of wrong-hand drive vehicles on road safety," CEPIE Working Papers 15/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2017. "Who creates jobs? Econometric modeling and evidence for Austrian firm level data," European Economic Review, Elsevier, vol. 91(C), pages 57-71.
  • Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Paper Series 205, WU Vienna University of Economics and Business.
  • Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Papers wuwp205, Vienna University of Economics and Business, Department of Economics.
• Meinen, Philipp & Roehe, Oke, 2017. "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," European Economic Review, Elsevier, vol. 92(C), pages 161-179.
  • Meinen, Philipp & Röhe, Oke, 2016. "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," Discussion Papers 48/2016, Deutsche Bundesbank.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017. "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1085-1096.
  • Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016. "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers 596, Bank of England.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  • George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
• Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
• Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2017. "Relation between higher order comoments and dependence structure of equity portfolio," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 101-120.
• Nonejad, Nima, 2017. "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 131-154.
• Fries, Christian P. & Nigbur, Tobias & Seeger, Norman, 2017. "Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 175-198.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017. "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 199-211.
• Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
  • Han, Xing & Li, Youwei, 2016. "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers 2016-07, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, revised 12 Jan 2017.
• Risse, Marian & Ohl, Ludwig, 2017. "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 158-176.
• Virág, Miklós & Nyitrai, Tamás, 2017. "Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján [Predicting the liquidation of Hungarian firms using a time series of their financial ratios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 305-324.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017. "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, KSP Journals, vol. 4(4), pages 388-399, December.
• Ron W. NIELSEN, 2017. "Application of differential equations in projecting growth trajectories," Journal of Economics Bibliography, KSP Journals, vol. 4(3), pages 203-221, September.
• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
  • Vahagn Grigoryan & Arpine Dallakyan, 2007. "Equilibrium Real Exchange Rate Model of Armenia," Working Papers 1, Central Bank of Armenia.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," Working Papers 8, Central Bank of Armenia.
  • Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017. "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J.
• Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
• Michael McAleer & Xiao-Guang Yue, 2017. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 154-162.
  • Yue, X-G. & Gao, R. & McAleer, M.J., 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Econometric Institute Research Papers EI2016-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration based on the Opposite Degree Algorithm," Tinbergen Institute Discussion Papers 16-027/III, Tinbergen Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE 2016-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Aumnad Phdungsilp, 2017. "Projections of Energy Use and Carbon Emissions for Bangkok,Thailand," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 248-257.
• Narongdech Keeratipranon & Phatcharasak Phawanaphinyo, 2017. "Optimal Active Energy Loss with Feeder Routing and Renewable Energy for Smart Grid Distribution," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 269-278.
• Robert Lehmann & Klaus Wohlrabe, 2017. "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
  • Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
  • Lehmann, Robert & Wohlrabe, Klaus, 2017. "Boosting and regional economic forecasting: the case of Germany," Munich Reprints in Economics 49919, University of Munich, Department of Economics.
• Pulido Sanroman, Antonio, 2017. "La predicción en Economía: Posibilidades y limitaciones/Prediction in Economics: Possibilities and Limitations," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 215-228, Mayo.
• Parra Márquez, Juan Carlos, 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 Ec," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 443-464, Mayo.
• López Menéndez, Ana Jesús & Pérez Suárez, Rigoberto, 2017. "Forecasting Performance and Information Measures. Revisiting the M-Competition /Evaluación de Predicciones y Medidas de Información. Reexamen de la M-Competición," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 299-314, Mayo.
• Benchimol, Andrés, 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 ," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 341-366, Mayo.
• López, Ana M. & Flores, Mario A. & Sánchez, Juan I., 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 Seri," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 395-418, Mayo.
• Magdalena Petrovska & Gani Ramadani & Nikola Naumovski & Biljana Jovanovic, 2017. "Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting," Working Papers 2017-06, National Bank of the Republic of North Macedonia.
• Mohammad Reza Farzanegan & Mai Hassan, 2017. "The Impact of Economic Globalization on the Shadow Economy in Egypt," CESifo Working Paper Series 6424, CESifo.
  • Mohammad Reza Farzanegan & Mai Hassan, 2017. "The impact of economic globalization on the shadow economy in Egypt," MAGKS Papers on Economics 201718, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Radim Farana & Ivo Formánek & Cyril Klimeš & Bogdan Walek, 2017. "System Modelling and Decision Making System Based on Fuzzy Expert System," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 3(2), pages 118-122.
• Aleksandra Hałka & Jacek Kotłowski, 2017. "Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1812-1835, August.
  • Aleksandra Hałka & Jacek Kotłowski, 2016. "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers 232, Narodowy Bank Polski.
• Christoph Anders & Max Groneck, 2017. "The Optimal Portfolio of PAYG Benefits and Funded Pensions in Germany," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(3), pages 255-291, September.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01442618, HAL.
  • Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne 17006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Armagan Tuna Aktuna-Gunes & Okay Gunes, 2017. "Time Use Elasticity of Substitution Estimates Conditional on Working Time Available," Documents de travail du Centre d'Economie de la Sorbonne 17016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Antoine Kornprobst, 2017. "Winning Investment Strategies Based on Financial Crisis Indicators," Documents de travail du Centre d'Economie de la Sorbonne 17039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Documents de travail du Centre d'Economie de la Sorbonne 17058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• David T. Frazier & Gael M. Martin & Christian P. Robert & Judith Rousseau, 2017. "Asymptotic properties of approximate Bayesian computation," Monash Econometrics and Business Statistics Working Papers 12/17, Monash University, Department of Econometrics and Business Statistics.
• Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017. "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers 19/17, Monash University, Department of Econometrics and Business Statistics.
• Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
  • Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
• Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman, 2017. "Coherent Probabilistic Forecasts for Hierarchical Time Series," Monash Econometrics and Business Statistics Working Papers 3/17, Monash University, Department of Econometrics and Business Statistics.
• David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt, 2017. "Construction and visualization of optimal confidence sets for frequentist distributional forecasts," Monash Econometrics and Business Statistics Working Papers 9/17, Monash University, Department of Econometrics and Business Statistics.
• Raïsa Basselier & David de Antonio Liedo & Geert Langenus,, 2017. "Nowcasting real economic activity in the euro area : Assessing the impact of qualitative surveys," Working Paper Research 331, National Bank of Belgium.
• Alessia Paccagnini, 2017. "Forecasting with FAVAR: macroeconomic versus financial factors," NBP Working Papers 256, Narodowy Bank Polski.
• Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
  • Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
• Hunt Allcott & Matthew Gentzkow, 2017. "Social Media and Fake News in the 2016 Election," NBER Working Papers 23089, National Bureau of Economic Research, Inc.
• Ulrich K. Müller & Mark W. Watson, 2017. "Long-Run Covariability," NBER Working Papers 23186, National Bureau of Economic Research, Inc.
• Jonathan M.V. Davis & Sara B. Heller, 2020. "Rethinking the Benefits of Youth Employment Programs: The Heterogeneous Effects of Summer Jobs," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 664-677, October.
  • Jonathan M.V. Davis & Sara B. Heller, 2017. "Rethinking the Benefits of Youth Employment Programs: The Heterogeneous Effects of Summer Jobs," NBER Working Papers 23443, National Bureau of Economic Research, Inc.
• Andrés F. Barrientos & Alexander Bolton & Tom Balmat & Jerome P. Reiter & John M. de Figueiredo & Ashwin Machanavajjhala & Yan Chen & Charles Kneifel & Mark DeLong, 2017. "A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government," NBER Working Papers 23534, National Bureau of Economic Research, Inc.
• Gorodnichenko, Yuriy & Lee, Byoungchan, 2017. "A Note on Variance Decomposition with Local Projections," Department of Economics, Working Paper Series qt8878h9r2, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Yuriy Gorodnichenko & Byoungchan Lee, 2017. "A Note on Variance Decomposition with Local Projections," NBER Working Papers 23998, National Bureau of Economic Research, Inc.
• Hom Nath Gaire, 2017. "Forecasting NEPSE Index: An ARIMA And GARCH Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 29(1), pages 53-68, April.
• Evgenia Vasileva, 2017. "Creating of Something from Nothing. Methodic. Applying the Principles of Chaos and Complex Systems in a Learning Environment," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-186, October.
• Maria Chiara Cavalleri & Yvan Guillemette, 2017. "A revised approach to trend employment projections in long-term scenarios," OECD Economics Department Working Papers 1384, OECD Publishing.
• Yvan Guillemette & Alexandre Kopoin & David Turner & Andrea De Mauro, 2017. "A revised approach to productivity convergence in long-term scenarios," OECD Economics Department Working Papers 1385, OECD Publishing.
• Alberto Marino & David Morgan & Luca Lorenzoni & Chris James, 2017. "Future trends in health care expenditure: A modelling framework for cross-country forecasts," OECD Health Working Papers 95, OECD Publishing.
• Niematallah Elamin & Mototsugu Fukushige, 2017. "Integrating judgment in statistical demand forecasting: An approach to confront uncertainty," Discussion Papers in Economics and Business 17-20, Osaka University, Graduate School of Economics.
• Elamin, Niematallah & Fukushige, Mototsugu, 2018. "Modeling and forecasting hourly electricity demand by SARIMAX with interactions," Energy, Elsevier, vol. 165(PB), pages 257-268.
  • Niematallah Elamin & Mototsugu Fukushige, 2017. "Modeling and Forecasting Hourly Electricity Demand by SARIMAX with Interactions," Discussion Papers in Economics and Business 17-28, Osaka University, Graduate School of Economics.
• Robert A. Cord, 2017. "The London and Cambridge Economic Service: history and contributions," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 41(1), pages 307-326.
• João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017. "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 247-285.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
  • Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers 15-140/III, Tinbergen Institute, revised 19 Apr 2017.
• Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2017. "Hedge Fund Replication: A Model Combination Approach," Review of Finance, European Finance Association, vol. 21(4), pages 1767-1804.
• Frank J. Fabozzi & Ahmet K. Karagozoglu & Na Wang, 2017. "Effects of Spot Market Short-Sale Constraints on Index Futures Trading," Review of Finance, European Finance Association, vol. 21(5), pages 1975-2005.
• Christian Brownlees & Robert F. Engle, 2017. "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
  • Brownlees, Christian & Engle, Robert F., 2017. "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series 37, European Systemic Risk Board.
• Aivaz Kamer Ainur & Jugănaru Mariana & Jugănaru Ion Dănut, 2017. "The Seasonality in the Number of Overnight Stays by Residents in Romania and Bulgaria and Its Ranking in Connection to the EU Average Level," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 355-360, December.
• Jugănaru Ion DănuÈ› & Aivaz Kamer Ainur & Jugănaru Mariana, 2017. "Comparative Assessments of the Seasonality in "The Total Number of Overnight Stays" in Romania, Bulgaria and the European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 95-100, December.
• Simionescu, Mihaela, 2017. "Forecast Intervals for US/EURO Foreign Exchange Rate || Intervalos de pronóstico para los tipos de cambio US/EURO," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 23(1), pages 257-271, Junio.
• Alonso, Julio César & Rivera, Andrés Felipe, 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 t," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 23(1), pages 98-118, Junio.
• Caro, Norma Patricia & Arias, Ver—nica & Ortiz, Pablo, 2017. "Predicci—n de fracaso en empresas latinoamericanas utilizando el mŽtodo del vecino más cercano para predecir efectos aleatorios en modelos mixtos || Prediction of Failure in Latin-American Companies U," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 5-24, Diciembre.
• Erdely, Arturo, 2017. "Value at Risk and the Diversification Dogma || Valor en riesgo y el dogma de la diversificación," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 209-219, Diciembre.
• Rania Jammazi & Duc Khuong Nguyen, 2017. "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(11), pages 1352-1362, November.
• Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez, 2017. "Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models," Documentos de Trabajo / Working Papers 2017-436, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
• Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
• Blazej Mazur, 2017. "Probabilistic predictive analysis of business cycle fluctuations in Polish economy," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 12(3), pages 435-452, September.
• Tomasz Berent & Boguslaw Blawat & Marek Dietl & Przemyslaw Krzyk & Radoslaw Rejman, 2017. "Firm's default — new methodological approach and preliminary evidence from Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 12(4), pages 753-773, December.
• Tomasz Berent & Boguslaw Blawat & Marek Dietl & Radoslaw Rejman, 2017. "Firms’ Default – from Prediction Accuracy to Informational Capacity of Predictors," Working Papers 158/2017, Institute of Economic Research, revised May 2017.
• Blazej Mazur, 2017. "Density Forecasts of Polish Industrial Production: a Probabilistic Perspective on Business Cycle Fluctuations," Working Papers 75/2017, Institute of Economic Research, revised May 2017.
• Nuhu Isah & Abdul Talib Bon, 2017. "Application of Markov Model in Crude Oil Price Forecasting," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, vol. 3(8(25)), pages 1007-1012, August.
• Ganna Gridina, 2017. "Фінансовий Лізинг: Проблеми Та Перспективи Розвитку В Україні [Financial Leasing: Problems and Prospects of Development in Ukraine]," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, vol. 3(9(26)), pages 3019-3025, September.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023. "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
  • Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017. "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper 102602, University Library of Munich, Germany.
• Fajar, Muhammad & Hartini, Sri, 2017. "Inflation forecasting by hybrid singular spectrum analysis – multilayer perceptrons neural network method, case of Indonesia," MPRA Paper 105100, University Library of Munich, Germany, revised 11 May 2018.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2017. "Prévisions de l’inflation et de la croissance en zone CEMAC [Inflation and real growth forecasts in CEMAC zone]," MPRA Paper 116433, University Library of Munich, Germany.
• Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
• Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
• Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
• Pablo Pincheira Brown, 2022. "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
  • Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
• Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
  • Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
• BLINOV, Sergey, 2017. "Использование Взаимосвязи Между Ввп И Денежной Массой Для Экономического Прогнозирования [Economic Forecasting Based on the Relationship between GDP and Real Money Supply]," MPRA Paper 77475, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
• Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
  • Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
  • Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
• BLINOV, Sergey, 2017. "Economic Forecasting Based on the Relationship between GDP and Real Money Supply," MPRA Paper 78717, University Library of Munich, Germany.
• John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
  • Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
• Pyzhov, Vladislav & Pyzhov, Stanislav, 2017. "Comparison of methods of data mining techniques for the predictive accuracy," MPRA Paper 79326, University Library of Munich, Germany.
• Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017. "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper 79438, University Library of Munich, Germany.
• Davis, Brent, 2017. "“Negative Political Advertising: It’s All in the Timing”," MPRA Paper 79449, University Library of Munich, Germany.
• Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017. "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper 79748, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper 79911, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper 79934, University Library of Munich, Germany.
• Laura Bisio & Filippo Moauro, 2018. "Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 471-494, November.
  • Bisio, Laura & Moauro, Filippo, 2017. "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper 80211, University Library of Munich, Germany, revised 14 Jul 2017.
• Lindblad, Annika, 2017. "Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility," MPRA Paper 80266, University Library of Munich, Germany.
• Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component," MPRA Paper 80641, University Library of Munich, Germany.
• Nelimarkka, Jaakko, 2017. "Evidence on News Shocks under Information Deficiency," MPRA Paper 80850, University Library of Munich, Germany.
• Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
  • Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
• Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
• Raihan, Tasneem, 2017. "Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty," MPRA Paper 82343, University Library of Munich, Germany.
• Svetunkov, Ivan & Boylan, John Edward, 2017. "Multiplicative state-space models for intermittent time series," MPRA Paper 82487, University Library of Munich, Germany.
• Hegadekatti, Kartik & S G, Yatish, 2017. "The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks," MPRA Paper 82831, University Library of Munich, Germany, revised 16 May 2017.
• Hassett Kevin A. & Zhong Weifeng, 2021. "On the Observational Implications of Knightian Uncertainty," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 115-147, January.
  • Hassett, Kevin & Zhong, Weifeng, 2017. "On the Observational Implications of Knightian Uncertainty," MPRA Paper 82998, University Library of Munich, Germany.
• Brkic, Sabina & Hodzic, Migdat & Dzanic, Enis, 2017. "Fuzzy Logic Model of Soft Data Analysis for Corporate Client Credit Risk Assessment in Commercial Banking," MPRA Paper 83028, University Library of Munich, Germany, revised Nov 2017.
• Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
  • Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
• Zeynalov, Ayaz, 2017. "Forecasting Tourist Arrivals in Prague: Google Econometrics," MPRA Paper 83268, University Library of Munich, Germany.
• Graefe, Andreas & Armstrong, J. Scott & Jones, Randall J. & Cuzan, Alfred G., 2017. "Assessing the 2016 U.S. Presidential Election Popular Vote Forecasts," MPRA Paper 83282, University Library of Munich, Germany.
• Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
• Chhorn, Theara & Chaiboonsri, Chukiat, 2017. "Modelling and Forecasting Tourist Arrivals to Cambodia: An Application of ARIMA-GARCH Approach," MPRA Paper 83942, University Library of Munich, Germany, revised 27 Dec 2017.
• Tonnerre, Antoine, 2017. "Merger Simulations in the American Airline Industry," MPRA Paper 84395, University Library of Munich, Germany.
• Duc Khuong Nguyen & Thomas Walther, 2020. "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
  • Nguyen, Duc Khuong & Walther, Thomas, 2017. "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper 84464, University Library of Munich, Germany, revised Jan 2018.
  • Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
• Li, Longqing, 2017. "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper 85645, University Library of Munich, Germany.
• MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017. "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper 87545, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 28-49.
  • Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper 96276, University Library of Munich, Germany.
• Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017. "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers 201720, University of Pretoria, Department of Economics.
  • Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
• Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
  • Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers 201739, University of Pretoria, Department of Economics.
• Steven F. Koch, 2017. "Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments," Working Papers 201746, University of Pretoria, Department of Economics.
• Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018. "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(7), pages 705-719, November.
  • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017. "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers 201774, University of Pretoria, Department of Economics.
• Milan Fičura, 2017. "Forecasting Stock Market Realized Variance with Echo State Neural Networks," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2017(3), pages 145-155.
• Nikola Radivojevic & Jelena Jovovic, 2017. "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 300-316.
• Martina Miskolczi & Jitka Langhamrová, 2017. "Využití metody vícestavové demografie při analýze trhu práce [Utilization of Multistate Demography Method at the Labour Market Analysis]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(1), pages 82-95.
• Jan Vlachý, 2017. "Analýza daňových systémů středoevropských zemí pomocí statistické simulace [An Analysis of Central European Tax Systems Using Statistical Simulation]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(4), pages 410-423.
• Deaton, Angus & Cartwright, Nancy, 2018. "Understanding and misunderstanding randomized controlled trials," Social Science & Medicine, Elsevier, vol. 210(C), pages 2-21.
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," Working Papers august_25.pdf, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
  • Angus Deaton & Nancy Cartwright, 2017. "Understanding and misunderstanding randomized controlled trials," Working Papers 2017-10, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," NBER Working Papers 22595, National Bureau of Economic Research, Inc.
• Antoine A. Djogbenou, 2021. "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 470-503, April.
  • Antoine A. Djogbenou, 2017. "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper 1391, Economics Department, Queen's University.
• David L. Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach," Finance and Economics Discussion Series 2017-020, Board of Governors of the Federal Reserve System (U.S.).
  • David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
• Alain Kabundi & Asithandile Mbelu, 2021. "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
  • Alain Kabundi & Asi Mbelu, 2017. "Estimating a timevarying financial conditions index for South Africa," Working Papers 8008, South African Reserve Bank.
• Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, University of Reading.
• Lazar, Emese & Zhang, Ning, 2019. "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
  • Emese Lazar & Ning Zhang, 2017. "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance icma-dp2017-10, Henley Business School, University of Reading.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Online Appendix to "Financial conditions and density forecasts for US output and inflation"," Online Appendices 14-103, Review of Economic Dynamics.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Code and data files for "Financial conditions and density forecasts for US output and inflation"," Computer Codes 14-103, Review of Economic Dynamics.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Online Appendix to "Financial conditions and density forecasts for US output and inflation"," Online Appendices 14-103, Review of Economic Dynamics.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers 1, CReMFi, School of Economics and Finance, QMUL.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Code and data files for "Financial conditions and density forecasts for US output and inflation"," Computer Codes 14-103, Review of Economic Dynamics.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017. "Vulnerable Growth," 2017 Meeting Papers 1317, Society for Economic Dynamics.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018. "Vulnerable Growth," Liberty Street Economics 20180409, Federal Reserve Bank of New York.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
• Simon M. Potter & Giorgio Topa & Wilbert van den Klaauv, 2017. "The Advantages of Probabilistic Survey Questions," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 9(1), pages 1-32, June.
• Gustavo Rodriguez & Jorge Davalos, 2017. "El Potencial de Comercio del Acuerdo Trans-Pacifico para el Peru, un enfoque Gravitacional," Revista Internacional de Gestión del Conocimiento y la Tecnología (GECONTEC), Revista Internacional de Gestión del Conocimiento y la Tecnología (GECONTEC), vol. 5(2), pages 93-107, October.
• Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri, 2017. "Nowcasting Finnish Turnover Indexes Using Firm-Level Data," ETLA Working Papers 46, The Research Institute of the Finnish Economy.
• Elettra Agliardi & Thomas Alexopoulos & Christian Cech, 2019. "On the Relationship Between GHGs and Global Temperature Anomalies: Multi-level Rolling Analysis and Copula Calibration," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(1), pages 109-133, January.
  • Elettra Agliardi & Thomas Alexopoulos & Christian Cech, 2017. "On the relationship between GHGs and Global Temperature Anomalies: Multi-level rolling analysis and Copula calibration," Working Paper series 17-05, Rimini Centre for Economic Analysis.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
• Vadlamudi, Siddhartha, 2017. "Stock Market Prediction using Machine Learning: A Systematic Literature Review," American Journal of Trade and Policy, Asian Business Consortium, vol. 4(3), pages 123-128.
• Fossati, Sebastian, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-9, University of Alberta, Department of Economics.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2017. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 5-28.
• Aganin, Artem, 2017. "Forecast comparison of volatility models on Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 63-84.
• Makarov, Valerii & Bakhtizin, Albert & Sushko, Elena & Ageeva, Alina, 2017. "Simulation of the socio-economic system of the Eurasian continent using the agent-based models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 122-139.
• Behrad-Amin, Mehdi & Zamanian , Gholamreza & Esfandiari , Marziyeh, 2017. "The Impact of Oil Shocks on Foreign Trade in Iran: The Role of Inflation Targeting Policy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 4(1), pages 1-28, May.
• Emilian DOBRESCU, 2017. "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-28, June.
• Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.
• Akaev, Askar A. (Акаев, Аскар) & Sarygulov, Askar I. (Сарыгулов, Аскар) & Sokolov, Valentin N. (Соколов, Валентин), 2017. "On the Possibility of Dynamic Optimization of Output by Changing the Level of Income Inequality [О Динамической Оптимизации Роста Ввп Путем Изменения Уровня Неравенства Доходов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-23, December.
• Randall W. Jackson, 2017. "Technical Document for Computing Coal Dependent Employment Estimates," Working Papers Technical Document 2017-0, Regional Research Institute, West Virginia University.
• Madalina-Gabriela ANGHEL & Ana CARP & Marian SFETCU & Stefan Gabriel DUMBRAVA, 2017. "Econometric Model For Analyzing The Influence Of Factors On Final Consumption," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(10), pages 123-131, October.
• Madalina-Gabriela ANGHEL & Constantin ANGHELACHE & Georgiana NITA & Gyorgy BODO, 2017. "The Main Concepts Of The Eqcm Model And Data-Based Dvar Systems," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(7), pages 132-140, July.
• Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Zoica NICOLA & Radu STOICA, 2017. "Correction Of Equilibrum And Autoregressive Models Used In The Macroeconomic Forecast," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(7), pages 92-104, July.
• Julia Mortera & A. Philip Dawid, 2017. "A Note on Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0215, Department of Economics - University Roma Tre.
• Loretta Mastroeni & Pierluigi Vellucci, 2017. "“Chaos” In Energy And Commodity Markets: A Controversial Matter," Departmental Working Papers of Economics - University 'Roma Tre' 0218, Department of Economics - University Roma Tre.
• Davide De Gaetano, 2017. "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre' 0219, Department of Economics - University Roma Tre.
• Vincenzo Atella & Federico Belotti & Ludovico Carrino & Andrea Piano Mortari, 2017. "The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model," CEIS Research Paper 405, Tor Vergata University, CEIS, revised 08 May 2017.
• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
• Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017. "Spikes and memory in (Nord Pool) electricity price spot prices," CREATES Research Papers 2017-39, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017. "Spikes and memory in (Nord Pool) electricity price spot prices," CEIS Research Paper 422, Tor Vergata University, CEIS, revised 18 Dec 2017.
• Qing Zhou & Robert Faff, 2017. "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 113-139, February.
• Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017. "Exchange Rates and International Reserves in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 76-93, March.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017. "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
  • R. Ferreira, Alexandre & A. P. Santos, Andre, 2016. "On the choice of covariance specifications for portfolio selection problems," MPRA Paper 73259, University Library of Munich, Germany.
• Fida Hussain & Asif Mahmood, 2017. "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 13, pages 53-76.
• Fida Hussain & Asif Mahmood, 2017. "Predicting Inflation and Output in Pakistan: The Role of Yield Spread," SBP Working Paper Series 93, State Bank of Pakistan, Research Department.
• Witold Orzeszko, 2017. "Nonparametric prediction of nonlinear time series. A Monte Carlo study," Proceedings of International Academic Conferences 5107220, International Institute of Social and Economic Sciences.
• Jiri Prochazka & Matej Camaj, 2017. "Modelling the number of road accidents of uninsured drivers and their severity," Proceedings of International Academic Conferences 5408040, International Institute of Social and Economic Sciences.
• Taku Yamamoto & Hiroaki Chigira, 2017. "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences 5808110, International Institute of Social and Economic Sciences.
• Michał Chojnowski & Piotr Dybka, 2017. "Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(1), pages 1-21, June.
• Giovanni De Luca & Giampiero M. Gallo & Danilo Carità, 2017. "Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(2), pages 99-111, December.
• Waldemar Florczak, 2017. "Wpływ starzejącego się społeczeństwa na długookresowy wzrost gospodarczy Polski do roku 2050," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 73-104.
• Mihaela Simionescu, 2017. "Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania," Bulgarian Economic Papers bep-2017-06, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised May 2017.
• Elena Pelinescu & Mihaela Simionescu, 2017. "The Effects of the Recent Economic and Financial Crisis on the Romanian Economy," Working papers Globalization - Economic, Social and Moral Implications, April 2017 15, Research Association for Interdisciplinary Studies.
• Mihaela Simionescu & Mirel Daniel Simionescu, 2017. "The Connection between Foreign Direct Investment and Unemployment Rate in the United States," Working papers Globalization - Economic, Social and Moral Implications, April 2017 18, Research Association for Interdisciplinary Studies.
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
  • Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.
• Alain Galli, 2018. "Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
  • Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
• Thomas Lustenberger & Enzo Rossi, 2020. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
  • Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
  • Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
• Éric Heyer & Xavier Timbeau, 2017. "Chômage, déficit, dette publique. Quelles marges pour les cinq prochaines années ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 135-155.
  • Eric Heyer & Xavier Timbeau, 2017. "Chômage, déficit, dette publique: Quelles marges pour les cinq prochaines années ?," Sciences Po publications info:hdl:2441/302li69kth8, Sciences Po.
• Céline Antonin & Mathieu Plane & Raul Sampognaro, 2017. "Les comportements de consommation des ménages ont-ils été affectés par la crise de 2008 ?. Une analyse économétrique de cinq grands pays développés," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 177-225.
  • Céline Antonin & Mathieu Plane & Raul Sampognaro, 2017. "Les comportements de consommation des ménages ont-ils été affectés par la crise de 2008 ?: Une analyse économétirique de cinq grands pays développés," Sciences Po publications info:hdl:2441/3tajg3hkjq8, Sciences Po.
• Xin Li & Kyung-Min Nam, 2017. "One country, two “urban” systems: focusing on bimodality in China’s city-size distribution," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 59(2), pages 427-452, September.
• Ricardo Buettner, 2017. "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 247-265, August.
• Eric. W. K. See-To & Yang Yang, 2017. "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 283-296, August.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017. "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, vol. 52(1), pages 155-178, February.
  • Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015. "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207860, Italian Association of Agricultural and Applied Economics (AIEAA).
• Harri Pönkä, 2017. "Predicting the direction of US stock markets using industry returns," Empirical Economics, Springer, vol. 52(4), pages 1451-1480, June.
  • Pönkä, Harri, 2014. "Predicting the direction of US stock markets using industry returns," MPRA Paper 62942, University Library of Munich, Germany.
• Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
  • A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
• Constantin Bürgi & Tara M. Sinclair, 2017. "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, vol. 53(1), pages 101-115, August.
  • Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
• Fabian Krüger, 2017. "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, vol. 53(1), pages 235-246, August.
• Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
• Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
  • Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
• Dimitrios P. Louzis, 2017. "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, vol. 53(2), pages 569-598, September.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
  • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
• Vladimir Vovk, 2017. "The role of measurability in game-theoretic probability," Finance and Stochastics, Springer, vol. 21(3), pages 719-739, July.
• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
  • Voigt, Sebastian & Hinz, Oliver, 2016. "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84846, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Sami Oinonen & Maritta Paloviita, 2017. "How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 139-163, November.
• Amit K. Sinha & Philip A. Horvath & Robert C. Scott, 2017. "The real miss-specification in the forward rate premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 463-473, July.
• Beatriz Vaz de Melo Mendes & Victor Bello Accioly, 2017. "Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 631-658, October.
• Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2014. "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers e-14-001, Graduate School of Economics Project Center, Kyoto University.
• Christopher G. Gibbs, 2017. "Forecast combination, non-linear dynamics, and the macroeconomy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
  • Christopher Gibbs, 2015. "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers 2015-05, School of Economics, The University of New South Wales.
• Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017. "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
  • Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015. "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers 15-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
• Robert Lehmann & Klaus Wohlrabe, 2017. "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "The role of component-wise boosting for regional economic forecasting," MPRA Paper 68186, University Library of Munich, Germany, revised 03 Dec 2015.
  • Lehmann, Robert & Wohlrabe, Klaus, 2017. "Boosting and regional economic forecasting: the case of Germany," Munich Reprints in Economics 49919, University of Munich, Department of Economics.
  • Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
• Mikael Collan & Jyrki Savolainen & Pasi Luukka, 2017. "Investigating the effect of price process selection on the value of a metal mining asset portfolio," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 30(2), pages 107-115, July.
• Iñaki Bildosola & Pilar Gonzalez & Paz Moral, 2017. "An approach for modelling and forecasting research activity related to an emerging technology," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(1), pages 557-572, July.
• Wali Ullah, 2017. "Term structure forecasting in affine framework with time-varying volatility," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 453-483, August.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017. "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(1), pages 1-1.
• Bing Li, 2017. "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-5.
• Petrus Strydom, 2017. "Macro economic cycle effect on mortgage and personal loan default rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(6), pages 1-1.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017. "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 0, pages 1-1.
• Brian Stacey, 2017. "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 6(1), pages 1-3.
  • Stacey, Brian, 2016. "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," MPRA Paper 72815, University Library of Munich, Germany.
• Christian Brownlees & Robert F. Engle, 2017. "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
  • Brownlees, Christian & Engle, Robert F., 2017. "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series 37, European Systemic Risk Board.
• Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
  • Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
• Anthony Mouraud, 2017. "Innovative time series forecasting: auto regressive moving average vs deep networks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 4(3), pages 282-293, March.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," American Economic Review, American Economic Association, vol. 108(10), pages 3057-3103, October.
  • Rahul Deb & Mallesh Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers tecipa-578, University of Toronto, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2018. "Evaluating Strategic Forecasters," Working Papers 18-23, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Rahul Deb & Mallesh M. Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers 17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
• Gibbs, Christopher G. & Vasnev, Andrey L., 2024. "Conditionally optimal weights and forward-looking approaches to combining forecasts," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1734-1751.
  • Christopher G. Gibbs & Andrey L. Vasnev, 2017. "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers 2017-10, School of Economics, The University of New South Wales.
• Rachida Ouysse, 2017. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12, School of Economics, The University of New South Wales.
  • Rachida Ouysse, 2019. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12a, School of Economics, The University of New South Wales.
• R. Lehmann & K. Wohlrabe, 2017. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 24(4), pages 279-283, February.
  • Lehmann, Robert & Wohlrabe, Klaus, 2016. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," MPRA Paper 69611, University Library of Munich, Germany.
• Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  • Hännikäinen Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers 1606, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
• Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
  • O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
• Stavros Degiannakis & George Filis & George Palaiodimos, 2017. "Investments and uncertainty revisited: the case of the US economy," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4521-4529, September.
  • Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015. "Investments and uncertainty revisited: The case of the US economy," MPRA Paper 72083, University Library of Munich, Germany.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian, 2017. "Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4554-4566, September.
  • Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing, 2016. "Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks," Working Papers 2016-04, University of Tasmania, Tasmanian School of Business and Economics.
• Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017. "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 386-396, January.
  • Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Rianne Legerstee & Richard Paap, 2011. "Estimating Loss Functions of Experts," Tinbergen Institute Discussion Papers 11-177/4, Tinbergen Institute.
• Colin O’hare & Youwei Li, 2017. "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
  • O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, University Library of Munich, Germany.
• Francis X. Diebold & Minchul Shin, 2017. "Assessing point forecast accuracy by stochastic error distance," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 588-598, October.
  • Francis X. Diebold & Minchul Shin, 2014. "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive 14-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Minchul Shin, 2016. "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers 22516, National Bureau of Economic Research, Inc.
• Manabu Asai & Michael McAleer, 2017. "The impact of jumps and leverage in forecasting covolatility," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 638-650, October.
  • Asai, M. & McAleer, M.J., 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers EI 2015-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers 15-018/III, Tinbergen Institute.
• Sotirios Bersimis & Stavros Degiannakis & Dimitrios Georgakellos, 2017. "Real-time monitoring of carbon monoxide using value-at-risk measure and control charting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(1), pages 89-108, January.
  • Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015. "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper 65865, University Library of Munich, Germany.
• Gupta, Rangan & Kotzé, Kevin, 2017. "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, vol. 61(C), pages 270-278.
  • Rangan Gupta & Kevin Kotze, 2015. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers 201531, University of Pretoria, Department of Economics.
  • Rangan Gupta & Kevin Kotze, 2016. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series 2016-01, School of Economics, University of Cape Town.
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Bennedsen, Mikkel, 2017. "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, vol. 63(C), pages 301-313.
• Bataille, Chris & Melton, Noel, 2017. "Energy efficiency and economic growth: A retrospective CGE analysis for Canada from 2002 to 2012," Energy Economics, Elsevier, vol. 64(C), pages 118-130.
• Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco, 2017. "Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil," Energy Economics, Elsevier, vol. 64(C), pages 238-250.
• Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
• Zhang, Lei & Li, Yaoyu, 2017. "Regime-switching based vehicle-to-building operation against electricity price spikes," Energy Economics, Elsevier, vol. 66(C), pages 1-8.
• Campos, I. & Cortazar, G. & Reyes, T., 2017. "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, vol. 66(C), pages 194-204.
• Mirakyan, Atom & Meyer-Renschhausen, Martin & Koch, Andreas, 2017. "Composite forecasting approach, application for next-day electricity price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 228-237.
• Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017. "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, vol. 66(C), pages 337-348.
• Taylor, Nick, 2017. "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, vol. 66(C), pages 480-492.
• Sukcharoen, Kunlapath & Leatham, David J., 2017. "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, vol. 66(C), pages 493-507.
• Lyu, Yongjian & Wang, Peng & Wei, Yu & Ke, Rui, 2017. "Forecasting the VaR of crude oil market: Do alternative distributions help?," Energy Economics, Elsevier, vol. 66(C), pages 523-534.
• Han, Liyan & Lv, Qiuna & Yin, Libo, 2017. "Can investor attention predict oil prices?," Energy Economics, Elsevier, vol. 66(C), pages 547-558.
• Zhao, Yang & Li, Jianping & Yu, Lean, 2017. "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, vol. 66(C), pages 9-16.
• Ma, Feng & Wahab, M.I.M. & Huang, Dengshi & Xu, Weiju, 2017. "Forecasting the realized volatility of the oil futures market: A regime switching approach," Energy Economics, Elsevier, vol. 67(C), pages 136-145.
• Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.
  • Amélie Charles & Olivier Darné, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print hal-01598141, HAL.
• Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017. "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, vol. 68(C), pages 77-88.
• Croonenbroeck, Carsten & Hüttel, Silke, 2017. "Quantifying the economic efficiency impact of inaccurate renewable energy price forecasts," Energy, Elsevier, vol. 134(C), pages 767-774.
• Alexopoulos, Thomas A., 2017. "The growing importance of natural gas as a predictor for retail electricity prices in US," Energy, Elsevier, vol. 137(C), pages 219-233.
• Moral-Carcedo, Julián & Pérez-García, Julián, 2017. "Integrating long-term economic scenarios into peak load forecasting: An application to Spain," Energy, Elsevier, vol. 140(P1), pages 682-695.
• Degiannakis, Stavros & Potamia, Artemis, 2017. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 176-190.
  • Degiannakis, Stavros & Potamia, Artemis, 2016. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper 74670, University Library of Munich, Germany.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017. "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 52-66.
• Tunaru, Radu & Zheng, Teng, 2017. "Parameter estimation risk in asset pricing and risk management: A Bayesian approach," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 80-93.
• Svec, Jiri & Katrak, Xerxis, 2017. "Forecasting volatility with interacting multiple models," Finance Research Letters, Elsevier, vol. 20(C), pages 245-252.
• Chen, Cathy W.S. & Lin, Tsai-Yu, 2017. "Nonparametric tolerance limits for pair trading," Finance Research Letters, Elsevier, vol. 21(C), pages 1-9.
• Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas, 2017. "Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?," Finance Research Letters, Elsevier, vol. 21(C), pages 144-150.
• Klein, Tony & Walther, Thomas, 2017. "Fast fractional differencing in modeling long memory of conditional variance for high-frequency data," Finance Research Letters, Elsevier, vol. 22(C), pages 274-279.
• Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng, 2017. "On the short-term predictability of stock returns: A quantile boosting approach," Finance Research Letters, Elsevier, vol. 22(C), pages 35-41.
• Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017. "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, vol. 22(C), pages 95-100.
• Lyócsa, Štefan & Molnár, Peter, 2017. "The effect of non-trading days on volatility forecasts in equity markets," Finance Research Letters, Elsevier, vol. 23(C), pages 39-49.
• Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
  • Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
• Kolo, Horst & Tzanova, Polia, 2017. "Forecasting the German forest products trade: A vector error correction model," Journal of Forest Economics, Elsevier, vol. 26(C), pages 30-45.
• Ince, Onur & Molodtsova, Tanya, 2017. "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 131-151.
• Lyócsa, Štefan & Molnár, Peter & Todorova, Neda, 2017. "Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 228-247.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
  • Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016. "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers 10/16, Monash University, Department of Econometrics and Business Statistics.
• Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
  • David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
• Tallman, Ellis W. & Zaman, Saeed, 2017. "Forecasting inflation: Phillips curve effects on services price measures," International Journal of Forecasting, Elsevier, vol. 33(2), pages 442-457.
  • Ellis W. Tallman & Saeed Zaman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland.
• Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
  • Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
• Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers 1184, Board of Governors of the Federal Reserve System (U.S.).
• Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers 1189, Board of Governors of the Federal Reserve System (U.S.).
• Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
  • António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
• Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017. "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
  • Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017. "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, vol. 33(4), pages 745-759.
  • Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Taylor, Nick, 2017. "Realised variance forecasting under Box-Cox transformations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 770-785.
• Bragoli, Daniela & Modugno, Michele, 2017. "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
  • Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
• D’Amuri, Francesco & Marcucci, Juri, 2017. "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 801-816.
  • Francesco D'Amuri & Juri Marcucci, 2012. "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers) 891, Bank of Italy, Economic Research and International Relations Area.
• Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
  • Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
• Kolev, Gueorgui I. & Karapandza, Rasa, 2017. "Out-of-sample equity premium predictability and sample split–invariant inference," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 188-201.
• Bella, Giovanni & Mattana, Paolo & Venturi, Beatrice, 2017. "Shilnikov chaos in the Lucas model of endogenous growth," Journal of Economic Theory, Elsevier, vol. 172(C), pages 451-477.
• Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017. "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 183-203.
• Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 28-49.
  • Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper 96276, University Library of Munich, Germany.
• David, Benjamin, 2017. "Computer technology and probable job destructions in Japan: An evaluation," Journal of the Japanese and International Economies, Elsevier, vol. 43(C), pages 77-87.
• Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
• Aepli, Matthias D. & Füss, Roland & Henriksen, Tom Erik S. & Paraschiv, Florentina, 2017. "Modeling the multivariate dynamic dependence structure of commodity futures portfolios," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 66-87.
• Ekici, Oya & Nemlioğlu, Karun, 2017. "Emerging economies’ short-term private external debt as evidence of economic crisis," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 232-246.
• Atashbar, Tohid & Arani, Abbas Assari & Antoun, Joseph & Bossert, Thomas, 2017. "Health reform policy-making: Fiscal sustainability matters (The case of Iran’s PresidentCare)," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1086-1101.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
• Mei, Dexiang & Liu, Jing & Ma, Feng & Chen, Wang, 2017. "Forecasting stock market volatility: Do realized skewness and kurtosis help?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 153-159.
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2017. "Measuring firm size distribution with semi-nonparametric densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 35-47.
  • Lina Cortés & Andrés Mora-Valencia & Javier Perote, 2017. "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público 15300, Universidad EAFIT.
• Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017. "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 276-284.
  • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
• Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017. "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
  • Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
• Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017. "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 269-279.
• Suh, Sangwon, 2017. "Sudden stops of capital flows to emerging markets: A new prediction approach," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 289-308.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017. "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 106-121.
  • Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
• Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
• Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
• Buncic, Daniel & Tischhauser, Martin, 2017. "Macroeconomic factors and equity premium predictability," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 621-644.
  • Buncic, Daniel & Tischhauser, Martin, 2015. "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series 1522, University of St. Gallen, School of Economics and Political Science.
• Jalles, João Tovar, 2017. "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 175-189.
• Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof, 2017. "True or spurious long memory in European non-EMU currencies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 217-230.
• Maggi, Bernardo, 2017. "A technology-based countries-interaction dynamic model for the study of European growth and stability: Were there the conditions for convergence?," Technological Forecasting and Social Change, Elsevier, vol. 125(C), pages 275-288.
• Jason Allen, 2017. "Loan pricing, stress testing and capital allocation," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(2), pages 39-64.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
• Kapetanios, George & Price, Simon & Young, Garry, 2018. "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, vol. 7(C), pages 1-17.
  • Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
  • George Kapetanios & Simon Price & Garry Young, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," CAMA Working Papers 2017-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kapetanios, G & Price, SG & Young, G, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Essex Finance Centre Working Papers 20328, University of Essex, Essex Business School.
• Thomas Goodwin & Jing Tian, 2017. "A state space approach to evaluate multi-horizon forecasts," CAMA Working Papers 2017-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Beili Zhu, 2017. "Forecasting the real price of oil under alternative specifications of constant and time-varying volatility," CAMA Working Papers 2017-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Raul Ibarra & Luis M. Gomez-Zamudio, 2017. "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 173-203, April.
  • Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers 2017-17, Banco de México.
  • Gómez-Zamudio, Luis M. & Ibarra, Raúl, 2017. "Are daily financial data useful for forecasting GDP? Evidence from Mexico," LSE Research Online Documents on Economics 123310, London School of Economics and Political Science, LSE Library.
• Dassios, Angelos & Zhao, Hongbiao, 2017. "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics 74205, London School of Economics and Political Science, LSE Library.
• Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
  • Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018. "ALICE: A new inflation monitoring tool," Working Paper Series 2175, European Central Bank.
• Alberto Urtasun & Mara Gil & Javier J. Perez, 2017. "Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data," EcoMod2017 10745, EcoMod.
• Jaume García & Levi Pérez & Plácido Rodríguez, 2017. "Forecasting football match results: are the many smarter than the few?," Chapters, in: Plácido Rodríguez & Brad R. Humphreys & Robert Simmons (ed.), The Economics of Sports Betting, chapter 5, pages 71-91, Edward Elgar Publishing.
  • García, Jaume & Pérez, Levi & Rodríguez, Plácido, 2016. "Forecasting football match results: Are the many smarter than the few?," MPRA Paper 69687, University Library of Munich, Germany.
• Worawuth Kongsilp & Cesario Mateus, 2017. "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing Limited, vol. 7(1), pages 33-66, February.
• Worawuth Kongsilp & Cesario Mateus, 2017. "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing Limited, vol. 7(1), pages 33-66, February.
• Dilip Kumar & Srinivasan Maheswaran, 2017. "Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(4), pages 506-526, October.
• Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(11), pages 1141-1152, November.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Documentos de Trabajo del ICAE 2017-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J., 2017. "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers TI 2017-017/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers 17-017/III, Tinbergen Institute.
• Rocío Elizondo, 2017. "Pronósticos de la estructura temporal de las tasas de interés en México con base en un modelo afín," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 32(2), pages 213-253.
• Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
• Kapetanios, George & Price, Simon & Young, Garry, 2018. "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, vol. 7(C), pages 1-17.
  • Kapetanios, George & Price, Simon & Young, Garry, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers 699, Bank of England.
  • Kapetanios, G & Price, SG & Young, G, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Essex Finance Centre Working Papers 20328, University of Essex, Essex Business School.
  • George Kapetanios & Simon Price & Garry Young, 2017. "A UK financial conditions index using targeted data reduction: forecasting and structural identification," CAMA Working Papers 2017-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Dorin JULA & Nicolae Marius JULA, 2017. "Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 3(1), pages 3-20, June.
• Caterina Astarita & Gaetano D'Adamo, 2017. "Inequality and Structural Reforms: Methodological Concerns and Lessons from Policy," European Economy - Discussion Papers 071, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Matan Mayer & Martin Bechthold, 2017. "Development of policy metrics for circularity assessment in building assemblies," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2017(1-2), pages 57-84.
• Matej Nevrla, 2017. "Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach," Working Papers IES 2017/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2017.
• Benchimol, Jonathan & El-Shagi, Makram, 2020. "Forecast performance in times of terrorism," Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
  • Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
  • Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
  • Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
• Makram El-Shagi & Yizhuang Zheng, 2022. "Money Demand in China: A Meta Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(1), pages 145-163, January.
  • Makram El-Shagi & Yizhuang Zheng, 2017. "Money Demand in China: A Meta-Study," CFDS Discussion Paper Series 2017/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
• Hovick Shahnazarian & Martin Solberger & Erik Spånberg, 2017. "Forecasting and Analysing Corporate Tax Revenues in Sweden Using Bayesian VAR Models," Finnish Economic Papers, Finnish Economic Association, vol. 28(1), pages 50-74, Autumn.
• Michelle L. Barnes & Giovanni P. Olivei, 2017. "Financial variables and macroeconomic forecast errors," Working Papers 17-17, Federal Reserve Bank of Boston.
• Knotek, Edward S. & Zaman, Saeed, 2019. "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
  • Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
• Christian Garciga & Edward S. Knotek, 2017. "Forecasting GDP Growth with NIPA Aggregates," Working Papers (Old Series) 1708, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
• Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
• Ayse Kabukcuoglu & Enrique Martínez-García & Mehmet Ali Soytas, 2017. "Exploring the Nexus between Inflation and Globalization under Inflation Targeting through the Lens of New Zealand’s Experience," Koç University-TUSIAD Economic Research Forum Working Papers 1709, Koc University-TUSIAD Economic Research Forum.
  • Ayse Kabukcuoglu & Enrique Martínez García & Mehmet A. Soytas, 2017. "Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience," Globalization Institute Working Papers 308, Federal Reserve Bank of Dallas.
• Alessandro Barbarino & Efstathia Bura, 2017. "A Unified Framework for Dimension Reduction in Forecasting," Finance and Economics Discussion Series 2017-004, Board of Governors of the Federal Reserve System (U.S.).
• Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2017. "What's the Story? A New Perspective on the Value of Economic Forecasts," Finance and Economics Discussion Series 2017-107, Board of Governors of the Federal Reserve System (U.S.).
• Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
  • Pablo Guerrón-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.).
• David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
  • David L. Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach," Finance and Economics Discussion Series 2017-020, Board of Governors of the Federal Reserve System (U.S.).
• Berge, Travis J., 2018. "Understanding survey-based inflation expectations," International Journal of Forecasting, Elsevier, vol. 34(4), pages 788-801.
  • Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
• Todd Prono, 2017. "Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry," Finance and Economics Discussion Series 2017-095, Board of Governors of the Federal Reserve System (U.S.).
• Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers 1189, Board of Governors of the Federal Reserve System (U.S.).
• Thomas R. Cook & Aaron Smalter Hall, 2017. "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper RWP 17-11, Federal Reserve Bank of Kansas City.
  • Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019. "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
  • Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  • Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
  • Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2018. "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 43-92, September.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2017. "Do Phillips Curves Conditionally Help to Forecast Inflation?," Working Papers 17-26, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2015. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 15-16, Federal Reserve Bank of Philadelphia.
• Giampiero M. Gallo & Edoardo Otranto, 2018. "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 549-573, April.
  • Giampiero M. Gallo & Edoardo Otranto, 2017. "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive 2017_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Ludovic Dobbelaere & Igor Lebrun, 2017. "Working Paper 12-17 - Évaluation de la précision des prévisions à court terme du BFP - Une mise à jour [Working Paper 12-17 - Evaluatie van de nauwkeurigheid van de kortetermijnvooruitzichten van h," Working Papers 1712, Federal Planning Bureau, Belgium.
• Igor Lebrun, 2017. "Working Paper 13-17 - Évaluation de la précision des perspectives à moyen terme du BFP - Une mise à jour [Working Paper 13-17 - Evaluatie van de nauwkeurigheid van de middellangetermijnvooruitzicht," Working Papers 1713, Federal Planning Bureau, Belgium.
• Ludovic Dobbelaere & Igor Lebrun, 2017. "Working Paper 12-17 - Évaluation de la précision des prévisions à court terme du BFP - Une mise à jour [Working Paper 12-17 - Evaluatie van de nauwkeurigheid van de kortetermijnvooruitzichten va," Working Papers 201712, Federal Planning Bureau, Belgium.
• Igor Lebrun, 2017. "Working Paper 13-17 - Évaluation de la précision des perspectives à moyen terme du BFP - Une mise à jour [Working Paper 13-17 - Evaluatie van de nauwkeurigheid van de middellangetermijnvooruitzic," Working Papers 201713, Federal Planning Bureau, Belgium.
• Debnath, Deepayan & Babu, Suresh Chandra & Ghosh, Parijat & Helmer, Michael, 2017. "Impact of India’s National Food Security Act on domestic and international rice markets," IFPRI discussion papers 1635, International Food Policy Research Institute (IFPRI).
• Căpățînă Adrian-Nicolae, 2017. "Evaluarea riscului unui portofoliu de acțiuni utilizând metoda Value at Risk," Journal of Financial Studies, Institute of Financial Studies, vol. 3(2), pages 140-156, June.
• Adrian Nicolae Capatana, 2017. "Risk assessment of a stock portfolio using value-at-risk," Scientific Papers 0004, Institute of Financial Studies.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 10, pages 1-30, May.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 11, pages 1-27, June.
• Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-27, June.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Gorshkova Taisiya, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-24, July.
• Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Kaukin Andrey & Miller Evgenia & Tishchenko Tatiana, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-24, September.
• Bozhechkova Alexandra & Trunin Pavel & Shagaida Natalia & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Sokolov Ilya & Malinina Tatiana, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-24, September.
• Avraamova Elena & Loginov Dmitry & Bobylev Yuri & Rasenko Oleg & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Zaitsev Yuri, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-23, October.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Lyashok Viktor, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-27, December.
• Bobylev Yuri & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey, 2017. "This publication deals with the issues related to direct foreign investments, living standards, wages in educational institutions, short-term forecasting of GDP," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 23, pages 1-17, December.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 6, pages 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-26, April.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 1-30, May.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 1-27, June.
• Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 1-27, June.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Gorshkova Taisiya, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 14, pages 1-24, July.
• Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Kaukin Andrey & Miller Evgenia & Tishchenko Tatiana, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 15, pages 1-24, September.
• Bozhechkova Alexandra & Trunin Pavel & Shagaida Natalia & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Sokolov Ilya & Malinina Tatiana, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-24, September.
• Avraamova Elena & Loginov Dmitry & Bobylev Yuri & Rasenko Oleg & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Zaitsev Yuri, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-23, October.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V., 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Lyashok Viktor, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-27, December.
• Bobylev Yuri & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-17, December.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 1-26, April.
• Tsukhlo Sergey, 2017. "Russian industrial enterprises in 2016 (on business surveys’ findings)," Published Papers ppaper-2017-278, Gaidar Institute for Economic Policy, revised 2017.
• Tran Thanh Hoa, 2017. "Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models," IHEID Working Papers 05-2017, Economics Section, The Graduate Institute of International Studies.
• Martina Hengge & Seton Leonard, 2017. "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers 13-2017, Economics Section, The Graduate Institute of International Studies.
• Sonia de Lucas Santos & María Jesús Delgado Rodríguez, 2017. "Contribution of economic theory to the cyclical crisis: State of art in historical perspective," Economia Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Economicas y Sociales 'Jose Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Economicas, Administrativas y Financieras, Universidad Autonoma Gabriel Rene Moreno, vol. 2(3), pages 1-50.
• Adrien Lagarde & Abdoul Ahad-Cissé & Sophie Gourguet & Olivier Le Pape & Olivier Thébaud & Nathalie Caill-Milly & Gilles Morandeau & Claire Macher & Luc Doyen, 2017. "How MMEY mitigates bio-economic impacts of climate change on mixed fisheries," Cahiers du GREThA (2007-2019) 2017-22, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Sri Hapsari Wijayanti, 2017. "The Canvas Model as a Strategy for Improving Financial Profits: A Casey Study of Online Businesses in Indonesia," GATR Journals jber148, Global Academy of Training and Research (GATR) Enterprise.
• Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers 1189, Board of Governors of the Federal Reserve System (U.S.).
  • Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," La Lettre du CEPII, CEPII research center, issue 373.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Post-Print hal-01459839, HAL.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01459839, HAL.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne 17006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01442618, HAL.
• Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," La Lettre du CEPII, CEPII research center, issue 373.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01459839, HAL.
  • Lionel Fontagné & Jean Fouré, 2017. "La politique commerciale au service de la politique climatique," Post-Print hal-01459839, HAL.
• Paret, Anne-Charlotte, 2017. "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Economic Modelling, Elsevier, vol. 63(C), pages 26-45.
  • Anne-Charlotte Paret, 2017. "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Post-Print hal-01590005, HAL.
• Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.
  • Amélie Charles & Olivier Darné, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print hal-01598141, HAL.
• Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
  • Laurent Ferrara & Clément Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
  • Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
  • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
  • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Vanella, Patrizio, 2017. "Stochastische Prognose demografischer Komponenten auf Basis der Hauptkomponentenanalyse," Hannover Economic Papers (HEP) dp-597, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Vanella, Patrizio & Deschermeier, Philipp, 2017. "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP) dp-605, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Vanella, Patrizio, 2017. "Age- and Sex-Specific Fertility in Germany until the Year 2040 - The Impact of International Migration," Hannover Economic Papers (HEP) dp-606, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Franziska K. Kruse & Wolfgang Maennig, 2017. "The future development of world records," Working Papers 061, Chair for Economic Policy, University of Hamburg.
• Przemyslaw Zbierowski, 2017. "The Aspirations of New Technology-Based Firms in CEE and CIS Countries," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 11(3), pages 50-60.
• Olga Obraztsova & Tatiana Poliakova & Ekaterina Popovskaya, 2017. "The Choice of Funding Sources for Start-Ups in a Transitional Economy: The Ability to Predict in a National Context," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 11(3), pages 71-81.
• Victoria Golikova & Boris Kuznetsov, 2017. "Suboptimal Size: Factors Preventing the Growth of Russian Small and Medium-Sized Enterprises," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 11(3), pages 83-93.
• Evgeniy M. Ozhegov & Alina Ozhegova, 2017. "Regression Tree Model for Analysis of Demand with Heterogeneity and Censorship," HSE Working papers WP BRP 174/EC/2017, National Research University Higher School of Economics.
• Takeuchi-Nogimori, Asuka, 2017. "An Empirical Analysis of Nikkei 225 Options Using Realized GARCH Models," Economic Review, Hitotsubashi University, vol. 68(2), pages 97-113, April.
• Violeta DUTA, 2017. "Analysis and Modeling of NYSE Arca Oil & Gas Stock Index Returns," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 5(4), pages 48-62, December.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017. "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers) 8488, Inter-American Development Bank.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017. "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), vol. 23(3), pages 157-164.
• G.C. Imanov & H.S.Alieva & R.A.Yusifzadeh, 2017. "Financial Stability In Azerbaijan: The Application Of Fuzzy Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 19(3), pages 1-16, January.
• G.C. Imanov & H.S.Alieva & R.A.Yusifzadeh, 2017. "Financial Stability In Azerbaijan: The Application Of Fuzzy Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 19(3), pages 319-334, January.
• Bambang Pramono & Syachman Perdymer & Handri Adiwilaga & Nurkholisoh Ibnu Aman & Rio Khasananda & Saraswati & Illinia A. Riyadi & Bintari Dewi Darmaputri, 2017. "Quarterly Outlook On Monetary, Banking, And Payment System In Indonesia: Quarter Ii, 2017," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(1), pages 1-28, July.
• Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2017. "A daily indicator of economic growth for the euro area," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 43-63.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
• Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2017. "Consumers' Attitudes and Their Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 225-259, February.
  • Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2015. "Consumers' Attitudes and Their Inflation Expectations," Finance and Economics Discussion Series 2015-15, Board of Governors of the Federal Reserve System (U.S.).
• Stavroula A Chrysanthopoulou, 2017. "MILC: A Microsimulation Model of the Natural History of Lung Cancer," International Journal of Microsimulation, International Microsimulation Association, vol. 10(3), pages 5-26.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
  • Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
  • Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Proaño, Christian R. & Tarassow, Artur, 2018. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 60-71.
  • Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017. "Probabilistic forecasting of thunderstorms in the Eastern Alps," Working Papers 2017-25, Faculty of Economics and Statistics, Universität Innsbruck.
• José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía, 2017. "Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering," Working Papers 2017/07, Economics Department, Universitat Jaume I, Castellón (Spain).
• Dr. Sudeshna Ghosh, 2017. "Forecasting Exports of Tea from India : Application of Arima Model," Journal of Commerce and Trade, Society for Advanced Management Studies, vol. 12(2), pages 116-129, October.
• Bernard Njindan Iyke & Sin-Yu Ho, 2017. "Monetary uncertainty and the demand for money in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 1-15, October-D.
• Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem, 2017. "Econometric estimation of banking stocks," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(4), pages 207-237, October-D.
• Jose Cuesta & Gabriel Lara Ibarra, 2017. "Comparing Cross-Survey Micro Imputation and Macro Projection Techniques: Poverty in Post Revolution Tunisia," Journal of Income Distribution, Ad libros publications inc., vol. 25(1), pages 1-30, March.
• Heilemann Ullrich & Schnorr-Bäcker Susanne, 2017. "Could the start of the German recession 2008–2009 have been foreseen? Evidence from Real-Time Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(1), pages 29-62, February.
• William A. Barnett & Liting Su, 2017. "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach1," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201707, University of Kansas, Department of Economics, revised Oct 2017.
• Mihály Ormos & Dusán Timotity, 2017. "Expected downside risk and asset prices: characteristics of emerging and developed European markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(3), pages 529-546, August.
• Francesca Rondina, 2017. "An Econometric Learning Approach to Approximate Expectations in Empirical Macro Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(4), pages 437-438, November.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017. "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers 201598, University of Pretoria, Department of Economics.
• Esteban Fernández-Vázquez & Blanca Moreno, 2017. "Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator," Journal of Geographical Systems, Springer, vol. 19(4), pages 349-370, October.
• Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
  • Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
• Niels D. Gilbert & Jasper F.M. Jong, 2017. "Do European fiscal rules induce a bias in fiscal forecasts? Evidence from the Stability and Growth Pact," Public Choice, Springer, vol. 170(1), pages 1-32, January.
• Jing Xu & Michelle Hallack & Miguel Vazquez, 2017. "Applying a third party access model for China’s gas pipeline network: an independent pipeline operator and congestion rent transfer," Journal of Regulatory Economics, Springer, vol. 51(1), pages 72-97, February.
• Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2017. "Copula-based factor model for credit risk analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 949-971, November.
  • Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015. "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers 2015-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chulwoo Han & Frank C. Park & Jangkoo Kang, 2017. "A geometric treatment of time-varying volatilities," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1121-1141, November.
• Byeongdeuk Jang & Young Se Kim, 2017. "Driving Forces of Inflation Expectations," Korean Economic Review, Korean Economic Association, vol. 33, pages 207-237.
• Mihaela Simionescu, 2017. "The Impact Of Immigrants On The UK Economy," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 9(2), pages 31-46, June.
• Mirel-Daniel Simionescu, 2017. "Determinants of Foreign Direct Investments in Bulgaria and Romania in the Context of Recent Economic Crisis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 68-72, March.
• Iulian Lolea, 2017. "Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 79-86, September.
• Ayse Kabukcuoglu & Enrique Martínez García & Mehmet A. Soytas, 2017. "Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience," Globalization Institute Working Papers 308, Federal Reserve Bank of Dallas.
  • Ayse Kabukcuoglu & Enrique Martínez-García & Mehmet Ali Soytas, 2017. "Exploring the Nexus between Inflation and Globalization under Inflation Targeting through the Lens of New Zealand’s Experience," Koç University-TUSIAD Economic Research Forum Working Papers 1709, Koc University-TUSIAD Economic Research Forum.
• Florian Chatagny & Christian Stettler, 2017. "Fiscal Fore casting in a Federal Country: Does Space Matter?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 11(4), pages 51-60, December.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  • 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," Working Paper 2013/19, Norges Bank.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers 550, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Joshua C. C. Chan, 2017. "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 17-28, January.
  • Joshua C.C. Chan, 2015. "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers 2015-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
  • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
  • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Davide Pettenuzzo & Allan Timmermann, 2017. "Forecasting Macroeconomic Variables Under Model Instability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 183-201, April.
  • Timmermann, Allan & Pettenuzzo, Davide, 2016. "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers 11355, C.E.P.R. Discussion Papers.
• Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
  • Michael P. Clements, 2015. "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance icma-dp2015-02, Henley Business School, University of Reading.
• Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
  • Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
  • Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
  • Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  • Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
• G. Demos & D. Sornette, 2017. "Birth or burst of financial bubbles: which one is easier to diagnose?," Quantitative Finance, Taylor & Francis Journals, vol. 17(5), pages 657-675, May.
  • Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE, 2015. "Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?," Swiss Finance Institute Research Paper Series 15-57, Swiss Finance Institute.
• V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series 16-12, Swiss Finance Institute.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers 1602.08258, arXiv.org.
• Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
• Kurmas Akdogan, 2017. "Mean-Reversion in Unprocessed Food Prices," Working Papers 1703, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ferhat Camlica & Didem Gunes & Etkin Ozen, 2017. "A Financial Connectedness Analysis for Turkey," Working Papers 1719, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(11), pages 1141-1152, November.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Documentos de Trabajo del ICAE 2017-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers 17-017/III, Tinbergen Institute.
  • Asai, M. & McAleer, M.J., 2017. "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers TI 2017-017/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
• Carlos León & José Fernando Moreno & Jorge Cely, 2016. "Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition," Borradores de Economia 959, Banco de la Republica de Colombia.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Discussion Paper 2017-009, Tilburg University, Center for Economic Research.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Other publications TiSEM 75d8648e-9855-4c5c-9aa9-0, Tilburg University, School of Economics and Management.
• Carlos León & José Fernando Moreno & Jorge Cely, 2016. "Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition," Borradores de Economia 959, Banco de la Republica de Colombia.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Other publications TiSEM 75d8648e-9855-4c5c-9aa9-0, Tilburg University, School of Economics and Management.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Discussion Paper 2017-009, Tilburg University, Center for Economic Research.
• Steven Lehrer & Tian Xie, 2017. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 749-755, December.
  • Steven Lehrer & Tian Xie, 2016. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers 22959, National Bureau of Economic Research, Inc.
• Gianni Amisano & John Geweke, 2017. "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
  • Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
• Victor De Oliveira, 2017. "Geostatistical Binary Data: Models, Properties And Connections," Working Papers 0151mss, College of Business, University of Texas at San Antonio.
• Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(11), pages 1141-1152, November.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers 17-017/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Documentos de Trabajo del ICAE 2017-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J., 2017. "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers TI 2017-017/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
• Michael Spagat & Neil Johnson & Stijn van Weezel, 2017. "David Versus Goliath: Fundamental Patterns and Predictions in Modern Wars and Terrorist Campaigns," Working Papers 201721, School of Economics, University College Dublin.
• Umi Mahmudah, 2017. "Predicting unemployment rates in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 9(1), pages 20-28, April.
• Anton Grui & Roman Lysenko, 2017. "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 5-13.
• Teresa de J. Vargas Vega & Zeus S. Hernández Veleros & Eleazar Villegas González, 2017. "Economic growth and financial development: Evidence from three countries in North America," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 42(43), pages 11-50, January-j.
• Lorenzo Ricci, 2017. "Essays on tail risk in macroeconomics and finance: measurement and forecasting," ULB Institutional Repository 2013/242122, ULB -- Universite Libre de Bruxelles.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017. "A Justification of Conditional Confidence Intervals," Papers 1710.00643, arXiv.org, revised Jan 2019.
  • Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
• A. Ason Okoruwa, 2017. "Regression Analysis of Property Productivity Index and Value," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 12(1), pages 58-93.
• Chlebus Marcin, 2017. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Central European Economic Journal, Sciendo, vol. 3(50), pages 01-25, December.
  • Marcin Chlebus, 2016. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers 2016-06, Faculty of Economic Sciences, University of Warsaw.
• Popescu Mioara, 2017. "Modelling prediction of unemployment statistics using web technologies," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 8(3), pages 55-60, December.
• Gurgul Henryk & Machno Artur, 2017. "Trade Pattern on Warsaw Stock Exchange and Prediction of Number of Trades," Statistics in Transition New Series, Statistics Poland, vol. 18(1), pages 91-114, March.
• Mateusz Buczyński & Marcin Chlebus, 2017. "Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(," Working Papers 2017-29, Faculty of Economic Sciences, University of Warsaw.
• McKenzie, David & Sansone, Dario, 2017. "Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria," CEPR Discussion Papers 12523, C.E.P.R. Discussion Papers.
  • Mckenzie,David J. & Sansone,Dario & Mckenzie,David J. & Sansone,Dario, 2017. "Man vs. machine in predicting successful entrepreneurs : evidence from a business plan competition in Nigeria," Policy Research Working Paper Series 8271, The World Bank.
• Christian Glocker & Philipp Wegmueller, 2020. "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
  • Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
• Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 250, WU Vienna University of Economics and Business.
  • Florian Huber & Thomas Zörner, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Papers wuwp250, Vienna University of Economics and Business, Department of Economics.
• Florian Huber & Thomas Zörner, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Papers wuwp250, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 250, WU Vienna University of Economics and Business.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58, pages 973-1006, August.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
  • Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
• Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
  • Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2017. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 275-295, March.
  • Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015. "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series 500, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2015. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CEPR Discussion Papers 10362, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
  • Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
• Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
  • Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
• Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017. "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(2), pages 109-121, March.
  • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers 201548, University of Pretoria, Department of Economics.
  • Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios & Gupta, Rangan, 2019. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics 3-2016, Democritus University of Thrace, Department of Economics.
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
  • Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014. "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin 1393, DIW Berlin, German Institute for Economic Research.
  • Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
  • Kirstin Hubrich & Frauke Skudelny, 2016. "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series 2016-104, Board of Governors of the Federal Reserve System (U.S.).
  • Hubrich, Kirstin & Skudelny, Frauke, 2016. "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series 1972, European Central Bank.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
  • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
• Michael K Andersson & Ted Aranki & André Reslow, 2017. "Adjusting for information content when comparing forecast performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 784-794, November.
  • Andersson, Michael K. & Aranki, Ted & Reslow, André, 2016. "Adjusting for Information Content when Comparing Forecast Performance," Working Paper Series 328, Sveriges Riksbank (Central Bank of Sweden).
• Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(11), pages 1141-1152, November.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the volatility of Nikkei 225 futures," Documentos de Trabajo del ICAE 2017-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J., 2017. "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers TI 2017-017/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2017. "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers 17-017/III, Tinbergen Institute.
• Edward S. Knotek & Saeed Zaman, 2017. "Nowcasting U.S. Headline and Core Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 931-968, August.
  • Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020. "A Model of the Fed's View on Inflation," Papers 2006.14110, arXiv.org.
  • Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
  • Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
  • Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
• Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017. "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports HSC/17/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  • Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports HSC/17/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports HSC/17/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Dreher, Sandra & Eichfelder, Sebastian & Noth, Felix, 2017. "Predicting earnings and cash flows: The information content of losses and tax loss carryforwards," arqus Discussion Papers in Quantitative Tax Research 224, arqus - Arbeitskreis Quantitative Steuerlehre.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
  • Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  • Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
• Itkonen, Juha & Juvonen, Petteri, 2017. "Nowcasting the Finnish economy with a large Bayesian vector autoregressive model," BoF Economics Review 6/2017, Bank of Finland.
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Bettendorf, Timo & Bursian, Dirk, 2017. "Chow-Lin ×N: How adding a panel dimension can improve accuracy," Economics Letters, Elsevier, vol. 157(C), pages 5-9.
  • Bettendorf, Timo & Bursian, Dirk, 2017. "Chow-Lin x N: How adding a panel dimension can improve accuracy," Discussion Papers 12/2017, Deutsche Bundesbank.
• Götz, Thomas B. & Knetsch, Thomas A., 2019. "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
  • Götz, Thomas B. & Knetsch, Thomas A., 2017. "Google data in bridge equation models for German GDP," Discussion Papers 18/2017, Deutsche Bundesbank.
• Mokinski, Frieder, 2017. "A severity function approach to scenario selection," Discussion Papers 34/2017, Deutsche Bundesbank.
• Jang, Tae-Seok & Sacht, Stephen, 2017. "Modeling consumer confidence and its role for expectation formation: A horse race," Economics Working Papers 2017-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Simionescu, Mihaela, 2017. "The Influence of Brexit on the Foreign Direct Investment Projects and Inflows in the United Kingdom," GLO Discussion Paper Series 68, Global Labor Organization (GLO).
• Simionescu, Mihaela, 2017. "Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach," GLO Discussion Paper Series 82, Global Labor Organization (GLO).
• Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra, 2017. "Nowcasting des deutschen BIP," Weidener Diskussionspapiere 59, University of Applied Sciences Amberg-Weiden (OTH).
• Coupé, Tom, 2018. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-8.
  • Coupé, Tom, 2017. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics Discussion Papers 2017-76, Kiel Institute for the World Economy (IfW Kiel).
• Dreher, Sandra & Eichfelder, Sebastian & Noth, Felix, 2017. "Predicting earnings and cash flows: The information content of losses and tax loss carryforwards," IWH Discussion Papers 30/2017, Halle Institute for Economic Research (IWH).
• Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
  • Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
  • Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Bershadskyy, Dmitri & Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2017. "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2017 bis 2022 und finanzpolitische Optionen einer neuen Bundesregierung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 5(5), pages 138-145.
• Deschermeier, Philipp, 2017. "Bevölkerungsentwicklung in den deutschen Bundesländern bis 2035 [Regional population development in Germany to 2035]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 44(3), pages 63-80.
• Haskamp, Ulrich, 2017. "Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals," Ruhr Economic Papers 704, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Haskamp, Ulrich, 2017. "Improving the forecasts of European regional banks' profitability with machine learning algorithms," Ruhr Economic Papers 705, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Prüser, Jan, 2017. "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers 710, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Roesel, Felix, 2017. "The causal effect of wrong-hand drive vehicles on road safety," Economics of Transportation, Elsevier, vol. 11, pages 15-22.
  • Roesel, Felix, 2017. "The causal effect of wrong-hand drive vehicles on road safety," CEPIE Working Papers 15/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
• Conrad, Christian, 2017. "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168200, Verein für Socialpolitik / German Economic Association.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
  • Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
  • Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
  • Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics 84736, University of Munich, Department of Economics.
• Knüppel, Malte & Krüger, Fabian, 2017. "Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168294, Verein für Socialpolitik / German Economic Association.
  • Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
• Ksenija Dumicic & Berislav Zmuk & Anita Ceh Casni, 2017. "Evaluating forecasting models for unemployment rates by gender in selected european countries," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 15(1), pages 16-35.

2016

• Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
  • Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  • Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  • Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
• Jari Hännäkäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1392, University of Tampere, School of Management, Economics.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
• Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  • Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
  • Hännikäinen Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers 1606, Tampere University, Faculty of Management and Business, Economics.
• Hännikäinen Jari, 2017. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
  • Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian, 2017. "Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4554-4566, September.
  • Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing, 2016. "Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks," Working Papers 2016-04, University of Tasmania, Tasmanian School of Business and Economics.
• Bahar Sen Dogan & Murat Midilic, 2016. "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers 1611, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
• Michael McAleer & Xiao-Guang Yue, 2017. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 154-162.
  • Yue, X-G. & Gao, R. & McAleer, M.J., 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Econometric Institute Research Papers EI2016-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration based on the Opposite Degree Algorithm," Tinbergen Institute Discussion Papers 16-027/III, Tinbergen Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE 2016-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016. "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, vol. 148(C), pages 96-98.
  • Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016. "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 16-067/IV, Tinbergen Institute.
• Boot, Tom & Nibbering, Didier, 2019. "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, vol. 209(2), pages 391-406.
  • Tom Boot & Didier Nibbering, 2016. "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers 16-073/III, Tinbergen Institute, revised 11 Aug 2017.
• Triepels, Ron & Daniels, Hennie, 2016. "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper 2016-037, Tilburg University, Center for Economic Research.
• Yongchen Zhao, 2020. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
  • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
• Siem Jan Koopman & André Lucas & Marcel Scharth, 2016. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
  • Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
• Graham Elliott & Dalia Ghanem & Fabian Krüger, 2016. "Forecasting Conditional Probabilities of Binary Outcomes under Misspecification," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 742-755, October.
• Rochelle M. Edge & Jeremy B. Rudd, 2016. "Real-Time Properties of the Federal Reserve's Output Gap," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 785-791, October.
• Anil Alpman, 2016. "Implementing Rubin's alternative multiple-imputation method for statistical matching in Stata," Stata Journal, StataCorp LLC, vol. 16(3), pages 717-739, September.
  • Anil Alpman, 2015. "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Documents de travail du Centre d'Economie de la Sorbonne 15008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Mihaela Simionescu & Irina Dragan, 2016. "The Evaluation Of Quarterly Forecast Intervals For Inflation Rate In Romania," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 14(1), pages 80-89, May.
• Michael McAleer & Xiao-Guang Yue, 2017. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 154-162.
  • Yue, X-G. & Gao, R. & McAleer, M.J., 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Econometric Institute Research Papers EI2016-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE 2016-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration based on the Opposite Degree Algorithm," Tinbergen Institute Discussion Papers 16-027/III, Tinbergen Institute.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016. "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Department of Economics Working Papers 54/16, University of Bath, Department of Economics.
  • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016. "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1604, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
• Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131-158.
  • Kilian, Lutz & Baumeister, Christiane, 2015. "Understanding the Decline in the Price of Oil since June 2014," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series 501, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
• Elena Andreou, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics 03-2016, University of Cyprus Department of Economics.
• Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016. "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 29-52, June.
• Jack Fosten, 2016. "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series 2016-05, School of Economics, University of East Anglia, Norwich, UK..
• Daniela Bragoli & Jack Fosten, 2018. "Nowcasting Indian GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
  • Daniela Bragoli & Jack Fosten, 2016. "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series 2016-06, School of Economics, University of East Anglia, Norwich, UK..
• Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
  • Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
• Francis Bismans & Igor N. Litvine, 2016. "Forecasting with Neural Networks Models," Working Papers of BETA 2016-28, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Smeekes, Stephan & Wijler, Etienne, 2018. "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, vol. 34(3), pages 408-430.
  • Smeekes, Stephan & Wijler, Etiënne, 2016. "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum 039, Maastricht University, Graduate School of Business and Economics (GSBE).
• Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
  • Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
  • Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
  • Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2018.
  • Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona School of Economics.
• Galina Gagarina & Nikita Moiseev & Alla Ryzhakova & Gleb Ryzhakov, 2016. "Estimation And Forecast Of Regional Competitiveness Level," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1040-1049.
• EMAMVERDI, Ghodratollah & KARIMI, Mohammad Sharif & KHAKIE, Sima & KARIMI, Mojtaba, 2016. "Forecasting The Total Index Of Tehran Stock Exchange," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(1), pages 54-68.
• GHERBOVET, Sergiu, 2016. "Prospects For Triggering The Crisis And Related Investment Opportunities," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 3(1), pages 238-244, October.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(3), pages 273-291, June.
  • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(3), pages 273-291.
  • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
• Wiśniewski Jerzy Witold, 2016. "Empirical Econometric Model of an Enterprise," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 232-247, December.
• Kaczmarczyk Paweł, 2016. "Integrated Model of Demand for Telephone Services in Terms of Microeconometrics," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 72-83, December.
• Kostetska Iryna, 2016. "Improving of Business Planning Using the Method of Fuzzy Numbers," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 24(3), pages 47-61, September.
• Marcin Chlebus, 2016. "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers 2016-01, Faculty of Economic Sciences, University of Warsaw.
• Chlebus Marcin, 2017. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Central European Economic Journal, Sciendo, vol. 3(50), pages 01-25, December.
  • Marcin Chlebus, 2016. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers 2016-06, Faculty of Economic Sciences, University of Warsaw.
• Florian Huber & Martin Feldkircher, 2019. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 27-39, January.
  • Feldkircher, Martin & Huber, Florian, 2016. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series 221, WU Vienna University of Economics and Business.
  • Florian Huber & Martin Feldkircher, 2016. "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers wuwp221, Vienna University of Economics and Business, Department of Economics.
• Florian Huber & Martin Feldkircher, 2019. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 27-39, January.
  • Florian Huber & Martin Feldkircher, 2016. "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers wuwp221, Vienna University of Economics and Business, Department of Economics.
  • Feldkircher, Martin & Huber, Florian, 2016. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series 221, WU Vienna University of Economics and Business.
• Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
  • Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona Graduate School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
  • Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016. "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1005-1025, September.
  • Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013. "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers 13-29, Duke University, Department of Economics.
  • Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015. "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers 2015-02, Department of Economics and Business Economics, Aarhus University.
• George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
  • George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016. "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1254-1275, November.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015. "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers 2015-02, Towson University, Department of Economics, revised Jul 2015.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
• David A. Bessler & Shahriar Kibriya & Junyi Chen & Edwin Price, 2016. "On Forecasting Conflict in the Sudan: 2009–2012," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 179-188, March.
  • Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.
• Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
  • Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Division of Economics, School of Business, University of Leicester.
• Andre Jungmittag, 2016. "Combination of Forecasts across Estimation Windows: An Application to Air Travel Demand," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(4), pages 373-380, July.
  • Jungmittag, Andre, 2014. "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series 05, Frankfurt University of Applied Sciences, Faculty of Business and Law.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016. "The Role of Survey Data in Nowcasting Euro Area GDP Growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 400-418, August.
  • Alessandro Girardi & Andreas Reuter & Christian Gayer, 2014. "The role of survey data in nowcasting euro area GDP growth," European Economy - Economic Papers 2008 - 2015 538, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi‐Ming Wei, 2016. "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 633-651, November.
  • Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi-Ming Wei, 2016. "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Working Papers 2016-004, Department of Research, Ipag Business School.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
  • Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
• Mitchell, James & Robertson, Donald & Wright, Stephen, 2016. "What univariate models tell us about multivariate macroeconomic models," EMF Research Papers 08, Economic Modelling and Forecasting Group.
• Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
  • Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
• Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
  • Galvao, Ana Beatriz, 2016. "Data Revisions and DSGE Models," EMF Research Papers 11, Economic Modelling and Forecasting Group.
• Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
  • Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
  • Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive Models and Heavy Tails with an Application to Inflation Forecasting," EMF Research Papers 13, Economic Modelling and Forecasting Group.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
• Jakub Nowotarski & Rafal Weron, 2016. "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports HSC/16/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Nowotarski, Jakub & Weron, Rafał, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 57(C), pages 228-235.
  • Jakub Nowotarski & Rafal Weron, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports HSC/16/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 9(8), pages 1-22, August.
  • Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016. "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports HSC/16/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
  • Jakub Nowotarski & Rafal Weron, 2016. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports HSC/16/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016. "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports HSC/16/10, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
  • Han, Xing & Li, Youwei, 2016. "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers 2016-07, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, revised 12 Jan 2017.
• Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
• Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Bank of Finland Research Discussion Papers 15/2016, Bank of Finland.
• Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
  • Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
• Angela Abbate & Massimiliano Marcellino, 2018. "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
  • Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
  • Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
• Knüppel, Malte & Vladu, Andreea L., 2016. "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers 28/2016, Deutsche Bundesbank.
• Kurz-Kim, Jeong-Ryeol, 2016. "Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators," Discussion Papers 47/2016, Deutsche Bundesbank.
• Meinen, Philipp & Roehe, Oke, 2017. "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," European Economic Review, Elsevier, vol. 92(C), pages 161-179.
  • Meinen, Philipp & Röhe, Oke, 2016. "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," Discussion Papers 48/2016, Deutsche Bundesbank.
• Ćorić, Ivica, 2016. "Comparison of Multivariate Statistical Analysis and Machine Learning Methods in Retailing: Research Framework Proposition," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016, pages 76-82, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Pirschel, Inske, 2016. "Forecasting euro area recessions in real-time," Kiel Working Papers 2020, Kiel Institute for the World Economy (IfW Kiel).
• Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Wieschemeyer, Matthias & Zeddies, Götz, 2016. "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2016 bis 2021," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(4), pages 155-158.
• Deschermeier, Philipp, 2016. "Die Großstädte im Wachstumsmodus: Stochastische Bevölkerungsprognosen für Berlin, München und Frankfurt am Main bis 2035," IW-Reports 39/2016, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Deschermeier, Philipp, 2016. "Einfluss der Zuwanderung auf die demografische Entwicklung in Deutschland," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 43(2), pages 21-38.
• Hanck, Christoph & Prüser, Jan, 2016. "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers 620, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl, 2016. "Academic ranking scales in economics: Prediction and imputation," SFB 649 Discussion Papers 2016-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
  • Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016. "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers 2016-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Zieba, Maciej & Härdle, Wolfgang Karl, 2016. "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers 2016-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016. "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change 145537, Verein für Socialpolitik / German Economic Association.
• Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
• Bätje, Fabian & Menkhoff, Lukas, 2016. "Predicting the equity premium via its components," VfS Annual Conference 2016 (Augsburg): Demographic Change 145789, Verein für Socialpolitik / German Economic Association.
• Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
• Jonas Dovern & Matthias Hartmann, 2017. "Forecast performance, disagreement, and heterogeneous signal-to-noise ratios," Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
  • Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
  • Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
• Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás, 2016. "A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről [The scope for analysis of world trade through network theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 79-98.
• Mellár, Tamás, 2016. "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása? [From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 285-306.
• Anton Antonov GERUNOV, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 340-349, June.
  • Gerunov, Anton, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper 71010, University Library of Munich, Germany.
• Latifa AITOUTOUHEN & Faris HAMZA, 2016. "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, KSP Journals, vol. 3(4), pages 652-667, December.
• David Alan Peel & Pantelis Promponas, 2016. "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers 144439514, Lancaster University Management School, Economics Department.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2016. "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada 74, Universidad de Antioquia, Departamento de Economía.
  • Barrientos Marín, Jorge Hugo & Toro Martínez, Mónica, 2017. "Sobre los fundamentales del precio de la energía eléctrica : evidencia empírica para Colombia," Borradores Departamento de Economía 17497, Universidad de Antioquia, CIE.
• Carlos Díaz, 2018. "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 316-326, April.
  • Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
• Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
  • Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics 43488, University of Munich, Department of Economics.
• Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
  • Wohlrabe, Klaus & Bührig, Pascal, 2015. "Forecasting Revisions of German Industrial Production," MPRA Paper 67513, University Library of Munich, Germany.
  • Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
• R. Lehmann & K. Wohlrabe, 2016. "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1229-1233, November.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper 67608, University Library of Munich, Germany.
  • Lehmann, R. & Wohlrabe, K., 2016. "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics 43525, University of Munich, Department of Economics.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series 5686, CESifo.
• JEdgar Alfredo Nande Vazque & Juan Carlos Martínez, 2016. "Political Budget Cycle: Mexican Town Halls Case," International Journal of Business and Social Research, LAR Center Press, vol. 6(8), pages 31-42, August.
• López, Ana M., 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 Generat," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 34, pages 543-572, Agosto.
• Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016. "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab 16125, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud, 2016. "Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050," CIRANO Working Papers 2016s-07, CIRANO.
  • David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud, 2016. "Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050," Cahiers de recherche 1601, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
• Tibor Hledik & Sultanija Bojceva-Terzijan & Biljana Jovanovic & Rilind Kabashi, 2016. "Overview of the Macedonian Policy Analysis Model (MAKPAM)," Working Papers 2016-04, National Bank of the Republic of North Macedonia.
• Heibati, Reza & Shajari, Hoshang & Samadi, Saeid, 2016. "Measuring Uncertainty in Macroeconomics (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(28), pages 223-250, July.
• Aleksandra Hałka & Karol Szafranek, 2016. "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, vol. 54(2), pages 109-132, March.
  • Aleksandra Hałka & Karol Szafranek, 2015. "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers 223, Narodowy Bank Polski.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1935-1955, August.
  • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
• Kelly Burns, 2016. "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, vol. 20(1), pages 41-83, March.
• JEdgar Alfredo Nande Vazque & Juan Carlos Martínez, 2016. "Political Budget Cycle: Mexican Town Halls Case," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 6(8), pages 31-42, August.
• Tomasz Wozniak, 2016. "Rare Events and Risk Perception: Evidence from Fukushima Accident," Department of Economics - Working Papers Series 2021, The University of Melbourne.
• György Inzelt & Gábor Szappanos & Zsolt Armai, 2016. "Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(3), pages 51-78.
• Gergely Patrik Balla & Tamás Ilyés, 2016. "Liquidity Needs And Liquidity Costs Of An Instant Payment System," MNB Occasional Papers 2016/124, Magyar Nemzeti Bank (Central Bank of Hungary).
• Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli, 2016. "A note on normalization schemes:The case of generalized forecast error variance decompositions," Department of Economics 0092, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
  • Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Documents de travail du Centre d'Economie de la Sorbonne 16016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Zeineb Affes & Rania Hentati-Kaffel, 2016. "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Documents de travail du Centre d'Economie de la Sorbonne 16026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
  • Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016. "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers 10/16, Monash University, Department of Econometrics and Business Statistics.
• Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016. "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers 17/16, Monash University, Department of Econometrics and Business Statistics.
• Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
• Diana Gabrielyan, 2016. "Forecasting Inflation Using The Phillips Curve: Evidence From Swedish Data," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 100, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Marina Emiris, 2016. "A dynamic factor model for forecasting house prices in Belgium," Working Paper Research 313, National Bank of Belgium.
• Łukasz Lenart & Agnieszka Leszczyńska-Paczesna, 2016. "Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 365-394.
• Xi Chen & Michael Funke, 2016. "Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 16, pages 203-226, Narodowy Bank Polski.
• Aleksandra Hałka & Jacek Kotłowski, 2017. "Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1812-1835, August.
  • Aleksandra Hałka & Jacek Kotłowski, 2016. "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers 232, Narodowy Bank Polski.
• Jorge Guzman & Scott Stern, 2016. "The State of American Entrepreneurship: New Estimates of the Quality and Quantity of Entrepreneurship for 32 US States, 1988-2014," NBER Working Papers 22095, National Bureau of Economic Research, Inc.
• Edward L. Glaeser & Andrew Hillis & Scott Duke Kominers & Michael Luca, 2016. "Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy," American Economic Review, American Economic Association, vol. 106(5), pages 114-118, May.
  • Edward L. Glaeser & Andrew Hillis & Scott Duke Kominers & Michael Luca, 2016. "Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy," NBER Working Papers 22124, National Bureau of Economic Research, Inc.
• Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016. "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, vol. 41(C), pages 46-61.
  • Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
  • Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
• Francis X. Diebold & Minchul Shin, 2017. "Assessing point forecast accuracy by stochastic error distance," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 588-598, October.
  • Francis X. Diebold & Minchul Shin, 2014. "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive 14-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Minchul Shin, 2016. "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers 22516, National Bureau of Economic Research, Inc.
• Steven Lehrer & Tian Xie, 2017. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 749-755, December.
  • Steven Lehrer & Tian Xie, 2016. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers 22959, National Bureau of Economic Research, Inc.
• Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
  • Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
• I. Bashmakov., 2016. "Policy measures to improve energy efficiency in Russian buildings: Forecast up to 2050," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 3.
• O. Malakhovskaya., 2016. "DSGE-based forecasting: What should our perspective be?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 12.
• Eder L. V. & Nemov V. Yu. & Filimonova I. V., 2016. "Prospects for Transport Energy Consumption: Methodological Approaches and Results of Forecasting," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, vol. 16(1), pages 25-38.
• Sokolova G.E., 2016. "A simulation model of the gas complex," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, vol. 16(2), pages 57-69.
• Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh, 2016. "Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models," OECD Economics Department Working Papers 1313, OECD Publishing.
• David Havrlant & Peter Tóth & Julia Wörz, 2016. "On the optimal number of indicators – nowcasting GDP growth in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-72.
• Niematallah Elamin & Mototsugu Fukushige, 2016. "A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts," Discussion Papers in Economics and Business 16-22, Osaka University, Graduate School of Economics.
• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
  • Vahagn Grigoryan & Arpine Dallakyan, 2007. "Equilibrium Real Exchange Rate Model of Armenia," Working Papers 1, Central Bank of Armenia.
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
  • Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Holger Bonin & Karsten Reuss & Holger Stichnoth, 2016. "The Monetary Value of Family Policy Measures in Germany over the Life Cycle: Evidence from a Dynamic Microsimulation Model," CESifo Economic Studies, CESifo Group, vol. 62(4), pages 650-671.
• Ulrich K. Müller & Mark W. Watson, 2016. "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1711-1740.
  • Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
• Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
  • David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
• Aron, Janine & Muellbauer, John, 2016. "“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”," Journal of Urban Economics, Elsevier, vol. 94(C), pages 32-53.
  • Muellbauer, John & Aron, Janine, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers 11236, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
• Arango A., Mónica Andrea & Arroyave O., Santiago, 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 Gener," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 22(1), pages 190-215, December.
• Vipul Kumar Singh, 2016. "Pricing and hedging competitiveness of the tree option pricing models: Evidence from India," Journal of Asset Management, Palgrave Macmillan, vol. 17(6), pages 453-475, October.
• Willy Alanya & Gabriel Rodríguez, 2019. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
  • Gabriel Rodriguez & Willy Alanya, 2016. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers 2016-413, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
  • Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
  • Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
• Przemyslaw Cieslak, 2016. "Prospects for Africa's economic growth," Working Papers 17/2016, Institute of Economic Research, revised May 2016.
• Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
• Djemaci, Brahim, 2016. "Forecast future production of municipal waste on the basis of a panel data model in Algeria," MPRA Paper 68879, University Library of Munich, Germany, revised 16 Jan 2016.
• Piersanti, Fabio Massimo & Rizzati, Massimiliano & Nakmai, Siwat, 2016. "Foreign exchange rates with the Taylor rule and VECMs," MPRA Paper 68888, University Library of Munich, Germany, revised 30 Mar 2016.
• Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
• R. Lehmann & K. Wohlrabe, 2017. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 24(4), pages 279-283, February.
  • Lehmann, Robert & Wohlrabe, Klaus, 2016. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," MPRA Paper 69611, University Library of Munich, Germany.
• Jaume García & Levi Pérez & Plácido Rodríguez, 2017. "Forecasting football match results: are the many smarter than the few?," Chapters, in: Plácido Rodríguez & Brad R. Humphreys & Robert Simmons (ed.), The Economics of Sports Betting, chapter 5, pages 71-91, Edward Elgar Publishing.
  • García, Jaume & Pérez, Levi & Rodríguez, Plácido, 2016. "Forecasting football match results: Are the many smarter than the few?," MPRA Paper 69687, University Library of Munich, Germany.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
• Anton Antonov GERUNOV, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 340-349, June.
  • Gerunov, Anton, 2016. "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper 71010, University Library of Munich, Germany.
• Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
  • O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
• Colin O’hare & Youwei Li, 2017. "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
  • O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, University Library of Munich, Germany.
• Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  • Hännikäinen Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers 1606, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
• Thomadakis, Apostolos, 2016. "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper 71589, University Library of Munich, Germany.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 5-24.
  • Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper 71946, University Library of Munich, Germany, revised 2016.
• Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
  • Fantazzini, Dean, 2016. "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper 72094, University Library of Munich, Germany.
• Tamayo, Adrian, 2016. "Determining Statistical Pattern on the Drug-Related Killing in Philippines Using ARIMA and Poisson Techniques," MPRA Paper 72518, University Library of Munich, Germany.
• Davis, Brent, 2016. "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper 72792, University Library of Munich, Germany.
• Brian Stacey, 2017. "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 6(1), pages 1-3.
  • Stacey, Brian, 2016. "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," MPRA Paper 72815, University Library of Munich, Germany.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva‐Leon & Liting Su, 2024. "The Credit‐Card‐Services Augmented Divisia Monetary Aggregates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1163-1202, August.
  • William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201604, University of Kansas, Department of Economics, revised Aug 2016.
  • Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper 73245, University Library of Munich, Germany.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201605, University of Kansas, Department of Economics, revised Aug 2016.
  • Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates," MPRA Paper 73246, University Library of Munich, Germany.
• Barnett, William A. & Su, Liting, 2019. "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 23(S1), pages 90-114, September.
  • Barnett, William & Su, Liting, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics 67, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  • Barnett, William & Su, Liting, 2016. "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper 73248, University Library of Munich, Germany.
  • William A. Barnett & Liting Su, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201606, University of Kansas, Department of Economics, revised Aug 2016.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017. "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
  • R. Ferreira, Alexandre & A. P. Santos, Andre, 2016. "On the choice of covariance specifications for portfolio selection problems," MPRA Paper 73259, University Library of Munich, Germany.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Research Africa Network Working Papers 16/020, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," MPRA Paper 74649, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Working Papers of the African Governance and Development Institute. 16/020, African Governance and Development Institute..
• Degiannakis, Stavros & Potamia, Artemis, 2017. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 176-190.
  • Degiannakis, Stavros & Potamia, Artemis, 2016. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper 74670, University Library of Munich, Germany.
• Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
  • Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
• Urbina, Jilber, 2016. "Crecimiento del crédito en Nicaragua, ¿Crecimiento natural o boom crediticio? [Credit growth in Nicaragua: Natural growth or credit boom?]," MPRA Paper 75577, University Library of Munich, Germany, revised Nov 2016.
• Skrypnik, Dmitriy, 2016. "Budget Policy And Economic Growth In Russia. Optimal Budget Rule," MPRA Paper 75853, University Library of Munich, Germany.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1109, Universitá degli Studi di Milano.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Bo Feng & Mark Partridge & Mark Rembert, 2018. "The Perils of Modelling How Migration Responds to Climate Change," Advances in Spatial Science, in: Roger R. Stough & Karima Kourtit & Peter Nijkamp & Uwe Blien (ed.), Modelling Aging and Migration Effects on Spatial Labor Markets, chapter 0, pages 53-75, Springer.
  • Feng, Bo & Partridge, Mark & Rembert, Mark, 2016. "The Perils of Modelling How Migration Responds to Climate Change," MPRA Paper 77059, University Library of Munich, Germany.
• Danao, Rolando & Ducanes, Geoffrey, 2016. "An Error Correction Model for Forecasting Philippine Aggregate Electricity Consumption," MPRA Paper 87722, University Library of Munich, Germany, revised Mar 2017.
• Skrypnik, Dmitriy, 2016. "A Macroeconomic Model of the Russian Economy," MPRA Paper 93506, University Library of Munich, Germany.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
• Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
  • Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers 201615, University of Pretoria, Department of Economics.
• Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
  • Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
• Christou, Christina & Gupta, Rangan, 2020. "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 243-248.
  • Christina Christou & Rangan Gupta, 2016. "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers 201622, University of Pretoria, Department of Economics.
• Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017. "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 276-284.
  • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
• Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017. "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
  • Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018. "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, vol. 57(C), pages 196-212.
  • Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016. "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers 201645, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016. "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers 201685, University of Pretoria, Department of Economics.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018. "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, vol. 25(C), pages 131-136.
  • Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016. "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers 201686, University of Pretoria, Department of Economics.
• Daniela Spiesova, 2016. "Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models," ACTA VSFS, University of Finance and Administration, vol. 10(1), pages 66-79.
• Tomáš Bunčák, 2016. "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(5), pages 527-546.
• Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," Working Papers august_25.pdf, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and misunderstanding randomized controlled trials," Working Papers 2016-08, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," NBER Working Papers 22595, National Bureau of Economic Research, Inc.
• Deaton, Angus & Cartwright, Nancy, 2018. "Understanding and misunderstanding randomized controlled trials," Social Science & Medicine, Elsevier, vol. 210(C), pages 2-21.
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," NBER Working Papers 22595, National Bureau of Economic Research, Inc.
  • Angus Deaton & Nancy Cartwright, 2017. "Understanding and misunderstanding randomized controlled trials," Working Papers 2017-10, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
  • Angus Deaton & Nancy Cartwright, 2016. "Understanding and Misunderstanding Randomized Controlled Trials," Working Papers august_25.pdf, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
• Damian Stelmasiak & Grzegorz Szafrański, 2016. "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 21-42, March.
• Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.
• Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
  • António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
• Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
  • Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  • Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
• David Magaña Lemus, 2016. "Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 106-118, Enero-Jun.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2018. "Modeling extreme risks in commodities and commodity currencies," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 108-120.
  • Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 7068, South African Reserve Bank.
• Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
  • Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
• Steffen Heinig & Anupam Nanda & Sotiris Tsolacos, 2016. "Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market," ICMA Centre Discussion Papers in Finance icma-dp2016-04, Henley Business School, University of Reading.
• Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, University of Reading.
• Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
  • Marco Del Negro & Marc Giannoni & Christina Patterson, 2012. "The forward guidance puzzle," Staff Reports 574, Federal Reserve Bank of New York.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
• Mihaela Simionescu, 2016. "The relation between economic growth and foreign direct investment during the economic crisis in the European Union," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(1), pages 187-213.
• Nataša Erjavec & Petar Soriæ & Mirjana Èižmešija, 2016. "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 555-579.
• Tuhkuri, Joonas, 2016. "ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe," ETLA Reports 54, The Research Institute of the Finnish Economy.
• Widgrén, Joona, 2016. "Predicting Housing Prices with Google Searches in Finland," ETLA Reports 63, The Research Institute of the Finnish Economy.
• Tuhkuri, Joonas, 2016. "Forecasting Unemployment with Google Searches," ETLA Working Papers 35, The Research Institute of the Finnish Economy.
• Lifshits, Marina, 2016. "Forecasting of the global migration situation based on the analysis of net migration in the countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 41, pages 96-122.
• Demeshev, Boris & Malakhovskaya, Oxana, 2016. "BVAR mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 118-141.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 5-24.
  • Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016. "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper 71946, University Library of Munich, Germany, revised 2016.
• Hossain, Monzur & Yunus, Mohammad, 2016. "Estimates of Per Capita Consumption of Food Grains in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 39(1-2), pages 103-116, March-Jun.
• Akdağ, Recep, 2016. "Urban Water Demand Forecasting and Comparative Analysis by Artificial Neural Networks, Support Vector Machines and Box-Jenkins Methods," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 123-138, January.
• Georges Dionne & Xiaozhou Zhou, 2020. "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, vol. 20(4), pages 593-617, April.
  • Dionne, Georges & Zhou, Xiaozhou, 2016. "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers 16-4, HEC Montreal, Canada Research Chair in Risk Management, revised 04 Nov 2019.
• Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary," Studies in Applied Economics 59, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
• Barnett, William A. & Su, Liting, 2019. "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 23(S1), pages 90-114, September.
  • Barnett, William & Su, Liting, 2016. "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper 73248, University Library of Munich, Germany.
  • Barnett, William & Su, Liting, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics 67, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  • William A. Barnett & Liting Su, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201606, University of Kansas, Department of Economics, revised Aug 2016.
• Chon, Sora, 2016. "A Predictive System for International Trade Growth," Working Papers 16-3, Korea Institute for International Economic Policy.
• Asgharpur, Hossein & Rezazadeh , Ali, 2016. "Determining the Stock Optimal Portfolio using Value at Risk," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 2(4), pages 93-118, March.
• Delfín Ortega, Odette Virginia & Hernánez Barriga, Plinio & Ramírez Sepúlveda, Noemí, 2016. "La Evasión Fiscal del IVA en México 2004-2013," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 61-80.
• Eugen Scarlat, 2016. "Connectivity - Based Clustering of GDP Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 23-38, March.
• Dorina Lazar & Anuta Buiga & Adela Deaconu, 2016. "Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 152-168, June.
• Mihaela SIMIONESCU, 2016. "Investiţiile Străine Directe Şi Criza Economică Recentă," Institute for Economic Forecasting Conference Proceedings 161106, Institute for Economic Forecasting.
• Mihaela Simionescu, 2016. "The Real GDP Rate in European Union. A Panel Data Approach," Working Papers of Institute for Economic Forecasting 161001, Institute for Economic Forecasting.
• Mihaela Simionescu, 2016. "Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania," Working Papers of Macroeconomic Modelling Seminar 162702, Institute for Economic Forecasting.
• Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu, 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," Romanian Statistical Review, Romanian Statistical Review, vol. 64(1), pages 21-40, March.
• Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.
• Loretta Mastroeni & Pierluigi Vellucci, 2016. "“Butterfly Effect" vs Chaos in Energy Futures Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0209, Department of Economics - University Roma Tre.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
  • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
• Murat Midilic, 2016. "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/918, Ghent University, Faculty of Economics and Business Administration.
• Ulyana Dzyuma-Zaremba, 2016. "Gant Development S.A. – the effectiveness of bankruptcy prediction models in case of sudden bankruptcy. Case study," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 45-57, February.
• Paramita Mukherjee & Malabika Roy, 2016. "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 119-145, April.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016. "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
  • Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
• Эдер Л. В. & Немов В. Ю. & Филимонова И. В., 2016. "Перспективы энергопотребления на транспорте: методические подходы и результаты прогнозирования. Prospects for Transport Energy Consumption: Methodological Approaches and Results of Forecasting," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 16(1), pages 25-38.
• Соколова Г. Е., 2016. "Имитационная модель газового комплекса. A simulation model of the gas complex," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 16(2), pages 57-69.
• Dilip Kumar, 2016. "Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator," Proceedings of Economics and Finance Conferences 3205528, International Institute of Social and Economic Sciences.
• Mihaela Simionescu, 2016. "Determinats Of Unemployment Rate In Romanian Counties. A Panel Var Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 8(1 (March)), pages 136-145.
• Mihaela Simionescu, 2016. "The Impact of BREXIT on the Foreign Direct Investment in the United Kingdom," Bulgarian Economic Papers bep-2016-07, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jul 2016.
• Boyan Lomev & Nikolay Netov, 2016. "Bulgarian stock market and market risk forecasting under long memory in returns," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 13(1), pages 185-200, September.
• Sandra Hanslin Grossmann & Rolf Scheufele, 2016. "Foreign PMIs: A reliable indicator for exports?," Working Papers 2016-01, Swiss National Bank.
• Pinar Yesin, 2016. "Exchange Rate Predictability and State-of-the-Art Models," Working Papers 16.03, Swiss National Bank, Study Center Gerzensee.
  • Pinar Yesin, 2016. "Exchange Rate Predictability and State-of-the-Art Models," Working Papers 2016-02, Swiss National Bank.
• Christian Hepenstrick & Massimiliano Marcellino, 2016. "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers 2016-04, Swiss National Bank.
• Duo Qin & Qingchao Wang, 2016. "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers 201, Department of Economics, SOAS University of London, UK.
• Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.
• Hiroshi Mori & Toshio Inaba & John Dyck, 2016. "Accounting for structural changes in demand for foods in the presence of age and cohort effects: the case of fresh fish in Japan," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 363-379, December.
• Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
• Ali Babikir & Henry Mwambi, 2016. "Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods," Empirical Economics, Springer, vol. 51(4), pages 1541-1556, December.
• Christian Pierdzioch & Marian Risse & Sebastian Rohloff, 2016. "Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy," Empirical Economics, Springer, vol. 51(4), pages 1481-1499, December.
  • Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian, 2014. "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100429, Verein für Socialpolitik / German Economic Association.
• Jacques Peeperkorn & Yudhvir Seetharam, 2016. "A learning-augmented approach to pricing risk in South Africa," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 6(1), pages 117-139, April.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016. "Labour mobility and labour market adjustment in the EU," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-21, December.
  • Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2014. "Labour mobility and labour market adjustment in the EU," European Economy - Economic Papers 2008 - 2015 539, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Arpaia, Alfonso & Kiss, Aron & Palvolgyi, Balazs & Turrini, Alessandro, 2015. "Labour Mobility and Labour Market Adjustment in the EU," IZA Policy Papers 106, Institute of Labor Economics (IZA).
  • Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016. "Labour Mobility and Labour Market Adjustment in the EU," Development Working Papers 396, Centro Studi Luca d'Agliano, University of Milano, revised 10 Jun 2016.
• Michal Franta & David Havrlant & Marek Rusnák, 2016. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
  • Michal Franta & David Havrlant & Marek Rusnak, 2014. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Working Papers 2014/08, Czech National Bank, Research and Statistics Department.
• Adam T. Jones & William H. Sackley, 2016. "An uncertain suggestion for gold-pricing models: the effect of economic policy uncertainty on gold prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 367-379, April.
• Kaushik Bhattacharya & Sunny Kumar Singh, 2016. "Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 117-136, June.
• Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng, 2016. "Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 323-344, December.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016. "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-27, December.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia´s exchange rate survey," Borradores de Economia 9999, Banco de la Republica.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia 735, Banco de la Republica de Colombia.
• Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín, 2016. "Poverty, vulnerability, and the middle class in Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-44, December.
  • Stampini, Marco & Robles, Marcos & Sáenz, Mayra & Ibarrarán, Pablo & Medellín, Nadin, 2015. "Poverty, Vulnerability and the Middle Class in Latin America," IDB Publications (Working Papers) 6878, Inter-American Development Bank.
• Sami Khedhiri, 2016. "Forecasting Temperature Records in PEI, Canada," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 43-55, March.
• Kijin Kim & Geoffrey J. D. Hewings & Kurt Kratena, 2016. "Household disaggregation and forecasting in a regional econometric input–output model," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 73-91, March.
• Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2016. "European economic sentiment indicator: an empirical reappraisal," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(5), pages 2025-2054, September.
  • Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015. "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series 1505, Faculty of Economics and Business, University of Zagreb.
• Lina M. Cortés & Andrés Mora-Valencia & Javier Perote, 2016. "The productivity of top researchers: a semi-nonparametric approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 109(2), pages 891-915, November.
  • Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2016. "The productivity of top researchers: A semi-nonparametric approach," Documentos de Trabajo de Valor Público 14437, Universidad EAFIT.
• Oscar Claveria & Enric Monte & Salvador Torra, 2016. "Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(3), pages 341-357, August.
• Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2019. "The macroeconomic effects of official debt restructuring: evidence from the Paris Club," Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 344-363.
  • Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2016. "The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club," Working Papers 21, European Stability Mechanism, revised 24 Apr 2017.
• Pinar Yesin, 2016. "Exchange Rate Predictability and State-of-the-Art Models," Working Papers 2016-02, Swiss National Bank.
  • Pinar Yesin, 2016. "Exchange Rate Predictability and State-of-the-Art Models," Working Papers 16.03, Swiss National Bank, Study Center Gerzensee.
• Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
  • Wohlrabe, Klaus & Bührig, Pascal, 2015. "Forecasting Revisions of German Industrial Production," MPRA Paper 67513, University Library of Munich, Germany.
  • Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
• R. Lehmann & K. Wohlrabe, 2016. "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1229-1233, November.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper 67608, University Library of Munich, Germany.
  • Lehmann, R. & Wohlrabe, K., 2016. "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics 43525, University of Munich, Department of Economics.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series 5686, CESifo.
• Jari H�nnik�inen, 2016. "The mortgage spread as a predictor of real-time economic activity," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 112-116, February.
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
• David Iselin & Boriss Siliverstovs, 2016. "Using newspapers for tracking the business cycle: a comparative study for Germany and Switzerland," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1103-1118, March.
• Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis, 2016. "Forecasting tourist arrivals using origin country macroeconomics," Applied Economics, Taylor & Francis Journals, vol. 48(27), pages 2571-2585, June.
  • Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015. "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper 68062, University Library of Munich, Germany.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
  • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016. "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 232-256, February.
  • Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010. "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010 2010-09, Department of Economics, University of St. Gallen.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
• Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
• Stavros Degiannakis & Alexandra Livada, 2016. "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 871-892, April.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper 67968, University Library of Munich, Germany.
• Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016. "A generalized exponential time series regression model for electricity prices," CREATES Research Papers 2016-08, Department of Economics and Business Economics, Aarhus University.
• Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd, 2016. "Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index," CREATES Research Papers 2016-14, Department of Economics and Business Economics, Aarhus University.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP) dp-571, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
• Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2020. "A New Index of Housing Sentiment," Management Science, INFORMS, vol. 66(4), pages 1563-1583, April.
  • Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2016. "A New Index of Housing Sentiment," CREATES Research Papers 2016-32, Department of Economics and Business Economics, Aarhus University.
• Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Working Papers of the African Governance and Development Institute. 16/020, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Research Africa Network Working Papers 16/020, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," MPRA Paper 74649, University Library of Munich, Germany.
• Luis Uzeda, 2022. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53, Emerald Group Publishing Limited.
  • Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
  • Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
  • Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
• Peter Diamond & Kashin Konstantin & Gary King & Samir Soneji, 2016. "Correspondence: Scoring Social Security Proposals," Journal of Economic Perspectives, American Economic Association, vol. 30(2), pages 245-246, Spring.
• Diana Ioncica & Maria Ioncica & Eva-Cristina Petrescu, 2016. "The Environment, Tourist Transport and the Sustainable Development of Tourism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(S10), pages 898-898, November.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Research Africa Network Working Papers 16/020, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Working Papers of the African Governance and Development Institute. 16/020, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," MPRA Paper 74649, University Library of Munich, Germany.
• MacDonald, Stephen & Ash, Mark, 2016. "Detecting the Sources of Information Rigidity: Analyzing Forecast Bias and Smoothing in USDA’s Soybean Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235349, Agricultural and Applied Economics Association.
• Pena-Levano, Luis M & Foster, Kenneth, 2016. "Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235792, Agricultural and Applied Economics Association.
• Huang, Wei & Hagerman, Amy & Bessler, David A., 2016. "The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 31(2), pages 1-7.
• Jo, Jisung & Lusk, Jayson L., 2016. "Predicting Food Prices using Data from Consumer Surveys and Search," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230028, Southern Agricultural Economics Association.
• George C?ru?a?u & Alexandru Pîrjan, 2016. "A Seasonal And Monthly Approach For Predicting The Delivered Energy Quantity In A Photovoltaic Power Plant In Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 198-207.
• Gordon Rausser & David A. Bessler, 2016. "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, vol. 8(1), pages 7-23, October.
• Barunik, Jozef & Vacha, Lukas, 2018. "Do co-jumps impact correlations in currency markets?," Journal of Financial Markets, Elsevier, vol. 37(C), pages 97-119.
  • Jozef Barunik & Lukas Vacha, 2016. "Do co-jumps impact correlations in currency markets?," Papers 1602.05489, arXiv.org, revised Oct 2017.
• V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series 16-12, Swiss Finance Institute.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers 1602.08258, arXiv.org.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Econometrics Working Papers Archive 2016_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Papers 1604.01338, arXiv.org.
• Ormos, Mihály & Timotity, Dusan, 2016. "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, vol. 40(3), pages 345-354.
  • Mihaly Ormos & Dusan Timotity, 2016. "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers 1606.03597, arXiv.org.
• Kastner, Gregor, 2019. "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, vol. 210(1), pages 98-115.
  • Gregor Kastner, 2016. "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers 1608.08468, arXiv.org, revised Nov 2017.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
• Mirel - Daniel SIMIONESCU, 2016. "The Relationship Between Foreign Direct Investment And Economic Growth In Bulgaria, Romania And Croatia During The Recent Economic Crisis1," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 42(1), pages 149-158, June.
• Jonas Dovern & Matthias Hartmann, 2017. "Forecast performance, disagreement, and heterogeneous signal-to-noise ratios," Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
  • Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
  • Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016. "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers 1601, Central Bank of Azerbaijan Republic.
• Nataliia Marynenko, 2016. "The Comprehensive Approach To The Enterprise’S Adaptation In The Process Of Development: Managerial Aspect," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Serhiy Us, 2016. "Agricultural Enterprises Production Evaluation And Development In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Yuriy Drachuk & Elena Stalinskay & Natalia Trushkina, 2016. "Trends Of The Global Market For Venture Funding: Comparative Analysis," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(3).
• Shlomo Yitzhaki, 2016. "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 13-27, May.
• Mihaela Simionescu, 2016. "The Impact of Work Accidents on the Sickness/Health Care Expenses in Romania. A Panel Data Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 29-40.
• Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
  • Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
• Adiya Belgibayeva & Alexander Plekhanov, 2019. "Does corruption matter for sources of foreign direct investment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(3), pages 487-510, August.
  • Adiya Belgibayeva & Alexander Plekhanov, 2016. "Does Corruption Matter for Sources of Foreign Direct Investment?," Birkbeck Working Papers in Economics and Finance 1604, Birkbeck, Department of Economics, Mathematics & Statistics.
• Calista Cheung & Dmitry Granovsky, 2016. "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers 16-3, Bank of Canada.
• Kilian, Lutz & Baumeister, Christiane, 2014. "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers 16-18, Bank of Canada.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series 5782, CESifo.
  • Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017. "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers) 8488, Inter-American Development Bank.
• Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016. "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(74), pages 7-26, December.
• Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
  • Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
• Benavides Guillermo, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers 2016-11, Banco de México.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016. "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(4), pages 595-624, October.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 14263, Banco de la Republica.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 927, Banco de la Republica de Colombia.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 14306, Banco de la Republica.
  • Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
• Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
  • J. Sebastián Amador-Torres, 2016. "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia 958, Banco de la Republica de Colombia.
• Carlos León & José Fernando Moreno & Jorge Cely, 2016. "Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition," Borradores de Economia 959, Banco de la Republica de Colombia.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Discussion Paper 2017-009, Tilburg University, Center for Economic Research.
  • León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Other publications TiSEM 75d8648e-9855-4c5c-9aa9-0, Tilburg University, School of Economics and Management.
• C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  • Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
  • Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
• Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2018.
  • Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona School of Economics.
  • Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
• Bilandžić Ana & Marina Jeger & Šarlija Nataša, 2016. "Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach," Business Systems Research, Sciendo, vol. 7(2), pages 23-34, September.
• Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.
• Rod Tyers & Aaron Walker, 2016. "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 20-43, March.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," Economics Discussion / Working Papers 13-06, The University of Western Australia, Department of Economics.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers 2013-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Zhichao Zhang & Li Xie & Xiangyun Lu & Zhuang Zhang, 2016. "Determinants Of Financial Distress In Large Financial Institutions: Evidence From U.S. Bank Holding Companies," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 250-267, April.
• Luis Filipe Martins & Pierre Perron, 2016. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 650-659, September.
  • Luis Filipe Martins & Pierre Perron, 2014. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series 2014-003, Boston University - Department of Economics.
  • Luis Filipe Martins & Pierre Perron, 2015. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series wp2015-014, Boston University - Department of Economics.
• Tae-Seok Jang & Stephen Sacht, 2016. "Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching," Metroeconomica, Wiley Blackwell, vol. 67(1), pages 76-113, February.
  • Jang, Tae-Seok & Sacht, Stephen, 2014. "Animal spirits and the business cycle: Empirical evidence from moment matching," Economics Working Papers 2014-06, Christian-Albrechts-University of Kiel, Department of Economics.
• Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
  • Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
• Jonnathan R. Cáceres Santos, 2016. "Pronóstico de la actividad económica con base en el volumen transaccional - caso boliviano," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 24(1), pages 115-145, June.
• Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
• André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
  • André K. Anundsen, 2016. "Detecting imbalances in house prices: What goes up must come down?," Working Paper 2016/11, Norges Bank.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
• Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
  • Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  • Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
• Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017. "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1085-1096.
  • Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016. "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers 596, Bank of England.
• Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016. "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers 611, Bank of England.
• Sami Oinonen & Maritta Paloviita, 2017. "How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 139-163, November.
  • Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Research Discussion Papers 15/2016, Bank of Finland.
• Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
• Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager, 2016. "Systemic early warning systems for EU15 based on the 2008 crisis," Working Papers 202, Bank of Greece.
• George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
• Yuto Iwasaki & Sohei Kaihatsu, 2016. "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series 16-E-8, Bank of Japan.
• Koji Takahashi, 2016. "TIPS: The Trend Inflation Projection System and Estimation Results," Bank of Japan Working Paper Series 16-E-18, Bank of Japan.
• F. Lilla, 2016. "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers wp1084, Dipartimento Scienze Economiche, Universita' di Bologna.
• Lahiri Kajal & Yang Liu, 2016. "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 421-440, September.
  • Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
• Ravazzolo Francesco & Rothman Philip, 2016. "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 441-453, September.
  • Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Daniel-Petru, Ghencea & Miron, Zapciu, 2016. "MULTI-CRITERIA DECISION TOOL USING FIS MAMDANI vs FIS TAKAGI-SUGENO-KANG," Management Strategies Journal, Constantin Brancoveanu University, vol. 34(4), pages 225-238.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
• Taylor, Nick, 2017. "Realised variance forecasting under Box-Cox transformations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 770-785.
  • Nick Taylor, 2016. "Realised Variance Forecasting Under Box-Cox Transformations," Bristol Accounting and Finance Discussion Papers 16/4, School of Accounting and Finance, University of Bristol, UK.
• Thierry Kamionka & Xavier Vu Ngoc, 2016. "Insertion des jeunes sur le marché du travail, diplôme et quartier d’origine : une modélisation dynamique," Revue économique, Presses de Sciences-Po, vol. 67(3), pages 463-494.
• Grégoire de Lagasnerie, 2016. "Assurance maladie obligatoire et demande de soins : une analyse par microsimulation," Revue économique, Presses de Sciences-Po, vol. 67(4), pages 849-878.
• Ito, R., 2016. "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics 1606, Faculty of Economics, University of Cambridge.
• Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
• Karen Poghosyan, 2016. "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(2), pages 81-99.
• Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-160, Winter.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series 525, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series 5709, CESifo.
  • Kilian, Lutz & Baumeister, Christiane, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CEPR Discussion Papers 11035, C.E.P.R. Discussion Papers.
• Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  • Kilian, Lutz & Inoue, Atsushi, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  • Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
• Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131-158.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series 501, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
  • Kilian, Lutz & Baumeister, Christiane, 2015. "Understanding the Decline in the Price of Oil since June 2014," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2017. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 275-295, March.
  • Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015. "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series 500, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2015. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CEPR Discussion Papers 10362, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Baumeister, Christiane, 2014. "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series 5782, CESifo.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers 16-18, Bank of Canada.
  • Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
• Peter A. Zadrozny, 2016. "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series 5897, CESifo.
• Robert Lehmann & Klaus Wohlrabe, 2017. "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
  • Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
  • Lehmann, Robert & Wohlrabe, Klaus, 2017. "Boosting and regional economic forecasting: the case of Germany," Munich Reprints in Economics 49919, University of Munich, Department of Economics.
• Van Robays, Ine & Belu Mănescu, Cristiana, 2014. "Forecasting the Brent oil price: addressing time-variation in forecast performance," Working Paper Series 1735, European Central Bank.
  • Cristiana Belu Manescu & Ine Van Robays, 2016. "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series 6242, CESifo.
• Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65, September.
• Robert Lehmann & Michael Weber, 2016. "Mehr als Kaffeesatzleserei: Eine Evaluation der ifo Prognosen zur Erwerbstätigkeit in Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 23(02), pages 22-26, April.
• Klaus Abberger & Biswa Nath Bhattacharyay & Chang Woon Nam & Gernot Nerb & Siegfried Schönherr, 2014. "How Can the Crisis Vulnerability of Emerging Economies Be Reduced?," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
• Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(03), pages 30-33, February.
• Franziska Fobbe & Robert Lehmann, 2016. "Elektromotoren, Energieversorgung und Erziehung: Die Güte der entstehungsseitigen ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(12), pages 58-63, June.
• José M. Belbute & Alfredo Marvão Pereira, 2016. "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," Working Papers 170, Department of Economics, College of William and Mary.
  • José Belbute & Alfredo M. Pereira, 2016. "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," CEFAGE-UE Working Papers 2016_08, University of Evora, CEFAGE-UE (Portugal).
• Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
  • Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile 784, Central Bank of Chile.
• Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
  • Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
  • Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
• Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
  • Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
  • Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
• V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers 1602.08258, arXiv.org.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series 16-12, Swiss Finance Institute.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Prévision de l’activité économique au Québec," CIRANO Project Reports 2016rp-08, CIRANO.
• David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud, 2016. "Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050," Cahiers de recherche 1601, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud, 2016. "Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050," CIRANO Working Papers 2016s-07, CIRANO.
• Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," Working Papers hal-04141569, HAL.
  • Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  • Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers 2016-40, University of Paris Nanterre, EconomiX.
• Pablo Galaso & Sandra Rodriguez, 2014. "A composite leading cycle indicator for Uruguay," Documentos de Trabajo (working papers) 14-09, Instituto de Economía - IECON.
  • Pablo Galaso & Sandra Rodríguez, 2016. "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 31, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 01 Feb 2016.
• Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU, 2016. "The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 93-108, June.
• Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU, 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," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 179-196, December.
• Michal Franta, 2016. "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers 2016/05, Czech National Bank, Research and Statistics Department.
• Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank, Research and Statistics Department.
• Francisco Barreras & Carlos Díaz & Álvaro J. Riascos Villegas & Mónica Ribero, 2016. "Una comparación de diferentes modelos para la predicción del crimen en Bogotá," Documentos CEDE 15230, Universidad de los Andes, Facultad de Economía, CEDE.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016. "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(4), pages 595-624, October.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 927, Banco de la Republica de Colombia.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 14263, Banco de la Republica.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
  • Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 14306, Banco de la Republica.
• Lina M. Cortés & Andrés Mora-Valencia & Javier Perote, 2016. "The productivity of top researchers: a semi-nonparametric approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 109(2), pages 891-915, November.
  • Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2016. "The productivity of top researchers: A semi-nonparametric approach," Documentos de Trabajo de Valor Público 14437, Universidad EAFIT.
• Valencia Cárdenas, Marisol & Vanegas López, Juan Gabriel & Correa Morales, Juan Carlos & Restrepo Morales, Jorge Aníbal, 2016. "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 199-230, December.
• Miller Ariza, 2016. "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-46, February.
• Abel Rodríguez Tirado & Marcelo Delajara & Federico Hernández Álvarez, 2016. "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2016), pages 167-182, October.
• J.M. Dixon & J. Nassios, 2016. "Modelling the Impacts of a Cut to Company Tax in Australia," Centre of Policy Studies/IMPACT Centre Working Papers g-260, Victoria University, Centre of Policy Studies/IMPACT Centre.
• DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Magdalena Osinska & Tadeusz Kufel & Marcin Blazejowski & Pawel Kufel, 2016. "Modelling and Forecasting Business Cycle in CEE Countries using a Threshold Approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 145-164.
• Joanna Bruzda, 2016. "Quantile forecasting in operational planning and inventory management – an initial empirical verification," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 5-20.
• Waldemar Florczak, 2016. "Modelling effective legal aid system," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 15(3), pages 317-334, September.
• Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-160, Winter.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series 525, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CEPR Discussion Papers 11035, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series 5709, CESifo.
• Aron, Janine & Muellbauer, John, 2016. "“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”," Journal of Urban Economics, Elsevier, vol. 94(C), pages 32-53.
  • Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
  • Muellbauer, John & Aron, Janine, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers 11236, C.E.P.R. Discussion Papers.
• Andreou, Elena, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers 11307, C.E.P.R. Discussion Papers.
• Davide Pettenuzzo & Allan Timmermann, 2017. "Forecasting Macroeconomic Variables Under Model Instability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 183-201, April.
  • Timmermann, Allan & Pettenuzzo, Davide, 2016. "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers 11355, C.E.P.R. Discussion Papers.
• Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
  • Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
• Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2018.
  • Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
  • Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona School of Economics.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
  • Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
• Angela Abbate & Massimiliano Marcellino, 2018. "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(1), pages 155-179, January.
  • Abbate, Angela & Marcellino, Massimiliano, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers 19/2016, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
  • Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018. "Vulnerable Growth," Liberty Street Economics 20180409, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017. "Vulnerable Growth," 2017 Meeting Papers 1317, Society for Economic Dynamics.
  • Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
• Regis Barnichon & Christian Brownlees, 2019. "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 522-530, July.
  • Barnichon, Regis & Brownlees, Christian, 2016. "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers 11726, C.E.P.R. Discussion Papers.
• Till Weigt & Bernd Wilfling, 2016. "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers 4616, Center for Quantitative Economics (CQE), University of Muenster.
• Alessandro Spelta, 2016. "A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs," DISCE - Working Papers del Dipartimento di Economia e Finanza def036, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Gupta, Rangan & Kotzé, Kevin, 2017. "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, vol. 61(C), pages 270-278.
  • Rangan Gupta & Kevin Kotze, 2015. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers 201531, University of Pretoria, Department of Economics.
  • Rangan Gupta & Kevin Kotze, 2016. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series 2016-01, School of Economics, University of Cape Town.
• Pedro V. Piffaut & Damià Rey Miró, 2016. "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 39(111), pages 138-147, Septiembr.
• José M. Belbute & Alfredo Marvão Pereira, 2016. "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," Working Papers 170, Department of Economics, College of William and Mary.
• Antonis Michis, 2016. "Mean Squared Prediction Error Reduction With Instrumental Variables," Working Papers 2016-5, Central Bank of Cyprus.
• Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016. "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 85-102.
• Vasile GEORGESCU, 2016. "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 5-24.
• Pooi AH-HIN & Ng KOK-HAUR & Soo HUEI-CHING, 2016. "Modelling and Forecasting with Financial Duration Data Using Non-linear Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 79-92.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016. "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 135-150.
• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
  • Voigt, Sebastian & Hinz, Oliver, 2016. "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84846, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Jos Jansen & Jasper de Winter, 2016. "Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries," DNB Working Papers 507, Netherlands Central Bank, Research Department.
• Ha-Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," EconomiX Working Papers 2016-10, University of Paris Nanterre, EconomiX.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  • Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers 2016-40, University of Paris Nanterre, EconomiX.
  • Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," Working Papers hal-04141569, HAL.
• Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers hal-01424285, HAL.
  • Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers WP1618, ESSEC Research Center, ESSEC Business School.
• Jarociński, Marek & Lenza, Michele, 2016. "How large is the output gap in the euro area," Research Bulletin, European Central Bank, vol. 24.
• Jarociński, Marek & Lenza, Michele, 2016. "How large is the output gap in the euro area," Research Bulletin, European Central Bank, vol. 24.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
  • Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
  • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
  • Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
  • Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
• Gerhard Rünstler, 2016. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 629-662, Emerald Group Publishing Limited.
  • Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
  • Rünstler, Gerhard, 2016. "On the design of data sets for forecasting with dynamic factor models," Working Paper Series 1893, European Central Bank.
• Marek Jarociński & Michele Lenza, 2018. "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
  • Lenza, Michele & Jarociński, Marek, 2016. "An inflation-predicting measure of the output gap in the euro area," Working Paper Series 1966, European Central Bank.
• Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
  • Kirstin Hubrich & Frauke Skudelny, 2016. "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series 2016-104, Board of Governors of the Federal Reserve System (U.S.).
  • Hubrich, Kirstin & Skudelny, Frauke, 2016. "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series 1972, European Central Bank.
• Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel r dl, 2016. "Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 176-178.
• Amin Jan & Maran Marimuthu, 2016. "Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 332-346.
• Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2016. "Determining the Functional Form of Relationships between Oil Prices and Macroeconomic Variables: The Case of Mexico, Indonesia, South Korea, Turkey Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 880-891.
• Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova, 2016. "Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1616-1624.
• Ivani Bora & Naliniprava Tripathy, 2016. "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1716-1721.
• Nasser Al-Mawali & Haslifah Mohamad Hasim & Khalil Al-Busaidi, 2016. "Modeling the Impact of the Oil Sector on the Economy of Sultanate of Oman," International Journal of Energy Economics and Policy, Econjournals, vol. 6(1), pages 120-127.
• Nicolas Reigl, 2016. "Forecasting the Estonian rate of inflation using factor models," Bank of Estonia Working Papers wp2016-8, Bank of Estonia, revised 10 Oct 2016.
• Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016. "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, vol. 177(C), pages 285-297.
• Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016. "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, vol. 41(C), pages 46-61.
  • Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
  • Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
• Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
  • Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
  • Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016. "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
  • Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 16-32.
  • Rob J Hyndman & Alan Lee & Earo Wang, 2014. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers 17/14, Monash University, Department of Econometrics and Business Statistics.
• Kellner, Ralf & Rösch, Daniel, 2016. "Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk," Journal of Economic Dynamics and Control, Elsevier, vol. 68(C), pages 45-63.
• Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
• Diks, Cees & Wang, Juanxi, 2016. "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 68-88.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
  • Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
  • Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
• Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016. "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 11-22.
• El-Shazly, Alaa, 2016. "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, vol. 53(C), pages 133-143.
• Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
  • Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank, Research and Statistics Department.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
• Tsuchiya, Yoichi, 2016. "Do production managers predict turning points? A directional analysis," Economic Modelling, Elsevier, vol. 58(C), pages 1-8.
• Cross, Jamie & Poon, Aubrey, 2016. "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, vol. 58(C), pages 34-51.
• Liyanaarachchi, Tilak S. & Naranpanawa, Athula & Bandara, Jayatilleke S., 2016. "Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach," Economic Modelling, Elsevier, vol. 59(C), pages 102-115.
• Risse, Marian & Kern, Martin, 2016. "Forecasting house-price growth in the Euro area with dynamic model averaging," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 70-85.
• Deng, Kaihua, 2016. "A refined asymptotic framework for dividend yield in predictive regressions," Economics Letters, Elsevier, vol. 138(C), pages 60-63.
• Balaban, Ercan & Lu, Shan, 2016. "Forecasting the term structure of volatility of crude oil price changes," Economics Letters, Elsevier, vol. 141(C), pages 116-118.
• Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
  • Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
• Li, Shuo & Tu, Yundong, 2016. "On estimating the nonparametric multiplicative error models," Economics Letters, Elsevier, vol. 143(C), pages 66-68.
• Kim, Jong-Min & Jung, Hojin, 2016. "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, vol. 145(C), pages 262-265.
• Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016. "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, vol. 148(C), pages 96-98.
  • Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016. "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 16-067/IV, Tinbergen Institute.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
  • Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2016. "Structural analysis with Multivariate Autoregressive Index models," Journal of Econometrics, Elsevier, vol. 192(2), pages 332-348.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015. "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers 10801, C.E.P.R. Discussion Papers.
• Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  • Kilian, Lutz & Inoue, Atsushi, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  • Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
• Andreou, Elena, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," Journal of Econometrics, Elsevier, vol. 193(2), pages 367-389.
• Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
• Wang, Chuan-Sheng & Zhao, Zhibiao, 2016. "Conditional Value-at-Risk: Semiparametric estimation and inference," Journal of Econometrics, Elsevier, vol. 195(1), pages 86-103.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
• Ormos, Mihály & Timotity, Dusan, 2016. "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, vol. 40(3), pages 345-354.
  • Mihaly Ormos & Dusan Timotity, 2016. "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers 1606.03597, arXiv.org.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 12323, Banco de la Republica.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Ghonghadze, Jaba & Lux, Thomas, 2016. "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 1-19.
• Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 128-158.
• Campbell, Randall C. & Nagel, Gregory L., 2016. "Private information and limitations of Heckman's estimator in banking and corporate finance research," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 186-195.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
  • Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
  • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.
• Davidson, James & Li, Xiaoyu, 2016. "Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 534-547.
• Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016. "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
  • Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
• Feuerriegel, Stefan & Bodenbenner, Philipp & Neumann, Dirk, 2016. "Value and granularity of ICT and smart meter data in demand response systems," Energy Economics, Elsevier, vol. 54(C), pages 1-10.
• Benedetto, F. & Giunta, G. & Mastroeni, L., 2016. "On the predictability of energy commodity markets by an entropy-based computational method," Energy Economics, Elsevier, vol. 54(C), pages 302-312.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016. "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, vol. 56(C), pages 117-133.
• Yin, Libo & Yang, Qingyuan, 2016. "Predicting the oil prices: Do technical indicators help?," Energy Economics, Elsevier, vol. 56(C), pages 338-350.
• Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
• Nowotarski, Jakub & Weron, Rafał, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 57(C), pages 228-235.
  • Jakub Nowotarski & Rafal Weron, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports HSC/16/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Klein, Tony & Walther, Thomas, 2016. "Oil price volatility forecast with mixture memory GARCH," Energy Economics, Elsevier, vol. 58(C), pages 46-58.
• Wen, Fenghua & Gong, Xu & Cai, Shenghua, 2016. "Forecasting the volatility of crude oil futures using HAR-type models with structural breaks," Energy Economics, Elsevier, vol. 59(C), pages 400-413.
• Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016. "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 206-216.
  • Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers 1512, Department of Economics, University of Missouri.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.
• Manner, Hans & Türk, Dennis & Eichler, Michael, 2016. "Modeling and forecasting multivariate electricity price spikes," Energy Economics, Elsevier, vol. 60(C), pages 255-265.
• Drachal, Krzysztof, 2016. "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, vol. 60(C), pages 35-46.
• Hussain, Anwar & Rahman, Muhammad & Memon, Junaid Alam, 2016. "Forecasting electricity consumption in Pakistan: the way forward," Energy Policy, Elsevier, vol. 90(C), pages 73-80.
• Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
  • Fantazzini, Dean, 2016. "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper 72094, University Library of Munich, Germany.
• Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016. "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, vol. 98(C), pages 40-49.
  • Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015. "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports HSC/15/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Olkhov, Victor, 2016. "On Economic Space notion," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 372-381.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016. "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, vol. 17(C), pages 55-61.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
• Johnston, Craig M.T., 2016. "Global paper market forecasts to 2030 under future internet demand scenarios," Journal of Forest Economics, Elsevier, vol. 25(C), pages 14-28.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
• Bohnert, Alexander & Gatzert, Nadine & Kolb, Andreas, 2016. "Assessing inflation risk in non-life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 86-96.
• Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
• Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016. "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 1-14.
• Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
  • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016. "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, vol. 32(2), pages 283-292.
  • Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015. "Identification and real-time forecasting of Norwegian business cycles," Working Paper 2015/09, Norges Bank.
• Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  • André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
  • Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
  • Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics 43488, University of Munich, Department of Economics.
• Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
• Maciejowska, Katarzyna & Nowotarski, Jakub, 2016. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1051-1056.
  • Katarzyna Maciejowska & Jakub Nowotarski, 2015. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports HSC/15/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Wang, Pu & Liu, Bidong & Hong, Tao, 2016. "Electric load forecasting with recency effect: A big data approach," International Journal of Forecasting, Elsevier, vol. 32(3), pages 585-597.
  • Pu Wang & Bidong Liu & Tao Hong, 2015. "Electric load forecasting with recency effect: A big data approach," HSC Research Reports HSC/15/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
• Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
  • Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
• Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, vol. 32(3), pages 957-965.
  • Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Liu, Weiling & Moench, Emanuel, 2016. "What predicts US recessions?," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1138-1150.
  • Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
• Buncic, Daniel & Gisler, Katja I.M., 2016. "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1317-1339.
  • Buncic, Daniel & Gisler, Katja I. M., 2015. "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series 1508, University of St. Gallen, School of Economics and Political Science.
• Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
  • Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016. "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series 2016-044, Board of Governors of the Federal Reserve System (U.S.).
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
  • Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
• Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016. "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 121-132.
• Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
• Sorwar, Ghulam & Pappas, Vasileios & Pereira, John & Nurullah, Mohamed, 2016. "To debt or not to debt: Are Islamic banks less risky than conventional banks?," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 113-126.
• Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
• Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar, 2016. "Politics matters: Regulatory events as catalysts for price formation under cap-and-trade," Journal of Environmental Economics and Management, Elsevier, vol. 78(C), pages 121-139.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
• Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  • Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
• Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong, 2016. "Can credit spreads help predict a yield curve?," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 39-61.
• Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016. "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 161-180.
• Schreiber, Sven & Soldatenkova, Natalia, 2016. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 166-187.
  • Schreiber, Sven, 2014. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers 2014/2, Free University Berlin, School of Business & Economics.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
  • Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
• Lamprou, Dimitra, 2016. "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 93-102.
• Cabrera Delgado, Jorge & Bonnel, Patrick, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Journal of Transport Geography, Elsevier, vol. 51(C), pages 17-26.
  • Jorge Cabrera Delgado & Patrick Bonnel, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Post-Print halshs-01328761, HAL.
• Espinosa, Maria & Gocht, Alexander & Heckelei, Thomas & Paloma, Sergio Gomez y, 2016. "Incorporating farm structural change in models assessing the Common Agricultural Policy: An application in the CAPRI farm type model," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1040-1059.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss," Resources Policy, Elsevier, vol. 47(C), pages 95-107.
• Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016. "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, vol. 49(C), pages 74-80.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
• Aron, Janine & Muellbauer, John, 2016. "“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”," Journal of Urban Economics, Elsevier, vol. 94(C), pages 32-53.
  • Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
  • Muellbauer, John & Aron, Janine, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers 11236, C.E.P.R. Discussion Papers.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
  • Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
  • Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016. "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 70-83.
• Dai, Feng & Li, Pengpeng & Liang, Ling, 2016. "Long-term economic growth under environmental pressure: An optimal path," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 15-24.
• Farmer, J. Doyne & Lafond, François, 2016. "How predictable is technological progress?," Research Policy, Elsevier, vol. 45(3), pages 647-665.
  • J. Doyne Farmer & Francois Lafond, 2015. "How predictable is technological progress?," Papers 1502.05274, arXiv.org, revised Nov 2015.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016. "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 172-188.
• Tsuchiya, Yoichi, 2016. "Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 189-201.
• Chang, Kuang-Liang, 2016. "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 72-87.
• Laurini, Márcio P. & Caldeira, João F., 2016. "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 68-90.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
• Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016. "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 96(C), pages 81-94.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
• Ceyda YERDELEN KAYGIN & Alper TAZEGUL & Hakan YAZARKAN, 2016. "Isletmelerin Finansal Basarili ve Basarisiz Olma Durumlarinin Veri Madenciligi ve Lojistik Regresyon Analizi Ile Tahmin Edilebilirligi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(1), pages 147-159.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016. "An information based one-factor asset pricing model," LSE Research Online Documents on Economics 118978, London School of Economics and Political Science, LSE Library.
• Bianchi, Daniele & Tamoni, Andrea, 2016. "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics 118992, London School of Economics and Political Science, LSE Library.
• Delajara, Marcelo & Álvarez, Federico Hernández & Tirado, Abel Rodríguez, 2016. "Nowcasting Mexico’s short-term GDP growth in real-time: a factor model versus professional forecasters," LSE Research Online Documents on Economics 123297, London School of Economics and Political Science, LSE Library.
• Cai, Xiaoming & Den Haan, Wouter J. & Pinder, Jonathan, 2016. "Predictable recoveries," LSE Research Online Documents on Economics 65188, London School of Economics and Political Science, LSE Library.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016. "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1604, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016. "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Department of Economics Working Papers 54/16, University of Bath, Department of Economics.
• Guilherme Jonas Costa da Silva & Humberto Eduardo de Paula Martins & Henrique Dantas Neder, 2016. "Transport infrastructure investment and regional inequalities in Brazil: an Analysis of the impacts of the Growth Acceleration Program (PAC)," Brazilian Journal of Political Economy, Center of Political Economy, vol. 36(4), pages 840-863.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016. "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565, Emerald Group Publishing Limited.
  • Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
• Gerhard Rünstler, 2016. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 629-662, Emerald Group Publishing Limited.
  • Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
  • Rünstler, Gerhard, 2016. "On the design of data sets for forecasting with dynamic factor models," Working Paper Series 1893, European Central Bank.
• Eric Renault & Daniela Scidá, 2016. "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 349-385, Emerald Group Publishing Limited.
• R. Kelley Pace & James P. LeSage, 2016. "Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples," Advances in Econometrics, in: Spatial Econometrics: Qualitative and Limited Dependent Variables, volume 37, pages 3-34, Emerald Group Publishing Limited.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016. "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(4), pages 595-624, October.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 14263, Banco de la Republica.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 927, Banco de la Republica de Colombia.
• Michael McAleer & Xiao-Guang Yue, 2017. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 154-162.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE 2016-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Yue, X-G. & Gao, R. & McAleer, M.J., 2016. "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Econometric Institute Research Papers EI2016-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016. "Prediction of Gas Concentration based on the Opposite Degree Algorithm," Tinbergen Institute Discussion Papers 16-027/III, Tinbergen Institute.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
  • Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016. "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-024, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers id:11381, eSocialSciences.
• Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016. "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the Basis of Data-driven Techniques," European Economy - Discussion Papers 034, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.
• Pablo M. Pincheira & Carlos A. Medel, 2016. "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 539-564, December.
• Hana Dzmuranova, 2016. "Risk Management of Demand Deposits in a Low Interest Rate Environment," Working Papers IES 2016/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2016.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
  • Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
• Nikolay Gospodinov, 2016. "The role of commodity prices in forecasting U.S. core inflation," FRB Atlanta Working Paper 2016-5, Federal Reserve Bank of Atlanta.
• Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016. "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, vol. 41(C), pages 46-61.
  • Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
  • Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series) 1617, Federal Reserve Bank of Cleveland.
• Hal Martin & Isaac Oduro & Francisca Richter & Apirl Hirsh Urban & Stephan D. Whitaker, 2016. "Predictive Modeling of Surveyed Property Conditions and Vacancy," Working Papers (Old Series) 1637, Federal Reserve Bank of Cleveland.
• Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018. "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 46-73.
  • Ayse Kabukcuoglu & Enrique Martínez-García, 2015. "Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting," Koç University-TUSIAD Economic Research Forum Working Papers 1520, Koc University-TUSIAD Economic Research Forum.
  • Ayse Kabukcuoglu & Enrique Martínez García, 2016. "Inflation as a global phenomenon - some implications for policy analysis and forecasting," Globalization Institute Working Papers 261, Federal Reserve Bank of Dallas.
• Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
  • Hubrich, Kirstin & Skudelny, Frauke, 2016. "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series 1972, European Central Bank.
  • Kirstin Hubrich & Frauke Skudelny, 2016. "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series 2016-104, Board of Governors of the Federal Reserve System (U.S.).
• Hie Ahn & James Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," Working Papers id:11130, eSocialSciences.
  • Hie Joo Ahn & James D. Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," Finance and Economics Discussion Series 2016-12, Board of Governors of the Federal Reserve System (U.S.).
  • Hie Joo Ahn & James D. Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," NBER Working Papers 22451, National Bureau of Economic Research, Inc.
• Benjamin K. Johannsen & Elmar Mertens, 2021. "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1005-1046, August.
  • Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
  • Benjamin K Johannsen & Elmar Mertens, 2018. "A time series model of interest rates with the effective lower bound," BIS Working Papers 715, Bank for International Settlements.
• Bragoli, Daniela & Modugno, Michele, 2017. "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
  • Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
• Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.
  • Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016. "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series 2016-044, Board of Governors of the Federal Reserve System (U.S.).
• Hie Joo Ahn, 2016. "The Role of Observed and Unobserved Heterogeneity in the Duration of Unemployment Spells," Finance and Economics Discussion Series 2016-063r1, Board of Governors of the Federal Reserve System (U.S.), revised 25 Mar 2022.
• Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers 1184, Board of Governors of the Federal Reserve System (U.S.).
• Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
• Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Papers 1604.01338, arXiv.org.
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Econometrics Working Papers Archive 2016_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Mueller, Georg P., 2016. "On the use of interview data for the microsimulation of ideological conflicts : an analysis of the political cleavages of the European left," FSES Working Papers 471, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Michiel van Dijk & Maryia Mandryk & Marc Gramberger & David Laborde & Lindsay Shutes & Elke Stehfest & Hugo Valin & Katharina Zellmer, 2016. "Scenarios to explore global food security up to 2050: Development process, storylines and quantification of drivers," FOODSECURE Working papers 38, LEI Wageningen UR.
• Tero Haahtela, 2016. "Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 71-91, November.
• Tero Haahtela, 2016. "Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 71-91, November.
• Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
• Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
• Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
• Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 22, pages 1-27, April.
• Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 23, pages 1-27, April.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
• Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
• Drobyshevsky Sergey & Kazakova Maria & Tsukhlo Sergey & Lyashok Viktor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 27, pages 1-24, May.
• Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
• Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 33, pages 1-19, September.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 35, pages 1-23, November.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian N. & Mamedov Arseny & Fomina Elena & Gurevich Vladimir, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 37, pages 1-20, December.
• Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 38, pages 1-23, December.
• Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
• Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
• Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
• Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
• Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
• Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
• Drobyshevsky Sergey & Kazakova Maria & Idrisov Georgy & Tsukhlo Sergey & Lyashok Viktor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 27, pages 1-24, May.
• Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
• Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 33, pages 1-19, September.
• Idrisov Georgy & Avraamova Elena & Tsukhlo Sergey & Shagaida Natalia & Kaukin Andrey & Gurevich Vladimir & Loginov Dmitry & Pavlov Pavel, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 35, pages 1-23, November.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchyan Nikita & Mamedov Arseny & Fomina Elena & Gurevich Vladimir, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 37, pages 1-20, December.
• Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia, 2016. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 38, pages 1-23, December.
• Idrisov Georgy & Kaukin Andrey & Ponomarev Yuri, 2016. "Industrial production dynamics in particular sectors of Russian industry," Published Papers ppaper-2016-253, Gaidar Institute for Economic Policy, revised 2016.
• Tsukhlo Sergey, 2016. "Russian industrial enterprises in 2015 (on the basis of business surveys)," Published Papers ppaper-2016-254, Gaidar Institute for Economic Policy, revised 2016.
• Francesco Audrino & Yujia Hu, 2016. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, vol. 4(1), pages 1-24, February.
  • Audrino, Francesco & Hu, Yujia, 2011. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series 1138, University of St. Gallen, School of Economics and Political Science.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 9(8), pages 1-22, August.
  • Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016. "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports HSC/16/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
  • David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
  • Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
  • Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
• Yuxuan Huang, 2016. "Forecasting the USD/CNY Exchange Rate under Different Policy Regimes," Working Papers 2016-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Ulrich Heilemann & Susanne Schnorr-Bäcker, 2016. "Could The Start Of The German Recession 2008-2009 Have Been Foreseen? Evidence From Real-Time Data," Working Papers 2016-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Yongchen Zhao, 2020. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
  • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
  • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers 1184, Board of Governors of the Federal Reserve System (U.S.).
  • Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Documents de travail du Centre d'Economie de la Sorbonne 16016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
  • Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
  • Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
  • Denisa Banulescu-Radu & Christophe Hurlin & Sebastien Laurent & Bertrand Candelon, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-03528839, HAL.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Cabrera Delgado, Jorge & Bonnel, Patrick, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Journal of Transport Geography, Elsevier, vol. 51(C), pages 17-26.
  • Jorge Cabrera Delgado & Patrick Bonnel, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Post-Print halshs-01328761, HAL.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers WP1618, ESSEC Research Center, ESSEC Business School.
  • Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers hal-01424285, HAL.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  • Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," Working Papers hal-04141569, HAL.
  • Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers 2016-40, University of Paris Nanterre, EconomiX.
• Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
  • Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP) dp-571, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Vanella, Patrizio, 2016. "The Total Fertility Rate in Germany until 2040 - A Stochastic Principal Components Projection based on Age-specific Fertility Rates," Hannover Economic Papers (HEP) dp-579, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Tine Hufkens & Gerlinde Verbist, 2016. "The distributive effects of work-family life policies in European welfare states," ImPRovE Working Papers 16/09, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Mossfeldt, Marcus & Stockhammar, Pär, 2016. "Forecasting Goods and Services Inflation in Sweden," Working Papers 146, National Institute of Economic Research.
• Michael K Andersson & Ted Aranki & André Reslow, 2017. "Adjusting for information content when comparing forecast performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 784-794, November.
  • Andersson, Michael K. & Aranki, Ted & Reslow, André, 2016. "Adjusting for Information Content when Comparing Forecast Performance," Working Paper Series 328, Sveriges Riksbank (Central Bank of Sweden).
• Alexander Yu. Apokin & Irina B. Ipatova, 2016. "Structural Breaks in Potential GDP Of Three Major Economies: Just Impaired Credit or the “New Normal”?," HSE Working papers WP BRP 142/EC/2016, National Research University Higher School of Economics.
• Sergey Egiev, 2016. "On Persistence of Uncertainty Shocks," HSE Working papers WP BRP 144/EC/2016, National Research University Higher School of Economics.
• Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle, 2016. "Academic Ranking Scales in Economics: Prediction and Imputation," SFB 649 Discussion Papers SFB649DP2016-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
  • Ying Chen & Wolfgang K. Härdle & Wee Song Chua, 2016. "Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics," SFB 649 Discussion Papers SFB649DP2016-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Maciej Zieba & Wolfgang K. Härdle, 2016. "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers SFB649DP2016-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Fahima Charef & Fethi Ayachi, 2016. "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(1), pages 244-253, January.
  • Fahima Charef & Fethi Ayachi, 2016. "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(1), pages 94-99, January.
• Fahima Charef & Fethi Ayachi, 2016. "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(1), pages 94-99, January.
  • Fahima Charef & Fethi Ayachi, 2016. "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(1), pages 244-253, January.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 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," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
• Maciej Lis & Agata Miazga & Michal Ramsza, 2016. "Dynamiczne wlasnosci miar ubostwa energetycznego," IBS Research Reports 01/2016, Instytut Badan Strukturalnych.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(1), pages 34-62.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2016. "Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Working Papers 567, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2017. "A daily indicator of economic growth for the euro area," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 43-63.
  • Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2016. "A daily indicator of economic growth for the euro area," Working Papers 570, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Roberto Casarin & Claudia Foroni & Massimiliano Marcellino & Francesco Ravazzolo, 2016. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," Working Papers 585, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Casarin, Roberto & Foroni, Claudia & Marcellino, Massimiliano & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  • Pierre Guerin & Danilo Leiva-Leon & Massimiliano Marcellino, 2016. "Markov-Switching Three-Pass Regression Filter," Working Papers 591, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
  • Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-switching three-pass regression filter," Working Papers 1748, Banco de España.
• Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
• Grigoli, Francesco & Mansilla, Mario & Saldías, Martín, 2018. "Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 130-141.
  • Francesco Grigoli & Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador," IMF Working Papers 16/236, International Monetary Fund.
• Grigoli, Francesco & Mansilla, Mario & Saldías, Martín, 2018. "Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 130-141.
  • Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
• Breitung, Jörg & Schreiber, Sven, 2018. "Assessing causality and delay within a frequency band," Econometrics and Statistics, Elsevier, vol. 6(C), pages 57-73.
  • Jörg Breitung & Sven Schreiber, 2016. "Assessing Causality and Delay within a Frequency Band," IMK Working Paper 165-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Guillermo Benavides Perales, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(1), pages 55-77, Enero-Jun.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
  • Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers id:11381, eSocialSciences.
  • Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016. "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-024, Indira Gandhi Institute of Development Research, Mumbai, India.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016. "Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model," Working Papers 2016-07, Faculty of Economics and Statistics, Universität Innsbruck.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016. "Spatial Ensemble Post-Processing with Standardized Anomalies," Working Papers 2016-08, Faculty of Economics and Statistics, Universität Innsbruck.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2016. "Predictive Bookmaker Consensus Model for the UEFA Euro 2016," Working Papers 2016-15, Faculty of Economics and Statistics, Universität Innsbruck.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016. "Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies," Working Papers 2016-21, Faculty of Economics and Statistics, Universität Innsbruck.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016. "Tricks for improving non-homogeneous regression for probabilistic precipitation forecasts: Perfect predictions, heavy tails, and link functions," Working Papers 2016-28, Faculty of Economics and Statistics, Universität Innsbruck.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016. "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers 2016-31, Faculty of Economics and Statistics, Universität Innsbruck.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
• Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi‐Ming Wei, 2016. "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 633-651, November.
  • Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi-Ming Wei, 2016. "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Working Papers 2016-004, Department of Research, Ipag Business School.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
• Antonio Cappiello, 2016. "Decision Making And Saint Petersburg Paradox: Focusing On Heuristic Parameters, Considering The Non-Ergodic Context And The Gambling Risks," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 70(4), pages 147-158, October-D.
• Raul Ramos, 2016. "Gravity models: A tool for migration analysis," IZA World of Labor, Institute of Labor Economics (IZA), pages 239-239, February.
• IKM Mokhtarul Wadud & Huson Joher Ali Ahmed, 2016. "Oil price volatility, investment and sectoral responses: The Thai experience," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(3), pages 357-379, July-Sept.
• Isaac Nwaogwugwu & Olaniyi Evans, 2016. "A Sectoral Analysis Of Fiscal And Monetary Actions In Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(4), pages 211-229, October-D.
• Chi Ming Wong & Lei Lam Olivia Ting, 2016. "A Quantile Regression Approach to the Multiple Period Value at Risk Estimation," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 1-35, February.
• Tanaka, Kiyoyasu, 2016. "Forecasting inbound tourists in Cambodia," IDE Discussion Papers 601, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen, Anja, 2011. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 113, Hamburg Institute of International Economics (HWWI).
  • Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
• Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
• Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen, Anja, 2011. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 113, Hamburg Institute of International Economics (HWWI).
  • Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
• William A. Barnett & Marcelle Chauvet & Danilo Leiva‐Leon & Liting Su, 2024. "The Credit‐Card‐Services Augmented Divisia Monetary Aggregates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1163-1202, August.
  • Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper 73245, University Library of Munich, Germany.
  • William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201604, University of Kansas, Department of Economics, revised Aug 2016.
• Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates," MPRA Paper 73246, University Library of Munich, Germany.
  • William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201605, University of Kansas, Department of Economics, revised Aug 2016.
• Barnett, William A. & Su, Liting, 2019. "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 23(S1), pages 90-114, September.
  • Barnett, William & Su, Liting, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics 67, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  • William A. Barnett & Liting Su, 2016. "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201606, University of Kansas, Department of Economics, revised Aug 2016.
  • Barnett, William & Su, Liting, 2016. "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper 73248, University Library of Munich, Germany.
• Khurshid M. Kiani, 2016. "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 487-502, October.
• Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 415-444, May.
• Feng Dai & Songtao Wu & Ling Liang & Zifu Qin, 2016. "Bilateral Trade under Environmental Pressure: Balanced Growth," Journal of Industry, Competition and Trade, Springer, vol. 16(2), pages 209-231, June.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
  • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
• Yun-Yeong Kim, 2016. "Dynamic Analyses Using VAR Model with Mixed Frequency Data through Observable Representation," Korean Economic Review, Korean Economic Association, vol. 32, pages 41-75.
• Ayse Kabukcuoglu & Enrique Martínez-García, 2016. "What Helps Forecast U.S. Inflation?—Mind the Gap!," Koç University-TUSIAD Economic Research Forum Working Papers 1615, Koc University-TUSIAD Economic Research Forum.
• Burak Erkut, 2016. "Entrepreneurship and Economic Freedom: Do Objective and Subjective Data Reflect the Same Tendencies?," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 4(3), pages 11-26.

2015

• He, Ling T. & Casey, K.M., 2015. "Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices," Energy Economics, Elsevier, vol. 47(C), pages 121-128.
• Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
• Pringles, Rolando & Olsina, Fernando & Garcés, Francisco, 2015. "Real option valuation of power transmission investments by stochastic simulation," Energy Economics, Elsevier, vol. 47(C), pages 215-226.
• Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015. "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, vol. 47(C), pages 37-41.
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, vol. 47(C), pages 98-111.
• Weron, Rafał & Zator, Michał, 2015. "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, vol. 48(C), pages 1-6.
  • Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015. "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, vol. 48(C), pages 316-324.
• Uritskaya, Olga Y. & Uritsky, Vadim M., 2015. "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, vol. 49(C), pages 72-81.
• Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015. "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, vol. 50(C), pages 227-239.
  • Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
• Sundt, Swantje & Rehdanz, Katrin, 2015. "Consumers' willingness to pay for green electricity: A meta-analysis of the literature," Energy Economics, Elsevier, vol. 51(C), pages 1-8.
  • Sundt, Swantje & Rehdanz, Katrin, 2014. "Consumer's willingness to pay for green electricity: A meta-analysis of the literature," Kiel Working Papers 1931, Kiel Institute for the World Economy (IfW Kiel).
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, vol. 51(C), pages 430-444.
• Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015. "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, vol. 51(C), pages 599-608.
• Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015. "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, vol. 51(C), pages 99-110.
• Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  • Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015. "Understanding volatility dynamics in the EU-ETS market," Post-Print hal-02878047, HAL.
  • Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
• Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015. "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 257-266.
  • Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
• Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
  • Seema Narayan & Russell Smyth, 2015. "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers 06-15, Monash University, Department of Economics.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015. "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, vol. 12(C), pages 2-10.
• Baur, Dirk G. & Löffler, Gunter, 2015. "Predicting the equity premium with the demand for gold coins and bars," Finance Research Letters, Elsevier, vol. 13(C), pages 172-178.
• Corbet, Shaen & Dowling, Michael & Cummins, Mark, 2015. "Analyst recommendations and volatility in a rising, falling, and crisis equity market," Finance Research Letters, Elsevier, vol. 15(C), pages 187-194.
• Liu, Li & Zhang, Tao, 2015. "Economic policy uncertainty and stock market volatility," Finance Research Letters, Elsevier, vol. 15(C), pages 99-105.
• Sogiakas, Vasilios & Karathanassis, George, 2015. "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, vol. 27(C), pages 46-72.
• Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
• Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
• Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
  • Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  • Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
• Barsoum, Fady & Stankiewicz, Sandra, 2015. "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, vol. 31(1), pages 33-50.
  • Fady Barsoum & Sandra Stankiewicz, 2013. "Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes," Working Paper Series of the Department of Economics, University of Konstanz 2013-10, Department of Economics, University of Konstanz.
• Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015. "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, vol. 31(1), pages 99-112.
  • Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
• Sekkel, Rodrigo M., 2015. "Balance sheets of financial intermediaries: Do they forecast economic activity?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 263-275.
  • Rodrigo Sekkel, 2014. "Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?," Staff Working Papers 14-40, Bank of Canada.
• Liu, Xiaochun, 2015. "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, vol. 31(2), pages 296-311.
  • Liu, Xiaochun, 2011. "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper 41248, University Library of Munich, Germany.
• Martinez, Andrew B., 2015. "How good are US government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 312-324.
  • Andrew Martinez, 2014. "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers 727, University of Oxford, Department of Economics.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  • Laurent Ferrara & Marcellino, M. & Matteo Mogliani, 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
  • Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
• Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
  • Marcellino, Massimiliano & Foroni, Claudia, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
• Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi, 2015. "EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries," International Journal of Forecasting, Elsevier, vol. 31(3), pages 712-738.
  • Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti, 2013. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries," CEIS Research Paper 287, Tor Vergata University, CEIS, revised 01 Oct 2013.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
  • Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
• Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
• Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
  • Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo.
• Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015. "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1096-1103.
  • Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012. "Optimal Combination of Survey Forecasts," Working Papers ECARES ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
• Seo, Sung Won & Kim, Jun Sik, 2015. "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 106-120.
• Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona, 2015. "Which are the SIFIs? A Component Expected Shortfall approach to systemic risk," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 575-588.
  • Georgiana-Denisa Banulescu & Elena Ivona Dumitrescu, 2015. "Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk," Post-Print hal-01385923, HAL.
• Lin, Li & Surti, Jay, 2015. "Capital requirements for over-the-counter derivatives central counterparties," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 140-155.
• Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F., 2015. "Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 129-140.
• Weiß, Gregor N.F. & Scheffer, Marcus, 2015. "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 175-191.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015. "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 103-122.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
  • Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 202-219.
  • Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers 14-1, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche 1414, CIRPEE.
• Tian, Shuairu & Hamori, Shigeyuki, 2015. "Modeling interest rate volatility: A Realized GARCH approach," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 158-171.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Khiabani, Nasser, 2015. "Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran," Journal of Housing Economics, Elsevier, vol. 30(C), pages 59-76.
• Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
• Temesvary, Judit, 2015. "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 202-222.
• Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.
• El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  • Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
  • El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
• Jalles, João Tovar & Karibzhanov, Iskander & Loungani, Prakash, 2015. "Cross-country evidence on the quality of private sector fiscal forecasts," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 186-201.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
  • Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
• He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015. "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, vol. 45(C), pages 144-150.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2015. "A real-time quantile-regression approach to forecasting gold returns under asymmetric loss," Resources Policy, Elsevier, vol. 45(C), pages 299-306.
• Li, Gang & Li, Yong, 2015. "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, vol. 46(P2), pages 167-176.
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
• Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015. "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
  • Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
• Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada, 2015. "Consumers’ willingness to pay for renewable energy: A meta-regression analysis," Resource and Energy Economics, Elsevier, vol. 42(C), pages 93-109.
  • Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada, 2015. "Consumers’ Willingness to Pay for Renewable Energy: A Meta-Regression Analysis," Working Papers 204197, University of Western Australia, School of Agricultural and Resource Economics.
• Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu & Kyophilavong, Phouphet, 2015. "Frequency domain causality analysis of stock market and economic activity in India," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 224-238.
• Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Volatility spillovers in EMU sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 337-352.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers 15-03, Asociación Española de Economía y Finanzas Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
• Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
• Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  • Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
• Caporin, Massimiliano & Velo, Gabriel G., 2015. "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 98-112.
• Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.
  • Jari Hännikäinen, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers 1495, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
• Vortelinos, Dimitrios I., 2015. "Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets," Review of Financial Economics, Elsevier, vol. 27(C), pages 58-67.
• Coccia, Mario & Wang, Lili, 2015. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 155-169.
  • Coccia, M. & Wang, L., 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," MERIT Working Papers 2014-005, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Mario Coccia & Lili Wang, 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," CERIS Working Paper 201401, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
• Massiani, Jérôme, 2015. "Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: Methods and results," Transport Policy, Elsevier, vol. 38(C), pages 19-26.
  • J�r�me Massiani & J�rg Radeke, 2013. "Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results," Working Papers 2013:02, Department of Economics, University of Venice "Ca' Foscari".
• Joshua C. C. Chan, 2017. "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 17-28, January.
  • Joshua C.C. Chan, 2015. "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers 2015-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan, 2020. "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 68-79, January.
  • Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018. "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
  • Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
• Manabu Asai & Michael McAleer, 2017. "The impact of jumps and leverage in forecasting covolatility," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 638-650, October.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers 15-018/III, Tinbergen Institute.
  • Asai, M. & McAleer, M.J., 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers EI 2015-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers EI2015-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers 15-056/III, Tinbergen Institute.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2015. "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers EI2015-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
  • David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
  • Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019. "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 95-113.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers 15-133/III, Tinbergen Institute.
  • Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers EI2015-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
  • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
• Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA, 2015. "The Capital Markets Research Based on the Financial Quantitative Models," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 1(1), pages 3-16, June.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015. "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, vol. 130(C), pages 93-96.
  • Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
• Murat Mahmutoğlu & Fahriye Öztürk, 2015. "Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 239, Ekonomik Yaklasim Association.
• Ivan Faiella & Federico Cingano, 2015. "La tassazione verde in Italia: l?analisi di una carbon tax sui trasporti," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2015(2), pages 45-90.
• Ivan Faiella & Alessandro Mistretta, 2015. "Spesa energetica e competitività delle imprese italiane," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2015(3), pages 85-121.
  • Ivan Faiella & Alessandro Mistretta, 2014. "Firms' energy costs and competitiveness in Italy," Questioni di Economia e Finanza (Occasional Papers) 214, Bank of Italy, Economic Research and International Relations Area.
• Pablo M. Pincheira & Carlos A. Medel, 2015. "Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 2-29, January.
• Jan Klacso, 2015. "The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 55-83, January.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018. "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 25-54, January.
  • David Court & Benjamin Gillen & Jordi McKenzie & Charles Plott, 2015. "Two Information Aggregation Mechanisms for Predicting the Opening Weekend Box Office Revenues of Films: Boxoffice Prophecy and Guess of Guesses," Natural Field Experiments 00541, The Field Experiments Website.
• Brent Meyer & Murat Tasci, 2015. "Lessons for forecasting unemployment in the United States: use flow rates, mind the trend," FRB Atlanta Working Paper 2015-1, Federal Reserve Bank of Atlanta.
• Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015. "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper 2015-6, Federal Reserve Bank of Atlanta.
• Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
  • Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
  • Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
• Brent Meyer & Murat Tasci, 2015. "Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend," Working Papers (Old Series) 1502, Federal Reserve Bank of Cleveland.
• Mehmet Pasaogullari, 2015. "Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint," Working Papers (Old Series) 1512, Federal Reserve Bank of Cleveland.
• Tallman, Ellis W. & Zaman, Saeed, 2017. "Forecasting inflation: Phillips curve effects on services price measures," International Journal of Forecasting, Elsevier, vol. 33(2), pages 442-457.
  • Ellis W. Tallman & Saeed Zaman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland.
• Fernald, John & Hsu, Eric & Spiegel, Mark M., 2015. "Is China fudging its figures? Evidence from trading partner data," BOFIT Discussion Papers 29/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • John G. Fernald & Eric Hsu & Mark M. Spiegel, 2015. "Is China fudging its figures? Evidence from trading partner data," Working Paper Series 2015-12, Federal Reserve Bank of San Francisco.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
  • Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
  • Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
• Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2017. "Consumers' Attitudes and Their Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 225-259, February.
  • Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2015. "Consumers' Attitudes and Their Inflation Expectations," Finance and Economics Discussion Series 2015-15, Board of Governors of the Federal Reserve System (U.S.).
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
  • Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
  • Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
• Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
• Alessandro Barbarino & Efstathia Bura, 2015. "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series 2015-74, Board of Governors of the Federal Reserve System (U.S.).
• Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  • Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  • Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
  • Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
• Stephanie M. Wilshusen, 2015. "Exploring the use of anonymized consumer credit information to estimate economic conditions: an application of big data," Consumer Finance Institute discussion papers 15-5, Federal Reserve Bank of Philadelphia.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2018. "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 43-92, September.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2015. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 15-16, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2017. "Do Phillips Curves Conditionally Help to Forecast Inflation?," Working Papers 17-26, Federal Reserve Bank of Philadelphia.
• Cabedo, José David & Tirado, José Miguel, 2015. "Rough Sets And Discriminant Analysis Techniques For Business Default Forecasting," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 3-37, May.
• Pavel Trunin & Kirill Rogov & Natalia Shagaida & Mikhail Khromov & Sergey Tsukhlo & Alexander Deryugin & Alexander Knobel & Yuri Bobylev & M.K. Kirillova, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 10, pages 1-40, June.
• Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Sergey Tsukhlo & Natalia Shagaida & Yuri Bobylev & Alexander Abramov & M.K. Kirillova, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 11, pages 1-39, July.
• Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Sergey Drobyshevsky & Marina Turuntseva & Alexander Deryugin & Georgy Idrisov & Andrey Kaukin & M.K. Kirillova & Elena Grishina & Olga Morgunov, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-26, September.
• Pavel Trunin & Mikhail Khromov & Anna Kiyutsevskaya & Sergey Tsukhlo & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 13, pages 1-26, October.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
• Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
• Pavel Trunin & Natalia Shagaida & Sergey Tsukhlo & Alexander Abramov & Mikhail Khromov & Georgy Idrisov & Maria Kazakova & Dmitry Gordeev & Andrey Kaukin & Yuri Ponomarev & Sergey Sudakov & Eugenya Fi, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 3, pages 1-26, March.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-23, March.
• Pavel Trunin & Mikhail Khromov & Alexander Deryugin & Andrey Kaukin & Sergey Tsukhko & Olga Izryadnova & Marina Turuntseva & Kirill Rogov & Georgy Idrisov & Sergey Drobyshevsky & Eugen Goryunov & Arse, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-27, March.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 6, pages 1-27, April.
• Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Alexander Knobel & Marina Turuntseva & Georgy Idrisov & Andrey Kaukin & Arseny Mamedov & Yuri Bobylev & Elena Fomina & Olga Morgunova & M.K. Ki, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-38, April.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-38, May.
• Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Alexander Deryugin & Marina Turuntseva & Georgy Idrisov & Andrey Kaukin & Yuriy Ponomarev & Olga Berezinskaya & Elena Grishina & Natalia Zubare, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 9, pages 1-45, June.
• Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
• 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
• Stavros Degiannakis, 2015. "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, vol. 3(3), pages 1-12, August.
  • Degiannakis, Stavros, 2015. "A Probit Model for the State of the Greek GDP Growth," MPRA Paper 96280, University Library of Munich, Germany.
• Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers 2015_15, Business School - Economics, University of Glasgow.
• António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
• António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
• António A. F. Santos, 2015. "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers 2015-17, GEMF, Faculty of Economics, University of Coimbra.
• António A. F. Santos, 2015. "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers 2015-17, GEMF, Faculty of Economics, University of Coimbra.
• Tilak Liyanaarachchi & Athula Naranpanawa & Jayatilleke S. Bandara, 2015. "The impact of trade liberalisation on labour markets and poverty in Sri Lanka," Discussion Papers in Economics economics:201505, Griffith University, Department of Accounting, Finance and Economics.
• PEREAU Jean-Christophe & URSU Eugen, 2015. "Application of periodic autoregressive process to the modeling of the Garonne river flows," Cahiers du GREThA (2007-2019) 2015-14, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Constantin Burgi, 2015. "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers 2015-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• William Larson, 2015. "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers 2015-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
  • Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017. "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, vol. 33(4), pages 745-759.
  • Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Yongchen Zhao, 2021. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 61(1), pages 173-199, July.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Constantin Bürgi & Tara M. Sinclair, 2017. "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, vol. 53(1), pages 101-115, August.
  • Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Revue économique, Presses de Sciences-Po, vol. 66(4), pages 769-782.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01386001, HAL.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01243400, HAL.
• Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona, 2015. "Which are the SIFIs? A Component Expected Shortfall approach to systemic risk," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 575-588.
  • Georgiana-Denisa Banulescu & Elena Ivona Dumitrescu, 2015. "Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk," Post-Print hal-01385923, HAL.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  • Ferrara, L. & Marcellino, M. & Mogliani, M., 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01385973, HAL.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
  • Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
• Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Revue économique, Presses de Sciences-Po, vol. 66(4), pages 769-782.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01243400, HAL.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01386001, HAL.
• Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015. "Have health insurance reforms in Tunisia attained their intended objectives?," International Journal of Health Economics and Management, Springer, vol. 15(1), pages 29-51, March.
  • Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015. "Have health insurance reforms in Tunisia attained their intended objectives?," Post-Print hal-01456119, HAL.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  • Laurent Ferrara & Marcellino, M. & Matteo Mogliani, 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
  • Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
• Laurent E. Calvet & Veronika Czellar, 2015. "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 798-838.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Accurate Methods for Approximate Bayesian Computation Filtering," Post-Print hal-02313212, HAL.
• Calvet, Laurent E. & Czellar, Veronika, 2015. "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
  • Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
  • Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
• Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  • Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
  • Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015. "Understanding volatility dynamics in the EU-ETS market," Post-Print hal-02878047, HAL.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dacorogna, Michel & Kratz, Marie, 2015. "Living in a Stochastic World and Managing Complex Risks," ESSEC Working Papers WP1517, ESSEC Research Center, ESSEC Business School.
  • Michel Dacorogna & Marie Kratz, 2015. "Living in a Stochastic World and Managing Complex Risks," Working Papers hal-01218056, HAL.
  • Dacorogna, Michel M & Kratz, Marie, 2015. "Living in a Stochastic World and Managing Complex Risks," MPRA Paper 67402, University Library of Munich, Germany.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2014. "Classification models via Tabu search: An application to early stage venture classification," Post-Print hal-01066492, HAL.
  • Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," Working Papers hal-02002758, HAL.
  • Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," HEC Research Papers Series 1097, HEC Paris.
• Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Katharina Glass & Ulrich Fritsche, 2015. "Real-time Macroeconomic Data and Uncertainty," Macroeconomics and Finance Series 201406, University of Hamburg, Department of Socioeconomics.
• Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
• Reese, Simon, 2015. "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers 2015:16, Lund University, Department of Economics.
• Dokken, Therese & Angelsen, Arild, 2015. "Forest reliance across poverty groups in Tanzania," Ecological Economics, Elsevier, vol. 117(C), pages 203-211.
  • Dokken, Therese & Angelsen, Arild, 2015. "Forest reliance across poverty groups in Tanzania," Working Paper Series 06-2015, Norwegian University of Life Sciences, School of Economics and Business.
• Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  • André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
  • Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015. "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers WP BRP 105/EC/2015, National Research University Higher School of Economics.
• Rainer Schulz & Martin Wersing, 2015. "Forecasting the oil price using house prices Mechanism and the Business Cycle," SFB 649 Discussion Papers SFB649DP2015-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Karl Wolfgang & Härdle, 2015. "Copula-Based Factor Model for Credit Risk Analysis," SFB 649 Discussion Papers SFB649DP2015-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Weigand Roland & Wanger Susanne & Zapf Ines, 2018. "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Sciendo, vol. 34(1), pages 265-301, March.
  • Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015. "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper 201522, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2021. "Measuring the Connectedness of the Global Economy," International Journal of Forecasting, Elsevier, vol. 37(2), pages 899-919.
  • Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín, 2016. "Poverty, vulnerability, and the middle class in Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-44, December.
  • Stampini, Marco & Robles, Marcos & Sáenz, Mayra & Ibarrarán, Pablo & Medellín, Nadin, 2015. "Poverty, Vulnerability and the Middle Class in Latin America," IDB Publications (Working Papers) 6878, Inter-American Development Bank.
• Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín, 2016. "Poverty, vulnerability, and the middle class in Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-44, December.
  • Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín, 2015. "Poverty, Vulnerability and the Middle Class in Latin America," IDB Publications (Working Papers) 88836, Inter-American Development Bank.
• Ina Nurmalia Kurniati, 2015. "Forecasting Growth Of Third Party Funds," Working Papers WP/10/2015, Bank Indonesia.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  • 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," Working Paper 2013/19, Norges Bank.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers 550, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
  • Christine Garnier & Elmar Mertens & Edward Nelson, 2013. "Trend inflation in advanced economies," Finance and Economics Discussion Series 2013-74, Board of Governors of the Federal Reserve System (U.S.).
• Michael Ehrmann, 2015. "Targeting Inflation from Below: How Do Inflation Expectations Behave?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 213-249, September.
  • Michael Ehrmann, 2014. "Targeting Inflation from Below - How Do Inflation Expectations Behave?," Staff Working Papers 14-52, Bank of Canada.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013. "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series 1540, European Central Bank.
• Marcin Kolasa & Michal Rubaszek, 2015. "How Frequently Should We Reestimate DSGE Models?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 279-305, December.
  • Marcin Kolasa & Michał Rubaszek, 2014. "How frequently should we re-estimate DSGE models?," NBP Working Papers 194, Narodowy Bank Polski.
• Dina Frommert, 2015. "Spot On or Way Off? Validating Results of the AVID Microsimulation Model Retrospectively," International Journal of Microsimulation, International Microsimulation Association, vol. 8(1), pages 3-32.
• Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015. "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 83-127.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," AQR Working Papers 201503, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," IREA Working Papers 201503, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201508, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201510, University of Barcelona, Research Institute of Applied Economics, revised Feb 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201508, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201510, University of Barcelona, Research Institute of Applied Economics, revised Feb 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.
• Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• P. Sarlin & Gregor von Schweinitz, 2015. "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers 6, Halle Institute for Economic Research.
• Figari, Francesco & Colombino, Ugo & Coda Moscarola, Flavia & Locatelli, Marilena, 2014. "Shifting taxes from labour to property. A simulation under labour market equilibrium," EUROMOD Working Papers EM20/14, EUROMOD at the Institute for Social and Economic Research.
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium," IZA Discussion Papers 8832, Institute of Labor Economics (IZA).
  • Flavia Coda Moscarola & Ugo Colombino & Francesco Figari & Marilena Locatelli, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," CeRP Working Papers 149, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201501, University of Turin.
• Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," CESifo Working Paper Series 5587, CESifo.
  • Cockx, Bart & Baert, Stijn, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?," IZA Discussion Papers 9459, Institute of Labor Economics (IZA).
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling And Training For Long-Term Unemployed. Private For-Profit Or Non-Profit, Or Keep It Public?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/913, Ghent University, Faculty of Economics and Business Administration.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," LIDAM Discussion Papers IRES 2015022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Mihaela SIMIONESCU, 2015. "The Accuracy Of General Government Balance Forecasts In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 7(1), pages 167-178, March.
• Müller-Kademann Christian, 2015. "Internal Validation of Temporal Disaggregation: A Cloud Chamber Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(3), pages 298-319, June.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
• Eduard Baitinger & Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2015. "Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(4), pages 365-379, November.
• Bianca Frogner & Joanne Spetz & Stephen Parente & Shelley Oberlin, 2015. "The demand for health care workers post-ACA," International Journal of Health Economics and Management, Springer, vol. 15(1), pages 139-151, March.
• Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015. "Have health insurance reforms in Tunisia attained their intended objectives?," International Journal of Health Economics and Management, Springer, vol. 15(1), pages 29-51, March.
  • Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015. "Have health insurance reforms in Tunisia attained their intended objectives?," Post-Print hal-01456119, HAL.
• Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015. "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 251-278, August.
• Mihaela Simionescu & Mirela Niculae, 2015. "Modelling and Predicting the Fiscal Pressure Indicator in the European Union," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(1), pages 35-44, March.
• Tim Schwarzmüller, 2015. "Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area," Kiel Working Papers 1982, Kiel Institute for the World Economy.
• Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
• Sandra Stankiewicz, 2015. "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz 2015-12, Department of Economics, University of Konstanz.
• Fady Barsoum, 2015. "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz 2015-19, Department of Economics, University of Konstanz.
• Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018. "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 46-73.
  • Ayse Kabukcuoglu & Enrique Martínez-García, 2015. "Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting," Koç University-TUSIAD Economic Research Forum Working Papers 1520, Koc University-TUSIAD Economic Research Forum.
  • Ayse Kabukcuoglu & Enrique Martínez García, 2016. "Inflation as a global phenomenon - some implications for policy analysis and forecasting," Globalization Institute Working Papers 261, Federal Reserve Bank of Dallas.
• Stefan Neuwirth, 2015. "Ein Kurzfristindikatormodell für Prognosen der internationalen Konjunktur," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(2), pages 31-41, June.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2017. "Think national, forecast local: a case study of 71 German urban housing markets," Applied Economics, Taylor & Francis Journals, vol. 49(42), pages 4271-4297, September.
  • Konstantin A. Kholodilin & Boriss Siliverstovs, 2015. "Think national, forecast local: A case study of 71 German urban housing markets," KOF Working papers 15-372, KOF Swiss Economic Institute, ETH Zurich.
• Boriss Siliverstovs, 2017. "Short-term forecasting with mixed-frequency data: a MIDASSO approach," Applied Economics, Taylor & Francis Journals, vol. 49(13), pages 1326-1343, March.
  • Boriss Siliverstovs, 2015. "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers 15-375, KOF Swiss Economic Institute, ETH Zurich.
• Boriss Siliverstovs, 2015. "Dissecting the purchasing managers' index," KOF Working papers 15-376, KOF Swiss Economic Institute, ETH Zurich.
• Mikosch, Heiner & Neuwirth, Stefan, 2015. "Real-time forecasting with a MIDAS VAR," BOFIT Discussion Papers 13/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Heiner F. Mikosch & Stefan Neuwirth, 2015. "Real-Time Forecasting with a MIDAS VAR," KOF Working papers 15-377, KOF Swiss Economic Institute, ETH Zurich.
• Kaufmann, Daniel & Scheufele, Rolf, 2017. "Business tendency surveys and macroeconomic fluctuations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
  • Daniel Kaufmann & Rolf Scheufele, 2015. "Business tendency surveys and macroeconomic fluctuations," KOF Working papers 15-378, KOF Swiss Economic Institute, ETH Zurich.
• Siliverstovs, Boriss, 2017. "Dissecting models' forecasting performance," Economic Modelling, Elsevier, vol. 67(C), pages 294-299.
  • Boriss Siliverstovs, 2015. "Dissecting Models' Forecasting Performance," KOF Working papers 15-397, KOF Swiss Economic Institute, ETH Zurich.
• Vékás, Péter & Bajkó, Attila & Maknics, Anita & Tóth, Krisztián, 2015. "A magyar nyugdíjrendszer fenntarthatóságáról [On the sustainability of the Hungarian pension system - the long-term effects of demographic trends]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1229-1257.
• Vékás, Péter, 2015. "Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben [Estimating individual labor market activity in Hungary in a microsimulation framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1291-1308.
• Kovács, Erzsébet & Vékás, Péter & Rétallér, Orsolya, 2015. "Modellpontok szerepe a nyugdíj-hatásvizsgálatban [Model-point grouping in pension impact studies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1328-1342.
• Gál, Róbert Iván & Törzsök, Árpád, 2015. "Háztartás-formálódás a MIDAS modellben [Household formation in the MIDAS-HU model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1343-1358.
• Ron W. NIELSEN, 2015. "Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions," Journal of Economics and Political Economy, KSP Journals, vol. 2(4), pages 460-466, December.
• Ron W. NIELSEN, 2015. "Mathematics of Predicting Growth," Turkish Economic Review, KSP Journals, vol. 2(4), pages 222-238, December.
• Ron W. NIELSEN, 2015. "The Insecure Future of the World Economic Growth," Journal of Economic and Social Thought, KSP Journals, vol. 2(4), pages 242-255, December.
• Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-18, March.
  • Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics 15/07, Division of Economics, School of Business, University of Leicester.
• Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.
• Coutiño, Alfredo, 2015. "Acerca del poder predictivo de Klein/On the Predictive Power of Klein," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 385-392, Mayo.
• López, Ana M., 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 Multiregi," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 399-420, Mayo.
• Mariano, Roberto S. & Ozmucur, Suleyman, 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 451-462, Mayo.
• Weyerstrass, Klaus, 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 sistem," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 463-486, Mayo.
• Moral Carcedo, Julian & Perez García, Julian, 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 median," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 487-512, Mayo.
• Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
• Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi, 2015. "ISBEM: An econometric model for the Italian State Budget Expenditures," Working Papers LuissLab 15120, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• Hematy , Maryam & Pedram , Mehdi, 2015. "Threshold Effects in Sticky Information Philips Curve: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(1), pages 1-23, January.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Václav Klepáč, 2015. "Default Probability Prediction with Static Merton-D-Vine Copula Model," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 1(2), pages 104-113.
• Radim Gottwald, 2015. "The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates," MENDELU Working Papers in Business and Economics 2015-52, Mendel University in Brno, Faculty of Business and Economics.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 486-501, May.
  • Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
• Karunanithy Banumathy & Ramachandran Azhagaiah, 2015. "Modelling Stock Market Volatility: Evidence from India," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(1 (Spring), pages 27-41.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil price forecastability and economic uncertainty," Open Access publications 10197/7345, School of Economics, University College Dublin.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015. "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series 1191, The University of Melbourne.
• Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
  • Tomasz Wozniak, 2015. "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series 1194, The University of Melbourne.
• Szabolcs Szentmihályi & Balázs Világi, 2015. "The Phillips curve – history of thought and empirical evidence," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(4), pages 5-38.
• Kascha, Christian & Trenkler, Carsten, 2015. "Forecasting VARs, model selection, and shrinkage," Working Papers 15-07, University of Mannheim, Department of Economics.
• Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
  • Seema Narayan & Russell Smyth, 2015. "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers 06-15, Monash University, Department of Economics.
• Anil Alpman, 2016. "Implementing Rubin's alternative multiple-imputation method for statistical matching in Stata," Stata Journal, StataCorp LLC, vol. 16(3), pages 717-739, September.
  • Anil Alpman, 2015. "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Documents de travail du Centre d'Economie de la Sorbonne 15008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
• Matthieu Garcin & Clément Goulet, 2015. "A fully non-parametric heteroskedastic model," Documents de travail du Centre d'Economie de la Sorbonne 15086, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015. "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers 10/15, Monash University, Department of Econometrics and Business Statistics.
• Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015. "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 15/15, Monash University, Department of Econometrics and Business Statistics.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  • Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
  • George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
• Ahmad Farid Osman & Maxwell L. King, 2015. "A new approach to forecasting based on exponential smoothing with independent regressors," Monash Econometrics and Business Statistics Working Papers 2/15, Monash University, Department of Econometrics and Business Statistics.
• Harry Vander Elst, 2015. "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research 280, National Bank of Belgium.
• Tomasz Skoczylas, 2015. "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, vol. 46(5), pages 411-432.
• Aleksandra Hałka & Karol Szafranek, 2016. "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, vol. 54(2), pages 109-132, March.
  • Aleksandra Hałka & Karol Szafranek, 2015. "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers 223, Narodowy Bank Polski.
• Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar, 2015. "Austerity in 2009-2013," CEPR Discussion Papers 10347, C.E.P.R. Discussion Papers.
  • Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015. "Austerity in 2009-2013," NBER Working Papers 20827, National Bureau of Economic Research, Inc.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers 20955, National Bureau of Economic Research, Inc.
• Hunt Allcott & Judd B. Kessler, 2015. "The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons," NBER Working Papers 21671, National Bureau of Economic Research, Inc.
• Travkin, A., 2015. "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, vol. 25(1), pages 39-55.
• A. Mogilat., 2015. "FDI Inflows into Russian Real Sector: Microeconomic Foundations and Forecasting," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 6.
• C. GEAY & M. KOUBI & G. de LAGASNERIE, 2015. "Evolution of outpatient healthcare expenditure, a dynamic micro-simulation using the Destinie model," Documents de Travail de l'Insee - INSEE Working Papers g2015-15, Institut National de la Statistique et des Etudes Economiques.
• Mihaela Simionescu, 2015. "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 3(1), pages 80-85, May.
• Patrice Ollivaud & Cyrille Schwellnus, 2015. "Does the post-crisis weakness of global trade solely reflect weak demand?," OECD Journal: Economic Studies, OECD Publishing, vol. 2015(1), pages 269-267.
  • Patrice Ollivaud & Cyrille Schwellnus, 2015. "Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?," OECD Economics Department Working Papers 1216, OECD Publishing.
• Rauf Gönenç & Béatrice Guérard & Isabelle Hassler & Andreas Wörgötter, 2015. "Austria's separate gender roles model was popular in the past, but is becoming a constraint for comprehensive wellbeing," OECD Economics Department Working Papers 1272, OECD Publishing.
• Volker Ziemann, 2015. "Towards more gender equality in Austria," OECD Economics Department Working Papers 1273, OECD Publishing.
• Patrice Ollivaud & Cyrille Schwellnus, 2015. "Does the post-crisis weakness of global trade solely reflect weak demand?," OECD Journal: Economic Studies, OECD Publishing, vol. 2015(1), pages 269-267.
  • Patrice Ollivaud & Cyrille Schwellnus, 2015. "Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?," OECD Economics Department Working Papers 1216, OECD Publishing.
• Daniela Bragoli & Luca Metelli & Michele Modugno, 2015. "The importance of updating: Evidence from a Brazilian nowcasting model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 5-22.
  • Daniela Bragoli & Luca Metelli & Michele Modugno, 2014. "The Importance of Updating: Evidence from a Brazilian Nowcasting Model," Finance and Economics Discussion Series 2014-94, Board of Governors of the Federal Reserve System (U.S.).
• Maritta Paloviita & Matti Viren, 2015. "What's behind the survey values?: An analysis of individual forecasters' behaviour," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pages 25-43.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
  • Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
  • Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
• Daisuke Nagakura & Toshiaki Watanabe, 2015. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 45-82.
  • Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  • Daisuke Nagakura & Toshiaki Watanabe, 2011. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd11-200, Institute of Economic Research, Hitotsubashi University.
• Piotr Kokoszka & Hong Miao & Xi Zhang, 2015. "Functional Dynamic Factor Model for Intraday Price Curves," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 456-477.
• Laurent E. Calvet & Veronika Czellar, 2015. "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 798-838.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Accurate Methods for Approximate Bayesian Computation Filtering," Post-Print hal-02313212, HAL.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015. "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 791-837.
  • Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015. "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," CEMA Working Papers 676, China Economics and Management Academy, Central University of Finance and Economics.
• Raluca Podasca, 2015. "The Role of the Forecast in the Company’s Management," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 341-348, May.
• Kym Anderson & Glyn Wittwer, 2019. "Asia’s Evolving Role in Global Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 14, pages 347-377, World Scientific Publishing Co. Pte. Ltd..
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia's evolving role in global wine markets," China Economic Review, Elsevier, vol. 35(C), pages 1-14.
  • Kym Anderson & Glyn Wittwer, 2014. "Asia's Evolving Role in Global Wine Markets," Wine Economics Research Centre Working Papers 2014-01, University of Adelaide, Wine Economics Research Centre.
  • Kym Anderson & Glyn Wittwer, 2015. "Asia’s Evolving Role in Global Wine Markets," Departmental Working Papers 2015-07, The Australian National University, Arndt-Corden Department of Economics.
  • Anderson, Kym, 2015. "Asia?s Evolving Role in Global Wine Markets," CEPR Discussion Papers 10552, C.E.P.R. Discussion Papers.
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia’s Evolving Role in Global Wine Markets," Conference papers 332658, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Anna Leszczylowska, 2015. "Microsimulation as an instrument for tax policy analyses," Business and Economic Horizons (BEH), Prague Development Center, vol. 11(1), pages 14-27, April.
• Milena Lipovina-Bozovic & Julija Cerovic & Sasa Vujosevic, 2015. "Forecasting inflation in Montenegro using univariate time series models," Business and Economic Horizons (BEH), Prague Development Center, vol. 11(1), pages 51-63, April.
• Tomasz Jasinski & Agnieszka Scianowska, 2015. "Security Assessment And Optimization Of Energy Supply (Neural Networks Approach)," Oeconomia Copernicana, Institute of Economic Research, vol. 6(2), pages 129-141, June.
• Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul, 2015. "Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 54(3), pages 215-244.
• Bentour, El Mostafa, 2015. "A ranking of VAR and structural models in forecasting," MPRA Paper 61502, University Library of Munich, Germany.
• Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015. "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper 61710, University Library of Munich, Germany.
• Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
• LI, XI HAO & Gallegati, Mauro, 2015. "Stock-Flow Dynamic Projection," MPRA Paper 62047, University Library of Munich, Germany.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
• Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
  • Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
• Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
• Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015. "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər [Modeling and forecasting of macroeconomic variables of the national economy: pro," MPRA Paper 63517, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63565, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63564, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63564, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63565, University Library of Munich, Germany.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
  • Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile 784, Central Bank of Chile.
• Naser, Hanan & Alaali, Fatema, 2015. "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper 65295, University Library of Munich, Germany, revised 25 Jun 2015.
• Cazotto, Gabriel, 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," MPRA Paper 65370, University Library of Munich, Germany.
• AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015. "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper 65514, University Library of Munich, Germany.
• Medel, Carlos A., 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," MPRA Paper 65665, University Library of Munich, Germany.
• Perederiy, Volodymyr, 2015. "Endogenous derivation and forecast of lifetime PDs," MPRA Paper 65679, University Library of Munich, Germany.
• Sotirios Bersimis & Stavros Degiannakis & Dimitrios Georgakellos, 2017. "Real-time monitoring of carbon monoxide using value-at-risk measure and control charting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(1), pages 89-108, January.
  • Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015. "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper 65865, University Library of Munich, Germany.
• Zeng, Xiangyu & Zeng, Zhezhao, 2015. "Modeling and Applied Research in Sustainable Development," MPRA Paper 65895, University Library of Munich, Germany, revised 14 Aug 2015.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  • George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
• Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016. "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
  • Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
• Dahem, Ahlem, 2015. "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper 66702, University Library of Munich, Germany.
• Hännikäinen Jari, 2017. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
  • Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65442, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum microeconomics theory," MPRA Paper 66983, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65566, University Library of Munich, Germany.
• Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
  • Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
  • Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
  • Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
• Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015. "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper 67208, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
• Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
  • Wohlrabe, Klaus & Bührig, Pascal, 2015. "Forecasting Revisions of German Industrial Production," MPRA Paper 67513, University Library of Munich, Germany.
  • Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
• R. Lehmann & K. Wohlrabe, 2016. "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1229-1233, November.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series 5686, CESifo.
  • Lehmann, R. & Wohlrabe, K., 2016. "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics 43525, University of Munich, Department of Economics.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper 67608, University Library of Munich, Germany.
• Yeboah Asuamah, Samuel, 2015. "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper 67834, University Library of Munich, Germany.
• Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis, 2016. "Forecasting tourist arrivals using origin country macroeconomics," Applied Economics, Taylor & Francis Journals, vol. 48(27), pages 2571-2585, June.
  • Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015. "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper 68062, University Library of Munich, Germany.
• Robert Lehmann & Klaus Wohlrabe, 2017. "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "The role of component-wise boosting for regional economic forecasting," MPRA Paper 68186, University Library of Munich, Germany, revised 03 Dec 2015.
• Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
  • Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
  • George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
• Yılmaz, Engin, 2015. "Forecasting tourist arrivals to Turkey," MPRA Paper 68616, University Library of Munich, Germany.
• Svetunkov, Ivan & Kourentzes, Nikolaos, 2015. "Complex Exponential Smoothing," MPRA Paper 69394, University Library of Munich, Germany.
• Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
  • Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Research Africa Network Working Papers 15/058, Research Africa Network (RAN).
• Stavros Degiannakis & George Filis & George Palaiodimos, 2017. "Investments and uncertainty revisited: the case of the US economy," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4521-4529, September.
  • Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015. "Investments and uncertainty revisited: The case of the US economy," MPRA Paper 72083, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
• Gurgul, Henryk & Lach, Łukasz, 2015. "Key sectors after a decade of transformation: Evidence from Poland," MPRA Paper 72739, University Library of Munich, Germany.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015. "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper 74573, University Library of Munich, Germany, revised 2016.
• Stavros Degiannakis, 2015. "A Probit Model for the State of the Greek GDP Growth," IJFS, MDPI, vol. 3(3), pages 1-12, August.
  • Degiannakis, Stavros, 2015. "A Probit Model for the State of the Greek GDP Growth," MPRA Paper 96280, University Library of Munich, Germany.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015. "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers 31, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
• Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil price forecastability and economic uncertainty," Open Access publications 10197/7345, School of Economics, University College Dublin.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
  • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
• Gupta, Rangan & Kotzé, Kevin, 2017. "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, vol. 61(C), pages 270-278.
  • Rangan Gupta & Kevin Kotze, 2015. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers 201531, University of Pretoria, Department of Economics.
  • Rangan Gupta & Kevin Kotze, 2016. "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series 2016-01, School of Economics, University of Cape Town.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017. "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(2), pages 109-121, March.
  • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers 201548, University of Pretoria, Department of Economics.
  • Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios & Gupta, Rangan, 2019. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics 3-2016, Democritus University of Thrace, Department of Economics.
• Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
  • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015. "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers 201561, University of Pretoria, Department of Economics.
• Bonaccolto, G. & Caporin, M. & Gupta, R., 2018. "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 446-469.
  • Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
  • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
• 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," Working Papers 201570, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015. "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers 201575, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
  • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015. "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers 201577, University of Pretoria, Department of Economics.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
  • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 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-Quant," Working Papers 201586, University of Pretoria, Department of Economics.
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016. "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, vol. 49(C), pages 74-80.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015. "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers 201596, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017. "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers 201598, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
  • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
• Pavol Krasnovský, 2015. "Estimating the Value-at-Risk from High-frequency Data," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2015(2), pages 5-11.
• Igor Paholok, 2015. "Credit Value Adjustment and Economic Motivation to Trade on PXE," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(3), pages 245-259.
• Mihaela Simionescu, 2015. "The Improvement of Unemployment Rate Predictions Accuracy," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(3), pages 274-286.
• Václav Rybáček, 2015. "Vliv trhu mezistatků na úspěšnost prognóz ekonomické aktivity [Influence of the Intermediate Goods Market on the Success of Economic Activity Forecasts]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(3), pages 331-346.
• João Valle e Azevedo & Inês Maria Gonçalves, 2015. "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers w201502, Banco de Portugal, Economics and Research Department.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018. "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
  • Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Alicia N. Rambaldi & Ryan R. J. McAllister & Cameron S. Fletcher, 2015. "Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices," Discussion Papers Series 549, School of Economics, University of Queensland, Australia.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
• Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016. "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
  • Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
• Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
• Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016. "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
  • Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
  • Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
• Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
  • Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
• Karen Poghosyan, 2015. "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
• Herrera, R. & Clements, A.E., 2018. "Point process models for extreme returns: Harnessing implied volatility," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 161-175.
  • R Herrera & Adam Clements, 2015. "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series 104, National Centre for Econometric Research.
• León, María de Fátima & Vargas, Astrid & Winkelried, Diego, 2015. "Crisis bancarias como eventos infrecuentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 30, pages 73-90.
• Éric Jondeau & Michael Rockinger, 2015. "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
• Michael P. Clements, 2017. "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 420-433, July.
  • Michael P. Clements, 2015. "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance icma-dp2015-02, Henley Business School, University of Reading.
• Michael Clements, 2015. "Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships," ICMA Centre Discussion Papers in Finance icma-dp2015-09, Henley Business School, University of Reading.
• Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
  • Marco Del Negro & Marc Giannoni & Christina Patterson, 2012. "The forward guidance puzzle," Staff Reports 574, Federal Reserve Bank of New York.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
  • Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
  • Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni, 2015. "Nowcasting Indonesia," ADB Economics Working Paper Series 471, Asian Development Bank.
• Parshakov, Petr, 2015. "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 57-66.
• Tetin, Ilya, 2015. "Underwriting cycle in Russia and macroeconomic indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 65-83.
• Martínez Torrico, Karen M. & Aliaga Lordemann, Javier, 2015. "Revisión de Modelos Energéticos," Documentos de trabajo 6/2015, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Simionescu, Mihaela, 2015. "A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(1), pages 67-74.
• Aidil Rizal SHAHRIN, 2015. "Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 70-80, March.
• Corina SAMAN, 2015. "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-106, March.
• Emilian Dobrescu, 2015. "Net Indirect Taxes and Sectoral Structure of Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-29, June.
• Emilian Dobrescu, 2015. "Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 7-28, December.
• Mihaela Simionescu, 2015. "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting 150206, Institute for Economic Forecasting.
• Mariana BĂLAN & Brînduşa-Mihaela RADU, 2015. "Analysis and Forecast of Romania’s Population Ageing by Non-Linear Methods," Working Papers of Institute for Economic Forecasting 150820, Institute for Economic Forecasting.
• Alessia Naccarato & Andrea Pierini & Stefano Falorsi, 2015. "Using Google Trend Data To Predict The Italian Unemployment Rate," Departmental Working Papers of Economics - University 'Roma Tre' 0203, Department of Economics - University Roma Tre.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
  • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," CESifo Working Paper Series 5587, CESifo.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling And Training For Long-Term Unemployed. Private For-Profit Or Non-Profit, Or Keep It Public?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/913, Ghent University, Faculty of Economics and Business Administration.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," LIDAM Discussion Papers IRES 2015022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Cockx, Bart & Baert, Stijn, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?," IZA Discussion Papers 9459, Institute of Labor Economics (IZA).
• Roland Döhrn & Philipp an de Meulen, 2015. "Weather, the Forgotten Factor in Business Cycle Analyses," Ruhr Economic Papers 0539, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Witold Koziñski & Tomasz Œwist, 2015. "Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 65-74, August.
• Wiktor Patena & Bart³omiej Kaszyk, 2015. "Commercialization as a recommended approach to hospital restructuring. Case study of £añcut Medical Center," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(2), pages 32-46, October.
• Zhanglong Wang & Kent Wang & Zheyao Pan, 2015. "Conditional equity risk premia and realized variance jump risk," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 295-317, May.
• Imlak Shaikh & Puja Padhi, 2015. "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 140-175, August.
• Vipul Kumar Singh, 2015. "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(3), pages 258-289, December.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015. "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, vol. 130(C), pages 93-96.
  • Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
  • Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," CDMA Working Paper Series 201501, Centre for Dynamic Macroeconomic Analysis.
• Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 21-49.
  • Aadil Nakhoda, 2014. "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Working Paper Series 67, State Bank of Pakistan, Research Department.
  • Aadil Nakhoda, 2015. "The Influence of Industry Financial Composition on the Exports from Pakistan," Working Papers id:7656, eSocialSciences.
• Shahzad Ahmad & Farooq Pasha, 2015. "A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 1-42.
• Морнова Ю.В., 2015. "Инструменты исследования состояния рынка молочной продукции в Иркутской области. Instruments of research of the condition of the market dairy products of the Irkutsk region," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 15(4), pages 41-46.
• Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA, 2015. "La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 24(2), pages 45-54.
• Dimitra Lamprou, 2015. "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 85-100.
• Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng, 2015. "Forecasting South African Gold Sales: The Box-Jenkins Methodology," Proceedings of International Academic Conferences 2704589, International Institute of Social and Economic Sciences.
• Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015. "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences 3105383, International Institute of Social and Economic Sciences.
• Dana Kloudova, 2015. "Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(1), pages 45-59, March.
• Michał Bernardelli, 2015. "Cheater detection in Real Time Bidding system – panel approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 11-24.
• Piotr Karp, 2015. "Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 29-49.
• Bernhard O. Ishioro, 2015. "Intertemporal Optimization Of The Consumption Of Petroleum Stock: Empirical Evidence From Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 7(2 (July)), pages 232-255.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
• Alexandros M. Goulielmos, 2015. "The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(1-2), pages 67-86, January-M.
• MeiChi Huang & Tzu-Chien Wang, 2015. "Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 605-637, March.
• Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015. "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
  • Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014. "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers 2014-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
  • Jakub Nowotarski & Rafal Weron, 2013. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports HSC/13/12, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Rafał Weron, 2015. "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, vol. 30(3), pages 805-819, September.
  • Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015. "Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns," Computational Statistics, Springer, vol. 30(3), pages 821-843, September.
• Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
• Nan Cai & Zongwu Cai & Ying Fang & Qiuhua Xu, 2015. "Forecasting major Asian exchange rates using a new semiparametric STAR model," Empirical Economics, Springer, vol. 48(1), pages 407-426, February.
• Harun Özkan & M. Yazgan, 2015. "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, vol. 48(2), pages 609-626, March.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014. "Density characteristics and density forecast performance: a panel analysis," Working Paper Series 1679, European Central Bank.
• Tommaso Proietti & Stefano Grassi, 2015. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, vol. 48(3), pages 983-1011, May.
  • Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
  • Grassi, Stefano & Proietti, Tommaso, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers 07/2011, University of Sydney Business School, Discipline of Business Analytics.
• Michael Funke & Aaron Mehrotra & Hao Yu, 2015. "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
  • Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
• Robert Kunst & Philip Franses, 2015. "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, vol. 49(1), pages 363-387, August.
  • Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
• Michael Fertig & Martin Kahanec, 2015. "Projections of potential flows to the enlarging EU from Ukraine, Croatia and other Eastern neighbors," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-27, December.
• Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015. "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 1-22, January.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015. "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(2), pages 207-245, June.
• Caroline Rosentritt & Michael Rembold, 2015. "Steuerung der Leistungsprozesse in mehrstufigen Service-Netzwerken — Fallstudie zur Komplexitätsreduzierung durch Heuristiken am Beispiel der Ersatzteil-Bedarfsprognose," Schmalenbach Journal of Business Research, Springer, vol. 67(69), pages 135-149, January.
• Svetlana Rujin & Torsten Schmidt, 2015. "Zinswende in den USA — Fluch oder Segen für die Konjunktur im Euroraum?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 95(3), pages 186-191, March.
• Wolfgang Maennig & Christopher Vierhaus, 2015. "Olympiabewerbung 2024: Erfolgsfaktoren aus sozialökonomischer Perspektive," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 95(3), pages 213-219, March.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018. "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
  • Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
• Skjerpen, Terje & Storrøsten, Halvor Briseid & Rosendahl, Knut Einar & Osmundsen, Petter, 2018. "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Resource and Energy Economics, Elsevier, vol. 53(C), pages 220-239.
  • Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015. "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers 832, Statistics Norway, Research Department.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015. "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers WP 4/2015, Research Department, National Bank of Slovakia.
• Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
• Christopher G. Gibbs, 2017. "Forecast combination, non-linear dynamics, and the macroeconomy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
  • Christopher Gibbs, 2015. "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers 2015-05, School of Economics, The University of New South Wales.
• Christopher G. Gibbs, 2015. "Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inflation," Discussion Papers 2015-09, School of Economics, The University of New South Wales.
• Mala Raghavan & Mardi Dungey, 2015. "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1086-1105, March.
  • Raghavan, Mala & Dungey, Mardi, 2014. "Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?," Working Papers 2014-04, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015. "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2541-2562, May.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series 04_14, Rimini Centre for Economic Analysis.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper 310, Tor Vergata University, CEIS, revised 18 Feb 2014.
• Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
  • Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
• Christian Hutter & Enzo Weber, 2015. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3540-3558, July.
  • Hutter, Christian & Weber, Enzo, 2013. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper 201317, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
  • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications 10197/7351, School of Economics, University College Dublin.
• Rangan Gupta & Anandamayee Majumdar, 2015. "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, vol. 47(48), pages 5204-5213, October.
  • Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers 201444, University of Pretoria, Department of Economics.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015. "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 32-55, February.
  • Nelson Mark, 2008. "Factor Model Forecasts of Exchange Rates," Working Papers 012, University of Notre Dame, Department of Economics, revised Jan 2012.
  • Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 486-501, May.
  • Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
• Monica Billio & Silvio Di Sanzo, 2015. "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
  • Monica Billio & Silvestro Di Sanzo, 2006. "Granger-causality in Markov Switching Models," Working Papers 2006_20, Department of Economics, University of Venice "Ca' Foscari".
• Francis X. Diebold, 2015. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 1-1, January.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers 18391, National Bureau of Economic Research, Inc.
• Malte Knüppel, 2015. "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 270-281, April.
  • Knüppel, Malte, 2011. "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies 2011,32, Deutsche Bundesbank.
• Christiane Baumeister & Lutz Kilian, 2015. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.
  • Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
  • Baumeister, Christiane & Kilian, Lutz, 2013. "Forecasting the real price of oil in a changing world: A forecast combination approach," CFS Working Paper Series 2013/11, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers.
• Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
  • Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
  • Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015. "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 393-402, July.
  • Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
• Ke Zhu & Wai Keung Li, 2015. "A New Pearson-Type QMLE for Conditionally Heteroscedastic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 552-565, October.
• Selen Baser Andic & Fethi Ogunc, 2015. "Variable Selection for Inflation : A Pseudo Out-of-sample Approach," Working Papers 1506, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2136-2152, July.
  • Hatice Gokce Karasoy & Caglar Yunculer, 2015. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Working Papers 1519, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Manabu Asai & Michael McAleer, 2017. "The impact of jumps and leverage in forecasting covolatility," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 638-650, October.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers 15-018/III, Tinbergen Institute.
  • Asai, M. & McAleer, M.J., 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers EI 2015-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers 15-056/III, Tinbergen Institute.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers EI2015-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
  • Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
• Delgado, Michael S. & Florax, Raymond J.G.M., 2015. "Difference-in-differences techniques for spatial data: Local autocorrelation and spatial interaction," Economics Letters, Elsevier, vol. 137(C), pages 123-126.
  • Michael S. Delgado & Raymond J.G.M. Florax, 2015. "Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction," Tinbergen Institute Discussion Papers 15-091/VIII, Tinbergen Institute.
• Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
  • Didier Nibbering & Richard Paap & Michel van der Wel, 2015. "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers 15-095/III, Tinbergen Institute, revised 13 Oct 2017.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
  • Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019. "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 95-113.
  • Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers EI2015-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015. "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers 15-133/III, Tinbergen Institute.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
  • Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers 15-140/III, Tinbergen Institute, revised 19 Apr 2017.
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016. "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1254-1275, November.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015. "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers 2015-02, Towson University, Department of Economics, revised Jul 2015.
• Yongchen Zhao, 2021. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 61(1), pages 173-199, July.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
• Manabu Asai & Michael McAleer, 2017. "The impact of jumps and leverage in forecasting covolatility," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 638-650, October.
  • Asai, M. & McAleer, M.J., 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers EI 2015-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers 15-018/III, Tinbergen Institute.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers 15-056/III, Tinbergen Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers EI2015-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201508, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201510, University of Barcelona, Research Institute of Applied Economics, revised Feb 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.
• Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Volatility spillovers in EMU sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 337-352.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers 15-03, Asociación Española de Economía y Finanzas Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
  • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil price forecastability and economic uncertainty," Open Access publications 10197/7345, School of Economics, University College Dublin.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
  • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications 10197/7351, School of Economics, University College Dublin.
• Tae-Hwy Lee & Yiyao Wang, 2015. "Finding SPF Percentiles Closest to Greenbook," Working Papers 201503, University of California at Riverside, Department of Economics.
• Dmytro Pokidin, 2015. "National Bank of Ukraine Econometric Model for the Assessment of Banks’ Credit Risk and Support Vector Machine Alternative," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 52-72.
• Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016. "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 206-216.
  • Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers 1512, Department of Economics, University of Missouri.
• Zatul Karamah Ahmad Baharul-Ulum & Ismail Ahmad & Norhana Salamudin & Norzaidi Mohd Daud, 2015. "The Effects of Risk Modelling: Assessing Value-at-Risk Accuracy," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 7(2), pages 1-29, July.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018. "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
  • Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
  • Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions," American Economic Review, American Economic Association, vol. 105(5), pages 650-655, May.
  • Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic uncertainty indices based on nowcast and forecast error distributions," Economics Working Papers 1477, Department of Economics and Business, Universitat Pompeu Fabra.
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  • Majid M. Al-Sadoon, 2015. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
  • Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
• Mihaela Simionescu, 2015. "Forecasts for activity rate on labour market in Romania using econometric models," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), vol. 6(1), pages 89-101, January-A.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo.
• Buncic, Daniel & Gisler, Katja I.M., 2016. "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1317-1339.
  • Buncic, Daniel & Gisler, Katja I. M., 2015. "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series 1508, University of St. Gallen, School of Economics and Political Science.
• Buncic, Daniel & Tischhauser, Martin, 2017. "Macroeconomic factors and equity premium predictability," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 621-644.
  • Buncic, Daniel & Tischhauser, Martin, 2015. "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series 1522, University of St. Gallen, School of Economics and Political Science.
• Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015. "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance 1513, University of St. Gallen, School of Finance.
• Figari, Francesco & Colombino, Ugo & Coda Moscarola, Flavia & Locatelli, Marilena, 2014. "Shifting taxes from labour to property. A simulation under labour market equilibrium," EUROMOD Working Papers EM20/14, EUROMOD at the Institute for Social and Economic Research.
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201501, University of Turin.
  • Flavia Coda Moscarola & Ugo Colombino & Francesco Figari & Marilena Locatelli, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," CeRP Working Papers 149, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium," IZA Discussion Papers 8832, Institute of Labor Economics (IZA).
• Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  • Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Working Paper Series 29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015. "Market Sentiment and Paradigm Shifts," Research Paper Series 356, Quantitative Finance Research Centre, University of Technology, Sydney.
• Thomas Lundhede & Jette Bredahl Jacobsen & Nick Hanley & Niels Strange & Bo Jellesmark Thorsen, 2015. "Incorporating Outcome Uncertainty and Prior Outcome Beliefs in Stated Preferences," Land Economics, University of Wisconsin Press, vol. 91(2), pages 296-316.
• Daniel V. Gordon & Rögnvaldur Hannesson, 2015. "The Norwegian Winter Herring Fishery: A Story of Technological Progress and Stock Collapse," Land Economics, University of Wisconsin Press, vol. 91(2), pages 362-385.
• Patrick Doupe, 2015. "The Costs of Error in Setting Reference Rates for Reduced Deforestation," Land Economics, University of Wisconsin Press, vol. 91(4), pages 723-738.
• Bernard Njindan Iyke & Nicholas M. Odhiambo, 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 15(3), pages 319-336, September.
  • Njindan Iyke Bernard & Odhiambo Nicholas M., 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal, De Gruyter, vol. 15(3), pages 319-336, September.
  • Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015. "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers 18979, University of South Africa, Department of Economics.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
  • Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
  • Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers 2015:04, Department of Economics, University of Venice "Ca' Foscari".
• DUMITRESCU, Sorin, 2015. "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(2), pages 30-50.
• SIMIONESCU, Mihaela, 2015. "Modelling And Predicting The Indirect Taxes In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(2), pages 67-77.
• Vesna Bucevska, 2015. "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 493-510, September.
• Vesna Bucevska, 2015. "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 493-510.
• Michael P. Cameron & William Cochrane, 2015. "Using Land-Use Modelling to Statistically Downscale Population Projections to Small Areas," Working Papers in Economics 15/12, University of Waikato.
• Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
• Zuzana Brixiova & Qingwei Meng & Mthuli Ncube, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 16(3), pages 141-162, July.
  • Mthuli Ncube & Zuzana Brixiova & Qingwei Meng, 2014. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," William Davidson Institute Working Papers Series wp1073, William Davidson Institute at the University of Michigan.
  • Zuzana Brixiová & Qingwei Meng & Mthuli Ncube, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," SALDRU Working Papers 154, Southern Africa Labour and Development Research Unit, University of Cape Town.
  • Brixiova Schwidrowski, Zuzana & Meng, Qingwei & Ncube, Mthuli, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," IZA Discussion Papers 9205, Institute of Labor Economics (IZA).
• Konstantin Kholodilin, 2015. "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers ersa15p67, European Regional Science Association.
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2017. "Who creates jobs? Econometric modeling and evidence for Austrian firm level data," European Economic Review, Elsevier, vol. 91(C), pages 57-71.
  • Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Paper Series 205, WU Vienna University of Economics and Business.
  • Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Papers wuwp205, Vienna University of Economics and Business, Department of Economics.
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2017. "Who creates jobs? Econometric modeling and evidence for Austrian firm level data," European Economic Review, Elsevier, vol. 91(C), pages 57-71.
  • Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Papers wuwp205, Vienna University of Economics and Business, Department of Economics.
  • Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2015. "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Paper Series 205, WU Vienna University of Economics and Business.
• Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers 2012-45, Department of Economics and Business Economics, Aarhus University.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers ECO2012/24, European University Institute.
• Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
  • Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
• Robert M. Sauer, 2015. "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 537-564, May.
  • Sauer, Robert M., 2012. "Does It Pay for Women to Volunteer?," IZA Discussion Papers 6784, Institute of Labor Economics (IZA).
  • Robert M. Sauer, 2015. "Does it Pay for Women to Volunteer?," CHILD Working Papers Series 31, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Robert M. Sauer, 2015. "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 537-564, May.
  • Sauer, Robert M., 2012. "Does It Pay for Women to Volunteer?," IZA Discussion Papers 6784, Institute of Labor Economics (IZA).
  • Robert M. Sauer, 2015. "Does it Pay for Women to Volunteer?," CHILD Working Papers Series 31, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series) 1112, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
• Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015. "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, June.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers 2012-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
• Christian Conrad & Karin Loch, 2015. "Anticipating Long‐Term Stock Market Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1090-1114, November.
  • Conrad, Christian & Loch, Karin, 2012. "Anticipating Long-Term Stock Market Volatility," Working Papers 0535, University of Heidelberg, Department of Economics.
• Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
  • Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Rianne Legerstee & Philip Hans Franses, 2010. "Does Disagreement amongst Forecasters have Predictive Value?," Tinbergen Institute Discussion Papers 10-088/4, Tinbergen Institute.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  • Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012. "Forecasting national recessions using state-level data," MPRA Paper 39168, University Library of Munich, Germany.
  • Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
• Carlos Madeira & Basit Zafar, 2015. "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 867-896, August.
  • Carlos Madeira & Basit Zafar, 2012. "Heterogeneous inflation expectations and learning," Staff Reports 536, Federal Reserve Bank of New York.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper Series 34_12, The Rimini Centre for Economic Analysis.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
• Njindan Iyke Bernard & Odhiambo Nicholas M., 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal, De Gruyter, vol. 15(3), pages 319-336, September.
  • Bernard Njindan Iyke & Nicholas M. Odhiambo, 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 15(3), pages 319-336, September.
  • Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015. "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers 18979, University of South Africa, Department of Economics.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015. "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports HSC/15/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Bidong Liu & Jiali Liu & Tao Hong, 2015. "Sister models for load forecast combination," HSC Research Reports HSC/15/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Rafal Weron, 2015. "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports HSC/15/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016. "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, vol. 98(C), pages 40-49.
  • Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015. "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports HSC/15/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Maciejowska, Katarzyna & Nowotarski, Jakub, 2016. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1051-1056.
  • Katarzyna Maciejowska & Jakub Nowotarski, 2015. "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports HSC/15/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Wang, Pu & Liu, Bidong & Hong, Tao, 2016. "Electric load forecasting with recency effect: A big data approach," International Journal of Forecasting, Elsevier, vol. 32(3), pages 585-597.
  • Pu Wang & Bidong Liu & Tao Hong, 2015. "Electric load forecasting with recency effect: A big data approach," HSC Research Reports HSC/15/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Stephen Chick & Martin Forster & Paolo Pertile, 2017. "A Bayesian decision theoretic model of sequential experimentation with delayed response," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1439-1462, November.
  • Stephen Chick & Martin Forster & Paolo Pertile, 2015. "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers 15/09, Department of Economics, University of York.
• Laura Coroneo & Fabrizio Iacone, 2015. "Comparing predictive accuracy in small samples," Discussion Papers 15/15, Department of Economics, University of York.
• Laura Coroneo, 2015. "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers 15/23, Department of Economics, University of York.
• Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015. "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series 1505, Faculty of Economics and Business, University of Zagreb.
• Mario Situm, 2015. "The Relevance of Trend Variables for the Prediction of Corporate Crises and Insolvencies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 18(1), pages 17-49, May.
• Heiner F. Mikosch & Stefan Neuwirth, 2015. "Real-Time Forecasting with a MIDAS VAR," KOF Working papers 15-377, KOF Swiss Economic Institute, ETH Zurich.
  • Mikosch, Heiner & Neuwirth, Stefan, 2015. "Real-time forecasting with a MIDAS VAR," BOFIT Discussion Papers 13/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
• Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
  • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
  • Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
• John G. Fernald & Eric Hsu & Mark M. Spiegel, 2015. "Is China fudging its figures? Evidence from trading partner data," Working Paper Series 2015-12, Federal Reserve Bank of San Francisco.
  • Fernald, John & Hsu, Eric & Spiegel, Mark M., 2015. "Is China fudging its figures? Evidence from trading partner data," BOFIT Discussion Papers 29/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
• Peter Grundke & Kamil Pliszka, 2018. "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 1093-1130, May.
  • Grundke, Peter & Pliszka, Kamil, 2015. "A macroeconomic reverse stress test," Discussion Papers 30/2015, Deutsche Bundesbank.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2017. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 275-295, March.
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2015. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CEPR Discussion Papers 10362, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
  • Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015. "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series 500, Center for Financial Studies (CFS).
• Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131-158.
  • Kilian, Lutz & Baumeister, Christiane, 2015. "Understanding the Decline in the Price of Oil since June 2014," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series 501, Center for Financial Studies (CFS).
• Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-160, Winter.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series 525, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CEPR Discussion Papers 11035, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series 5709, CESifo.
• Lázár, Ede, 2015. "Customer Churn Prediction Embedded in an Analytical CRM Model," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2015), Kotor, Montengero, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Kotor, Montengero, 10-11 September 2015, pages 258-264, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers 1947, Kiel Institute for the World Economy (IfW Kiel).
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers 29, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
  • Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015. "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers 31, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Ghonghadze, Jaba & Lux, Thomas, 2015. "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers 38, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 107-123.
  • Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015. "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences 13-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016. "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper 374, Tor Vergata University, CEIS, revised 31 Mar 2016.
• Müller, Christian, 2015. "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers 2015-41, Kiel Institute for the World Economy (IfW Kiel).
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers 1947 [rev.], Kiel Institute for the World Economy (IfW Kiel).
• Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
• Sarlin, Peter & von Schweinitz, Gregor, 2021. "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 100-123, January.
  • Sarlin, Peter & von Schweinitz, Gregor, 2015. "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers 6/2015, Halle Institute for Economic Research (IWH).
  • Sarlin, Peter & von Schweinitz, Gregor, 2017. "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series 2025, European Central Bank.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015. "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2014 bis 2019," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 3(1), pages 44-48.
• Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015. "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2015 bis 2020," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 3(5), pages 224-228.
• Deschermeier, Philipp, 2015. "Die Entwicklung der Bevölkerung Deutschlands bis 2030: Ein Methodenvergleich," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 42(2), pages 97-111.
• Döhrn, Roland & an de Meulen, Philipp, 2015. "Weather, the Forgotten Factor in Business Cycle Analyses," Ruhr Economic Papers 539, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kitlinski, Tobias, 2015. "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers 558, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Schulz, Rainer & Wersing, Martin, 2015. "Forecasting the oil price using house prices," SFB 649 Discussion Papers 2015-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2017. "Copula-based factor model for credit risk analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 949-971, November.
  • Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015. "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers 2015-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hanslin Grossmann, Sandra & Scheufele, Rolf, 2015. "Foreign PMIs: A reliable indicator for Swiss exports," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112830, Verein für Socialpolitik / German Economic Association.
• Benjamin Beckers, 2015. "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin 1496, DIW Berlin, German Institute for Economic Research.
  • Beckers, Benjamin, 2015. "The real-time predictive content of asset price bubbles for macro forecasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112852, Verein für Socialpolitik / German Economic Association.
• Dimpfl, Thomas & Langen, Tobias, 2015. "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112921, Verein für Socialpolitik / German Economic Association.
• von Schweinitz, Gregor & Sarlin, Peter, 2015. "Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112964, Verein für Socialpolitik / German Economic Association.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112999, Verein für Socialpolitik / German Economic Association.
• Pirschel, Inske, 2015. "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113031, Verein für Socialpolitik / German Economic Association.
• Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
  • Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
  • Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
• Schreiber, Sven & Breitung, Jörg, 2015. "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113111, Verein für Socialpolitik / German Economic Association.
• Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
  • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
  • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
• Holger Bonin & Karsten Reuss & Holger Stichnoth, 2015. "Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model," SOEPpapers on Multidisciplinary Panel Data Research 770, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Bonin, Holger & Reuss, Karsten & Stichnoth, Holger, 2015. "Life-cycle incidence of family policy measures in Germany: Evidence from a dynamic microsimulation model," ZEW Discussion Papers 15-036, ZEW - Leibniz Centre for European Economic Research.
• Ali Çelik & Hakan Eygü & Erkan Oktay, 2015. "A study on factors influencing young consumers’ smartphone brand preference in Erzurum, Turkey," European Journal of Business and Economics, Central Bohemia University, vol. 10(2), pages 6871:10-687, January.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016. "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1005-1025, September.
  • Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013. "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers 13-29, Duke University, Department of Economics.
  • Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015. "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers 2015-02, Department of Economics and Business Economics, Aarhus University.
• Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  • Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015. "Understanding volatility dynamics in the EU-ETS market," Post-Print hal-02878047, HAL.
  • Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
  • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
  • Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017. "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 196(2), pages 288-304.
  • Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
• Jean-Guy Simonato & Lars Stentoft, 2015. "Which pricing approach for options under GARCH with non-normal innovations?," CREATES Research Papers 2015-32, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen, 2015. "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers 2015-42, Department of Economics and Business Economics, Aarhus University.
• Proietti, Tommaso, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper 57230, University Library of Munich, Germany.
  • Tommaso Proietti, 2015. "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers 2015-51, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper 319, Tor Vergata University, CEIS, revised 30 Jul 2014.
• Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Research Africa Network Working Papers 15/058, Research Africa Network (RAN).
  • Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
• Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
  • Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2013. "Measuring Uncertainty," NBER Working Papers 19456, National Bureau of Economic Research, Inc.
• Jon Kleinberg & Jens Ludwig & Sendhil Mullainathan & Ziad Obermeyer, 2015. "Prediction Policy Problems," American Economic Review, American Economic Association, vol. 105(5), pages 491-495, May.
• Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions," American Economic Review, American Economic Association, vol. 105(5), pages 650-655, May.
  • Barbara Rossi & Tatevik Sekhposyan, 2015. "Macroeconomic uncertainty indices based on nowcast and forecast error distributions," Economics Working Papers 1477, Department of Economics and Business, Universitat Pompeu Fabra.
• Olivier Coibion & Yuriy Gorodnichenko, 2015. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," American Economic Review, American Economic Association, vol. 105(8), pages 2644-2678, August.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
  • Mr. Olivier Coibion & Mr. Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," IMF Working Papers 2012/296, International Monetary Fund.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," Working Papers 102, Department of Economics, College of William and Mary.
• Konstantin Kashin & Gary King & Samir Soneji, 2015. "Systematic Bias and Nontransparency in US Social Security Administration Forecasts," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 239-258, Spring.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales 1501, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers 15-02, Asociación Española de Economía y Finanzas Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201510, University of Barcelona, Research Institute of Applied Economics, revised Feb 2015.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers 201508, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
• Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Volatility spillovers in EMU sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 337-352.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales 1504, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
  • Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "Volatility spillovers in EMU sovereign bond markets," Working Papers 15-03, Asociación Española de Economía y Finanzas Internacionales.
• Songkran Somboon, 2015. "Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(1), pages 27-50, June.
• Ion Stancu & Dumitra Stancu & Dalina Dumitrescu & Andrei Tinca, 2015. "Sales Forecasting in the Context of Seasonal Activities and Company Sustainable Growth," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 17(40), pages 1054-1054, August.
• Mihaela SIMIONESCU, 2015. "The Accuracy Of Exchange Rate Forecasts In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(1), pages 54-64, JULY.
• Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
  • Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Research Africa Network Working Papers 15/058, Research Africa Network (RAN).
• Dorfman, Jeffrey H., 2015. "Is Money Neutral for Agriculture?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204880, Agricultural and Applied Economics Association.
• Yun, Seong Do & Gramig, Benjamin M & Delgado, Michael S. & Florax, Raymond J.G.M., 2015. "Does Spatial Correlation Matter in Econometric Models of Crop Yield Response and Weather?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205465, Agricultural and Applied Economics Association.
• Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015. "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205740, Agricultural and Applied Economics Association.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017. "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, vol. 52(1), pages 155-178, February.
  • Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015. "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207860, Italian Association of Agricultural and Applied Economics (AIEAA).
• Taha, Fawzi A. & Hahn, William F., 2015. "Factors Driving South African Poultry and Meat Imports," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 18(A), pages 1-18, July.
• Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada, 2015. "Consumers’ willingness to pay for renewable energy: A meta-regression analysis," Resource and Energy Economics, Elsevier, vol. 42(C), pages 93-109.
  • Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada, 2015. "Consumers’ Willingness to Pay for Renewable Energy: A Meta-Regression Analysis," Working Papers 204197, University of Western Australia, School of Agricultural and Resource Economics.
• Sorin-Manuel Delureanu Ph. D Student, 2015. "A Spectral Decomposition Approach To Separating Independent Factors: The Case Of Foreign Exchange Rates," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(25), pages 117-126, NOVEMBER.
• Sihem Khemakhem & Younes Boujelbene, 2015. "Credit Risk Prediction: A Comparative Study between Discriminant Analysis and the Neural Network Approach," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 14(1), pages 60-78, March.
• Aida Krichene Abdelmoula, 2015. "Bank Credit Risk Analysis with K-Nearest-Neighbor Classifier: Case of Tunisian Banks," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 14(1), pages 79-106, March.
• Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017. "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
  • Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015. "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers 15-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Cees Diks & Cars Hommes & Juanxi Wang, 2019. "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, vol. 57(4), pages 1201-1228, October.
  • Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015. "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers 15-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  • Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Working Paper Series 29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Enes Emen & Ercan Salman & Gönül Sekendur & Şadi Evren Şeker, 2015. "Forecasting Turkish Informatics Valley via Computerised Argument Delphi Technique," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 113-120, December.
• Duygu Turgut & İzzettin Temiz, 2015. "Time Series Analysis and Forecasting For Air Pollution In Ankara: A Box-Jenkins Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 131-138, December.
• Lütfü Şağbanşua & Osman Şahin & Muhterem Çöl, 2015. "Determinants of Mobile Penetration to Forecast New Broadband Adoption: OECD Case," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 35-40, December.
• Sinan Apak, 2015. "A Bayesian Approach Proposal For Inventory Cost and Demand Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 41-48, December.
• Oksana Okseniuk, 2015. "Methods of forecasting VAT revenues for the state budget of Ukraine," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 10, pages 81-94, June.
• Wojciech Grabowski & Ewa Stawasz & Justyna Wieloch, 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," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 12, pages 205-216, December.
• Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
• Cesar Carrera & Alan Ledesma, 2015. "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers 50, Peruvian Economic Association.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," IREA Working Papers 201503, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," AQR Working Papers 201503, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
• Farmer, J. Doyne & Lafond, François, 2016. "How predictable is technological progress?," Research Policy, Elsevier, vol. 45(3), pages 647-665.
  • J. Doyne Farmer & Francois Lafond, 2015. "How predictable is technological progress?," Papers 1502.05274, arXiv.org, revised Nov 2015.
• Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020. "A quantization approach to the counterparty credit exposure estimation," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 335-356.
  • M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015. "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers 1503.01754, arXiv.org.
• Raphael Douady & Antoine Kornprobst, 2018. "An Empirical Approach To Financial Crisis Indicators Based On Random Matrices," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
  • Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
  • Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03265045, HAL.
  • Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Post-Print hal-03265045, HAL.
• Conrad, Christian & Loch, Karin, 2015. "The variance risk premium and fundamental uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 56-60.
  • Conrad, Christian & Loch, Karin, 2015. "The Variance Risk Premium and Fundamental Uncertainty," Working Papers 0583, University of Heidelberg, Department of Economics.
• Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
  • Dovern, Jonas & Huber, Florian, 2015. "Global Prediction of Recessions," Working Papers 0585, University of Heidelberg, Department of Economics.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
  • Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
  • Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
• Florina Popa, 2015. "Total Factor Productivity - Influence Factor Of The Economic Growth Potential. Practical Application," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 21.
• Andrew R. Blair & Gershon Mandelker & Thomas L. Saaty & Rozann Whitaker, 2015. "Forecasting the Resurgence of the U.S. Economy in 2010: An Expert Judgment Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 1-18, May.
• Minka Anastasova-Chopeva, 2015. "Analysis and forecast estimate of consumption of basic food products and beverages by rural households by 2020 made with ARIMA-models," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 104-120.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016. "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565, Emerald Group Publishing Limited.
  • Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
• Diego Torres Torres, 2015. "Eurozona | Evaluando la capacidad predictiva del MIDAS," Working Papers 1516, BBVA Bank, Economic Research Department.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  • Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
  • Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
  • Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
• Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
  • Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
• Laura D´Amato & Lorena Garegnani & Emilio Blanco, 2015. "GDP Nowcasting: Assessing business cycle conditions in Argentina," BCRA Working Paper Series 201569, Central Bank of Argentina, Economic Research Department.
• Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models," Questioni di Economia e Finanza (Occasional Papers) 257, Bank of Italy, Economic Research and International Relations Area.
• Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017. "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
  • Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
• Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015. "La formación de expectativas de inflación en Colombia," Borradores de Economia 12699, Banco de la Republica.
  • Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015. "La formación de expectativas de inflación en Colombia," Borradores de Economia 880, Banco de la Republica de Colombia.
• Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 13610, Banco de la Republica.
  • Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 900, Banco de la Republica de Colombia.
• Vladimir Vladimirovich Kolmakov & Aleksandra Grigorievna Polyakova & Vasily Sergeevich Shalaev, 2015. "An Analysis Of The Impact Of Venture Capital Investment On Economic Growth And Innovation: Evidence From The Usa And Russia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(207), pages 7-38, September.
• Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
  • Tatevik Sekhposyan & Barbara Rossi, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
• Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
• Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
• Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
  • Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
• Ralf Brüggemann & Jing Zeng, 2015. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 22-39, February.
  • Ralf Brüggemann & Jing Zeng, 2012. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz 2012-15, Department of Economics, University of Konstanz.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
  • Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers 2015:04, Department of Economics, University of Venice "Ca' Foscari".
  • Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016. "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, vol. 32(2), pages 283-292.
  • Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015. "Identification and real-time forecasting of Norwegian business cycles," Working Paper 2015/09, Norges Bank.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
• Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2018. "Using low frequency information for predicting high frequency variables," International Journal of Forecasting, Elsevier, vol. 34(4), pages 774-787.
  • Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015. "Using low frequency information for predicting high frequency variables," Working Paper 2015/13, Norges Bank.
• Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015. "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper 2015/14, Norges Bank.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
  • Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
  • Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
• Ravazzolo Francesco & Rothman Philip, 2016. "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 441-453, September.
  • Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
  • Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
  • Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
• Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew, 2015. "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England working papers 538, Bank of England.
• Heiner F. Mikosch & Stefan Neuwirth, 2015. "Real-Time Forecasting with a MIDAS VAR," KOF Working papers 15-377, KOF Swiss Economic Institute, ETH Zurich.
  • Mikosch, Heiner & Neuwirth, Stefan, 2015. "Real-time forecasting with a MIDAS VAR," BOFIT Discussion Papers 13/2015, Bank of Finland, Institute for Economies in Transition.
• Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
  • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
  • Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
• John G. Fernald & Eric Hsu & Mark M. Spiegel, 2015. "Is China fudging its figures? Evidence from trading partner data," Working Paper Series 2015-12, Federal Reserve Bank of San Francisco.
  • Fernald, John & Hsu, Eric & Spiegel, Mark M., 2015. "Is China fudging its figures? Evidence from trading partner data," BOFIT Discussion Papers 29/2015, Bank of Finland, Institute for Economies in Transition.
• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
  • Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
  • Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-06, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper 89768, University Library of Munich, Germany.
  • Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2019-02, Department of Economics, Auburn University.
• Ibrahim Turhan & Ahmet Sensoy & Erk Hacihasanoglu, 2015. "Shaping the manufacturing industry performance in Turkey: MIDAS approach," Working Paper 24, Research and Business Development Department, Borsa Istanbul.
• Jiawen Xu & Pierre Perron, 2015. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series wp2015-012, Boston University - Department of Economics.
  • Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2018-014, Boston University - Department of Economics, revised Nov 2018.
• Luis Filipe Martins & Pierre Perron, 2016. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 650-659, September.
  • Luis Filipe Martins & Pierre Perron, 2014. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series 2014-003, Boston University - Department of Economics.
  • Luis Filipe Martins & Pierre Perron, 2015. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series wp2015-014, Boston University - Department of Economics.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
• Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
  • Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
• Bernard Njindan Iyke & Nicholas M. Odhiambo, 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 15(3), pages 319-336, September.
  • Njindan Iyke Bernard & Odhiambo Nicholas M., 2015. "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal, De Gruyter, vol. 15(3), pages 319-336, September.
  • Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015. "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers 18979, University of South Africa, Department of Economics.
• Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  • Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
• Guilherme Demos & Thomas Pires & Guilherme Valle Moura, 2015. "Portfolio Optimisation and Endogenous Rebalancing Methods," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 544-570.
• Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Revue économique, Presses de Sciences-Po, vol. 66(4), pages 769-782.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01243400, HAL.
  • Christophe Boucher & Bertrand Maillet, 2015. "La macroéconomie-en-risque," Post-Print hal-01386001, HAL.
• Matías Mayor & Roberto Patuelli, 2015. "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(1), pages 149-180.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," ERSA conference papers ersa13p815, European Regional Science Association.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Paper series 50_13, Rimini Centre for Economic Analysis, revised Jan 2014.
  • M. Mayer & R. Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers wp899, Dipartimento Scienze Economiche, Universita' di Bologna.
• Congressional Budget Office, 2015. "CBO's Economic Forecasting Record: 2015 Update," Reports 49891, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO's Economic Forecasting Record: 2015 Update," Reports 49891, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO's Economic Forecasting Record: 2015 Update," Reports 49891, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO’s Revenue Forecasting Record," Reports 50831, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO’s Revenue Forecasting Record," Reports 50831, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO’s Revenue Forecasting Record," Reports 50831, Congressional Budget Office.
• Congressional Budget Office, 2015. "CBO’s Revenue Forecasting Record," Reports 50831, Congressional Budget Office.
• Robert M. Sauer, 2015. "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 537-564, May.
  • Sauer, Robert M., 2012. "Does It Pay for Women to Volunteer?," IZA Discussion Papers 6784, Institute of Labor Economics (IZA).
  • Robert M. Sauer, 2015. "Does it Pay for Women to Volunteer?," CHILD Working Papers Series 31, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Lahiri Kajal & Yang Liu, 2016. "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 421-440, September.
  • Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo.
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
  • Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
• Cockx, Bart & Baert, Stijn, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?," IZA Discussion Papers 9459, Institute of Labor Economics (IZA).
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," CESifo Working Paper Series 5587, CESifo.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling And Training For Long-Term Unemployed. Private For-Profit Or Non-Profit, Or Keep It Public?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/913, Ghent University, Faculty of Economics and Business Administration.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," LIDAM Discussion Papers IRES 2015022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• R. Lehmann & K. Wohlrabe, 2016. "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1229-1233, November.
  • Lehmann, Robert & Wohlrabe, Klaus, 2015. "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper 67608, University Library of Munich, Germany.
  • Lehmann, R. & Wohlrabe, K., 2016. "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics 43525, University of Munich, Department of Economics.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series 5686, CESifo.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(04), pages 21-25, August.
• Timo Wollmershäuser, 2015. "Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(22), pages 26-28, November.
• Korbinian Breitrainer & Atanas Hristov, 2015. "Evaluation des Eurozone Economic Outlook," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(24), pages 67-73, December.
• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
  • Tim Oliver Berg, 2015. "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series 203, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Belbute, José M. & Pereira, Alfredo M., 2015. "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, vol. 136(C), pages 108-111.
  • José M. Belbute & Alfredo Marvão Pereira, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers 164, Department of Economics, College of William and Mary.
  • José Manuel Madeira Belbute, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers 2015_11, University of Evora, CEFAGE-UE (Portugal).
• Xiaoming Cai & Wouter Den Haan & Jonathan Pinder, 2015. "Predictable Recoveries," Discussion Papers 1520, Centre for Macroeconomics (CFM).
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
• Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
  • Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
• Marc S. PAOLELLA & Pawel POLAK, 2015. "Portfolio Selection with Active Risk Monitoring," Swiss Finance Institute Research Paper Series 15-17, Swiss Finance Institute.
• Qun ZHANG & Qunzhi ZHANG & Didier SORNETTE, 2015. "Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities," Swiss Finance Institute Research Paper Series 15-43, Swiss Finance Institute.
• G. Demos & D. Sornette, 2017. "Birth or burst of financial bubbles: which one is easier to diagnose?," Quantitative Finance, Taylor & Francis Journals, vol. 17(5), pages 657-675, May.
  • Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE, 2015. "Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?," Swiss Finance Institute Research Paper Series 15-57, Swiss Finance Institute.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," Canadian Tax Journal, Canadian Tax Foundation, vol. 63(2), pages 357-373.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2014. "Reforming Old Age Security: Effects and Alternatives," Cahiers de recherche 1410, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects And Alternatives," CIRANO Papers 2015n-04a, CIRANO.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," CIRANO Working Papers 2015s-11, CIRANO.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," Canadian Tax Journal, Canadian Tax Foundation, vol. 63(2), pages 357-373.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2014. "Reforming Old Age Security: Effects and Alternatives," Cahiers de recherche 1410, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," CIRANO Working Papers 2015s-11, CIRANO.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects And Alternatives," CIRANO Papers 2015n-04a, CIRANO.
• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015. "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Carlos A. Medel, 2015. "Inflation Dynamics and the Hybrid New Keynesian Phillips Curve: The Case of Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 25-69, january-j.
  • Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
  • Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
• Carlos A. Medel, 2015. "Dinámica inflacionaria y la curva de Phillips híbrida neokeynesiana: el caso de Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 27-78, Enero-jun.
• Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank, Research and Statistics Department.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014. "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes 2014/02, Czech National Bank, Research and Statistics Department.
  • Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015. "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers 2015/12, Czech National Bank, Research and Statistics Department.
• Jan Bruha, 2015. "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers 2015/13, Czech National Bank, Research and Statistics Department.
• Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
• Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015. "La formación de expectativas de inflación en Colombia," Borradores de Economia 880, Banco de la Republica de Colombia.
  • Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015. "La formación de expectativas de inflación en Colombia," Borradores de Economia 12699, Banco de la Republica.
• Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 900, Banco de la Republica de Colombia.
  • Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 13610, Banco de la Republica.
• Barrientos Marin, Jorge & Toro Martínez, Mónica, 2015. "La hidrología como predictor del comportamiento del precio de energía en bolsa," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 25, pages 125-140, May.
• Daniel Barráez Guzmán & Mariela Perdomo León, 2015. "Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR," Revista Semestre Económico, Universidad de Medellín, vol. 13(27), pages 81-97, September.
• Jorge Enrique Agudelo Torres & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos, 2015. "Efecto de un estadio deportivo en los precios de arrendamiento de viviendas: una aplicación de regresión ponderada geográficamente (GWR)," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 66-80, June.
• G.A. Meagher & R.A. Wilson & Hector Pollitt, 2015. "The Europe 2020 Strategy and Skill Mismatch," Centre of Policy Studies/IMPACT Centre Working Papers g-259, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
  • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
  • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Blazej Mazur, 2015. "Density forecasts based on disaggregate data: nowcasting Polish inflation," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 71-87.
• Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015. "Austerity in 2009-2013," NBER Working Papers 20827, National Bureau of Economic Research, Inc.
  • Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar, 2015. "Austerity in 2009-2013," CEPR Discussion Papers 10347, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2017. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 275-295, March.
  • Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015. "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series 500, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2015. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CEPR Discussion Papers 10362, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
• Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 131-158.
  • Baumeister, Christiane & Kilian, Lutz, 2015. "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series 501, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series 5755, CESifo.
  • Kilian, Lutz & Baumeister, Christiane, 2015. "Understanding the Decline in the Price of Oil since June 2014," CEPR Discussion Papers 10404, C.E.P.R. Discussion Papers.
• Kym Anderson & Glyn Wittwer, 2019. "Asia’s Evolving Role in Global Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 14, pages 347-377, World Scientific Publishing Co. Pte. Ltd..
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia's evolving role in global wine markets," China Economic Review, Elsevier, vol. 35(C), pages 1-14.
  • Kym Anderson & Glyn Wittwer, 2014. "Asia's Evolving Role in Global Wine Markets," Wine Economics Research Centre Working Papers 2014-01, University of Adelaide, Wine Economics Research Centre.
  • Anderson, Kym, 2015. "Asia?s Evolving Role in Global Wine Markets," CEPR Discussion Papers 10552, C.E.P.R. Discussion Papers.
  • Kym Anderson & Glyn Wittwer, 2015. "Asia’s Evolving Role in Global Wine Markets," Departmental Working Papers 2015-07, The Australian National University, Arndt-Corden Department of Economics.
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia’s Evolving Role in Global Wine Markets," Conference papers 332658, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
  • Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2016. "Structural analysis with Multivariate Autoregressive Index models," Journal of Econometrics, Elsevier, vol. 192(2), pages 332-348.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015. "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers 10801, C.E.P.R. Discussion Papers.
• Den Haan, Wouter & Cai, Xiaoming & Pinder, Jonathan, 2015. "Predictable Recoveries," CEPR Discussion Papers 10815, C.E.P.R. Discussion Papers.
• Figari, Francesco & Colombino, Ugo & Coda Moscarola, Flavia & Locatelli, Marilena, 2014. "Shifting taxes from labour to property. A simulation under labour market equilibrium," EUROMOD Working Papers EM20/14, EUROMOD at the Institute for Social and Economic Research.
  • Flavia Coda Moscarola & Ugo Colombino & Francesco Figari & Marilena Locatelli, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," CeRP Working Papers 149, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201501, University of Turin.
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium," IZA Discussion Papers 8832, Institute of Labor Economics (IZA).
• Thierry Kamionka & Xavier VU NGOC, 2015. "Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique," Working Papers 2015-01, Center for Research in Economics and Statistics.
• C. GEAY & M. KOUBI & G. de LAGASNERIE, 2015. "Evolution of outpatient healthcare expenditure, a dynamic micro-simulation using the Destinie model," Documents de Travail de la DESE - Working Papers of the DESE g2015-15, Institut National de la Statistique et des Etudes Economiques, DESE.
• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," Canadian Tax Journal, Canadian Tax Foundation, vol. 63(2), pages 357-373.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2014. "Reforming Old Age Security: Effects and Alternatives," Cahiers de recherche 1410, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," CIRANO Working Papers 2015s-11, CIRANO.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects And Alternatives," CIRANO Papers 2015n-04a, CIRANO.
• Pablo Aguilar & Jesús Vázquez, 2015. "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES 2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," CESifo Working Paper Series 5587, CESifo.
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," LIDAM Discussion Papers IRES 2015022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Bart Cockx & Stijn Baert, 2015. "Contracting Out Mandatory Counselling And Training For Long-Term Unemployed. Private For-Profit Or Non-Profit, Or Keep It Public?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/913, Ghent University, Faculty of Economics and Business Administration.
  • Cockx, Bart & Baert, Stijn, 2015. "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?," IZA Discussion Papers 9459, Institute of Labor Economics (IZA).
• Nikolai Dokuchaev, 2015. "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 143-161, May.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015. "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 791-837.
  • Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015. "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," CEMA Working Papers 676, China Economics and Management Academy, Central University of Finance and Economics.
• Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015. "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
  • Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011. "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series 1384, European Central Bank.
• Belbute, José M. & Pereira, Alfredo M., 2015. "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, vol. 136(C), pages 108-111.
  • José Manuel Madeira Belbute, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers 2015_11, University of Evora, CEFAGE-UE (Portugal).
  • José M. Belbute & Alfredo Marvão Pereira, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers 164, Department of Economics, College of William and Mary.
• Antonis A. Michis & Guy P. Nason, 2015. "Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform," Working Papers 2015-1, Central Bank of Cyprus.
• Roussellet, Guillaume, 2015. "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295 edited by Monfort, Alain.
• Bonin, Holger & Reuss, Karsten & Stichnoth, Holger, 2015. "Life-cycle incidence of family policy measures in Germany: Evidence from a dynamic microsimulation model," ZEW Discussion Papers 15-036, ZEW - Leibniz Centre for European Economic Research.
  • Holger Bonin & Karsten Reuss & Holger Stichnoth, 2015. "Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model," SOEPpapers on Multidisciplinary Panel Data Research 770, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Konstantin A. Kholodilin, 2015. "War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I," Discussion Papers of DIW Berlin 1477, DIW Berlin, German Institute for Economic Research.
• Beckers, Benjamin, 2015. "The real-time predictive content of asset price bubbles for macro forecasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112852, Verein für Socialpolitik / German Economic Association.
  • Benjamin Beckers, 2015. "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin 1496, DIW Berlin, German Institute for Economic Research.
• Christina Strobach & Carin van der Cruijsen, 2015. "The formation of European inflation expectations: One learning rule does not fit all," DNB Working Papers 472, Netherlands Central Bank, Research Department.
• Benjamin David, 2015. "Computer technology and probable job destructions in Japan: an evaluation," EconomiX Working Papers 2015-28, University of Paris Nanterre, EconomiX.
• Cai Fang, Lu Yang, 2015. "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," Labor Economics Working Papers 24834, East Asian Bureau of Economic Research.
• Cai Fang, Lu Yang, 2015. "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," Macroeconomics Working Papers 24834, East Asian Bureau of Economic Research.
• Cai Fang, Lu Yang, 2015. "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," EABER Working Papers 24834, East Asian Bureau of Economic Research.
• Dacorogna, Michel M & Kratz, Marie, 2015. "Living in a Stochastic World and Managing Complex Risks," MPRA Paper 67402, University Library of Munich, Germany.
  • Dacorogna, Michel & Kratz, Marie, 2015. "Living in a Stochastic World and Managing Complex Risks," ESSEC Working Papers WP1517, ESSEC Research Center, ESSEC Business School.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2014. "Classification models via Tabu search: An application to early stage venture classification," Post-Print hal-01066492, HAL.
  • Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," HEC Research Papers Series 1097, HEC Paris.
  • Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," Working Papers hal-02002758, HAL.
• Harry Vander Elst, 2015. "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research 280, National Bank of Belgium.
  • Harry-Paul Vander Elst, 2015. "FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility," Working Papers ECARES ECARES 2015-12, ULB -- Universite Libre de Bruxelles.
• Yves Dominicy & Harry-Paul Vander Elst, 2015. "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES ECARES 2015-41, ULB -- Universite Libre de Bruxelles.
• Galbraith, John W. & Tkacz, Greg, 2015. "Nowcasting GDP with electronic payments data," Statistics Paper Series 10, European Central Bank.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015. "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series 1794, European Central Bank.
• Chaido Dritsak, 2015. "Box Jenkins Modeling of Greek Stock Prices Data," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 740-747.
• G. P. Girish & S. Vijayalakshmi, 2015. "Role of Energy Exchanges for Power Trading in India," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 673-676.
• Samuel Yeboah Asuamah & Joseph Ohene-Manu, 2015. "An Econometric Investigation of Forecasting Premium Fuel," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 716-724.
• G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya, 2015. "Renewable Energy Certifi cate Trading through Power Exchanges in India," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 805-808.
• S. Vijayalakshmi & G. P. Girish, 2015. "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1092-1097.
• Kym Anderson & Glyn Wittwer, 2019. "Asia’s Evolving Role in Global Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 14, pages 347-377, World Scientific Publishing Co. Pte. Ltd..
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia's evolving role in global wine markets," China Economic Review, Elsevier, vol. 35(C), pages 1-14.
  • Kym Anderson & Glyn Wittwer, 2014. "Asia's Evolving Role in Global Wine Markets," Wine Economics Research Centre Working Papers 2014-01, University of Adelaide, Wine Economics Research Centre.
  • Anderson, Kym, 2015. "Asia?s Evolving Role in Global Wine Markets," CEPR Discussion Papers 10552, C.E.P.R. Discussion Papers.
  • Kym Anderson & Glyn Wittwer, 2015. "Asia’s Evolving Role in Global Wine Markets," Departmental Working Papers 2015-07, The Australian National University, Arndt-Corden Department of Economics.
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia’s Evolving Role in Global Wine Markets," Conference papers 332658, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015. "Corporate social responsibility, stakeholder risk, and idiosyncratic volatility," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 297-309.
  • Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013. "Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility," CEIS Research Paper 285, Tor Vergata University, CEIS, revised 16 Dec 2013.
• Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015. "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 86-110.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 1-25.
  • Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Sévi, Benoît, 2015. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, vol. 44(C), pages 243-251.
  • Benoît Sévi, 2014. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers 2014-602, Department of Research, Ipag Business School.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  • Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Todorova, Neda, 2015. "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, vol. 51(C), pages 1-12.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
• Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  • Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
• Dokken, Therese & Angelsen, Arild, 2015. "Forest reliance across poverty groups in Tanzania," Ecological Economics, Elsevier, vol. 117(C), pages 203-211.
  • Dokken, Therese & Angelsen, Arild, 2015. "Forest reliance across poverty groups in Tanzania," Working Paper Series 06-2015, Norwegian University of Life Sciences, School of Economics and Business.
• Mayr, Johannes & Ulbricht, Dirk, 2015. "Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected," Economics Letters, Elsevier, vol. 126(C), pages 40-42.
  • Johannes Mayr & Dirk Ulbricht, 2014. "Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected," Discussion Papers of DIW Berlin 1412, DIW Berlin, German Institute for Economic Research.
• Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng, 2015. "Commodity price changes and the predictability of economic policy uncertainty," Economics Letters, Elsevier, vol. 127(C), pages 39-42.
• Diebold, Francis X. & Shin, Minchul, 2015. "Assessing point forecast accuracy by stochastic loss distance," Economics Letters, Elsevier, vol. 130(C), pages 37-38.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015. "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, vol. 130(C), pages 93-96.
  • Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
• Xie, Tian, 2015. "Prediction model averaging estimator," Economics Letters, Elsevier, vol. 131(C), pages 5-8.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
  • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil price forecastability and economic uncertainty," Open Access publications 10197/7345, School of Economics, University College Dublin.
• Camacho, Maximo & Dal Bianco, Marcos & Martinez-Martin, Jaime, 2015. "Toward a more reliable picture of the economic activity: An application to Argentina," Economics Letters, Elsevier, vol. 132(C), pages 129-132.
• Conrad, Christian & Loch, Karin, 2015. "The variance risk premium and fundamental uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 56-60.
  • Conrad, Christian & Loch, Karin, 2015. "The Variance Risk Premium and Fundamental Uncertainty," Working Papers 0583, University of Heidelberg, Department of Economics.
• Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
  • Dovern, Jonas & Huber, Florian, 2015. "Global Prediction of Recessions," Working Papers 0585, University of Heidelberg, Department of Economics.
• Belbute, José M. & Pereira, Alfredo M., 2015. "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, vol. 136(C), pages 108-111.
  • José Manuel Madeira Belbute, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers 2015_11, University of Evora, CEFAGE-UE (Portugal).
  • José M. Belbute & Alfredo Marvão Pereira, 2015. "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers 164, Department of Economics, College of William and Mary.
• Delgado, Michael S. & Florax, Raymond J.G.M., 2015. "Difference-in-differences techniques for spatial data: Local autocorrelation and spatial interaction," Economics Letters, Elsevier, vol. 137(C), pages 123-126.
  • Michael S. Delgado & Raymond J.G.M. Florax, 2015. "Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction," Tinbergen Institute Discussion Papers 15-091/VIII, Tinbergen Institute.
• Krämer, Walter & Wied, Dominik, 2015. "A simple and focused backtest of value at risk," Economics Letters, Elsevier, vol. 137(C), pages 29-31.
• Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.
• Calvet, Laurent E. & Czellar, Veronika, 2015. "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
  • Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
  • Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
• Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
• Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
  • Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Kelly, Bryan & Pruitt, Seth, 2015. "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, vol. 186(2), pages 294-316.
• Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015. "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, vol. 187(1), pages 293-311.
  • Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  • Alain Monfort & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015. "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, vol. 187(2), pages 472-485.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014. "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE 2014-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2014.
• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, vol. 187(2), pages 486-497.
  • Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers 1307.6322, arXiv.org, revised May 2014.
• Paolella, Marc S. & Polak, Paweł, 2015. "COMFORT: A common market factor non-Gaussian returns model," Journal of Econometrics, Elsevier, vol. 187(2), pages 593-605.
• Duong, Diep & Swanson, Norman R., 2015. "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.
  • Diep Duong & Norman Swanson, 2013. "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers 201321, Rutgers University, Department of Economics.
• Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015. "Generalised density forecast combinations," Journal of Econometrics, Elsevier, vol. 188(1), pages 150-165.
  • Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
  • N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
• Asai, Manabu & McAleer, Michael, 2015. "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, vol. 189(2), pages 251-262.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers 14-037/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics 14/10, University of Canterbury, Department of Economics and Finance.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE 2014-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Lei, Chengyao & Lu, Zhe & Zhang, Chengsi, 2015. "News on inflation and the epidemiology of inflation expectations in China," Economic Systems, Elsevier, vol. 39(4), pages 644-653.
• Harrison, Richard, 2015. "Estimating the effects of forward guidance in rational expectations models," European Economic Review, Elsevier, vol. 79(C), pages 196-213.
  • Richard Harrison, 2014. "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers 1429, Centre for Macroeconomics (CFM).
• Kang, Kyu Ho, 2015. "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 51-66.
• Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015. "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 260-274.
• Nolte, Ingmar & Xu, Qi, 2015. "The economic value of volatility timing with realized jumps," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 45-59.

2014

• Marko Milojević & Ivica Terzić, 2014. "Modeling Market Risk In Frontier Equity Markets—Evidence From Serbia," CBU International Conference Proceedings, ISE Research Institute, vol. 2(0), pages 126-133, July.
• Asger Lunde & Kasper V. Olesen, 2014. "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers 2013-19, Department of Economics and Business Economics, Aarhus University.
• Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
  • Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
• Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
  • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
  • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
• Dias, Gustavo Fruet & Kapetanios, George, 2018. "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, vol. 202(1), pages 75-91.
  • Gustavo Fruet Dias & George Kapetanios, 2014. "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers 2014-37, Department of Economics and Business Economics, Aarhus University.
• Gustavo Fruet Dias & Fotis Papailias, 2014. "Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach," CREATES Research Papers 2014-55, Department of Economics and Business Economics, Aarhus University.
• Asongu Simplice, 2014. "On foreign aid distortions to governance," Working Papers of the African Governance and Development Institute. 14/003, African Governance and Development Institute..
  • Simplice Anutechia Asongu, 2014. "On foreign aid distortions to governance," AAYE Policy Research Working Paper Series 14_015, Association of African Young Economists, revised Oct 2014.
  • Asongu, Simplice, 2014. "On foreign aid distortions to governance," MPRA Paper 56812, University Library of Munich, Germany.
  • Simplice A. Asongu, 2014. "On foreign aid distortions to governance," Research Africa Network Working Papers 14/003, Research Africa Network (RAN).
• Asongu Simplice, 2014. "On foreign aid distortions to governance," Working Papers of the African Governance and Development Institute. 14/003, African Governance and Development Institute..
  • Simplice A. Asongu, 2014. "On foreign aid distortions to governance," Research Africa Network Working Papers 14/003, Research Africa Network (RAN).
  • Asongu, Simplice, 2014. "On foreign aid distortions to governance," MPRA Paper 56812, University Library of Munich, Germany.
  • Simplice Anutechia Asongu, 2014. "On foreign aid distortions to governance," AAYE Policy Research Working Paper Series 14_015, Association of African Young Economists, revised Oct 2014.
• Kym Anderson & Glyn Wittwer, 2019. "Asia’s Evolving Role in Global Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 14, pages 347-377, World Scientific Publishing Co. Pte. Ltd..
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia's evolving role in global wine markets," China Economic Review, Elsevier, vol. 35(C), pages 1-14.
  • Kym Anderson & Glyn Wittwer, 2014. "Asia's Evolving Role in Global Wine Markets," Wine Economics Research Centre Working Papers 2014-01, University of Adelaide, Wine Economics Research Centre.
  • Kym Anderson & Glyn Wittwer, 2015. "Asia’s Evolving Role in Global Wine Markets," Departmental Working Papers 2015-07, The Australian National University, Arndt-Corden Department of Economics.
  • Anderson, Kym, 2015. "Asia?s Evolving Role in Global Wine Markets," CEPR Discussion Papers 10552, C.E.P.R. Discussion Papers.
  • Anderson, Kym & Wittwer, Glyn, 2015. "Asia’s Evolving Role in Global Wine Markets," Conference papers 332658, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”," IREA Working Papers 201402, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers 14-08, Asociación Española de Economía y Finanzas Internacionales.
• Emilian Dobrescu, 2014. "A Hybrid Forecasting Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(35), pages 390-390, February.
• Simplice A. Asongu, 2014. "On foreign aid distortions to governance," Research Africa Network Working Papers 14/003, Research Africa Network (RAN).
  • Asongu Simplice, 2014. "On foreign aid distortions to governance," Working Papers of the African Governance and Development Institute. 14/003, African Governance and Development Institute..
  • Asongu, Simplice, 2014. "On foreign aid distortions to governance," MPRA Paper 56812, University Library of Munich, Germany.
  • Simplice Anutechia Asongu, 2014. "On foreign aid distortions to governance," AAYE Policy Research Working Paper Series 14_015, Association of African Young Economists, revised Oct 2014.
• Dharmasena, Senarath & Bessler, David A. & Todd, Jessica & Capps, Oral, Jr., 2014. "Dynamics of the Food Environment in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169797, Agricultural and Applied Economics Association.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Dharmasena, Senarath & Ishdorj, Ariun & Capps, Oral, Jr. & Bessler, David A., 2014. "Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162368, Southern Agricultural Economics Association.
  • Holmes, Madilyn & Dharmasena, Senarath, 2016. "Dynamics Of Macroeconomic Shocks On Food Assistace Programs In The United States," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229953, Southern Agricultural Economics Association.
• Mihaela SIMIONESCU, 2014. "Improving The Inflation Rate Forecasts Of Romanian Experts Using A Fixed-Effects Models Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 87-102, June.
• Mary Violeta Bar, 2014. "The Computational Intelligence Techniques For Predictions - Artificial Neural Networks," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(42), pages 184-190.
• 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," a/ Policy Briefs Series 1401, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014. "The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties," a/ Working Papers Series 1405, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014. "Long- and short-run price asymmetries in the Italian energy market: the case of gasoline and heating gasoil," a/ Working Papers Series 1407, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
• Miklós Virág & Tamás Nyitrai, 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," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 64(4), pages 419-440, December.
• Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
• Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," IREA Working Papers 201417, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," AQR Working Papers 201410, University of Barcelona, Regional Quantitative Analysis Group, revised May 2014.
• Narek Ghazaryan, 2014. "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers 3, Central Bank of Armenia, revised Dec 2015.
• Hayk Karapetyan, 2019. "Estimating Potential Output at the Central Bank of Armenia," Working Papers 12, Central Bank of Armenia.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
• Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
  • Roland Weigand, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers 144, Bavarian Graduate Program in Economics (BGPE).
• Roland Weigand, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers 144, Bavarian Graduate Program in Economics (BGPE).
  • Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
• Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
• Maxime Leboeuf & Louis Morel, 2014. "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers 14-3, Bank of Canada.
• Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
  • Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
• Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Discussion Paper 2014-029, Tilburg University, Center for Economic Research.
  • Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Staff Working Papers 14-28, Bank of Canada.
  • Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Other publications TiSEM 6078d0e3-07af-48a5-9e8b-6, Tilburg University, School of Economics and Management.
• Sekkel, Rodrigo M., 2015. "Balance sheets of financial intermediaries: Do they forecast economic activity?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 263-275.
  • Rodrigo Sekkel, 2014. "Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?," Staff Working Papers 14-40, Bank of Canada.
• Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
• Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014. "Are there gains from pooling real-time oil price forecasts?," Energy Economics, Elsevier, vol. 46(S1), pages 33-43.
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2014. "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014. "Are There Gains from Pooling Real-Time Oil Price Forecasts?," Staff Working Papers 14-46, Bank of Canada.
• Michael Ehrmann, 2015. "Targeting Inflation from Below: How Do Inflation Expectations Behave?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 213-249, September.
  • Michael Ehrmann, 2014. "Targeting Inflation from Below - How Do Inflation Expectations Behave?," Staff Working Papers 14-52, Bank of Canada.
• Muriel Nguiffo-Boyom, 2014. "2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model," BCL working papers 88, Central Bank of Luxembourg.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Javier J. Pérez & Rocío Prieto, 2014. "The structure of sub-natural public debt: Liquidity vs credit risk," Working Papers 1403, Banco de España.
• Ivan Faiella & Alessandro Mistretta, 2015. "Spesa energetica e competitività delle imprese italiane," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2015(3), pages 85-121.
  • Ivan Faiella & Alessandro Mistretta, 2014. "Firms' energy costs and competitiveness in Italy," Questioni di Economia e Finanza (Occasional Papers) 214, Bank of Italy, Economic Research and International Relations Area.
• Marianna Riggi & Fabrizio Venditti, 2014. "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers) 237, Bank of Italy, Economic Research and International Relations Area.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
• Fabio Busetti, 2017. "Quantile Aggregation of Density Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 495-512, August.
  • Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
• Ignacio Lozano-Espitia & Alexander Guarín-López, 2015. "Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 10, pages 301-338, Banco de la Republica de Colombia.
  • Ignacio Lozano & Alexander Guarín, 2014. "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia 813, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 11145, Banco de la Republica.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," Coyuntura Económica, Fedesarrollo, December.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 11252, Banco de la Republica.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 821, Banco de la Republica de Colombia.
• Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 11604, Banco de la Republica.
  • Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 825, Banco de la Republica de Colombia.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 12323, Banco de la Republica.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 11145, Banco de la Republica.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
  • Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 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," Working papers 473, Banque de France.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  • Alain Monfort & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
• Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
  • Laurent Ferrara & Clément Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
  • Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
• Jean-Paul Renne, 2014. "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers 517, Banque de France.
• Clément Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
  • Atsushi Inoue & Lu Jin & Barbara Rossi, 2014. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers 1435, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2016.
  • Lu Jin & Atsushi Inoue & Barbara Rossi, 2015. "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers 768, Barcelona School of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
• Helena Rodríguez, 2014. "Un indicador de la evolución del PIB uruguayo en tiempo real," Documentos de trabajo 2014009, Banco Central del Uruguay.
• Shiu-Sheng Chen, 2014. "Forecasting Crude Oil Price Movements With Oil-Sensitive Stocks," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 830-844, April.
  • Chen, Shiu-Sheng, 2013. "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper 49240, University Library of Munich, Germany.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
  • Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
• Akbar Komijani & Esmaeil Naderi & Nadiya Gandali Alikhani, 2014. "A hybrid approach for forecasting of oil prices volatility," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(3), pages 323-340, September.
  • Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2013. "A Hybrid Approach for Forecasting of Oil Prices Volatility," MPRA Paper 44654, University Library of Munich, Germany.
• Justin Doran & Bernard Fingleton, 2014. "Economic shocks and growth: Spatio-temporal perspectives on Europe's economies in a time of crisis," Papers in Regional Science, Wiley Blackwell, vol. 93, pages 137-165, November.
  • Doran, Justin & Fingleton, Bernard, 2012. "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper 47292, University Library of Munich, Germany.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014. "Forecasting recessions in real time," Working Paper 2014/02, Norges Bank.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
  • Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
• Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015. "Generalised density forecast combinations," Journal of Econometrics, Elsevier, vol. 188(1), pages 150-165.
  • N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
  • Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
  • Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
• Paloviita, Maritta & Virén, Matti, 2014. "Analysis of forecast errors in micro-level survey data," Research Discussion Papers 8/2014, Bank of Finland.
• Oinonen, Sami & Paloviita, Maritta, 2014. "Analysis of aggregated inflation expectations based on the ECB SPF survey," Research Discussion Papers 29/2014, Bank of Finland.
• Jinhee Lee & Dukpa Kim, 2014. "Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(4), pages 114-150, December.
• Ah Jin Choi & Kyu Ho Kang, 2014. "Predictive Density Simulation of the Korean Yield Curve: Pooling Method Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(4), pages 76-113, December.
• Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014. "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers 2014-19, Economic Research Institute, Bank of Korea.
• Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
  • A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
• Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers LuissLab 14113, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  • F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers wp956, Dipartimento Scienze Economiche, Universita' di Bologna.
• Felix Ward, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers bgse01_2014, University of Bonn, Germany.
• Luis Filipe Martins & Pierre Perron, 2016. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 650-659, September.
  • Luis Filipe Martins & Pierre Perron, 2014. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series 2014-003, Boston University - Department of Economics.
  • Luis Filipe Martins & Pierre Perron, 2015. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series wp2015-014, Boston University - Department of Economics.
• Kristensen Johannes Tang, 2014. "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 309-338, May.
  • Johannes Tang Kristensen, 2012. "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers 2012-28, Department of Economics and Business Economics, Aarhus University.
• Ravazzolo Francesco & Vahey Shaun P., 2014. "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
• Porqueddu Mario & Venditti Fabrizio, 2014. "Do food commodity prices have asymmetric effects on euro-area inflation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 419-443, September.
  • Mario Porqueddu & Fabrizio Venditti, 2012. "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers) 878, Bank of Italy, Economic Research and International Relations Area.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers 10160, C.E.P.R. Discussion Papers.
  • Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers 76, Brandeis University, Department of Economics and International Business School.
• Asai, Manabu & McAleer, Michael, 2015. "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, vol. 189(2), pages 251-262.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers 14-037/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics 14/10, University of Canterbury, Department of Economics and Finance.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE 2014-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Marc Hansen & Helmut Herwartz & Malte Rengel, 2014. "State dependence of aggregated risk aversion: Evidence for the German stock market," Journal of Applied Economics, Universidad del CEMA, vol. 17, pages 257-282, November.
• Olivier Schöni, 2014. "Asymptotic Properties of Imputed Hedonic Price Indices," SERC Discussion Papers 0166, Centre for Economic Performance, LSE.
• Pablo Duarte & Bernd Süssmuth, 2014. "Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP," CESifo Working Paper Series 4574, CESifo.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo.
• Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
• Robert Lehmann & Michael Weber, 2014. "Der Blick in die Glaskugel wird schärfer: EineEvaluation der Treffsicherheit der ifo DresdenKonjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(03), pages 45-46, June.
• Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser, 2014. "Evaluation der ifo Konjunkturprognosen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(17), pages 43-45, September.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  • Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
  • Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
• Harrison, Richard, 2015. "Estimating the effects of forward guidance in rational expectations models," European Economic Review, Elsevier, vol. 79(C), pages 196-213.
  • Richard Harrison, 2014. "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers 1429, Centre for Macroeconomics (CFM).
• Ioana-Iuliana TOMULEASA, 2014. "The Soundness Of The Banking System During The Global Financial Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 598-608, April.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014. "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes 2014/02, Czech National Bank, Research and Statistics Department.
  • Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015. "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers 2015/12, Czech National Bank, Research and Statistics Department.
• Michal Franta & David Havrlant & Marek Rusnák, 2016. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
  • Michal Franta & David Havrlant & Marek Rusnak, 2014. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Working Papers 2014/08, Czech National Bank, Research and Statistics Department.
• Tomas Adam & Miroslav Plasil, 2014. "The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation," Working Papers 2014/11, Czech National Bank, Research and Statistics Department.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 11145, Banco de la Republica.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," Coyuntura Económica, Fedesarrollo, December.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 821, Banco de la Republica de Colombia.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 11252, Banco de la Republica.
• Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 825, Banco de la Republica de Colombia.
  • Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 11604, Banco de la Republica.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 12323, Banco de la Republica.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 11145, Banco de la Republica.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
• Andrés Ramírez Hassan & Johnatan Cardona Jiménez, 2014. "Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies," Documentos de Trabajo de Valor Público 10898, Universidad EAFIT.
• Andrés Ramírez Hassan & Jhonatan Cardona Jiménez & Raul Pericchi Guerra, 2014. "What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption," Documentos de Trabajo de Valor Público 12434, Universidad EAFIT.
• Silvia Bou Ysas & Magda Cayón Costa & Albert Hernández, 2014. "Análisis de la heurística en la contratación empresarial a través de una cartera de derivados reales," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 6(1), pages 73-94, April.
• Wilmer Javier Ríos Pinerez & Carlos Andrés Yanes Guerra, 2014. "Duration Models to Evaluate First Employment Law’s Impact in Colombia," Documentos de Trabajo 12417, Universidad Católica de Colombia.
• G.A. Meagher & Felicity Pang & R.A. Wilson, 2014. "Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model," Centre of Policy Studies/IMPACT Centre Working Papers g-248, Victoria University, Centre of Policy Studies/IMPACT Centre.
• G.A. Meagher & R.A.Wilson & E.Yerushalmi, 2014. "Emerging Structural Pressures in European Labour Markets," Centre of Policy Studies/IMPACT Centre Working Papers g-249, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 207-229.
  • BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE 2641, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Joris de Wind & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper 270, CPB Netherlands Bureau for Economic Policy Analysis.
• Joris de Wind & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper 270.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Joris de Wind, 2014. "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper 271, CPB Netherlands Bureau for Economic Policy Analysis.
• Joris de Wind, 2014. "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper 271.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
  • Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  • Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
• Dorota Ewa Grochowina, 2014. "The Influence of Data Imputation Methods on the Classification Efficiency of the Logit Model Used for Forecasting the Bankruptcy of Companies," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 45(2), pages 187-203.
• Taylor, Mark & Hsu, Po-Hsuan, 2014. "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers 10018, C.E.P.R. Discussion Papers.
• Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014. "Are there gains from pooling real-time oil price forecasts?," Energy Economics, Elsevier, vol. 46(S1), pages 33-43.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014. "Are There Gains from Pooling Real-Time Oil Price Forecasts?," Staff Working Papers 14-46, Bank of Canada.
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2014. "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.
• Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers 76, Brandeis University, Department of Economics and International Business School.
  • Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers 10160, C.E.P.R. Discussion Papers.
• Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers 16-18, Bank of Canada.
  • Kilian, Lutz & Baumeister, Christiane, 2014. "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series 5782, CESifo.
• Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
• Ghysels, Eric & Ball, Ryan & Zhou, Huan, 2014. "Can we Automate Earnings Forecasts and Beat Analysts?," CEPR Discussion Papers 10186, C.E.P.R. Discussion Papers.
• Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
  • Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
• Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
• Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
  • Marcellino, Massimiliano & Foroni, Claudia, 2014. "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers 9815, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021. "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 495-516, August.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers 9848, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers 20-27, Federal Reserve Bank of Cleveland.
• Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  • Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
  • Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  • Kilian, Lutz & Inoue, Atsushi, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
  • Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
• Coccia, Mario & Wang, Lili, 2015. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 155-169.
  • Coccia, M. & Wang, L., 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," MERIT Working Papers 2014-005, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Mario Coccia & Lili Wang, 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," CERIS Working Paper 201401, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
• Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  • Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  • Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014. "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS ws140503, Universidad Carlos III de Madrid. Departamento de Estadística.
• Michis, Antonis A., 2014. "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, vol. 123(3), pages 279-281.
  • Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
• Josef Stráský & Jaromír Baxa, 2014. "Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 21(33).
• Konstantin A. Kholodilin & Dirk Ulbricht, 2014. "Mietpreisbremse: Wohnungsmarktregulierung bringt mehr Schaden als Nutzen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 81(15), pages 319-327.
• Corporate author, 2014. "Von einer Explosion der Mieten kann keine Rede sein: Sechs Fragen an Konstantin Kholodilin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 81(15), pages 328-328.
• Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014. "Stark steigende Immobilienpreise in Deutschland: aber keine gesamtwirtschaftlich riskante Spekulationsblase," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 81(47), pages 1231-1240.
• Konstantin Kholodilin, 2014. "Business confidence and forecasting of housing prices and rents in large German cities," ERSA conference papers ersa14p9, European Regional Science Association.
  • Konstantin A. Kholodilin & Boriss Siliverstovs, 2014. "Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities," Discussion Papers of DIW Berlin 1360, DIW Berlin, German Institute for Economic Research.
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
  • Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014. "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin 1393, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Marinko Skare, 2014. "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin 1395, DIW Berlin, German Institute for Economic Research.
• Mayr, Johannes & Ulbricht, Dirk, 2015. "Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected," Economics Letters, Elsevier, vol. 126(C), pages 40-42.
  • Johannes Mayr & Dirk Ulbricht, 2014. "Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected," Discussion Papers of DIW Berlin 1412, DIW Berlin, German Institute for Economic Research.
• Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014. "Speculative Price Bubbles in Urban Housing Markets in Germany," Discussion Papers of DIW Berlin 1417, DIW Berlin, German Institute for Economic Research.
• Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
  • Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and forecasting economic growth in the euro area using principal components," DNB Working Papers 415, Netherlands Central Bank, Research Department.
• Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying booms and busts in house prices under heterogeneous expectations," DNB Working Papers 450, Netherlands Central Bank, Research Department.
  • Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Niels Gilbert & Jasper de Jong, 2014. "Does the Stability and Growth Pact induce a bias in the EC's fiscal forecasts," DNB Working Papers 451, Netherlands Central Bank, Research Department.
• Tom Boot & Andreas Pick, 2014. "Optimal forecasts from Markov switching models," DNB Working Papers 452, Netherlands Central Bank, Research Department.
• Michalski , Tomasz & Amat , Christophe, 2014. "Fundamentals and Exchange Rate Forecastability with Machine Learning Methods," HEC Research Papers Series 1049, HEC Paris.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
  • Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
• Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014. "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series 155, European Central Bank.
• Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014. "Does the federal reserve staff still beat private forecasters?," Working Paper Series 1635, European Central Bank.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014. "Density characteristics and density forecast performance: a panel analysis," Working Paper Series 1679, European Central Bank.
• Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
  • Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
  • Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
• Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
  • Dées, Stéphane & Güntner, Jochen, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series 1724, European Central Bank.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
  • Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
• Van Robays, Ine & Belu Mănescu, Cristiana, 2014. "Forecasting the Brent oil price: addressing time-variation in forecast performance," Working Paper Series 1735, European Central Bank.
  • Cristiana Belu Manescu & Ine Van Robays, 2016. "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series 6242, CESifo.
• Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi, 2014. "Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review," International Journal of Energy Economics and Policy, Econjournals, vol. 4(1), pages 32-42.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
  • Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
• Caporin, Massimiliano & McAleer, Michael, 2014. "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 172-185.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
  • Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
• Audrino, Francesco, 2014. "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 43-60.
  • Audrino, Francesco, 2011. "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series 1112, University of St. Gallen, School of Economics and Political Science.
• Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  • Nyberg, Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Bank of Finland Research Discussion Papers 33/2012, Bank of Finland.
• Aielli, Gian Piero & Caporin, Massimiliano, 2014. "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 556-576.
  • Gian Piero Aielli & Massimiliano Caporin, 2011. "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers 0133, Dipartimento di Scienze Economiche "Marco Fanno".
• Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  • Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 748, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Lee, Yongwoong & Poon, Ser-Huang, 2014. "Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 69-92.
• Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
• Claveria, Oscar & Torra, Salvador, 2014. "Forecasting tourism demand to Catalonia: Neural networks vs. time series models," Economic Modelling, Elsevier, vol. 36(C), pages 220-228.
• Todorova, Neda & Souček, Michael, 2014. "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, vol. 36(C), pages 332-340.
• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
• Garratt, Anthony & Mise, Emi, 2014. "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, vol. 37(C), pages 32-40.
• Higgins, Matthew L. & Mishra, Sagarika, 2014. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Economic Modelling, Elsevier, vol. 38(C), pages 627-632.
  • Higgins, Matthew L. & Mishra, Sagarika, 2012. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers fe_2012_10, Deakin University, Department of Economics.
• Aubry, Mathilde & Renou-Maissant, Patricia, 2014. "Semiconductor industry cycles: Explanatory factors and forecasting," Economic Modelling, Elsevier, vol. 39(C), pages 221-231.
• Li, Qian & Bao, Liang, 2014. "Enhanced index tracking with multiple time-scale analysis," Economic Modelling, Elsevier, vol. 39(C), pages 282-292.
• Akram, Q. Farooq, 2014. "Macro effects of capital requirements and macroprudential policy," Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
  • Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
• Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014. "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 170-189.
  • Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
• Hunzinger, Chadd B. & Labuschagne, Coenraad C.A., 2014. "The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 200-217.
• Demiralay, Sercan & Ulusoy, Veysel, 2014. "Non-linear volatility dynamics and risk management of precious metals," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 183-202.
• Michis, Antonis A., 2014. "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, vol. 123(3), pages 279-281.
  • Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
• Berardi, Michele & Galimberti, Jaqueson K., 2014. "A note on the representative adaptive learning algorithm," Economics Letters, Elsevier, vol. 124(1), pages 104-107.
  • Michele Bernardi & Jaqueson K. Galimberti, 2014. "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers 14-356, KOF Swiss Economic Institute, ETH Zurich.
• Cheong, Chongcheul & Lee, Hyunchul, 2014. "Forecasting with a parsimonious subset VAR model," Economics Letters, Elsevier, vol. 125(2), pages 167-170.
• Matheson, Troy & Stavrev, Emil, 2014. "News and monetary shocks at a high frequency: A simple approach," Economics Letters, Elsevier, vol. 125(2), pages 282-286.
  • Mr. Troy D Matheson & Mr. Emil Stavrev, 2014. "News and Monetary Shocks at a High Frequency: A Simple Approach," IMF Working Papers 2014/167, International Monetary Fund.
• Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
• Jensen, Mark J. & Maheu, John M., 2014. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
  • Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
• Chen, Ying & Niu, Linlin, 2014. "Adaptive dynamic Nelson–Siegel term structure model with applications," Journal of Econometrics, Elsevier, vol. 180(1), pages 98-115.
  • Ying Chen & Linlin Niu, 2013. "Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Corradi, Valentina & Swanson, Norman R., 2014. "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.
  • Valentina Corradi & Norman Swanson, 2013. "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers 201314, Rutgers University, Department of Economics.
• Giacomini, Raffaella & Ragusa, Giuseppe, 2014. "Theory-coherent forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 145-155.
• Gonçalves, Sílvia & Perron, Benoit, 2014. "Bootstrapping factor-augmented regression models," Journal of Econometrics, Elsevier, vol. 182(1), pages 156-173.
  • Silvia Gonçalves & Benoit Perron, 2012. "Bootstrapping factor-augmented regression models," CIRANO Working Papers 2012s-12, CIRANO.
• Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014. "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, vol. 182(1), pages 174-185.
  • Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
• Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  • Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
• Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014. "Forecasting inflation using commodity price aggregates," Journal of Econometrics, Elsevier, vol. 183(1), pages 117-134.
  • Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
  • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
• Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  • Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
• Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula, 2014. "Modelling stock volatilities during financial crises: A time varying coefficient approach," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 113-128.
• Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Bandwidth selection by cross-validation for forecasting long memory financial time series," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 129-143.
• Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 207-229.
  • BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE 2641, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  • Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  • Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun, 2014. "High-order moments and extreme value approach for value-at-risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 421-434.
• Nyitrai, Tamás, 2014. "Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül? [Can the predictive capacity of bankruptcy forecasting models be increased without new classific," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 566-585.
• Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2014. "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers e-14-001, Graduate School of Economics Project Center, Kyoto University.
• Luciano Vereda & Hélio Lopes & Jessica Kubrusly & Adrian Pizzinga & Taofik Mohammed Ibrahim, 2014. "Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 377-393.
• Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed, 2014. "The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 19(1), pages 31-66, Jan-June.
• Ömer Akgöbek & Emre Yakut, 2014. "Efficiency measurement in Turkish manufacturing sector using Data Envelopment Analysis (DEA) and Artificial Neural Networks (ANN)," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(3), pages 35-45, June.
• Joocheol Kim & Eunhwan Kim, 2014. "An Empirical Analysis on Credit Risk Models and its Application," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(4), pages 14-27, August.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
• Aleksejs Melihovs, 2014. "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers 2014/03, Latvijas Banka.
• F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers wp956, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers LuissLab 14113, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Aurélie Côté-Sergent, 2014. "Effets des tendances à long terme de l'obésité sur l'utilisation de soins de santé au Québec," Cahiers de recherche 1408, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," Canadian Tax Journal, Canadian Tax Foundation, vol. 63(2), pages 357-373.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2014. "Reforming Old Age Security: Effects and Alternatives," Cahiers de recherche 1410, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects and Alternatives," CIRANO Working Papers 2015s-11, CIRANO.
  • Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015. "Reforming Old Age Security: Effects And Alternatives," CIRANO Papers 2015n-04a, CIRANO.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 202-219.
  • Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers 14-1, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche 1414, CIRPEE.
• Atrianfar, Hamed & ,, 2014. "Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(18), pages 23-57, March.
• Bayat, Saeed & Barakchian, Seyed Mahdi, 2014. "(in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(19), pages 103-124, May.
• Hematy , Maryam & Boostani , Reza, 2014. "Constructing a New Monetary Condition Index for Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(3), pages 119-147, April.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
• Junji Ueda & Yasutaka Yoneta & Isao Ota, 2014. "A Quantitative Analysis for Required Adjustments for Japan fs Fiscal Policy," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 10(3), pages 577-604, October.
• Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01110688, HAL.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne 14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
• Souhaib Ben Taieb & Rob J Hyndman, 2014. "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers 13/14, Monash University, Department of Econometrics and Business Statistics.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 16-32.
  • Rob J Hyndman & Alan Lee & Earo Wang, 2014. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers 17/14, Monash University, Department of Econometrics and Business Statistics.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
• George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
  • George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
• David de Antonio Liedo, 2014. "Nowcasting Belgium," Working Paper Research 256, National Bank of Belgium.
• Victor Bystrov, 2014. "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
  • Bystrov, Victor, 2013. "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper 49683, University Library of Munich, Germany.
• Marcin Kolasa & Michal Rubaszek, 2015. "How Frequently Should We Reestimate DSGE Models?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 279-305, December.
  • Marcin Kolasa & Michał Rubaszek, 2014. "How frequently should we re-estimate DSGE models?," NBP Working Papers 194, Narodowy Bank Polski.
• Veldkamp, Laura & Orlik, Anna, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers 10147, C.E.P.R. Discussion Papers.
  • Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
• Mihaela Simionescu, 2014. "M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 2(1), pages 54-59, June.
• Thomas Chalaux & Cyrille Schwellnus, 2014. "Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach," OECD Economics Department Working Papers 1109, OECD Publishing.
• Troy D. Matheson, 2014. "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 51-71.
  • Mr. Troy D Matheson, 2011. "New Indicators for Tracking Growth in Real Time," IMF Working Papers 2011/043, International Monetary Fund.
• Tomáš Slacík & Katharina Steiner & Julia Wörz, 2014. "Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 36-56.
• Bradea Ioana & Sabau-Popa Claudia-Diana & Bolos Marcel Ioan, 2014. "Using Dashboards In Business Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 851-856, July.
• Drago Pupavac, 2014. "Econometric Model For Forecasting Traffic On Croatian Motorways," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 10, pages 891-900.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2014. "What Drives Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1455-1468.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2010-05, Department of Economics, Auburn University.
  • Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012. "What Drives Commodity Prices?," MPRA Paper 40711, University Library of Munich, Germany.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
• Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015. "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, vol. 31(1), pages 99-112.
  • Jennifer Castle & David Hendry & Michael P. Clements, 2014. "Robust Approaches to Forecasting," Economics Series Working Papers 697, University of Oxford, Department of Economics.
• Kevin Sheppard & Wen Xu, 2014. "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers 710, University of Oxford, Department of Economics.
• Martinez, Andrew B., 2015. "How good are US government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 312-324.
  • Andrew Martinez, 2014. "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers 727, University of Oxford, Department of Economics.
• Simionescu, Mihaela, 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," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 18(1), pages 112-129, December.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014. "Multi-jumps," MPRA Paper 58175, University Library of Munich, Germany.
  • Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014. "Multi-jumps," "Marco Fanno" Working Papers 0185, Dipartimento di Scienze Economiche "Marco Fanno".
• Christiane Baumeister & Lutz Kilian, 2014. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 119-145, April.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2012. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers 12-1, Bank of Canada.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
  • Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
  • Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers 2014:01, Department of Economics, University of Venice "Ca' Foscari".
• Dean Fantazzini & Mario Maggi, 2014. "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series 082, University of Pavia, Department of Economics and Management.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
• Francis X. Diebold & Minchul Shin, 2017. "Assessing point forecast accuracy by stochastic error distance," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 588-598, October.
  • Francis X. Diebold & Minchul Shin, 2014. "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive 14-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Minchul Shin, 2016. "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers 22516, National Bureau of Economic Research, Inc.
• Tomasz Jasinski & Agnieszka Scianowska, 2014. "Security Assessment and Optimization of Energy Supply," Working Papers 30/2014, Institute of Economic Research, revised Dec 2014.
• Dean Fantazzini, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-27, November.
  • Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
• Zhu, Ke & Li, Wai Keung, 2013. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52344, University Library of Munich, Germany.
  • Zhu, Ke & Li, Wai Keung, 2014. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52732, University Library of Munich, Germany.
• Demiralay, Sercan & Ulusoy, Veysel, 2014. "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper 53229, University Library of Munich, Germany.
• Edsel Beja, 2014. "Income growth and happiness: reassessment of the Easterlin Paradox," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 61(4), pages 329-346, December.
  • Beja Jr., Edsel, 2014. "Income growth and happiness: Reassessment of the Easterlin Paradox," MPRA Paper 53360, University Library of Munich, Germany.
• zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang, 2014. "Determinants of financial distress in u.s. large bank holding companies," MPRA Paper 53545, University Library of Munich, Germany.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
  • Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
  • Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
  • Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
• Caporin, Massimiliano & Fontini, Fulvio, 2014. "The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises," MPRA Paper 53779, University Library of Munich, Germany.
• Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
  • Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
• Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
• Harin, Alexander, 2014. "General correcting formulae for forecasts," MPRA Paper 55283, University Library of Munich, Germany.
• Jari Hännikäinen, 2014. "Multi-step forecasting in the presence of breaks," Working Papers 1494, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
• Franco, Ray John Gabriel & Mapa, Dennis S., 2014. "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper 55858, University Library of Munich, Germany.
• Halkos, George & Kevork, Ilias, 2014. "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα [Confidence intervals for percentiles in stationary ARMA processes: An appl," MPRA Paper 56134, University Library of Munich, Germany.
• Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.
  • Jari Hännikäinen, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers 1495, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
• Karapanagiotidis, Paul, 2014. "Dynamic State-Space Models," MPRA Paper 56807, University Library of Munich, Germany.
• Simplice Anutechia Asongu, 2014. "On foreign aid distortions to governance," AAYE Policy Research Working Paper Series 14_015, Association of African Young Economists, revised Oct 2014.
  • Asongu, Simplice, 2014. "On foreign aid distortions to governance," MPRA Paper 56812, University Library of Munich, Germany.
  • Asongu Simplice, 2014. "On foreign aid distortions to governance," Working Papers of the African Governance and Development Institute. 14/003, African Governance and Development Institute..
  • Simplice A. Asongu, 2014. "On foreign aid distortions to governance," Research Africa Network Working Papers 14/003, Research Africa Network (RAN).
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 59770, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 57084, University Library of Munich, Germany.
• Tommaso Proietti, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper 319, Tor Vergata University, CEIS, revised 30 Jul 2014.
  • Tommaso Proietti, 2015. "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers 2015-51, Department of Economics and Business Economics, Aarhus University.
  • Proietti, Tommaso, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper 57230, University Library of Munich, Germany.
• Caleiro, António, 2014. "De novo acerca da sazonalidade nos nascimentos em Portugal [Again on the seasonality of births in Portugal]," MPRA Paper 57708, University Library of Munich, Germany.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
  • Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014. "Multi-jumps," "Marco Fanno" Working Papers 0185, Dipartimento di Scienze Economiche "Marco Fanno".
  • Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014. "Multi-jumps," MPRA Paper 58175, University Library of Munich, Germany.
• Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
• Jari Hännikäinen, 2014. "The mortgage spread as a predictor of real-time economic activity," Working Papers 1496, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
• Ardakani Omid M. & Kishor N. Kundan, 2018. "Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-19, February.
  • Ardakani, Omid & Kishor, N. Kundan, 2014. "Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics," MPRA Paper 58402, University Library of Munich, Germany.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  • Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
  • Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
  • Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
• Gatt, William, 2014. "Communicating uncertainty - a fan chart for HICP projections," MPRA Paper 59603, University Library of Munich, Germany.
• Dean Fantazzini, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-27, November.
  • Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 57084, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 59770, University Library of Munich, Germany.
• Mehta, Anirudh & Kanishka, Kunal, 2014. "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper 59788, University Library of Munich, Germany.
• David A. Bessler & Shahriar Kibriya & Junyi Chen & Edwin Price, 2016. "On Forecasting Conflict in the Sudan: 2009–2012," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 179-188, March.
  • Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014. "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper 60069, University Library of Munich, Germany.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "Emissions and abatement costs for the passenger cars sector in Greece," MPRA Paper 60197, University Library of Munich, Germany.
• Tommaso Proietti, 2016. "On the Selection of Common Factors for Macroeconomic Forecasting," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 593-628, Emerald Group Publishing Limited.
  • Alessandro Giovannelli & Tommaso Proietti, 2014. "On the Selection of Common Factors for Macroeconomic Forecasting," CREATES Research Papers 2014-46, Department of Economics and Business Economics, Aarhus University.
  • Alessandro Giovannelli & Tommaso Proietti, 2015. "On the Selection of Common Factors for Macroeconomic Forecasting," CEIS Research Paper 332, Tor Vergata University, CEIS, revised 12 Mar 2015.
  • Giovannelli, Alessandro & Proietti, Tommaso, 2014. "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper 60673, University Library of Munich, Germany.
• Zeynalov, Ayaz, 2014. "Nowcasting Tourist Arrivals to Prague: Google Econometrics," MPRA Paper 60945, University Library of Munich, Germany.
• Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.
  • Barrera-Chaupis, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012 [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper 60959, University Library of Munich, Germany.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece," MPRA Paper 61032, University Library of Munich, Germany.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014. "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper 61153, University Library of Munich, Germany.
• Harri Pönkä, 2017. "Predicting the direction of US stock markets using industry returns," Empirical Economics, Springer, vol. 52(4), pages 1451-1480, June.
  • Pönkä, Harri, 2014. "Predicting the direction of US stock markets using industry returns," MPRA Paper 62942, University Library of Munich, Germany.
• O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
• Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014. "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper 63515, University Library of Munich, Germany.
• Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
  • Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
• Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014. "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper 64367, University Library of Munich, Germany.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014. "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper 67074, University Library of Munich, Germany, revised 2015.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014. "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper 72880, University Library of Munich, Germany, revised 15 Nov 2014.
• Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
  • Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper 80431, University Library of Munich, Germany.
• de la Fonteijne, Marcel R., 2014. "Okun's Law, Dead or Alive: A Fundamental Approach," MPRA Paper 83911, University Library of Munich, Germany.
• Bilgili, Faik & Doğan, İbrahim & H. Tülüce, Nadide & Kuşkaya, Sevda, 2014. "The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts," MPRA Paper 90168, University Library of Munich, Germany.
• Ramadas, Sendhil & Palanisamy, Ramasundaram & Kuruvila, Anil & Chandrasekaran, Sundaramoorthy & Singh, Randhir & Sharma, Indu, 2014. "Food Price Volatility in India – Drivers, Impact and Policy Response," MPRA Paper 91131, University Library of Munich, Germany.
• Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015. "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 257-266.
  • Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
  • Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(3), pages 273-291.
  • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
• Rangan Gupta & Anandamayee Majumdar, 2015. "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, vol. 47(48), pages 5204-5213, October.
  • Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers 201444, University of Pretoria, Department of Economics.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 15-12, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 201460, University of Pretoria, Department of Economics.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 24/2014, Stellenbosch University, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
• Milan Bašta, 2014. "Simulating Bivariate Stationary Processes with Scale-Specific Characteristics," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(1), pages 3-26.
• Michal Řičař, 2014. "Macroeconomic Modelling of a Firm's Default," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(1), pages 27-40.
• Milan Bašta, 2014. "Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(2), pages 48-70.
• Anna Staszewska-Bystrova & Peter Winker, 2014. "Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(2), pages 89-104, June.
• Cláudia Duarte, 2014. "Autoregressive augmentation of MIDAS regressions," Working Papers w201401, Banco de Portugal, Economics and Research Department.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers 1, CReMFi, School of Economics and Finance, QMUL.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers 1, CReMFi, School of Economics and Finance, QMUL.
• Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
  • Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers 1, CReMFi, School of Economics and Finance, QMUL.
• Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  • Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  • Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
  • Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
• Grigory Franguridi, 2014. "Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)," Quantile, Quantile, issue 12, pages 69-82, February.
• Fabrizio Orrego, 2017. "Precios de viviendas en Lima," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 7, pages 237-265, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 47-59.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Working Papers 2014-008, Banco Central de Reserva del Perú.
• Fabrizio Orrego, 2017. "Precios de viviendas en Lima," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 7, pages 237-265, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 47-59.
  • Orrego, Fabrizio, 2014. "Precios de viviendas en Lima," Working Papers 2014-008, Banco Central de Reserva del Perú.
• Barrera-Chaupis, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012 [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper 60959, University Library of Munich, Germany.
  • Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
  • Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
  • Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018. "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos 2018-05, El Colegio de México, Centro de Estudios Económicos.
• Michael P. Clements & Ana Beatriz Galvão, 2014. "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-04, Henley Business School, University of Reading.
• Michael P. Clements, 2014. "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2014-06, Henley Business School, University of Reading.
• Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014. "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers rep-wp2014-07, Henley Business School, University of Reading.
  • Fotis Mouzakis & Dimitrios Papastamos & Simon Stevenson, 2015. "Rationality and Momentum in Real Estate Investment Forecasts," ERES eres2015_297, European Real Estate Society (ERES).
• Ioana Alexandra Bradea, 2014. "Risks in hospitals. Assessment and Management," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(54), pages 25-36, December.
• Tuhkuri, Joonas, 2014. "Big Data: Google Searches Predict Unemployment in Finland," ETLA Reports 31, The Research Institute of the Finnish Economy.
• Peussa, Aleksandr, 2014. "Forecast Models for Private Consumption," ETLA Reports 34, The Research Institute of the Finnish Economy.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015. "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2541-2562, May.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper 310, Tor Vergata University, CEIS, revised 18 Feb 2014.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series 04_14, Rimini Centre for Economic Analysis.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
  • Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
• Roland-Holst, David & Sugiyarto, Guntur, 2014. "Growth Horizons for a Changing Asian Regional Economy," ADB Economics Working Paper Series 392, Asian Development Bank.
• Shcherba, Alexandr, 2014. "Comparing «Realized volatility» models in the VaR calculation for the Russian equity market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 34(2), pages 120-136.
• Putko, Boris & Didenko, Alexander & Dubovikov, Mikhail, 2014. "The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 79-87.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 202-219.
  • Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche 1414, CIRPEE.
  • Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2014. "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers 14-1, HEC Montreal, Canada Research Chair in Risk Management.
• Lee , Mei-Yu, 2014. "Adequacy of Lagrange Multiplier Test," European Economic Letters, European Economics Letters Group, vol. 3(2), pages 32-35.
• Korniluk, Dominik, 2014. "Stabilising expenditure rule in Poland – stochastic simulations for 2014-2040," MF Working Papers 19, Ministry of Finance in Poland, revised 01 Sep 2014.
• Simionescu, Mihaela, 2014. "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 5(2), pages 131-140.
• Chih-Chung Yang & Yungho Leu & Chien-Pang Lee, 2014. "A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 115-129, June.
• Melike Bildirici & Özgür Ömer Ersin, 2014. "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-135, October.
• Emilian Dobrescu, 2014. "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-21, December.
• Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.
• Marin ANDREICA & Mãdãlina Ecaterina POPESCU & Dragos MICU, 2014. "Proposal of a SMEs Forecast Management Support System," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(2), pages 237-243, May.
• J. Wesley Burnett & Xueting Zhao, 2014. "Forecasting U.S. State-Level Carbon Dioxide Emissions," The Review of Regional Studies, Southern Regional Science Association, vol. 44(3), pages 223-240, Winter.
• Zheng Tian & Mulugeta Kahsai & Randall Jackson, 2014. "Technical Document for Price Adjustment," Working Papers Technical Document 2014-0, Regional Research Institute, West Virginia University, revised 11 Sep 2014.
• Mihaela Simionescu, 2014. "What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 8(1), pages 87-102, JUNE.
• Irina Morozova & Tatiana Litvinova, 2014. "Features of the methods of entrepreneurial activity forecasting application on the market of agricultural machinery," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 8(2), pages 100-107, June.
• Oana Simona HUDEA (CARAMAN), 2014. "Routes and Trends of Romanian Core Economic Variables," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(10), pages 129-137, Octomber.
• Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014. "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre' 0192, Department of Economics - University Roma Tre.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015. "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2541-2562, May.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series 04_14, Rimini Centre for Economic Analysis.
  • Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper 310, Tor Vergata University, CEIS, revised 18 Feb 2014.
• Proietti, Tommaso, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper 57230, University Library of Munich, Germany.
  • Tommaso Proietti, 2015. "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers 2015-51, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti, 2014. "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper 319, Tor Vergata University, CEIS, revised 30 Jul 2014.
• Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
  • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
  • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
• Marcin Kozak & Olesia Iefremova, 2014. "Implementation Of The Delphi Technique In Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(4), pages 36-45, May.
• Jayita Bit & Sarmila Banerjee, 2014. "Consumption of Wood Products and Dependence on Imports," Foreign Trade Review, , vol. 49(3), pages 263-290, August.
• Марков Л. С. & Маркова В. М., 2014. "Влияние характеристик среды на эволюцию отраслевой системы. Influence of the environment characteristics on industry system evolution," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 14(3), pages 103-112.
• Alpaslan YARAR & Mustafa ONÜÇYILDIZ & Nuri PEKÇET?N, 2014. "Forecasting The Runoff Data Using Adaptive Neuro Fuzzy Inference Systems (ANFIS)," Proceedings of International Academic Conferences 0201599, International Institute of Social and Economic Sciences.
• Nils Wittmann & Eppinger Marcus, 2014. "Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector," Proceedings of International Academic Conferences 0900012, International Institute of Social and Economic Sciences.
• Kloudová Dana, 2014. "Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation," Proceedings of Economics and Finance Conferences 0402134, International Institute of Social and Economic Sciences.
• Rendón De la Torre, Stephanie, 2014. "Aplicación de análisis multifractal de exponentes de Hölder en mercados financieros mexicanos : índice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hölder Exponents," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 4(2), pages 191-208, julio-dic.
• Piotr Wdowiński, 2014. "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.
• Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014. "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60.
  • Roberta Serafini & J. Bruha & B. Pierluigi, 2011. "Euro area labour markets: different reaction to shocks?," EcoMod2011 2970, EcoMod.
  • Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011. "Euro area labour markets: different reaction to shocks?," Working Paper Series 1284, European Central Bank.
• Mihaela Simionescu, 2014. "Modelling And Predicting The Real Gdp Rate In Romania," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 6(3 (Novemb), pages 305-314.
• Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
  • Kilian, Lutz & Inoue, Atsushi, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
  • Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
• Auer, Simone, 2019. "Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
  • Simone Auer, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization Institute Working Papers 170, Federal Reserve Bank of Dallas.
  • Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
• Nikolaos D. Geomelos & Evangelos Xideas, 2014. "Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(2), pages 14-39, April-Jun.
• A. Malliaris & Mary Malliaris, 2014. "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 339-353, June.
• P. Schanbacher, 2014. "Measuring and adjusting for overconfidence," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 423-452, October.
• Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014. "Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence," Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232, Springer.
  • Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Division of Economics, School of Business, University of Leicester.
• Giovanni De Luca & Alfonso Carfora, 2014. "Predicting U.S. recessions through a combination of probability forecasts," Empirical Economics, Springer, vol. 46(1), pages 127-144, February.
• Nicholas Taylor, 2014. "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, vol. 46(1), pages 145-174, February.
• Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014. "Evaluating FOMC forecast ranges: an interval data approach," Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
  • Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012. "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics 201213, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• E. Mamatzakis, 2014. "Revealing asymmetries in the loss function of WTI oil futures market," Empirical Economics, Springer, vol. 47(2), pages 411-426, September.
• Yasutomo Murasawa, 2014. "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, vol. 47(2), pages 495-522, September.
• Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
  • Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Yanhui Chen & Kin Lai & Jiangze Du, 2014. "Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 113-132, December.
• Edsel Beja, 2014. "Income growth and happiness: reassessment of the Easterlin Paradox," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 61(4), pages 329-346, December.
  • Beja Jr., Edsel, 2014. "Income growth and happiness: Reassessment of the Easterlin Paradox," MPRA Paper 53360, University Library of Munich, Germany.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Xueting Zhao & J. Burnett, 2014. "Forecasting province-level $${\text {CO}}_{2}$$ CO 2 emissions in China," Letters in Spatial and Resource Sciences, Springer, vol. 7(3), pages 171-183, October.
• Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
• Georg Quaas, 2014. "Die volkswirtschaftlichen Effekte einer Umsetzung des Koalitionsvertrages," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 94(3), pages 210-216, March.
• Roland Döhrn, 2014. "Weshalb konjunkturprognostiker regelmäßig den wetterbericht studieren sollten," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 94(7), pages 487-491, July.
• Ray John Gabriel FRANCO & Dennis S. MAPA, 2014. "Analyzing The Dynamics Of Gross Domestic Product Growth. A Mixed Frequency Model Approach," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 117-141, December.
• Ray John Gabriel FRANCO & Dennis S. MAPA, 2014. "Analyzing The Dynamics Of Gross Domestic Product Growth. A Mixed Frequency Model Approach," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 117-141, December.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 24/2014, Stellenbosch University, Department of Economics.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
  • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
• Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014. "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 407-412, April.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014. "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1159-1166, September.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
• Aleksandra Hałka & Jacek Kotłowski, 2014. "Does the Domestic Output Gap Matter for Inflation in a Small Open Economy?," Eastern European Economics, Taylor & Francis Journals, vol. 52(3), pages 89-107, May.
  • Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers 152, Narodowy Bank Polski, Economic Research Department.
• John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
  • Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
• Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
  • Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
  • Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers 2013-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
• Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
  • Zolotko, Mikhail & Okhrin, Ostap, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers 2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
• Hahn, Warren J. & DiLellio, James A. & Dyer, James S., 2014. "What do market-calibrated stochastic processes indicate about the long-term price of crude oil?," Energy Economics, Elsevier, vol. 44(C), pages 212-221.
• Chen, Shiyi & Golley, Jane, 2014. "‘Green’ productivity growth in China's industrial economy," Energy Economics, Elsevier, vol. 44(C), pages 89-98.
• An, Lian & Jin, Xiaoze & Ren, Xiaomei, 2014. "Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach," Energy Economics, Elsevier, vol. 45(C), pages 217-228.
• Yu, Lean & Zhao, Yang & Tang, Ling, 2014. "A compressed sensing based AI learning paradigm for crude oil price forecasting," Energy Economics, Elsevier, vol. 46(C), pages 236-245.
• Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  • Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2014. "Are there gains from pooling real-time oil price forecasts?," Energy Economics, Elsevier, vol. 46(S1), pages 33-43.
  • Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2014. "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014. "Are There Gains from Pooling Real-Time Oil Price Forecasts?," Staff Working Papers 14-46, Bank of Canada.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Simlai, Prodosh, 2014. "Persistence of ex-ante volatility and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 253-261.
• Kumar, Dilip & Maheswaran, S., 2014. "Modeling and forecasting the additive bias corrected extreme value volatility estimator," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 166-176.
• Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014. "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 89-100.
• Todorova, Neda & Souček, Michael, 2014. "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, vol. 11(4), pages 420-428.
• Hong, Han & Huang, Jing-Zhi & Wu, Deming, 2014. "The information content of Basel III liquidity risk measures," Journal of Financial Stability, Elsevier, vol. 15(C), pages 91-111.
• Pešta, Michal & Okhrin, Ostap, 2014. "Conditional least squares and copulae in claims reserving for a single line of business," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 28-37.
• Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014. "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 21-54.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
  • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Ye, George L., 2014. "The interactions between China and US stock markets: New perspectives," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 331-342.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
• Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
  • Matteo Luciani, 2011. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES ECARES 2011‐022, ULB -- Universite Libre de Bruxelles.
• Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik, 2014. "Forecasting macroeconomic variables using disaggregate survey data," International Journal of Forecasting, Elsevier, vol. 30(1), pages 65-77.
  • Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg, 2011. "Forecasting macroeconomic variables using disaggregate survey data," Working Paper 2011/04, Norges Bank.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
  • Clements, Michael P, 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS) 976, University of Warwick, Department of Economics.
  • Clements, Michael P., 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers 270748, University of Warwick - Department of Economics.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
  • López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
• Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
  • Tae-Hwy Lee & Yiyao Wang, 2014. "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers 201407, University of California at Riverside, Department of Economics.
• Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
  • Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
  • Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
• Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  • Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
• Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014. "The financial content of inflation risks in the euro area," International Journal of Forecasting, Elsevier, vol. 30(3), pages 648-659.
  • Philippe Andrade & Valère Fourel & Ghysels, E. & Idier, I., 2013. "The financial content of inflation risks in the euro area," Working papers 437, Banque de France.
• Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
• Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
  • Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
  • Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
• Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
  • Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014. "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 1-10.
  • Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil).
  • Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Taylor, Nick, 2014. "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 286-302.
• Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema, 2014. "The empirical similarity approach for volatility prediction," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 321-329.
• Cordis, Adriana S. & Kirby, Chris, 2014. "Discrete stochastic autoregressive volatility," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 160-178.
• Zieling, Daniel & Mahayni, Antje & Balder, Sven, 2014. "Performance evaluation of optimized portfolio insurance strategies," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 212-225.
• Temesvary, Judit, 2014. "The determinants of U.S. banks’ international activities," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 233-247.
• Bernales, Alejandro & Guidolin, Massimo, 2014. "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 326-342.
  • Alejandro Bernales & Massimo Guidolin, 2012. "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers 456, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Yun, Jaeho, 2014. "Out-of-sample density forecasts with affine jump diffusion models," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 74-87.
• Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang, 2014. "The role of correlation dynamics in sector allocation," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 1-12.
• Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2014. "A new set of improved Value-at-Risk backtests," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 29-41.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014. "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, vol. 113(3), pages 427-454.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014. "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 95-109.
• Ince, Onur, 2014. "Forecasting exchange rates out-of-sample with panel methods and real-time data," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 1-18.
  • Onur Ince, 2013. "Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data," Working Papers 13-04, Department of Economics, Appalachian State University.
• Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
• Urasawa, Satoshi, 2014. "Real-time GDP forecasting for Japan: A dynamic factor model approach," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 116-134.
• Moosa, Imad & Burns, Kelly, 2014. "The unbeatable random walk in exchange rate forecasting: Reality or myth?," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 69-81.
• Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2014. "Fiscal policy analysis in the euro area: Expanding the toolkit," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 800-823.
• Aastveit, Knut Are & Trovik, Tørres, 2014. "Estimating the output gap in real time: A factor model approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 180-193.
  • Knut Are Aastveit & Tørres G. Trovik, 2008. "Estimating the output gap in real time: A factor model approach," Working Paper 2008/23, Norges Bank.
• Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 271-281.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2014. "The international business cycle and gold-price fluctuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 292-305.
• Presno, María José & Landajo, Manuel & Fernández, Paula, 2014. "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, vol. 36(2), pages 394-416.
• Tsuchiya, Yoichi, 2014. "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 599-618.
• Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang, 2014. "Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 59-85.
• Kumar, Dilip & Maheswaran, S., 2014. "A new approach to model and forecast volatility based on extreme value of asset prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 128-140.
• Jacobs, Michael & Karagozoglu, Ahmet K., 2014. "On the characteristics of dynamic correlations between asset pairs," Research in International Business and Finance, Elsevier, vol. 32(C), pages 60-82.
• Hayashi, Masayoshi, 2014. "Forecasting welfare caseloads: The case of the Japanese public assistance program," Socio-Economic Planning Sciences, Elsevier, vol. 48(2), pages 105-114.
  • Masayoshi Hayashi, 2012. "Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program," CIRJE F-Series CIRJE-F-846, CIRJE, Faculty of Economics, University of Tokyo.
• Sanidas, Elias, 2014. "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 135-151.
• Alessandro Olivo, 2014. "Inference Under Weak or Partial Identification," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 57(1), pages 54-80.
• Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015. "Generalised density forecast combinations," Journal of Econometrics, Elsevier, vol. 188(1), pages 150-165.
  • Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
  • N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Patrick Doupe, 2014. "The Costs of Error in Setting Reference Rates for Reduced Deforestation," CCEP Working Papers 1415, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
  • Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
  • Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
  • Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
• Schöni, Olivier, 2014. "Asymptotic properties of imputed hedonic price indices," LSE Research Online Documents on Economics 64500, London School of Economics and Political Science, LSE Library.
• Alex Maynard & Dongmeng Ren, 2014. "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 673-711, Emerald Group Publishing Limited.
• Akhmad Affandi & Dewi Puji Astuti, 2014. "Dynamic model of Ibn Khaldun theory on poverty: Empirical analysis on poverty in majority and minority Muslim populations after the financial crisis," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 30(2), pages 136-161, May.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014. "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, in: Georgios P. Kouretas & Athanasios P. Papadopoulos (ed.), Macroeconomic Analysis and International Finance, volume 23, pages 85-124, Emerald Publishing Ltd.
  • Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014. "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Analysis and International Finance, volume 23, pages 85-124, Emerald Group Publishing Limited.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014. "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Analysis and International Finance, volume 23, pages 85-124, Emerald Group Publishing Limited.
• Lorenzo Cappellari & Stephen P. Jenkins, 2014. "The Dynamics of Social Assistance Benefit Receipt in Britain," Research in Labor Economics, in: Safety Nets and Benefit Dependence, volume 39, pages 41-79, Emerald Group Publishing Limited.
  • P. Jenkins, Stephen & Cappellari, Lorenzo, 2009. "The dynamics of social assistance benefit receipt in Britain," ISER Working Paper Series 2009-29, Institute for Social and Economic Research.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2009. "The Dynamics of Social Assistance Benefit Receipt in Britain," IZA Discussion Papers 4457, Institute of Labor Economics (IZA).
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 201460, University of Pretoria, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 15-12, Eastern Mediterranean University, Department of Economics.
• Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015. "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.
• Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
• Figari, Francesco & Colombino, Ugo & Coda Moscarola, Flavia & Locatelli, Marilena, 2014. "Shifting taxes from labour to property. A simulation under labour market equilibrium," EUROMOD Working Papers EM20/14, EUROMOD at the Institute for Social and Economic Research.
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201501, University of Turin.
  • Flavia Coda Moscarola & Ugo Colombino & Francesco Figari & Marilena Locatelli, 2015. "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," CeRP Working Papers 149, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015. "Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium," IZA Discussion Papers 8832, Institute of Labor Economics (IZA).
• IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014. "Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series 313, Economic and Social Research Institute (ESRI).
• Merola, Rossana & Pérez, Javier J., 2013. "Fiscal forecast errors: Governments versus independent agencies?," European Journal of Political Economy, Elsevier, vol. 32(C), pages 285-299.
  • Rossana Merola & Javier J. Pérez, 2012. "Fiscal forecast errors: governments vs independent agencies?," Working Papers 1233, Banco de España.
  • Merola, Rossana & Pérez, Javier J., 2014. "Fiscal Forecast Errors: Governments Versus Independent Agencies?," Papers RB2014/1/1, Economic and Social Research Institute (ESRI).
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016. "The Role of Survey Data in Nowcasting Euro Area GDP Growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 400-418, August.
  • Alessandro Girardi & Andreas Reuter & Christian Gayer, 2014. "The role of survey data in nowcasting euro area GDP growth," European Economy - Economic Papers 2008 - 2015 538, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016. "Labour mobility and labour market adjustment in the EU," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-21, December.
  • Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2014. "Labour mobility and labour market adjustment in the EU," European Economy - Economic Papers 2008 - 2015 539, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Arpaia, Alfonso & Kiss, Aron & Palvolgyi, Balazs & Turrini, Alessandro, 2015. "Labour Mobility and Labour Market Adjustment in the EU," IZA Policy Papers 106, Institute of Labor Economics (IZA).
  • Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016. "Labour Mobility and Labour Market Adjustment in the EU," Development Working Papers 396, Centro Studi Luca d'Agliano, University of Milano, revised 10 Jun 2016.
• Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Janos Varga & Jan in 't Veld, 2014. "The potential growth impact of structural reforms in the EU. A benchmarking exercise," European Economy - Economic Papers 2008 - 2015 541, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Alexander HARIN, 2014. "Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts," Expert Journal of Economics, Sprint Investify, vol. 2(2), pages 69-79.
• Fahriye Öztürk & İbrahim Tokatlıoğlu & Hakan Naim Ardor, 2014. "Türkiye Ekonomisi İçin ARIMA ve Phillips Eğrisi Modellerinin Enflasyon Tahmin Performanslarının Karşılaştırılması: 1995-2014," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 25(92), pages 19-53.
• Jozef Barunik & Tomáš Krehlik, 2014. "Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility," Working Papers IES 2014/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2014.
• Daniel Bencik, 2014. "Range-based Volatility Estimation and Forecasting," Working Papers IES 2014/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2014.
• Zhi Su, 2014. "Chinese Online Unemployment-Related Searches and Macroeconomic Indicators," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 9(4), pages 573-605, December.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Patrick C. Higgins, 2014. "GDPNow: A Model for GDP \"Nowcasting\"," FRB Atlanta Working Paper 2014-7, Federal Reserve Bank of Atlanta.
• Edward S. Knotek & Saeed Zaman, 2017. "Nowcasting U.S. Headline and Core Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 931-968, August.
  • Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017. "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 931-951, August.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper 2014/13, Norges Bank.
  • Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016. "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers 11558, C.E.P.R. Discussion Papers.
  • Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Papers (Old Series) 1411, Federal Reserve Bank of Cleveland.
• Cortés, Kristle Romero & Strahan, Philip E., 2017. "Tracing out capital flows: How financially integrated banks respond to natural disasters," Journal of Financial Economics, Elsevier, vol. 125(1), pages 182-199.
  • Kristle Romero Cortes & Philip E. Strahan, 2014. "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Papers (Old Series) 1412, Federal Reserve Bank of Cleveland.
  • Kristle Romero Cortes & Philip E. Strahan, 2015. "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Papers (Old Series) 14-12R, Federal Reserve Bank of Cleveland.
• Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
• Auer, Simone, 2019. "Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
  • Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
  • Simone Auer, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization Institute Working Papers 170, Federal Reserve Bank of Dallas.
• Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
  • Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers 213, Federal Reserve Bank of Dallas.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  • Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  • Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
• Daniela Bragoli & Luca Metelli & Michele Modugno, 2015. "The importance of updating: Evidence from a Brazilian nowcasting model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 5-22.
  • Daniela Bragoli & Luca Metelli & Michele Modugno, 2014. "The Importance of Updating: Evidence from a Brazilian Nowcasting Model," Finance and Economics Discussion Series 2014-94, Board of Governors of the Federal Reserve System (U.S.).
• Stefania D'Amico & Athanasios Orphanides, 2014. "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series WP-2014-24, Federal Reserve Bank of Chicago.
• Sean P. Grover & Michael W. McCracken, 2014. "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, vol. 96(2), pages 173-194.
• Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
• Liu, Weiling & Moench, Emanuel, 2016. "What predicts US recessions?," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1138-1150.
  • Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
  • Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
• Dean Croushore & Keith Sill, 2014. "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers 14-29, Federal Reserve Bank of Philadelphia.
• Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014. "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive 2014_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
• Schöni, Olivier & Seger, Lukas, 2014. "Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach," FSES Working Papers 448, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Giovanis, Eleftherios, 2014. "Study Of Discrete Choice Models And Fuzzy Rule Based Systems In The Prediction Of Economic Crisis Periods In Usa," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 3-18, May.
• Sergey Tsukhlo, 2014. "Russian Industrial Enterprises in 2013," Published Papers 178, Gaidar Institute for Economic Policy, revised 2014.
• Sergey Tsukhlo, 2014. "Russian Industrial Enterprises in 2014," Published Papers 207, Gaidar Institute for Economic Policy, revised 2014.
• Bruno Lanz & Simon Dietz & Timothy Swanson, 2017. "Global Population Growth, Technology, And Malthusian Constraints: A Quantitative Growth Theoretic Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 973-1006, August.
  • Bruno Lanz & Simon Diet & Tim Swanson, 2014. "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers 161, Grantham Research Institute on Climate Change and the Environment.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2015. "Global Population Growth, Technology, and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," EcoMod2015 8380, EcoMod.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers 16-05, IRENE Institute of Economic Research.
  • Lanz, Bruno & Dietz, Simon & Swanson, Tim, 2017. "Global population growth, technology and Malthusian constraints: a quantitative growth theoretic perspective," LSE Research Online Documents on Economics 66496, London School of Economics and Political Science, LSE Library.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers 04-2016, Economics Section, The Graduate Institute of International Studies, revised 18 May 2016.
  • Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series 25-2014, Centre for International Environmental Studies, The Graduate Institute, revised 01 May 2016.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
  • Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2014. "The role of education in equity portfolios during the recent financial crisis," SIRE Discussion Papers 2015-26, Scottish Institute for Research in Economics (SIRE).
  • Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014. "The role of education in equity portfolios during the recent financial crisis," Working Papers 2014_17, Business School - Economics, University of Glasgow.
• António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
• António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
• Dr. Thomas Drosdowski & Dr. Christian Lutz, 2014. "Weiterentwicklung des aktualisierten Panta Rhei Modells um sozioökonomische Aspekte," GWS Research Report Series 14-1, GWS - Institute of Economic Structures Research.
• Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne 14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01110688, HAL.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2014. "Classification models via Tabu search: An application to early stage venture classification," Post-Print hal-01066492, HAL.
  • Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," HEC Research Papers Series 1097, HEC Paris.
  • Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2015. "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," Working Papers hal-02002758, HAL.
• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
  • Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
• Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne 14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
  • Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01110688, HAL.
• Calvet, Laurent E. & Czellar, Veronika, 2015. "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
  • Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
  • Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
• Adama BAH, 2013. "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers 201325, CERDI.
  • Adama Bah, 2015. "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers halshs-00936199, HAL.
• Amat, Christophe & Michalski, Tomasz & Stoltz, Gilles, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 1-24.
  • Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
• Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014. "A money-based indicator for deflation risk," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100595, Verein für Socialpolitik / German Economic Association.
  • Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014. "A money-based indicator for deflation risk," Macroeconomics and Finance Series 201403, University of Hamburg, Department of Socioeconomics.
• Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Norwegian School of Economics, Department of Business and Management Science.
• Biørn, Erik, 2014. "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum 28/2014, Oslo University, Department of Economics.
• Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David, 2014. "A Dynamical Systems Approach To Modeling Human Development," Working Paper Series 2014:9, Uppsala University, Department of Economics.
• Ranganathan, Shyam & Bali Swain, Ranjula, 2014. "Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach," Working Paper Series 2014:10, Uppsala University, Department of Economics.
• Davor Kunovac & Borna Špalat, 2014. "Nowcasting GDP Using Available Monthly Indicators," Working Papers 39, The Croatian National Bank, Croatia.
• Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle, 2014. "Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models," SFB 649 Discussion Papers SFB649DP2014-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Julien Albertini & Arthur Poirier, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers SFB649DP2014-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015. "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
  • Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2014. "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers SFB649DP2014-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting, 2014. "Adaptive Order Flow Forecasting with Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2014-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Dedy Dwi Prastyo & Wolfgang Karl Härdle, 2014. "Localising Forward Intensities for Multiperiod Corporate Default," SFB 649 Discussion Papers SFB649DP2014-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Thijs Benschopa & Brenda López Cabrera, 2014. "Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models," SFB 649 Discussion Papers SFB649DP2014-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hutter, Christian & Weber, Enzo, 2014. "Forecasting with a mismatch-enhanced labor market matching function," IAB-Discussion Paper 201416, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Erginbay UGURLU & Irena JINDRICHOVSKA & Dana KUBICKOVA, 2014. "Working Capital Management in Czech SMEs: An Econometric Approach," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 1(1), pages 311-317, December.
• Omer ZEYBEK & Erginbay UGURLU, 2014. "Nowcasting Credit Demand in Turkey with Google Trends Data," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 1(1), pages 333-340, December.
• Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
  • Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
  • Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
  • Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
  • Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
• Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT, 2014. "Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(344), pages 31-54.
• Okan EREN, 2014. "Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(344), pages 55-72.
• Matteo Luciani & Lorenzo Ricci, 2014. "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
  • Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
• Matteo Richiardi & Ambra Poggi, 2014. "Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 7(2), pages 3-39.
• Matheson, Troy & Stavrev, Emil, 2014. "News and monetary shocks at a high frequency: A simple approach," Economics Letters, Elsevier, vol. 125(2), pages 282-286.
  • Troy D Matheson & Emil Stavrev, 2014. "News and Monetary Shocks at a High Frequency; A Simple Approach," IMF Working Papers 14/167, International Monetary Fund.
• Matheson, Troy & Stavrev, Emil, 2014. "News and monetary shocks at a high frequency: A simple approach," Economics Letters, Elsevier, vol. 125(2), pages 282-286.
  • Mr. Troy D Matheson & Mr. Emil Stavrev, 2014. "News and Monetary Shocks at a High Frequency: A Simple Approach," IMF Working Papers 2014/167, International Monetary Fund.
• Mostefa BELMOKADDEM & Omar BENATEK & Abdelkrim BENAMEUR & Rabiaa MELLAL, 2014. "Methods of sales forecasting and modeling of supply chains. Case study: Atlas Chimie Algeria," Romanian Journal of Economics, Institute of National Economy, vol. 39(2(48)), pages 19-33, December.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2014. "Home Victory for Brazil in the 2014 FIFA World Cup," Working Papers 2014-17, Faculty of Economics and Statistics, Universität Innsbruck.
• Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg, 2014. "The risk of financial crises: Is it in real or financial factors?," Working Papers 336, ECINEQ, Society for the Study of Economic Inequality.
• Julien Chevallier & Stéphane Goutte, 2014. "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers 2014-285, Department of Research, Ipag Business School.
• Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers 2014-409, Department of Research, Ipag Business School.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
• Florian Ielpo & Benoît Sévi, 2014. "Forecasting the density of oil futures," Working Papers 2014-601, Department of Research, Ipag Business School.
• Sévi, Benoît, 2015. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, vol. 44(C), pages 243-251.
  • Benoît Sévi, 2014. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers 2014-602, Department of Research, Ipag Business School.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers 14-08, Asociación Española de Economía y Finanzas Internacionales.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”," IREA Working Papers 201402, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
• Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," AQR Working Papers 201410, University of Barcelona, Regional Quantitative Analysis Group, revised May 2014.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," IREA Working Papers 201417, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
• Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
• Katja Drechsel & S. Giesen & Axel Lindner, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4, Halle Institute for Economic Research.
• Arbeitskreis Konjunktur des IWH, 2014. "Binnenwirtschaft trägt Konjunktur in Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research, vol. 20(1), pages 3-4.
• Oliver Holtemöller, 2014. "Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?," Wirtschaft im Wandel, Halle Institute for Economic Research, vol. 20(2), pages 26-29.
• Mohammed Nur Hussain, 2014. "Empirical econometric analysis of relationship between fiscal- monetary policies and output on Saarc countries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(4), pages 209-224, October-D.
• Mihaela Simionescu, 2014. "A Comparative Analysis Of Real And Predicted Inflation Convergence In Cee Countries During The Economic Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6(2), pages 142-155, July.
• Dées, Stéphane & Güntner, Jochen, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series 1724, European Central Bank.
  • Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
• Elena Olmedo, 2014. "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 183-197, February.
• Imlak Shaikh & Puja Padhi, 2014. "The forecasting performance of implied volatility index: evidence from India VIX," Economic Change and Restructuring, Springer, vol. 47(4), pages 251-274, November.
• Giancarlo Bruno, 2014. "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 37-52, February.
  • Bruno, Giancarlo, 2012. "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper 41312, University Library of Munich, Germany.
• Maritta Paloviita & Matti Viren, 2014. "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
• Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014. "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 139-164, May.
• Linda Nijland & Theo Arentze & Harry Timmermans, 2014. "Multi-day activity scheduling reactions to planned activities and future events in a dynamic model of activity-travel behavior," Journal of Geographical Systems, Springer, vol. 16(1), pages 71-87, January.
• Felix Schindler, 2014. "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 132-163, January.
• Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.
• Maximilian Brauers & Matthias Thomas & Joachim Zietz, 2014. "Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 165-184, August.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 477-523, November.
• Vadim Dumitrascu, 2014. "Leadership and Organizational Positioning," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 105-108, March.
• Vadim Dumitrascu, 2014. "Leadership Functions in Modern Business Organizations," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 57-59, March.
• Inske Pirschel & Maik Wolters, 2014. "Forecasting German Key Macroeconomic Variables Using Large Dataset Methods," Kiel Working Papers 1925, Kiel Institute for the World Economy.
• Swantje Sundt & Katrin Rehdanz, 2014. "Consumer’s Willingness to Pay for Green Electricity: A Meta-Analysis of the Literature," Kiel Working Papers 1931, Kiel Institute for the World Economy.
• Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," Kiel Working Papers 1947, Kiel Institute for the World Economy.
• Isaac Ankamah-Yeboah & Katrin Rehdanz, 2014. "Explaining the Variation in the Value of Building Energy Efficiency Certificates: A Quantitative Meta-Analysis," Kiel Working Papers 1949, Kiel Institute for the World Economy.
• Jing Zeng, 2014. "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz 2014-20, Department of Economics, University of Konstanz.
• Berardi, Michele & Galimberti, Jaqueson K., 2014. "A note on the representative adaptive learning algorithm," Economics Letters, Elsevier, vol. 124(1), pages 104-107.
  • Michele Bernardi & Jaqueson K. Galimberti, 2014. "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers 14-356, KOF Swiss Economic Institute, ETH Zurich.
• Heiner Mikosch & Ying Zhang, 2014. "Forecasting Chinese GDP Growth with Mixed Frequency Data," KOF Working papers 14-359, KOF Swiss Economic Institute, ETH Zurich.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
  • Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013. "Automated valuation modelling: A specification exercise," SFB 649 Discussion Papers 2013-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  • Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012. "Copula dynamics in CDOs," SFB 649 Discussion Papers 2012-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 36(4), pages 541-574.
  • Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, Taylor & Francis Journals, vol. 36(4), pages 541-573, January.
  • Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013. "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance icma-dp2013-02, Henley Business School, University of Reading, revised Jun 2013.
• Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
  • Jari Hännikäinen, 2014. "Multi-step forecasting in the presence of breaks," Working Papers 1494, Tampere University, Faculty of Management and Business, Economics.
• Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.
  • Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
  • Jari Hännikäinen, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers 1495, Tampere University, Faculty of Management and Business, Economics.
• Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
  • Jari Hännikäinen, 2014. "The mortgage spread as a predictor of real-time economic activity," Working Papers 1496, Tampere University, Faculty of Management and Business, Economics.
• Mala Raghavan & Mardi Dungey, 2015. "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1086-1105, March.
  • Raghavan, Mala & Dungey, Mardi, 2014. "Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?," Working Papers 2014-04, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
• Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
• Mihaela Simionescu, 2014. "Directional accuracy for inflation and unemployment rate predictions in Romania," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(2), pages 129-138, September.
• Ali T. Akarca, 2014. "How Should We Interpret the Outcome of the June 2015 Parliamentary Election in Turkey?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(3), pages 1-22, September.
• Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas, 2014. "Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins," Tinbergen Institute Discussion Papers 14-005/II, Tinbergen Institute.
• Asai, Manabu & McAleer, Michael, 2015. "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, vol. 189(2), pages 251-262.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE 2014-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers 14-037/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics 14/10, University of Canterbury, Department of Economics and Finance.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
  • Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
• Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
• Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  • André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
  • Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014. "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-105/III, Tinbergen Institute.
• Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
  • Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
  • Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
• Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
• Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
  • Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
• Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
  • Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers 14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Staff Working Papers 14-28, Bank of Canada.
  • Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Discussion Paper 2014-029, Tilburg University, Center for Economic Research.
  • Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Other publications TiSEM 6078d0e3-07af-48a5-9e8b-6, Tilburg University, School of Economics and Management.
• Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Discussion Paper 2014-029, Tilburg University, Center for Economic Research.
  • Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Other publications TiSEM 6078d0e3-07af-48a5-9e8b-6, Tilburg University, School of Economics and Management.
  • Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2014. "Consumer Attitudes and the Epidemiology of Inflation Expectations," Staff Working Papers 14-28, Bank of Canada.
• Panagiotis ARTELARIS & George KANDYLIS, 2014. "Mapping Poverty At Regional Level In Greece," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 131-147.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014. "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 898-915, December.
  • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
  • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
• Justin Douglas, 2014. "Deregulation in Australia," Economic Roundup, The Treasury, Australian Government, issue 2, pages 53-78, July.
• Asai, Manabu & McAleer, Michael, 2015. "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, vol. 189(2), pages 251-262.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers 14-037/III, Tinbergen Institute.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE 2014-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics 14/10, University of Canterbury, Department of Economics and Finance.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015. "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, vol. 187(2), pages 472-485.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014. "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE 2014-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2014.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014. "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE 2014-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2011-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Francisco Javier Eransus & Alfonso Novales Cinca, 2014. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2014-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  • Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
• Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  • Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015. "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 393-402, July.
  • Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
• Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
  • Tae-Hwy Lee & Yiyao Wang, 2014. "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers 201407, University of California at Riverside, Department of Economics.
• Huiyu Huang & Tae-Hwy Lee, 2013. "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, vol. 1(1), pages 1-14, June.
  • Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Realized Volatility Using Subsample Averaging," Working Papers 201410, University of California at Riverside, Department of Economics.
• Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi, 2014. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro," Studies in Economics 1406, School of Economics, University of Kent.
• Pablo Galaso & Sandra Rodriguez, 2014. "A composite leading cycle indicator for Uruguay," Documentos de Trabajo (working papers) 14-09, Instituto de Economía - IECON.
  • Pablo Galaso & Sandra Rodríguez, 2016. "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 31, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 01 Feb 2016.
• Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012. "Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data)," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
• Peeters, R.J.A.P. & Wolk, K.L., 2014. "Eliciting and aggregating individual expectations: An experimental study," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
• Coccia, Mario & Wang, Lili, 2015. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 155-169.
  • Mario Coccia & Lili Wang, 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," CERIS Working Paper 201401, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • Coccia, M. & Wang, L., 2014. "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," MERIT Working Papers 2014-005, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
  • Tatevik Sekhposyan & Barbara Rossi, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona School of Economics.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
  • Atsushi Inoue & Lu Jin & Barbara Rossi, 2014. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers 1435, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2016.
  • Lu Jin & Atsushi Inoue & Barbara Rossi, 2015. "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers 768, Barcelona School of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
• Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  • Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
• Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  • Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
• Roberto Casarin, 2014. "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers 2014:23, Department of Economics, University of Venice "Ca' Foscari".
• LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
• SIMIONESCU, Mihaela, 2014. "Assessing The Forecasts Accuracy Of The Weight Of Fiscal Revenues In Gdp For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 8-24.
• PELINESCU, Elena & SIMIONESCU, Mihaela, 2014. "Modelling And Predicting The Real Money Demand In Romania," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 117-124.
• GHERBOVEŢ, Sergiu, 2014. "Remittance. Forecasting Methodology And Instruments," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 163-167.
• Miśkiewicz-Nawrocka Monika, 2014. "The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 96-108, July.
• Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014. "Generalized Momentum Asset Allocation Model," Working Papers 2014-30, Faculty of Economic Sciences, University of Warsaw.
• Zuzana Brixiova & Qingwei Meng & Mthuli Ncube, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 16(3), pages 141-162, July.
  • Mthuli Ncube & Zuzana Brixiova & Qingwei Meng, 2014. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," William Davidson Institute Working Papers Series wp1073, William Davidson Institute at the University of Michigan.
  • Zuzana Brixiová & Qingwei Meng & Mthuli Ncube, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," SALDRU Working Papers 154, Southern Africa Labour and Development Research Unit, University of Cape Town.
  • Brixiova Schwidrowski, Zuzana & Meng, Qingwei & Ncube, Mthuli, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," IZA Discussion Papers 9205, Institute of Labor Economics (IZA).
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2014. "Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities," Discussion Papers of DIW Berlin 1360, DIW Berlin, German Institute for Economic Research.
  • Konstantin Kholodilin, 2014. "Business confidence and forecasting of housing prices and rents in large German cities," ERSA conference papers ersa14p9, European Regional Science Association.
• Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
  • Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
  • Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017. "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
  • Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
  • Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014. "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers wuwp184, Vienna University of Economics and Business, Department of Economics.
• Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
  • Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017. "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
  • Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014. "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers wuwp184, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
• Christiane Baumeister & Lutz Kilian, 2014. "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 869-889, August.
  • Kilian, Lutz & Baumeister, Christiane, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
• Christiane Baumeister & Lutz Kilian, 2014. "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 869-889, August.
  • Baumeister, Christiane & Kilian, Lutz, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, January.
  • Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012. "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," Working Papers 680, Economic Research Forum, revised 2012.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series 3780, CESifo.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012. "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers 6468, Institute of Labor Economics (IZA).
• Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, January.
  • Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131, CPB Netherlands Bureau for Economic Policy Analysis.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
  • Teulings, Coen & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
• Yong Song, 2014. "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 825-842, August.
  • Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series 28_12, Rimini Centre for Economic Analysis.
• Michael P. Clements, 2014. "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
  • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
  • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
• Rianne Legerstee & Philip Hans Franses, 2014. "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 69-79, January.
  • Rianne Legerstee & Philip Hans Franses, 2011. "Do Experts' SKU Forecasts improve after Feedback?," Tinbergen Institute Discussion Papers 11-135/4, Tinbergen Institute.
  • Legerstee, R. & Franses, Ph.H.B.F., 2011. "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers EI2011-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2014. "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 163-185, April.
  • Geoff Kenny & Thomas Kostka & Federico Masera, 2011. "How Informative are the Subjective Density Forecasts of Macroeconomists?," CESifo Working Paper Series 3671, CESifo.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012. "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series 1446, European Central Bank.
• Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
  • Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Ippei Fujiwara & Yasuo Hirose, 2014. "Indeterminacy and Forecastability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 243-251, February.
  • Ippei Fujiwara & Yasuo Hirose, 2011. "Indeterminacy and forecastability," Globalization Institute Working Papers 91, Federal Reserve Bank of Dallas.
  • Ippei Fujiwara & Yasuo Hirose, 2012. "Indeterminacy and Forecastability," CAMA Working Papers 2012-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Marc S. Paolella, 2014. "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-32.
• Marc S. Paolella, 2014. "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-32.
• Steven Kou & Xianhua Peng, 2014. "Expected shortfall or median shortfall," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-6.
• Deming Wu & Suning Zhang, 2014. "Debt Market Liquidity and Corporate Default Prediction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-33.
• Deming Wu & Suning Zhang, 2014. "Debt Market Liquidity and Corporate Default Prediction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-33.
• Rafal Weron, 2014. "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports HSC/14/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Jakub Nowotarski & Rafal Weron, 2014. "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports HSC/14/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Weron, Rafał & Zator, Michał, 2015. "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, vol. 48(C), pages 1-6.
  • Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
  • Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014. "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports HSC/14/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, vol. 32(3), pages 957-965.
  • Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports HSC/14/09, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014. "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports HSC/14/10, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Pawel Maryniak & Rafal Weron, 2014. "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports HSC/14/11, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014. "Evaluating the performance of VaR models in energy markets," HSC Research Reports HSC/14/12, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tao Hong, 2014. "13 lucky tips to juggle the analytics of forecasting," HSC Research Reports HSC/14/13, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Paloviita, Maritta & Virén, Matti, 2014. "Analysis of forecast errors in micro-level survey data," Bank of Finland Research Discussion Papers 8/2014, Bank of Finland.
• Oinonen, Sami & Paloviita, Maritta, 2014. "Analysis of aggregated inflation expectations based on the ECB SPF survey," Bank of Finland Research Discussion Papers 29/2014, Bank of Finland.
• Ward, Felix, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers 01/2014, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Schumacher, Christian, 2014. "MIDAS and bridge equations," Discussion Papers 26/2014, Deutsche Bundesbank.
• Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
  • Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
• Tae-Seok Jang & Stephen Sacht, 2016. "Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching," Metroeconomica, Wiley Blackwell, vol. 67(1), pages 76-113, February.
  • Jang, Tae-Seok & Sacht, Stephen, 2014. "Animal spirits and the business cycle: Empirical evidence from moment matching," Economics Working Papers 2014-06, Christian-Albrechts-University of Kiel, Department of Economics.
• Brinkmann, Felix & Korn, Olaf, 2014. "Risk-adjusted option-implied moments," CFR Working Papers 14-07, University of Cologne, Centre for Financial Research (CFR).
• Kilian, Lutz & Baumeister, Christiane, 2014. "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers 10162, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series 5782, CESifo.
  • Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian, 2016. "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers 16-18, Bank of Canada.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
  • Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
  • Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014. "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin 1393, DIW Berlin, German Institute for Economic Research.
  • Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Andre Jungmittag, 2016. "Combination of Forecasts across Estimation Windows: An Application to Air Travel Demand," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(4), pages 373-380, July.
  • Jungmittag, Andre, 2014. "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series 05, Frankfurt University of Applied Sciences, Faculty of Business and Law.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers 1947, Kiel Institute for the World Economy (IfW Kiel).
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers 29, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 1-25.
  • Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
• Schreiber, Sven & Soldatenkova, Natalia, 2016. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 166-187.
  • Schreiber, Sven, 2014. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers 2014/2, Free University Berlin, School of Business & Economics.
• Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
  • Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  • Marczak, Martyna & Proietti, Tommaso, 2015. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113137, Verein für Socialpolitik / German Economic Association.
  • Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
• Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen, Anja, 2011. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 113, Hamburg Institute of International Economics (HWWI).
  • Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
• Bush, C. Anthony, 2014. "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers 2014-33, Kiel Institute for the World Economy (IfW Kiel).
• Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
  • Pirschel, Inske & Wolters, Maik H., 2014. "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers 1925, Kiel Institute for the World Economy (IfW Kiel).
• Sundt, Swantje & Rehdanz, Katrin, 2015. "Consumers' willingness to pay for green electricity: A meta-analysis of the literature," Energy Economics, Elsevier, vol. 51(C), pages 1-8.
  • Sundt, Swantje & Rehdanz, Katrin, 2014. "Consumer's willingness to pay for green electricity: A meta-analysis of the literature," Kiel Working Papers 1931, Kiel Institute for the World Economy (IfW Kiel).
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers 1947, Kiel Institute for the World Economy (IfW Kiel).
  • Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers 29, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Ankamah-Yeboah, Isaac & Rehdanz, Katrin, 2014. "Explaining the variation in the value of building energy efficiency certificates: A quantitative meta-analysis," Kiel Working Papers 1949, Kiel Institute for the World Economy (IfW Kiel).
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
  • Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
• Brautzsch, Hans-Ulrich & 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," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(1), pages 36-40.
• Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2014. "Mittelfristige Projektion der wirtschaftlichen Entwicklung in den Jahren 2014 bis 2018," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(2), pages 102-105.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz, 2014. "Binnenwirtschaft trägt Konjunktur in Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(1), pages 3-4.
• Holtemöller, Oliver, 2014. "Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(2), pages 26-29.
• Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014. "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers 2014-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015. "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, vol. 30(3), pages 745-766, September.
  • Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014. "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers 2014-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014. "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers 2014-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Benschopa, Thijs & López Cabreraa, Brenda, 2014. "Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models," SFB 649 Discussion Papers 2014-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Sijm, Jos & Lehmann, Paul & Chewpreecha, Unnada & Gawel, Erik & Mercure, Jean-Francois & Pollitt, Hector & Strunz, Sebastian, 2014. "EU climate and energy policy beyond 2020: Are additional targets and instruments for renewables economically reasonable?," UFZ Discussion Papers 3/2014, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).
• Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
• Zeng, Jing, 2014. "Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100310, Verein für Socialpolitik / German Economic Association.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
  • Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
• Christian Pierdzioch & Marian Risse & Sebastian Rohloff, 2016. "Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy," Empirical Economics, Springer, vol. 51(4), pages 1481-1499, December.
  • Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian, 2014. "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100429, Verein für Socialpolitik / German Economic Association.
• Pirschel, Inske & Wolters, Maik H., 2014. "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers 1925, Kiel Institute for the World Economy (IfW Kiel).
  • Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
• Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014. "A money-based indicator for deflation risk," Macroeconomics and Finance Series 201403, University of Hamburg, Department of Socioeconomics.
  • Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014. "A money-based indicator for deflation risk," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100595, Verein für Socialpolitik / German Economic Association.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2014. "Confidence bands for impulse responses: Bonferroni versus Wald," SFB 649 Discussion Papers 2014-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100597, Verein für Socialpolitik / German Economic Association.
  • Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," CESifo Working Paper Series 4634, CESifo.
  • Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin 1354, DIW Berlin, German Institute for Economic Research.
• Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
  • Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Holger Stichnoth & Raphael Abiry & Karsten Reuss, 2015. "Completed fertility effects of family policy measures: evidence from a life-cycle model," Economics Bulletin, AccessEcon, vol. 35(3), pages 1726-1733.
  • Abiry, Raphael & Reuss, Karsten & Stichnoth, Holger, 2014. "Completed fertility effects of family policy measures: Evidence from a life-cycle model," ZEW Discussion Papers 14-068, ZEW - Leibniz Centre for European Economic Research.
• Holger Stichnoth, 2020. "Short-run fertility effects of parental leave benefits: evidence from a structural model," Empirical Economics, Springer, vol. 59(1), pages 143-168, July.
  • Stichnoth, Holger, 2014. "Short-run fertility effects of parental leave benefits: Evidence from a structural model," ZEW Discussion Papers 14-069, ZEW - Leibniz Centre for European Economic Research.
• Wei-Bin Zhang, 2014. "A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 12(1), pages 28-45.
• Stefan Bruder, 2014. "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers 181, Department of Economics - University of Zurich, revised Dec 2015.

2013

• Jari Hännikäinen, 2013. "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers 1390, Tampere University, Faculty of Management and Business, Economics.
• Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif, 2013. "GDP Growth and Credit Data," MPRA Paper 46613, University Library of Munich, Germany.
  • Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013. "GDP Growth and Credit Data," Working Papers 1327, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013. "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013. "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers 13-061/III, Tinbergen Institute.
• Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015. "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, vol. 50(C), pages 227-239.
  • Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Nikolay Gospodinov & Serena Ng, 2013. "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 206-219, March.
• Robert P. Lieli & Michael Springborn, 2013. "Closing the Gap between Risk Estimation and Decision Making: Efficient Management of Trade-Related Invasive Species Risk," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 632-645, May.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013. "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 776-797, July.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012. "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series 2012-77, Board of Governors of the Federal Reserve System (U.S.).
• Edoardo Gaffeo, 2013. "Using information markets in grantmaking. An assessment of the issues involved and an application to Italian banking foundations," DEM Discussion Papers 2013/08, Department of Economics and Management.
• Pawel M. Kolba & Radoslaw Kotkowski, 2013. "Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 4(3), pages 65-79, September.
• Victor De Oliveira, 2013. "Poisson Kriging," Working Papers 0166mss, College of Business, University of Texas at San Antonio.
• Victor De Oliveira, 2013. "Poisson Kriging," Working Papers 0183mss, College of Business, University of Texas at San Antonio.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
  • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
• Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
• Rod Tyers & Aaron Walker, 2016. "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 20-43, March.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers 2013-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," Economics Discussion / Working Papers 13-06, The University of Western Australia, Department of Economics.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
• 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," Working Papers 2013:12, Department of Economics, University of Venice "Ca' Foscari".
• J�r�me Massiani, 2013. "SP surveys for electric and alternative fuel vehicles: are we doing the right thing?," Working Papers 2013_01, Department of Economics, University of Venice "Ca' Foscari".
• Massiani, Jérôme, 2015. "Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: Methods and results," Transport Policy, Elsevier, vol. 38(C), pages 19-26.
  • J�r�me Massiani & J�rg Radeke, 2013. "Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results," Working Papers 2013:02, Department of Economics, University of Venice "Ca' Foscari".
• Miroslava Mahlebashieva, 2013. "Determining the Fair Price of Weather hedging," Business & Management Compass, University of Economics Varna, issue 3, pages 93-105.
• Szymon Kamiński, 2013. "The pricing of options on WIG20 using GARCH models," Working Papers 2013-06, Faculty of Economic Sciences, University of Warsaw.
• João Marques & Miguel Viegas & Monique Borges & Eduardo Anselmo, 2013. "Designing the housing market for 2030 - a foresight and econometric approach," ERSA conference papers ersa13p1124, European Regional Science Association.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
• Matías Mayor & Roberto Patuelli, 2015. "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(1), pages 149-180.
  • M. Mayer & R. Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers wp899, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," ERSA conference papers ersa13p815, European Regional Science Association.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Paper series 50_13, Rimini Centre for Economic Analysis, revised Jan 2014.
• Csereklyei, Zsuzsanna & Humer, Stefan, 2013. "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Paper Series 152, WU Vienna University of Economics and Business.
  • Zsuzsanna Csereklyei & Stefan Humer, 2013. "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Papers wuwp152, Vienna University of Economics and Business, Department of Economics.
• Zsuzsanna Csereklyei & Stefan Humer, 2013. "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Papers wuwp152, Vienna University of Economics and Business, Department of Economics.
  • Csereklyei, Zsuzsanna & Humer, Stefan, 2013. "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Paper Series 152, WU Vienna University of Economics and Business.
• Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
  • Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
  • Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
• Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  • Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
• James Mitchell & Richard J. Smith & Martin R. Weale, 2013. "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, June.
  • James Mitchell & Richard J. Smith & Martin R. Weale, 2011. "Efficient Aggregation of Panel Qualitative Survey Data," Discussion Papers in Economics 11/53, Division of Economics, School of Business, University of Leicester.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013. "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Libero Monteforte & Gianluca Moretti, 2013. "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
  • Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
  • Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
• Lutz Kilian & Bruce Hicks, 2013. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 385-394, August.
  • Kilian, Lutz & Hicks, Bruce, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.
• Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013. "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 561-576, September.
  • Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
• Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  • Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 87fa5f59-4918-4fe4-ad6e-c, Tilburg University, School of Economics and Management.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 515ee09e-b946-439f-afff-d, Tilburg University, School of Economics and Management.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
• Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  • Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Garratt, Anthony & Mitchell, James & Vahey, Shaun, 2013. "Measuring Output Gap Nowcast Uncertainty," EMF Research Papers 01, Economic Modelling and Forecasting Group.
• Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015. "Generalised density forecast combinations," Journal of Econometrics, Elsevier, vol. 188(1), pages 150-165.
  • Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2013. "Generalised Density Forecast Combinations," EMF Research Papers 05, Economic Modelling and Forecasting Group.
  • N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
• Mafusire Albert & Brixiova Zuzana, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal, De Gruyter, vol. 13(2), pages 261-280, July.
  • Albert Mafusire & Zuzana Brixiova, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 13(2), pages 261-280, June.
  • Albert Mafusire & Zuzana Brixiova, 2012. "Macroeconomic Shock Synchronization in the East African Community," William Davidson Institute Working Papers Series wp1031, William Davidson Institute at the University of Michigan.
• Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market," HSC Research Reports HSC/13/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology, revised 15 Apr 2013.
• Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices," HSC Research Reports HSC/13/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  • Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Rafał Weron, 2015. "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, vol. 30(3), pages 805-819, September.
  • Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
  • Jakub Nowotarski & Rafal Weron, 2013. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports HSC/13/12, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tao Hong & Jason Wilson & Jingrui Xie, 2013. "Long term probabilistic load forecasting and normalization with hourly information," HSC Research Reports HSC/13/13, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tao Hong & Pu Wang, 2013. "Fuzzy interaction regression for short term load forecasting," HSC Research Reports HSC/13/14, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Jakub Nowotarski, 2013. "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports HSC/13/17, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012. "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(2), pages 124-156, March.
  • Carlo A. Favero & Linlin Niu & Luca Sala, 2013. "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chen, Ying & Niu, Linlin, 2014. "Adaptive dynamic Nelson–Siegel term structure model with applications," Journal of Econometrics, Elsevier, vol. 180(1), pages 98-115.
  • Ying Chen & Linlin Niu, 2013. "Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Ying Chen & Bo Li & Linlin Niu, 2013. "A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting," Working Papers 2013-12-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(1), March.
  • Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
• Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Financial and economic downturns in OECD countries," Bank of Finland Research Discussion Papers 35/2013, Bank of Finland.
• Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
• Menz, Jan-Oliver & Poppitz, Philipp, 2013. "Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80006, Verein für Socialpolitik / German Economic Association.
  • Menz, Jan-Oliver & Poppitz, Philipp, 2013. "Households' disagreement on inflation expectations and socioeconomic media exposure in Germany," Discussion Papers 27/2013, Deutsche Bundesbank.
• Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
  • Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
  • Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
• Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.
  • Baumeister, Christiane & Kilian, Lutz, 2013. "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers 9572, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Lutz Kilian, 2015. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.
  • Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
  • Baumeister, Christiane & Kilian, Lutz, 2013. "Forecasting the real price of oil in a changing world: A forecast combination approach," CFS Working Paper Series 2013/11, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
  • Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
• Kyritsis, Costas & Hytis, Evangelos, 2013. "Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis," EconStor Conference Papers 125610, ZBW - Leibniz Information Centre for Economics.
• Boysen-Hogrefe, Jens, 2013. "Der Einfluss des Erdölpreises auf die Energiesteuerprognose," Kiel Working Papers 1849, Kiel Institute for the World Economy (IfW Kiel).
• Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
  • Katja Drechsel & Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
  • Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
• Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte & Zeddies, Götz, 2013. "Mittelfristige Projektion der wirtschaftlichen Entwicklung und der Staatsfinanzen in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(1), pages 33-37.
• Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & , 2013. "Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 19(1), pages 4-5.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
  • Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013. "Automated valuation modelling: A specification exercise," SFB 649 Discussion Papers 2013-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Schreiber, Sven, 2013. "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79709, Verein für Socialpolitik / German Economic Association.
• Theobald, Thomas, 2013. "Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79911, Verein für Socialpolitik / German Economic Association.
• El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012. "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers 5/2012, Halle Institute for Economic Research (IWH).
  • Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
• Menz, Jan-Oliver & Poppitz, Philipp, 2013. "Households' disagreement on inflation expectations and socioeconomic media exposure in Germany," Discussion Papers 27/2013, Deutsche Bundesbank.
  • Menz, Jan-Oliver & Poppitz, Philipp, 2013. "Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80006, Verein für Socialpolitik / German Economic Association.
• Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
• Traub, Stefan & Finkler, Sebastian, 2013. "Ein Grundsicherungsabstandsgebot für die Gesetzliche Rentenversicherung? Ergebnisse einer Mikrosimulation," Working papers of the ZeS 01/2013, University of Bremen, Centre for Social Policy Research (ZeS).
• Galasi, Péter & Cseres-Gergely, Zsombor & Bakó, Tamás, 2013. "Az MTA KRTK KTI munkaerő-piaci előrejelző rendszere [The Institute of Economics labour-market forecasting system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 117-133.
• Carsten Croonenbroeck, 2013. "Evaluating Phillips Curve Based Inflation Forecasts in Europe: A Note," Credit and Capital Markets, Credit and Capital Markets, vol. 46(1), pages 79-93.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
  • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
• Abdul Jalil Khan & Parvez Azim, 2013. "One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 1-38, Jan-June.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
• Rico Belda, Paz, 2013. "No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 31, pages 555-576, Septiembr.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," DEM Discussion Paper Series 13-2, Department of Economics at the University of Luxembourg.
• Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013. "A new methodology for a quarterly measure of the Output Gap," Working Papers LuissLab 13103, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Barakchian , Seyed Mahdi & Bayat , Saeed & Karami , Hooman, 2013. "Common Factors of CPI Sub-aggregates and Forecast of Inflation," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(4), pages 1-17, October.
• Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  • Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 515ee09e-b946-439f-afff-d, Tilburg University, School of Economics and Management.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 87fa5f59-4918-4fe4-ad6e-c, Tilburg University, School of Economics and Management.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets 148895, Fondazione Eni Enrico Mattei (FEEM).
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers 2013-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers 2013-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
• Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  • Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers 2013-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers 2013-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets 148895, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
• Kawakami, Kei, 2013. "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
  • Kei Kawakami, 2013. "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series 1167, The University of Melbourne.
• Brian Micallef, 2013. "Measuring the effects of structural reforms in Malta: an analysis using the EAGLE model," CBM Working Papers WP/01/2013, Central Bank of Malta.
• C. Pederzoli & C. Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(24), pages 1853-1863, December.
  • Chiara Pederzoli & Costanza Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0040, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• C. Pederzoli & C. Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(24), pages 1853-1863, December.
  • Chiara Pederzoli & Costanza Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 13091, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige, 2013. "The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 171-202, January.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2017.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
• William J. McCausland & A.A.J. Marley, 2013. "Bayesian Inference and Model Comparison for Random Choice Structures," Cahiers de recherche 07-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • McCAUSLAND, William & MARLEY, A. A. J., 2013. "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche 2013-06, Universite de Montreal, Departement de sciences economiques.
• McCAUSLAND, William & MARLEY, A. A. J., 2013. "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche 2013-06, Universite de Montreal, Departement de sciences economiques.
  • William J. McCausland & A.A.J. Marley, 2013. "Bayesian Inference and Model Comparison for Random Choice Structures," Cahiers de recherche 07-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Maritta Paloviita and Matti Viren, 2012. "Are individual survey expectations internally consistent?," Discussion Papers 77, Aboa Centre for Economics.
  • Maritta Paloviita & Matti Viren, 2013. "Are individual survey expectations internally consistent?," NBP Working Papers 140, Narodowy Bank Polski.
• Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers 152, Narodowy Bank Polski.
• Steven L. Scott & Hal R. Varian, 2015. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Chapters, in: Economic Analysis of the Digital Economy, pages 119-135, National Bureau of Economic Research, Inc.
  • Steven L. Scott & Hal R. Varian, 2013. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers 19567, National Bureau of Economic Research, Inc.
• Ulrich K. Müller & Mark W. Watson, 2016. "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1711-1740.
  • Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  • Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
• Steven L. Scott & Hal R. Varian, 2015. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Chapters, in: Economic Analysis of the Digital Economy, pages 119-135, National Bureau of Economic Research, Inc.
  • Steven L. Scott & Hal R. Varian, 2013. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers 19567, National Bureau of Economic Research, Inc.
• Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
  • Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
  • Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
• A. Apokin., 2013. "The Role of Technological Change in the Long-run Global Economy Forecasting," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 1.
• E. Deryugina & A. Ponomarenko., 2013. "Money-based Inflation Risk Indicator: A Regime Switching Model," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 9.
• T. Deroyon & A. Montaut & P.-A. Pionnier, 2013. "A monthly estimation method of ILO unemployment: a state-space framework," Documents de Travail de l'Insee - INSEE Working Papers g2013-01, Institut National de la Statistique et des Etudes Economiques.
• Todor Krastevich, 2013. "Predicting Consumer Choices Through Analysis of Interactions in Social Networks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 24-40, September.
• Kam Leong Szeto, 2013. "Estimating New Zealand’s Output Gap Using a Small Macro Model," Treasury Working Paper Series 13/18, New Zealand Treasury.
• Boriss Siliverstovs, 2013. "Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 129-151.
• Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 335-369, March.
  • Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
  • Xin Jin & John M. Maheu, 2011. "Modelling Realized Covariances and Returns," Working Paper series 08_11, Rimini Centre for Economic Analysis.
  • Xin Jin & John M. Maheu, 2012. "Modelling Realized Covariances and Returns," Working Paper series 49_12, Rimini Centre for Economic Analysis.
• Ciobanu Dumitru & Vasilescu Maria, 2013. "Advantages and Disadvantages of Using Neural Networks for Predictions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 444-449, May.
• Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015. "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, vol. 187(1), pages 293-311.
  • Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
• Felix Chan, 2013. "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series WP1306, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
• García-Gallego, Ana & Mures-Quintana, María-Jesús, 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," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 15(1), pages 133-150, June.
• Leandro Maciel, 2013. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 11, pages 253-283, Palgrave Macmillan.
  • Leandro Maciel, 2012. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 337-367.
• Rafal Siedlecki & Daniel Papla, 2013. "Forecasting economic crisis using gradient measurement of development and log-logistic function," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 28-40, October.
• Michael Hanias & Lykourgos Magafas & P. Konstantaki, 2013. "Non Linear Analysis Of S&P Index," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 8(4), pages 125-135, December.
• Pawel M. Kolba & Radoslaw Kotkowski, 2013. "Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index," Oeconomia Copernicana, Institute of Economic Research, vol. 4(3), pages 65-79, September.
• Pawel M. Kolba & Radoslaw Kotkowski, 2013. "Business Cycle Indicators And Short-Term Forecast Of Polish Industry Production Index," Working Papers 13/2013, Institute of Economic Research, revised May 2013.
• Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
• Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Apologia," MPRA Paper 44413, University Library of Munich, Germany.
• Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper 44417, University Library of Munich, Germany.
• Lahvicka, Jiri, 2013. "Impact of playoffs on seasonal uncertainty in Czech ice hockey Extraliga," MPRA Paper 44608, University Library of Munich, Germany.
• Akbar Komijani & Esmaeil Naderi & Nadiya Gandali Alikhani, 2014. "A hybrid approach for forecasting of oil prices volatility," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(3), pages 323-340, September.
  • Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2013. "A Hybrid Approach for Forecasting of Oil Prices Volatility," MPRA Paper 44654, University Library of Munich, Germany.
• Albers, Scott & Albers, Andrew L., 2013. "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper 44843, University Library of Munich, Germany.
• Tsyplakov, Alexander, 2013. "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper 45186, University Library of Munich, Germany.
• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
  • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
  • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
• Sánchez Navarro, Dennis, 2013. "Análisis de elasticidades en el mercado automotor colombiano (2009 - 2011) mediante un modelo logit anidado [Analysis Of Elasticity In Colombian Automotive Market (2009 - 2011) Through A Nested Log," MPRA Paper 46043, University Library of Munich, Germany.
• Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013. "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series EERI RP 2013/07, Economics and Econometrics Research Institute (EERI), Brussels.
  • El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013. "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper 46226, University Library of Munich, Germany.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
• Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013. "GDP Growth and Credit Data," Working Papers 1327, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif, 2013. "GDP Growth and Credit Data," MPRA Paper 46613, University Library of Munich, Germany.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
• Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan, 2013. "Forecasting Stock Market Volatility: A Forecast Combination Approach," MPRA Paper 46786, University Library of Munich, Germany.
• Dicembrino, Claudio & Trovato, Giovanni, 2013. "Structural Breaks, Price and Income Elasticity, and Forecast of the Monthly Italian Electricity Demand," MPRA Paper 47653, University Library of Munich, Germany.
• Rendón, Stephanie, 2013. "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN [Stock crack detection using mu," MPRA Paper 47699, University Library of Munich, Germany, revised 19 May 2013.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "To the problem of evaluation of market risk of global equity index portfolio in global capital markets," MPRA Paper 47708, University Library of Munich, Germany, revised 20 Jun 2013.
• Teneng, Dean, 2013. "Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes," MPRA Paper 47851, University Library of Munich, Germany.
• Vipin Arora, 2013. "Comparisons of Chinese and Indian Energy Consumption Forecasting Models," Economics Bulletin, AccessEcon, vol. 33(3), pages 2110-2121.
  • Arora, Vipin, 2013. "Comparisons of Chinese and Indian Energy Consumption Forecasting Models," MPRA Paper 48621, University Library of Munich, Germany.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia, 2013. "Estimating International Migration on the Base of Small Area Techniques," MPRA Paper 48775, University Library of Munich, Germany.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017. "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 106-121.
  • Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
• Shiu-Sheng Chen, 2014. "Forecasting Crude Oil Price Movements With Oil-Sensitive Stocks," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 830-844, April.
  • Chen, Shiu-Sheng, 2013. "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper 49240, University Library of Munich, Germany.
• Victor Bystrov, 2014. "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
  • Bystrov, Victor, 2013. "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper 49683, University Library of Munich, Germany.
• Barnett, William A. & Ghosh, Taniya, 2013. "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 53-64.
  • William A. Barnett & Taniya Ghosh, 2013. "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201306, University of Kansas, Department of Economics, revised Oct 2013.
  • Barnett, William & Ghosh, Taniya, 2013. "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper 50131, University Library of Munich, Germany.
• 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," MPRA Paper 50235, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 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 – Buc," MPRA Paper 51046, University Library of Munich, Germany.
• Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
• Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
• Bentour, El Mostafa, 2013. "Oil Prices, Drought Periods and Growth Forecasts in Morocco," MPRA Paper 52892, University Library of Munich, Germany.
• Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
• Peter Stephensen, 2012. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201201, Danish Rational Economic Agents Model, DREAM.
  • Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
  • Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
• Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath, 2013. "Border Region Bridge and Air Transport Predictability," MPRA Paper 59583, University Library of Munich, Germany, revised 11 Jul 2013.
• Fullerton, Thomas M., Jr. & Ramirez, David A. & Walke, Adam G., 2013. "An Econometric Analysis of Population Change in Arkansas," MPRA Paper 59588, University Library of Munich, Germany, revised 11 Nov 2013.
• Stavros Degiannakis & Alexandra Livada, 2016. "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 871-892, April.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper 67968, University Library of Munich, Germany.
• Urbina, Jilber, 2013. "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper 75756, University Library of Munich, Germany.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
  • Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
• Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, vol. 28(C), pages 68-81.
  • Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 Volatility Using Ultra-high Frequency Data," MPRA Paper 80445, University Library of Munich, Germany.
• Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, vol. 30(C), pages 212-216.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80489, University Library of Munich, Germany.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80449, University Library of Munich, Germany.
• Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, vol. 30(C), pages 212-216.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80449, University Library of Munich, Germany.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80489, University Library of Munich, Germany.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013. "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us," MPRA Paper 84385, University Library of Munich, Germany, revised 2013.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
  • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
• Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
• Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015. "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
• Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014. "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 170-189.
  • Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
• Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.
• Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
  • Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
• Goodness C. Aye & Rangan Gupta, 2013. "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers 201362, University of Pretoria, Department of Economics.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
  • Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications 10197/7351, School of Economics, University College Dublin.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 486-501, May.
  • Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
• Markéta Arltová & Jitka Langhamrová & Jana Langhamrová, 2013. "Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(1), pages 125-143.
• João Valle e Azevedo, 2013. "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers w201301, Banco de Portugal, Economics and Research Department.
• Liam Wagner & Ian Ross & John Foster & Ben Hankamer, 2013. "Tracking global fuel supply, CO2 emissions and sustainable development," Energy Economics and Management Group Working Papers 7-2013, School of Economics, University of Queensland, Australia.
• Sean Langcake & Tim Robinson, 2013. "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers rdp2013-07, Reserve Bank of Australia.
• Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
• Chang, Jillie & Del Río, Andrea, 2013. "Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011," Working Papers 2013-015, Banco Central de Reserva del Perú.
• Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
• Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 36(4), pages 541-574.
  • Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, Taylor & Francis Journals, vol. 36(4), pages 541-573, January.
  • Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013. "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance icma-dp2013-02, Henley Business School, University of Reading, revised Jun 2013.
• Rantala, Olavi, 2013. "Development of Postal Services Until 2020," ETLA Reports 18, The Research Institute of the Finnish Economy.
• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is Climate Change Time-Reversible?," Econometrics, MDPI, vol. 10(4), pages 1-18, December.
  • Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Papers 2205.07579, arXiv.org, revised Nov 2022.
  • Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Working Paper series 22-08, Rimini Centre for Economic Analysis, revised Dec 2022.
  • Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time-reversible?," Working Papers 498, University of Milano-Bicocca, Department of Economics, revised Nov 2022.
• Matías Mayor & Roberto Patuelli, 2015. "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(1), pages 149-180.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," ERSA conference papers ersa13p815, European Regional Science Association.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Paper series 50_13, Rimini Centre for Economic Analysis, revised Jan 2014.
  • M. Mayer & R. Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers wp899, Dipartimento Scienze Economiche, Universita' di Bologna.
• Zamkov, Oleg & Peresetsky, Anatoly, 2013. "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 93-114.
• Penikas, Henry & Savelyeva, Alina, 2013. "Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 45-70.
• Travkin, Alexandr, 2013. "Pair copula constructions in portfolio optimization ploblem," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 110-133.
• Goswami , Gour Gobinda & Hossain, Mohammad Mashnun, 2013. "From Judgmental Projection to Time Series Forecast: Does it Alter the Debt Sustainability Analysis of Bangladesh?," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 36(3), pages 1-41, September.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2012. "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," WIFO Working Papers 435, WIFO.
  • Huber, Peter & Oberhofer, Harald & Pfaffermayr , Michael, 2013. "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," Working Papers in Economics 2013-5, University of Salzburg.
• Kedong YIN & Hengda ZHANG & Wenbo ZHANG & Qian WEI, 2013. "Fractal Analysis of the Gold Market in China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 144-163, October.
• Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
  • Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
• Emilian Dobrescu, 2013. "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-31, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013. "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 82-93, December.
• Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015. "Corporate social responsibility, stakeholder risk, and idiosyncratic volatility," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 297-309.
  • Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013. "Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility," CEIS Research Paper 285, Tor Vergata University, CEIS, revised 16 Dec 2013.
• Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi, 2015. "EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries," International Journal of Forecasting, Elsevier, vol. 31(3), pages 712-738.
  • Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti, 2013. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries," CEIS Research Paper 287, Tor Vergata University, CEIS, revised 01 Oct 2013.
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
• Corradi, Valentina & Swanson, Norman R., 2014. "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.
  • Valentina Corradi & Norman Swanson, 2013. "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers 201314, Rutgers University, Department of Economics.
• Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
• Duong, Diep & Swanson, Norman R., 2015. "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.
  • Diep Duong & Norman Swanson, 2013. "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers 201321, Rutgers University, Department of Economics.
• Karol Przanowski, 2013. "Banking Retail Consumer Finance Data Generator – Credit Scoring Data Repository," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 9(1), pages 44-59, May.
• Asad Jan & Mansoor Saleem & Aqeel Ahmad & Arshad Riaz, 2013. "Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates," SBP Working Paper Series 58, State Bank of Pakistan, Research Department.
• Vincenzo Candila, 2013. "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers 3_228, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
• Marco Huwiler & Daniel Kaufmann, 2013. "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies 2013-07, Swiss National Bank.
• Chang Seung & Daniel Lew, 2013. "Accounting for variation in exogenous shocks in economic impact modeling," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(3), pages 711-730, December.
• Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve, 2013. "The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods," Computational Statistics, Springer, vol. 28(4), pages 1725-1748, August.
• Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), vol. 50(1), pages 261-283, February.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models," Working Papers 201116, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers 1/11, Monash University, Department of Econometrics and Business Statistics.
• Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
• Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
  • Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
• Jonas Nilsson & Örjan Åkerborg & Gaëlle Bégo-Le Bagousse & Mårten Rosenquist & Peter Lindgren, 2013. "Cost-effectiveness analysis of dronedarone versus other anti-arrhythmic drugs for the treatment of atrial fibrillation—results for Canada, Italy, Sweden and Switzerland," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(3), pages 481-493, June.
• Cathal O’Donoghue & Jason Loughrey & Karyn Morrissey, 2013. "Using the EU-SILC to model the impact of the economic crisis on inequality," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-26, December.
  • O'Donoghue, Cathal & Loughrey, Jason & Morrissey, Karyn, 2013. "Using the EU-SILC to Model the Impact of the Economic Crisis on Inequality," IZA Discussion Papers 7242, Institute of Labor Economics (IZA).
• Rolf Ketzler & Klaus F. Zimmermann, 2013. "A citation-analysis of economic research institutes," Scientometrics, Springer;Akadémiai Kiadó, vol. 95(3), pages 1095-1112, June.
  • Zimmermann, Klaus F. & Ketzler, Rolf, 2012. "A Citation-Analysis of Economic Research Institutes," CEPR Discussion Papers 9110, C.E.P.R. Discussion Papers.
  • Ketzler, Rolf & Zimmermann, Klaus F., 2012. "A Citation-Analysis of Economic Research Institutes," IZA Discussion Papers 6780, Institute of Labor Economics (IZA).
• Oliver Bruttel, 2013. "Bevölkerungsstimmung als Indikator für das Wirtschaftswachstum," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(6), pages 390-395, June.
• Carsten-Patrick Meier, 2013. "Deutlicher Anstieg der Nettozuwanderung nach Deutschland," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(7), pages 466-470, July.
• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
  • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
• Nicolaas van der Wath, 2013. "Comparing the BER’s forecasts," Working Papers 23/2013, Stellenbosch University, Department of Economics.
• David Iselin & Boriss Siliverstovs, 2013. "The R-word index for Switzerland," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1032-1035, July.
  • David Iselin & Boriss Siliverstovs, 2012. "The R-word Index for Switzerland," KOF Working papers 12-304, KOF Swiss Economic Institute, ETH Zurich.
• M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
  • Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
• C. Pederzoli & C. Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(24), pages 1853-1863, December.
  • Chiara Pederzoli & Costanza Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0040, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Frank A. G. den Butter & Pieter W. Jansen, 2013. "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 749-765, May.
  • Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute.
• Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013. "Globalization and knowledge spillover: international direct investment, exports and patents," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 22(4), pages 329-352, June.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," KIER Working Papers 721, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2012. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Documentos de Trabajo del ICAE 2012-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics 10/54, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Chang, S.P. & McAleer, M.J., 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Econometric Institute Research Papers EI 2010-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Petr Geraskin & Dean Fantazzini, 2013. "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 366-391, May.
  • Fantazzini, Dean & Geraskin, Petr, 2011. "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper 47869, University Library of Munich, Germany.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  • Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
• Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
  • Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
• Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  • Kilian, Lutz & Vigfusson, Robert J., 2012. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.
  • Lutz Kilian & Robert J. Vigfusson, 2012. "Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.).
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
  • Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
  • Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Ivica Terzić & Marko Milojević, 2013. "Evaluating Measures Of Market Risk In Circumstances Of Global Financial Crisis – Empirical Evidence From Five Countries," CBU International Conference Proceedings, ISE Research Institute, vol. 1(0), pages 75-81, June.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
  • Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
• Tom Engsted & Stig V. Møller & Magnus Sander, 2013. "Bond return predictability in expansions and recessions," CREATES Research Papers 2013-13, Department of Economics and Business Economics, Aarhus University.
• Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
• Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
• Johannes Tang Kristensen, 2013. "Diffusion Indexes with Sparse Loadings," CREATES Research Papers 2013-22, Department of Economics and Business Economics, Aarhus University.
• Nima Nonejad, 2013. "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers 2013-24, Department of Economics and Business Economics, Aarhus University.
• Niels S. Hansen & Asger Lunde, 2013. "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model," CREATES Research Papers 2013-36, Department of Economics and Business Economics, Aarhus University.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2014. "What Drives Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1455-1468.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2010-05, Department of Economics, Auburn University.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
  • Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012. "What Drives Commodity Prices?," MPRA Paper 40711, University Library of Munich, Germany.
• Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
• Kym Anderson, 2013. "Modeling global wine markets to 2018: exchange rates, taste changes, and China’s import growth," Wine Economics Research Centre Working Papers 2013-03, University of Adelaide, Wine Economics Research Centre.
• Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," American Economic Review, American Economic Association, vol. 103(3), pages 117-120, May.
  • Mr. Olivier J Blanchard & Mr. Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," IMF Working Papers 2013/001, International Monetary Fund.
  • Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," NBER Working Papers 18779, National Bureau of Economic Research, Inc.
• Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," American Economic Review, American Economic Association, vol. 103(3), pages 147-152, May.
  • Kathryn M.E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," NBER Working Papers 18751, National Bureau of Economic Research, Inc.
• John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, vol. 103(3), pages 570-574, May.
  • Beshears, John Leonard & Choi, James J & Fuster, Andreas & Laibson, David I. & Madrian, Brigitte, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," Scholarly Articles 12378032, Harvard University Department of Economics.
• R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013. "Uncertainty and Economic Activity: Evidence from Business Survey Data," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 217-249, April.
  • Steffen Elstner & Eric Sims & Ruediger Bachmann, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," 2010 Meeting Papers 614, Society for Economic Dynamics.
  • Eric R. Sims, 2012. "Uncertainty and Economic Activity: Evidence from Business Survey Data," Working Papers 014, University of Notre Dame, Department of Economics, revised Jun 2012.
  • Ruediger Bachmann & Steffen Elstner & Eric R. Sims, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," NBER Working Papers 16143, National Bureau of Economic Research, Inc.
• Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
  • Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
  • Barbara Rossi, 2015. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
  • Barbara Rossi, 2013. "Exchange rate predictability," Economics Working Papers 1369, Department of Economics and Business, Universitat Pompeu Fabra.
• Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
  • Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
• Selen CAKMAKYAPAN & Atilla GOKTAS, 2013. "A Comparison Of Binary Logit And Probit Models With A Simulation Study," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 2(1), pages 1-17, JULY.
• Vedide Rezan USLU & Eren BAS & Ufuk YOLCU & Erol EGRIOGLU, 2013. "A New Fuzzy Time Series Analysis Approach By Using Differential Evolution Algorithm And Chronologically-Determined Weights," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 2(1), pages 18-30, JULY.
• Cagdas Hakan ALADAG & Miruna MAZURENCU MARINESCU, 2013. "Tl/Euro And Leu/Euro Exchange Rates Forecasting With Artificial Neural Network," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 2(2), pages 1-6, DECEMBER.
• Sakamoto, Hiroshi, 2013. "Prediction of the Prefectural Economy in Japan Using a Stochastic Model," AGI Working Paper Series 2013-02, Asian Growth Research Institute.
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain 152256, International Agricultural Trade Research Consortium.
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149758, Italian Association of Agricultural and Applied Economics (AIEAA).
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain 152256, International Agricultural Trade Research Consortium.
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149758, Italian Association of Agricultural and Applied Economics (AIEAA).
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets 148895, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers 2013-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain 152256, International Agricultural Trade Research Consortium.
  • Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149758, Italian Association of Agricultural and Applied Economics (AIEAA).
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013. "Futures Commodities Prices and Media Coverage," Discussion Papers 149414, University of Bonn, Center for Development Research (ZEF).
  • Almanzar, Miguel & Torero, Maximo & von Grebmer, Klaus, 2014. "Futures Commodities Prices and Media Coverage," MPRA Paper 61327, University Library of Munich, Germany.
• Miklós Virag & Tamás Nyitrai, 2013. "Application of support vector machines on the basis of the first Hungarian bankruptcy model," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(2), pages 227-248, August.
• Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro, 2013. "Combining term structure of interest rate forecasts: The Brazilian case," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(2), pages 102-121.
• Ince, Onur, 2014. "Forecasting exchange rates out-of-sample with panel methods and real-time data," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 1-18.
  • Onur Ince, 2013. "Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data," Working Papers 13-04, Department of Economics, Appalachian State University.
• Ron Boschma & Simona Iammarino & Raffaele Paci & Jordy Suriñach & Raul Ramos & Jordi Suriñach, 2017. "A Gravity Model of Migration Between the ENC and the EU," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 108(1), pages 21-35, February.
  • Ramos, Raul & Surinach, Jordi, 2013. "A Gravity Model of Migration between ENC and EU," IZA Discussion Papers 7700, Institute of Labor Economics (IZA).
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," AQR Working Papers 201309, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2013.
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," IREA Working Papers 201317, University of Barcelona, Research Institute of Applied Economics, revised Oct 2013.
• Oscar Claveria & Enric Monte & Salvador Torra, 2013. "“Tourism demand forecasting with different neural networks models”," IREA Working Papers 201321, University of Barcelona, Research Institute of Applied Economics, revised Nov 2013.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2013. "“Tourism demand forecasting with different neural networks models”," AQR Working Papers 201313, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, vol. 187(2), pages 486-497.
  • Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers 1307.6322, arXiv.org, revised May 2014.
• Ruslan Druzin, 2013. "About Possibility Of Usage Methodological Approaches To Bankruptcy Prediction," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 18.
• Todor Krastevich, 2013. "Using Predictive Modeling to Improve Direct Marketing Performance," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 25-55.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
• Doru Ioan Ardelean & Tania Angelica Lazar, 2013. "Using Mathematical Models Of Dynamic Programming For Environmental Investment Projects," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Marcos Dal Bianco & Jaime Martinez-Martín & Maximo Camacho, 2013. "Short-Run Forecasting of Argentine GDP Growth," Working Papers 1314, BBVA Bank, Economic Research Department.
• Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers 13-11, Bank of Canada.
• Christiane Baumeister & Lutz Kilian, 2014. "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 869-889, August.
  • Kilian, Lutz & Baumeister, Christiane, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
• Baumeister, Christiane & Kilian, Lutz, 2013. "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS).
  • Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.
  • Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers 9572, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Lutz Kilian, 2015. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
  • Baumeister, Christiane & Kilian, Lutz, 2013. "Forecasting the real price of oil in a changing world: A forecast combination approach," CFS Working Paper Series 2013/11, Center for Financial Studies (CFS).
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets 148895, Fondazione Eni Enrico Mattei (FEEM).
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers 2013-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers 2013-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
• Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
  • Roberto Golinelli & Giuseppe Parigi, 2013. "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers) 920, Bank of Italy, Economic Research and International Relations Area.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
  • Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
• Elizondo Rocío, 2013. "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers 2013-03, Banco de México.
• Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 74-82, December.
  • Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 74-82, December.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 10973, Banco de la Republica.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 775, Banco de la Republica de Colombia.
• Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 74-82, December.
  • Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 74-82, December.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 775, Banco de la Republica de Colombia.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 10973, Banco de la Republica.
• Milena Lipovina-Božović, 2013. "A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 58(198), pages 115-136, July - Se.
• Matthieu Bussière, 2013. "In Defense of Early Warning Signals," Working papers 420, Banque de France.
• Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
• Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014. "The financial content of inflation risks in the euro area," International Journal of Forecasting, Elsevier, vol. 30(3), pages 648-659.
  • Philippe Andrade & Valère Fourel & Ghysels, E. & Idier, I., 2013. "The financial content of inflation risks in the euro area," Working papers 437, Banque de France.
• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
• S. Delle Chiaie., 2013. "Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 29, pages 49-55, Spring.
  • Delle Chiaie, S., 2013. "Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012," Bulletin de la Banque de France, Banque de France, issue 192, pages 111-116.
• Delle Chiaie, S., 2013. "Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012," Bulletin de la Banque de France, Banque de France, issue 192, pages 111-116.
  • S. Delle Chiaie., 2013. "Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 29, pages 49-55, Spring.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
• Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
• Magdalena Erdem & Kostas Tsatsaronis, 2013. "Financial conditions and economic activity: a statistical approach," BIS Quarterly Review, Bank for International Settlements, March.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
  • Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
• Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2013. "Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment," International Finance, Wiley Blackwell, vol. 16(1), pages 23-44, February.
  • Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers) 830, Bank of Italy, Economic Research and International Relations Area.
  • Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series 1323, European Central Bank.
  • Sandra Gomes & P. Jacquinot, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Papers w201113, Banco de Portugal, Economics and Research Department.
• Gary Koop & Lise Tole, 2013. "Forecasting the European carbon market," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 723-741, June.
  • Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
• Maximiano Pinheiro & António Rua & Francisco Dias, 2013. "Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 80-102, February.
  • António Rua & Maximiano Pinheiro, 2009. "Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components," Working Papers w200913, Banco de Portugal, Economics and Research Department.
• Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  • Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
• Thomas M. Fullerton Jr. & Angel L. Molina Jr & Adam G. Walke, 2013. "Tolls, exchange rates, and northbound international bridge traffic from Mexico," Regional Science Policy & Practice, Wiley Blackwell, vol. 5(3), pages 305-321, August.
  • Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G., 2010. "Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico," MPRA Paper 59586, University Library of Munich, Germany, revised 22 Jun 2012.
• CIOBANU Dumitru & BAR Mary Violeta, 2013. "On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(2), pages 91-109.
• Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
  • Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  • 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," Working Paper 2013/19, Norges Bank.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers 550, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
• Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014. "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 407-412, April.
  • Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Financial and economic downturns in OECD countries," Research Discussion Papers 35/2013, Bank of Finland.
• Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
• Naoko Hara & Shotaro Yamane, 2013. "New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan," Bank of Japan Working Paper Series 13-E-14, Bank of Japan.
• Hyun Hak Kim, 2013. "Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea," Working Papers 2013-26, Economic Research Institute, Bank of Korea.
• Matías Mayor & Roberto Patuelli, 2015. "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(1), pages 149-180.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," ERSA conference papers ersa13p815, European Regional Science Association.
  • M. Mayer & R. Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers wp899, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Matías Mayor & Roberto Patuelli, 2013. "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Paper series 50_13, Rimini Centre for Economic Analysis, revised Jan 2014.
• Ergun Ermis oglu & Yasin Akcelik & Arif Oduncu, 2013. "Nowcasting GDP growth with credit data: Evidence from an emerging market economy," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(4), pages 93-98, December.
• Albert Mafusire & Zuzana Brixiova, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 13(2), pages 261-280, June.
  • Mafusire Albert & Brixiova Zuzana, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal, De Gruyter, vol. 13(2), pages 261-280, July.
  • Albert Mafusire & Zuzana Brixiova, 2012. "Macroeconomic Shock Synchronization in the East African Community," William Davidson Institute Working Papers Series wp1031, William Davidson Institute at the University of Michigan.
• Laurini Márcio Poletti, 2013. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 193-229, May.
  • Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Bao Yong & Zhang Ru, 2013. "Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model," Journal of Time Series Econometrics, De Gruyter, vol. 6(1), pages 63-80, July.
• Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  • Mohaddes, K. & Raissi, M., 2011. "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics 1164, Faculty of Economics, University of Cambridge.
  • Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
  • Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011. "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers 2011/291, International Monetary Fund.
• Schultefrankenfeld Guido, 2013. "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
  • Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
• João Frois Caldeira & Gulherme Valle Moura, 2013. "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(1), pages 49-80.
• Ito, Ryoko, 2013. "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics 1315, Faculty of Economics, University of Cambridge.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Financial conditions and density forecasts for US output and inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 66-78, March.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers 1, CReMFi, School of Economics and Finance, QMUL.
  • Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers 715, Queen Mary University of London, School of Economics and Finance.
• Adama BAH, 2013. "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers 201325, CERDI.
  • Adama Bah, 2015. "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers halshs-00936199, HAL.
• Fertig, Michael & Kahanec, Martin, 2013. "Mobility in an Enlarging European Union: Projections of Potential Flows from EU's Eastern Neighbors and Croatia," IZA Discussion Papers 7634, Institute of Labor Economics (IZA).
  • Michael Fertig & Martin Kahanec, 2013. "Mobility in an enlarging European Union: Projections of potential flows from EU's eastern neighbors and Croatia," Discussion Papers 18, Central European Labour Studies Institute (CELSI).
• Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
  • Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013. "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750, Elsevier.
  • Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013. "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series 4281, CESifo.
• Xi Chen & Michael Funke, 2013. "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series 4287, CESifo.
• Wolfgang Nierhaus, 2013. "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 25-32, January.
  • Wolfgang Nierhaus, 2012. "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 19(05), pages 29-37, October.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
  • Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Michel Fuksa & Didier Sornette, 2013. "The Sentiment of the Fed," Swiss Finance Institute Research Paper Series 13-01, Swiss Finance Institute.
• Michel Fuksa & Didier Sornette, 2013. "The Sentiment of the Fed," Swiss Finance Institute Research Paper Series 13-02, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak, 2013. "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series 13-38, Swiss Finance Institute, revised Sep 2014.
• Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013. "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series 13-45, Swiss Finance Institute.
• Vladimir Filimonov & Didier Sornette, 2013. "Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data," Swiss Finance Institute Research Paper Series 13-60, Swiss Finance Institute.
• Lionel Fontagné & Jean Fouré & Maria Priscila Ramos, 2013. "MIRAGE-e: A General Equilibrium Long-term Path of the World Economy," Working Papers 2013-39, CEPII research center.
• Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013. "Trend-cycle decomposition: implications from an exact structural identification," Working Papers 13-22, Federal Reserve Bank of Philadelphia.
  • Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013. "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers 2013s-23, CIRANO.
• John W. Galbraith & Greg Tkacz, 2013. "Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases," CIRANO Working Papers 2013s-25, CIRANO.
• Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
• Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner, 2013. "Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank," Research and Policy Notes 2013/02, Czech National Bank, Research and Statistics Department.
• Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
  • Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank, Research and Statistics Department.
• Orlando Alberto Camacho Reina, 2013. "Selección Estratégica de Activos bajo No-normalidad: Análisis del Rendimiento de un Portafolio de Inversión," Documentos CEDE 11891, Universidad de los Andes, Facultad de Economía, CEDE.
• Mateo Clavijo, 2013. "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
• Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 74-82, December.
  • Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 74-82, December.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 775, Banco de la Republica de Colombia.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 10973, Banco de la Republica.
• Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 74-82, December.
  • Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 74-82, December.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 775, Banco de la Republica de Colombia.
  • Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013. "Combinación de brechas del producto colombiano," Borradores de Economia 10973, Banco de la Republica.
• Jurany Beccie RAMÍREZ GALLEGO, 2013. "Estimación del producto potencial en Colombia:," Archivos de Economía 10704, Departamento Nacional de Planeación.
• Miguel SARMIENTOO & Andrés CEPEDA & Hernando MUTIS & Juan F. PÉREZ, 2013. "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía 10705, Departamento Nacional de Planeación.
• Edgar Vicente MARCILLO YÉPEZ, 2013. "Un indicador Líder para la actividad económica de Colombia," Archivos de Economía 11205, Departamento Nacional de Planeación.
• Jairo Andrés Correa & John J. García, 2013. "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público 10670, Universidad EAFIT.
• Martha Delgado & Leonardo Villar & Jonathan Malagón, 2013. "Elaboración de proyecciones de mediano plazo de actividad económica regional 2013 – 2017," Informes de Investigación 12156, Fedesarrollo.
• Julio César Alonso & Andrés Mauricio Arcila, 2013. "Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar," Estudios Gerenciales, Universidad Icesi, December.
• Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013. "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 7(1), pages 139-167, June.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
  • WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  • Laurent Ferrara & Marcellino, M. & Matteo Mogliani, 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  • Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
  • Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  • Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
• Christiane Baumeister & Lutz Kilian, 2015. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 338-351, July.
  • Baumeister, Christiane & Kilian, Lutz, 2013. "Forecasting the real price of oil in a changing world: A forecast combination approach," CFS Working Paper Series 2013/11, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers 9569, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
• Baumeister, Christiane & Kilian, Lutz, 2013. "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers 9572, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.
• Rossi, Barbara & Gürkaynak, Refet & KısacıkoÄŸlu, Burçin, 2013. "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers 9576, C.E.P.R. Discussion Papers.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
  • Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series 2013/22, Center for Financial Studies (CFS).
  • Kilian, Lutz & Baumeister, Christiane, 2013. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers 9768, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
• Badarinza, Cristian & Ramadorai, Tarun, 2013. "Home Away From Home? Safe Haven Effects and London House Prices," CEPR Discussion Papers 9786, C.E.P.R. Discussion Papers.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," LSF Research Working Paper Series 13-2, Luxembourg School of Finance, University of Luxembourg.
• T. Deroyon & A. Montaut & P.-A. Pionnier, 2013. "A monthly estimation method of ILO unemployment: a state-space framework," Documents de Travail de la DESE - Working Papers of the DESE g2013-01, Institut National de la Statistique et des Etudes Economiques, DESE.
• Henryk Gurgul & Marcin Suder, 2013. "The Properties of ATMs Development Stages - an Empirical Analysis," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 14(3), pages 443-466, September.
• Kym Anderson & Glyn Wittwer, 2019. "Modeling Global Wine Markets to 2018: Exchange Rates, Taste Changes, and China’s Import Growth," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 3, pages 51-90, World Scientific Publishing Co. Pte. Ltd..
  • Anderson, Kym & Wittwer, Glyn, 2013. "Modeling Global Wine Markets to 2018: Exchange Rates, Taste Changes, and China's Import Growth," Journal of Wine Economics, Cambridge University Press, vol. 8(2), pages 131-158, November.
• Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-02, Central Bank of Cyprus.
• Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2013. "Wohnimmobilien in Großstädten: Kaufpreise steigen auch 2014 schneller als Mieten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 80(49), pages 23-31.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013. "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin 1282, DIW Berlin, German Institute for Economic Research.
• Markku Lanne & Jani Luoto, 2013. "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin 1285, DIW Berlin, German Institute for Economic Research.
• Beata Bierut, 2013. "Global liquidity as an early warning indicator of asset price booms: G5 versus broader measures," DNB Working Papers 377, Netherlands Central Bank, Research Department.
• Peter Stephensen, 2012. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201201, Danish Rational Economic Agents Model, DREAM.
  • Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
  • Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
• Sessi Tokpavi, 2013. "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers 2013-27, University of Paris Nanterre, EconomiX.
• Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
  • Jia Li & Andrew J. Patton, 2013. "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers 13-27, Duke University, Department of Economics.
• Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Working Papers hal-00870795, HAL.
  • Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers WP1314, ESSEC Research Center, ESSEC Business School.
• Kratz , Marie, 2013. "There is a VaR Beyond Usual Approximations," ESSEC Working Papers WP1317, ESSEC Research Center, ESSEC Business School.
• Calvet, Laurent E. & Czellar, Veronika, 2015. "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
  • Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
  • Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  • Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  • Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
• Matteo Luciani & Lorenzo Ricci, 2014. "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
  • Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
• Ettore Dorrucci & Gabor Pula & Daniel Santabárbara, 2013. "China’s economic growth and rebalancing," Occasional Papers 1301, Banco de España;Occasional Papers Homepage.
  • Dorrucci, Ettore & Pula, Gabor & Santabárbara, Daniel, 2013. "China's economic growth and rebalancing," Occasional Paper Series 142, European Central Bank.
• Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
• Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 0027, European Central Bank.
• Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001. "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters,in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138 Bank for International Settlements.
  • Angelini, Elena & Henry, Jérôme & Mestre, Ricardo, 2001. "Diffusion index-based inflation forecasts for the euro area," Working Paper Series 0061, European Central Bank.
• Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
  • Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 0083, European Central Bank.
  • Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
• Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 0086, European Central Bank.
• Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
  • Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 0088, European Central Bank.
  • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
  • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
• Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
  • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España;Working Papers Homepage.
  • Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 0142, European Central Bank.
• Manganelli, Simone & Ceci, Vladimiro & Vecchiato, Walter, 2002. "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series 0194, European Central Bank.
• Fabiani, Silvia & Morgan, Julian, 2003. "Aggregation and euro area Phillips curves," Working Paper Series 0213, European Central Bank.
• Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
  • Inoue, Atsushi & Kilian, Lutz, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
  • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 0214, European Central Bank.
• Rünstler, Gerhard & Sédillot, Franck, 2003. "Short-term estimates of euro area real GDP by means of monthly data," Working Paper Series 0276, European Central Bank.
• Moneta, Fabio, 2003. "Does the yield spread predict recessions in the euro area?," Working Paper Series 0294, European Central Bank.
• Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
  • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 0322, European Central Bank.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
• Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 0584, European Central Bank.
• Hendry, David F & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  • Hendry, David F. & Hubrich, Kirstin, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 0589, European Central Bank.
• Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, EconWPA.
  • Giannone, Domenico & Reichlin, Lucrezia, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 0595, European Central Bank.
• Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, EconWPA.
  • D’Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 0605, European Central Bank.
  • D'Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
  • D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
• Marie Diron, 2008. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 371-390.
  • Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series 0622, European Central Bank.
• Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 0633, European Central Bank.
  • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
  • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
• Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," Review of Economic Studies, Oxford University Press, vol. 76(2), pages 669-705.
  • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
  • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 0638, European Central Bank.
  • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006. "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series 0641, European Central Bank.
• Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, 04.
  • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  • D’Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 0680, European Central Bank.
  • D'Agostino, Antonello & Giannone, Domenico, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 0700, European Central Bank.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank, Research Centre.
• Mestre, Ricardo, 2007. "Are survey-based inflation expections in the euro area informative?," Working Paper Series 0721, European Central Bank.
• Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 0725, European Central Bank.
  • Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
• Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
  • Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.

  • Banbura, Marta & Rünstler, Gerhard, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 0751, European Central Bank.
• John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
  • John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
  • Geweke, John & Amisano, Gianni, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 0831, European Central Bank.
• Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, 09.
  • Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007. "Fiscal forecasting: lessons from the literature and challenges," Working Paper Series 0843, European Central Bank.
• Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series 0846, European Central Bank.
• Dées, Stéphane & Gasteuil, Audrey & Kaufmann, Robert K. & Mann, Michael, 2008. "Assessing the factors behind oil price changes," Working Paper Series 0855, European Central Bank.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
  • Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, "undated". "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 0865, European Central Bank.
  • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
• Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
  • Andersson, Magnus & D’Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series 0876, European Central Bank.
• Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
  • Burgert, Matthias & Dées, Stéphane, 2008. "Forecasting world trade: direct versus “bottom-up” approaches," Working Paper Series 0882, European Central Bank.
• Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 0894, European Central Bank.
• Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2010. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 98-119, January.
  • Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series 0901, European Central Bank.
• Katja Drechsel & Laurent Maurin, 2011. "Flow of conjunctural information and forecast of euro area economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 336-354, April.
  • Drechsel, Katja & Maurin, Laurent, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 0925, European Central Bank.
• Pedregal, Diego J. & Pérez, Javier J., 2010. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 794-807, October.
  • Pedregal, Diego J. & Pérez, Javier J., 2008. "Should quarterly government finance statistics be used for fiscal surveillane in Europe?," Working Paper Series 0937, European Central Bank.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, 02.

  • Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Giannone, Domenico & Rünstler, Gerhard & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 0949, European Central Bank.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
• Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
  • Angelini, Elena & Bańbura, Marta & Rünstler, Gerhard, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 0953, European Central Bank.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  • Bańbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Large Bayesian VARs," Working Paper Series 0966, European Central Bank.
  • Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2008. "Bayesian VARs with large panels," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
• Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
  • Geweke, John & Amisano, Gianni, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 0969, European Central Bank.
• Hahn, Elke & Skudelny, Frauke, 2008. "Early estimates of euro area real GDP growth: a bottom up approach from the production side," Working Paper Series 0975, European Central Bank.
• Arratibel, Olga & Leiner-Killinger, Nadine & Kamps, Christophe, 2009. "Inflation forecasting in the new EU Member States," Working Paper Series 1015, European Central Bank.
• Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
  • John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
  • Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
• Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
  • Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
  • Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
• Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 736-752, December.
  • Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series 1051, European Central Bank.
• Audrone Jakaitiene & Stephane Dees, 2012. "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
  • Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
  • Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
  • Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
• Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012. "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
• Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009. "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series 1115, European Central Bank.
• Fichtner, Ferdinand & Rüffer, Rasmus & Schnatz, Bernd, 2009. "Leading indicators in a globalised world," Working Paper Series 1125, European Central Bank.
• Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers 0935, Banco de España.
  • Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Paper Series 1132, European Central Bank.
• Humphrey, David, 2009. "Payment scale economies, competition, and pricing," Working Paper Series 1136, European Central Bank.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
  • Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
  • Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
  • Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
• Javier Pérez & A. Sánchez, 2011. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Empirical Economics, Springer, vol. 41(2), pages 421-445, October.
  • Javier J. Pérez & A. Jesús Sánchez, 2009. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers 0934, Banco de España.
  • Pérez, Javier J. & Sánchez, Jesús, 2010. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Paper Series 1148, European Central Bank.
• Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  • David F. Hendry & Kirstin Hubrich, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 216-227, April.
  • Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
• Luca ONORANTE & Gianluigi FERRUCCI & Rebeca JIMÉNEZ-RODRÍGUEZ, 2010. "Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities," EcoMod2010 259600125, EcoMod.
  • Ferrucci, Gianluigi & Jiménez-Rodríguez, Rebeca & Onorante, Luca, 2010. "Food price pass-through in the euro area The role of asymmetries and non-linearities," Working Paper Series 1168, European Central Bank.
• Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, January.
  • Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
• Gomes, S. & Jacquinot, P. & Pisani, M., 2012. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, vol. 29(5), pages 1686-1714.
  • Sandra Gomes & P. Jacquinot, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers w201006, Banco de Portugal, Economics and Research Department.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series 1195, European Central Bank.
  • Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Temi di discussione (Economic working papers) 770, Bank of Italy, Economic Research and International Relations Area.
• Amisano, Gianni & Fagan, Gabriel, 2013. "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 118-145.
  • Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
• Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
• Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010. "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series 1277, European Central Bank.
• Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014. "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60.
  • Roberta Serafini & J. Bruha & B. Pierluigi, 2011. "Euro area labour markets: different reaction to shocks?," EcoMod2011 2970, EcoMod.
  • Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011. "Euro area labour markets: different reaction to shocks?," Working Paper Series 1284, European Central Bank.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2013. "Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment," International Finance, Wiley Blackwell, vol. 16(1), pages 23-44, February.
  • Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers) 830, Bank of Italy, Economic Research and International Relations Area.
  • Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series 1323, European Central Bank.
  • Sandra Gomes & P. Jacquinot, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Papers w201113, Banco de Portugal, Economics and Research Department.
• Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
  • Modugno, Michele, 2011. "Nowcasting inflation using high frequency data," Working Paper Series 1324, European Central Bank.
• Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011. "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series 1343, European Central Bank.
• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
  • Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
• di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
• Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
• Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015. "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
  • Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011. "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series 1384, European Central Bank.
• Badarinza, Cristian & Gross, Marco, 2011. "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series 1407, European Central Bank.
• John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
  • Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
• Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
  • Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
• Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers 12-7, Bank of Canada.
  • Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2014. "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 163-185, April.
  • Geoff Kenny & Thomas Kostka & Federico Masera, 2011. "How Informative are the Subjective Density Forecasts of Macroeconomists?," CESifo Working Paper Series 3671, CESifo.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012. "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series 1446, European Central Bank.
• Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
• Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers 9380, C.E.P.R. Discussion Papers.
  • Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel vector autoregressive models: a survey," Working Paper Series 1507, European Central Bank.
• Gross, Marco, 2013. "Estimating GVAR weight matrices," Working Paper Series 1523, European Central Bank.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
• Gianni Amisano & John Geweke, 2017. "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
  • Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013. "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series 1540, European Central Bank.
• Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013. "Forecasting fiscal time series using mixed frequency data," Working Paper Series 1550, European Central Bank.
• BaÅ„bura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  • Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
  • Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
• Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
• El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  • Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
  • El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
• Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014. "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, vol. 182(1), pages 174-185.
  • Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014. "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 898-915, December.
  • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
  • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
• Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 466-475.
  • Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper 45977, University Library of Munich, Germany.
• Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih, 2013. "Speed of Convergence to Market Efficiency: Example of Top loser Stocks," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 591-601.
• Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari, 2013. "A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 3(2), pages 137-142.
• Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam, 2013. "Prediction of CO2 Emissions in Iran using Grey and ARIMA Models," International Journal of Energy Economics and Policy, Econjournals, vol. 3(3), pages 229-237.
• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
  • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
• Liu, Yang, 2013. "Labor market matching and unemployment in urban China," China Economic Review, Elsevier, vol. 24(C), pages 108-128.
• Bovi, Maurizio, 2013. "Are the representative agent’s beliefs based on efficient econometric models?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 633-648.
• Kurz, Mordecai & Piccillo, Giulia & Wu, Howei, 2013. "Modeling diverse expectations in an aggregated New Keynesian Model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1403-1433.
• Tsuchiya, Yoichi, 2013. "Do corporate executives have accurate predictions for the economy? A directional analysis," Economic Modelling, Elsevier, vol. 30(C), pages 167-174.
• Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, vol. 30(C), pages 212-216.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80489, University Library of Munich, Germany.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper 80449, University Library of Munich, Germany.
• Zaman, Khalid & Khilji, Bashir Ahmad, 2013. "The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035," Economic Modelling, Elsevier, vol. 30(C), pages 468-491.
• Paleologou, Suzanna-Maria, 2013. "Asymmetries in the revenue–expenditure nexus: A tale of three countries," Economic Modelling, Elsevier, vol. 30(C), pages 52-60.
• Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  • Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
• Kato, Takafumi, 2013. "A comparison of spatial error models through Monte Carlo experiments," Economic Modelling, Elsevier, vol. 30(C), pages 743-753.
• Kaya, Huseyin, 2013. "Forecasting the yield curve and the role of macroeconomic information in Turkey," Economic Modelling, Elsevier, vol. 33(C), pages 1-7.
• Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
  • Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Esteves, Paulo Soares, 2013. "Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice," Economic Modelling, Elsevier, vol. 33(C), pages 416-420.
  • Paulo Esteves, 2011. "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers w201129, Banco de Portugal, Economics and Research Department.
• Van Hoa, Tran & Limskul, Kitti, 2013. "Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis," Economic Modelling, Elsevier, vol. 33(C), pages 651-658.
• Akanbi, Olusegun Ayodele, 2013. "Macroeconomic effects of fiscal policy changes: A case of South Africa," Economic Modelling, Elsevier, vol. 35(C), pages 771-785.
• Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
  • Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
• BaÅ„bura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  • Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
  • Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
• Wieland, Volker & Wolters, Maik, 2013. "Forecasting and Policy Making," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325, Elsevier.
  • Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  • Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
  • Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
  • Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
• Christoffersen, Peter & Jacobs, Kris & Chang, Bo Young, 2013. "Forecasting with Option-Implied Information," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 581-656, Elsevier.
  • Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012. "Prediction Markets for Economic Forecasting," CEPR Discussion Papers 9059, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CESifo Working Paper Series 3884, CESifo.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013. "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750, Elsevier.
  • Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
• Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
  • Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
• Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
• Caporin, Massimiliano, 2013. "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 261-275.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013. "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 535-551.
  • Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012. "Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading," ERIM Report Series Research in Management ERS-2012-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Zheng, Tingguo & Zuo, Haomiao, 2013. "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 643-662.
• Ghermandi, Andrea & Nunes, Paulo A.L.D., 2013. "A global map of coastal recreation values: Results from a spatially explicit meta-analysis," Ecological Economics, Elsevier, vol. 86(C), pages 1-15.
  • Andrea Ghermandi & Paulo A.L.D. Nunes, 2011. "A Global Map of Costal Recreation Values: results from a spatially explicit meta-analysis," Working Papers 2011_08, Department of Economics, University of Venice "Ca' Foscari".
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers 12-04, University at Albany, SUNY, Department of Economics.
• Wang, Shin-Huei & Vasilakis, Chrysovalantis, 2013. "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points," Economics Letters, Elsevier, vol. 118(2), pages 389-392.
• Sorge, Marco M., 2013. "Generalized adaptive expectations revisited," Economics Letters, Elsevier, vol. 120(2), pages 203-205.
• Atak, Alev & Kapetanios, George, 2013. "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, vol. 120(2), pages 224-228.
• Matheson, Troy & Stavrev, Emil, 2013. "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, vol. 120(3), pages 468-472.
  • Mr. Troy D Matheson & Mr. Emil Stavrev, 2013. "The Great Recession and the Inflation Puzzle," IMF Working Papers 2013/124, International Monetary Fund.
• Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2013. "Forecasting regional GDP with factor models: How useful are national and international data?," Economics Letters, Elsevier, vol. 121(2), pages 267-270.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  • Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
• Arbués, Ignacio, 2013. "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, vol. 175(2), pages 61-70.
• Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
  • Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper 2012-09, Federal Reserve Bank of Atlanta.
• Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013. "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, vol. 176(1), pages 80-91.
• Chan, Joshua C.C., 2013. "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, vol. 176(2), pages 162-172.
  • Joshua C C Chan, 2012. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics 2012-591, Australian National University, College of Business and Economics, School of Economics.
  • Joshua C.C. Chan, 2013. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers 2013-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013. "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.
• Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
  • WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
• Varneskov, Rasmus & Voev, Valeri, 2013. "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 83-95.
  • Rasmus Tangsgaard Varneskov & Valeri Voev, 2010. "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers 2010-45, Department of Economics and Business Economics, Aarhus University.
• Orth, Walter, 2013. "Multi-period credit default prediction with time-varying covariates," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 214-222.
• Byun, Suk Joon & Kim, Jun Sik, 2013. "The information content of risk-neutral skewness for volatility forecasting," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 142-161.
• Bunn, Derek W. & Chen, Dipeng, 2013. "The forward premium in electricity futures," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 173-186.
• Miller, Thomas W. & Rapach, David E., 2013. "An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 10-23.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013. "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, vol. 36(C), pages 28-42.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  • Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper 42563, University Library of Munich, Germany.
  • Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports HSC/12/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Date, Paresh & Mamon, Rogemar & Tenyakov, Anton, 2013. "Filtering and forecasting commodity futures prices under an HMM framework," Energy Economics, Elsevier, vol. 40(C), pages 1001-1013.
• El-Shazly, Alaa, 2013. "Electricity demand analysis and forecasting: A panel cointegration approach," Energy Economics, Elsevier, vol. 40(C), pages 251-258.
• Lopes, Daniela de Carvalho & Steidle Neto, Antonio José & Mendes, Adriano Aguiar & Pereira, Débora Tamires Vítor, 2013. "Economic feasibility of biodiesel production from Macauba in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 819-824.
• Vivian, Andrew & Wohar, Mark E., 2013. "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 40-50.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
  • Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
• Christodoulakis, George & Mamatzakis, Emmanuel, 2013. "Behavioural asymmetries in the G7 foreign exchange market," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 261-270.
  • mamatzakis, e & Christodoulakis, G, 2013. "Behavioural Asymmetries in the G7 Foreign Exchange Market," MPRA Paper 51615, University Library of Munich, Germany.
• Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
• Spiliopoulos, Leonidas, 2013. "Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching," Games and Economic Behavior, Elsevier, vol. 81(C), pages 69-85.
• Dixon, Peter B. & Rimmer, Maureen T., 2013. "Validation in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1271-1330, Elsevier.
• Siklos, Pierre L., 2013. "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
  • Pierre L. Siklos, 2012. "Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation," CAMA Working Papers 2012-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013. "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
  • Petar Jevtic & Elisa Luciano & Elena Vigna, 2012. "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks 264, Collegio Carlo Alberto, revised 2013.
• Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  • Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
• Breitung, Jörg & Schmeling, Maik, 2013. "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 142-154.
  • Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP) dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
  • Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
  • Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
• Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
  • Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
• Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
  • Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011. "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers 11/11, Monash University, Department of Econometrics and Business Statistics.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  • Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
• Manzan, Sebastiano & Zerom, Dawit, 2013. "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, vol. 29(3), pages 469-478.
  • Manzan, Sebastiano & Zerom, Dawit, 2009. "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper 14387, University Library of Munich, Germany.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
• Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
  • Modugno, Michele, 2011. "Nowcasting inflation using high frequency data," Working Paper Series 1324, European Central Bank.
• Sinclair, Tara M. & Stekler, H.O., 2013. "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
  • Tara M. Sinclair & H.O. Stekler, 2011. "Examining the Quality of Early GDP Component Estimates," Working Papers 2011-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Dec 2011.
• Zhu, Xiaoneng & Zhu, Jie, 2013. "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4120-4133.
• Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.
  • Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011. "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series 2011-19, Board of Governors of the Federal Reserve System (U.S.).
• Hua, Jian & Manzan, Sebastiano, 2013. "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4381-4403.
• Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  • Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
• Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013. "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4943-4957.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
  • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
• Lönnbark, Carl, 2013. "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 847-853.
• Aslanidis, Nektarios & Casas, Isabel, 2013. "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2268-2283.
• Chevapatrakul, Thanaset, 2013. "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2342-2353.
• Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013. "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3286-3294.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013. "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3334-3350.
• Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.
• Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro, 2013. "Corporate social responsibility and earnings forecasting unbiasedness," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3654-3668.
  • Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012. "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper 233, Tor Vergata University, CEIS, revised 08 Feb 2013.
• Goecke, Henry & Luhan, Wolfgang J. & Roos, Michael W.M., 2013. "Rational inattentiveness in a forecasting experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 94(C), pages 80-89.
• Bakshi, Gurdip & Panayotov, George, 2013. "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, vol. 110(1), pages 139-163.
• Amisano, Gianni & Fagan, Gabriel, 2013. "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 118-145.
  • Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
• Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013. "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 191-210.
• Kawakami, Kei, 2013. "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
  • Kei Kawakami, 2013. "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series 1167, The University of Melbourne.
• van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
  • Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
• Barnett, William A. & Ghosh, Taniya, 2013. "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 53-64.
  • William A. Barnett & Taniya Ghosh, 2013. "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201306, University of Kansas, Department of Economics, revised Oct 2013.
  • Barnett, William & Ghosh, Taniya, 2013. "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper 50131, University Library of Munich, Germany.
• Sonsino, Doron & Regev, Eran, 2013. "Informational overconfidence in return prediction – More properties," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 72-84.
• Strauss, Jack, 2013. "Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity," Journal of Urban Economics, Elsevier, vol. 73(1), pages 77-93.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013. "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 164-182.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2011-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2012-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Feb 2012.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  • Roberto Casarin & Chia-Lin Chang & 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," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  • Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI2011-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  • Roberto Casarin & Chia-Lin Chang & 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," Documentos de Trabajo del ICAE 2011-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Aielli, Gian Piero & Caporin, Massimiliano, 2013. "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 205-222.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
• Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013. "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 69-87.
• Liao, Yin, 2013. "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 25-48.
• Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi, 2013. "What affects the cool-off duration under price limits?," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 256-278.
• Merola, Rossana & Pérez, Javier J., 2013. "Fiscal forecast errors: Governments versus independent agencies?," European Journal of Political Economy, Elsevier, vol. 32(C), pages 285-299.
  • Rossana Merola & Javier J. Pérez, 2012. "Fiscal forecast errors: governments vs independent agencies?," Working Papers 1233, Banco de España.
  • Merola, Rossana & Pérez, Javier J., 2014. "Fiscal Forecast Errors: Governments Versus Independent Agencies?," Papers RB2014/1/1, Economic and Social Research Institute (ESRI).
• Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  • Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010. "Oil Exports and the Iranian Economy," Working Papers 534, Economic Research Forum, revised 07 Jan 2010.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009. "Oil Exports and the Iranian Economy," CESifo Working Paper Series 2843, CESifo.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute of Labor Economics (IZA).
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2013. "A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 294-301.
• Russo, Francesco & Musolino, Giuseppe, 2013. "Estimating demand variables of maritime container transport: An aggregate procedure for the Mediterranean area," Research in Transportation Economics, Elsevier, vol. 42(1), pages 38-49.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
• Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
  • Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
• Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, vol. 28(C), pages 68-81.
  • Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 Volatility Using Ultra-high Frequency Data," MPRA Paper 80445, University Library of Munich, Germany.
• Rod Tyers & Aaron Walker, 2016. "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 20-43, March.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," Economics Discussion / Working Papers 13-06, The University of Western Australia, Department of Economics.
  • Aaron Walker & Rod Tyers, 2013. "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers 2013-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Alison Stegman & Warwick J. McKibbin, 2013. "Long term Projections of the World Economy – A Review," CAMA Working Papers 2013-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chan, Joshua C.C., 2013. "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, vol. 176(2), pages 162-172.
  • Joshua C C Chan, 2012. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics 2012-591, Australian National University, College of Business and Economics, School of Economics.
  • Joshua C.C. Chan, 2013. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers 2013-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Vipin Arora & Shuping Shi, 2013. "A Heterogenous Agent Foundation for Tests of Asset Price Bubbles," CAMA Working Papers 2013-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ibragimov Marat & Jovlon Karimov & Elena Permyakova, 2013. "Unemployment and output dynamics in CIS countries: Okun's law revisited," EERC Working Paper Series 13/04e, EERC Research Network, Russia and CIS.
• Mihaela Bratu, 2013. "Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania," Ekonomija Economics, Rifin d.o.o., vol. 19(2), pages 255-272.
• Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013. "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 75, Hellenic Observatory, LSE.
  • Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013. "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics 52626, London School of Economics and Political Science, LSE Library.
• David O. Cushman, 2013. "Paul Krugman Denies Having Concurred With an Administration Forecast: A Note," Econ Journal Watch, Econ Journal Watch, vol. 10(1), pages 108-115, January.
• Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
  • Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  • Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
• Jacek Kotłowski & Aleksandra Halka, 2013. "Does domestic output gap matter for inflation in a small open economy?," EcoMod2013 5615, EcoMod.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013. "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 27-79, Emerald Group Publishing Limited.
• Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 117-168, Emerald Group Publishing Limited.
• Fabio Canova & Matteo Ciccarelli, 2013. "Panel Vector Autoregressive Models: A Survey☆The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 205-246, Emerald Group Publishing Limited.
• Claudia Foroni & Eric Ghysels & Massimiliano Marcellino, 2013. "Mixed-Frequency Vector Autoregressive Models☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 247-272, Emerald Group Publishing Limited.
• Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Cen," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 273-326, Emerald Group Publishing Limited.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
  • Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov, 2013. "ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price," International Econometric Review (IER), Econometric Research Association, vol. 5(2), pages 53-69, September.
• João Medeiros & Christoph Schwierz, 2013. "Estimating the drivers and projecting long-term public health expenditure in the European Union: Baumol's "cost disease" revisited," European Economy - Economic Papers 2008 - 2015 507, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
  • Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
• Massimiliano Agovino & Antonio Garofalo, 2013. "Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2013(3), pages 45-82.
  • Massimiliano Agovino & Antonio Garofalo, 2007. "Dipendenza Spaziale Contemporanea E Non Contemporanea Nei Tassi Di Disoccupazione: Un Tentativo Di Analisi Empirica Dei Dati Provinciali Italiani," Working Papers 2_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Alessandro Belmonte & Aline Pennisi, 2013. "Impatto territoriale delle riforme dell?istruzione sul fabbisogno di insegnanti," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2013(1), pages 87-114.
• Marek RUSNAK, 2013. "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 244-261, July.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
  • Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series 3980, CESifo.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers 55, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 2013.22, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets 148895, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers 2013-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  • Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers 2013-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 241, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
• Anders Bredahl Kock & Timo Teräsvirta, 2013. "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, vol. 26(1), pages 13-24, Spring.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014. "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 1-10.
  • Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil).
  • Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  • Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 748, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
  • Christine Garnier & Elmar Mertens & Edward Nelson, 2013. "Trend inflation in advanced economies," Finance and Economics Discussion Series 2013-74, Board of Governors of the Federal Reserve System (U.S.).
• Kenneth Beauchemin, 2013. "A 14-Variable Mixed-Frequency VAR Model," Staff Report 493, Federal Reserve Bank of Minneapolis.
• Matthew Cocci & Marco Del Negro & Stefano Eusepi & Marc Giannoni & Raiden B. Hasegawa & M. Henry Linder & Argia M. Sbordone & Andrea Tambalotti, 2013. "The FRBNY DSGE model," Staff Reports 647, Federal Reserve Bank of New York.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013. "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers 2013s-23, CIRANO.
  • Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013. "Trend-cycle decomposition: implications from an exact structural identification," Working Papers 13-22, Federal Reserve Bank of Philadelphia.
• Sergey Tsukhlo, 2013. "Russian Industrial Enterprises (on the Basis of the Surveys) in 2012," Published Papers 157, Gaidar Institute for Economic Policy, revised 2013.
• Alexander Knobel & Sergey Sinelnikov-Murylev & Ilya Sokolov, 2013. "Quality of the Administration of Value-Added Tax in OECD countries and Russia," Working Papers 0050, Gaidar Institute for Economic Policy, revised 2013.
• Huiyu Huang & Tae-Hwy Lee, 2013. "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, vol. 1(1), pages 1-14, June.
  • Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
• Nuno Silva, 2013. "Equity Premia Predictability in the EuroZone," GEMF Working Papers 2013-22, GEMF, Faculty of Economics, University of Coimbra.
• Nuno Silva, 2013. "Equity Premia Predictability in the EuroZone," GEMF Working Papers 2013-22, GEMF, Faculty of Economics, University of Coimbra.
• J. James Reade & Sachiko Akie, 2013. "Using Forecasting to Detect Corruption in International Football," Working Papers 2013-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
• Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
• Inna Cintina, 2013. "Behind-the-counter, but Over-the-border? The Assessment of the Spillover Effect of Increased Availability of Emergency Contraception in Washington on Neighboring States," Working Papers 201308, University of Hawaii at Manoa, Department of Economics.
• Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
• Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers WP1314, ESSEC Research Center, ESSEC Business School.
  • Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Working Papers hal-00870795, HAL.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," EconomiX Working Papers 2012-35, University of Paris Nanterre, EconomiX.
  • Benoit Chèze & Julien Chevallier & Pascal Gastineau, 2013. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?," Working Papers hal-02489656, HAL.
  • Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," Working Papers hal-04141052, HAL.
• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
  • Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
  • Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
• Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013. "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics 52626, London School of Economics and Political Science, LSE Library.
  • Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013. "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 75, Hellenic Observatory, LSE.
• Gianni Amisano & Roberta Colavecchio, 2013. "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series 201304, University of Hamburg, Department of Socioeconomics.
• Lundbäck, Mattias, 2013. "Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s," Ratio Working Papers 209, The Ratio Institute.
• Hull, Isaiah, 2013. "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series 279, Sveriges Riksbank (Central Bank of Sweden).
• Bulat Gafarov, 2013. "Do unobserved components models forecast inflation in Russia?," HSE Working papers WP BRP 35/EC/2013, National Research University Higher School of Economics.
• Konstantin Fursov & Ian Miles, 2013. "Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills," HSE Working papers WP BRP 15/STI/2013, National Research University Higher School of Economics.
• Hiroshi Sakamoto, 2013. "Prediction Of The Prefectural Economy In Japan Using A Stochastic Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 13-24, June.
• John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, vol. 103(3), pages 570-574, May.
  • Beshears, John Leonard & Choi, James J & Fuster, Andreas & Laibson, David I. & Madrian, Brigitte, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," Scholarly Articles 12378032, Harvard University Department of Economics.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
  • Rainer Schulz & Martin Wersing & Axel Werwatz, 2013. "Automated Valuation Modelling: A Specification Exercise," SFB 649 Discussion Papers SFB649DP2013-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mariana Balan & Carmen Uzlau & Corina Maria Ene, 2013. "Analysis and forecast of employees’ mobility on the labor market in Romania using Markov chains," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(2), pages 13-25, June.
• Seyed Hossein Iranmanesh & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2013. "The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(3), pages 9-17, September.
• Weber, Enzo & Zika, Gerd, 2013. "Labour market forecasting : is disaggregation useful?," IAB-Discussion Paper 201314, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Christian Hutter & Enzo Weber, 2015. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3540-3558, July.
  • Hutter, Christian & Weber, Enzo, 2013. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper 201317, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Vijay Kumar Vishwakarma, 2013. "Forecasting Real Estate Business: Empirical Evidence From The Canadian Market," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(3), pages 1-14.
• Hisham Handal Abdelbaki, 2013. "Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 69-84.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Maria João Ferreira Maia, 2013. "Foresight Exercises as a tool for decision-making: the example of two case studies in health," Enterprise and Work Innovation Studies, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, vol. 9(9), pages 39-66, December.
• Hasan Murat ERTUĞRUL & Uğur SOYTAŞ, 2013. "Sanayi Üretim Endeksinin Durağanlık Özellikleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(328), pages 51-66.
• Simone Tedeschi & Elena Pisano & Carlo Mazzaferro & Marcello Morciano, 2013. "Modelling Private Wealth Accumulation and Spend-down in the Italian Microsimulation Model CAPP_DYN: A Life-Cycle Approach," International Journal of Microsimulation, International Microsimulation Association, vol. 6(2), pages 76-122.
  • Carlo Mazzaferro & Marcello Morciano & Elena Pisano & Simone Tedeschi, 2010. "Modelling Private Wealth Accumulation and Spend-down in the Italian Microsimulation Model CAPP_DYN: A Life-Cycle Approach," Center for the Analysis of Public Policies (CAPP) 0073, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", revised Nov 2010.
• Ugo Colombine, 2013. "A new equilibrium simulation procedure with discrete choice models," International Journal of Microsimulation, International Microsimulation Association, vol. 6(3), pages 25-49.
• Pablo Pincheira, 2013. "Conditional Predictive Ability of Exchange Rates in Long Run Regressions," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 3-35, October.
• Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," American Economic Review, American Economic Association, vol. 103(3), pages 117-120, May.
  • Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," NBER Working Papers 18779, National Bureau of Economic Research, Inc.
  • Olivier J Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," IMF Working Papers 13/1, International Monetary Fund.
• Matheson, Troy & Stavrev, Emil, 2013. "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, vol. 120(3), pages 468-472.
  • Troy D Matheson & Emil Stavrev, 2013. "The Great Recession and the Inflation Puzzle," IMF Working Papers 13/124, International Monetary Fund.
• Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," American Economic Review, American Economic Association, vol. 103(3), pages 117-120, May.
  • Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," NBER Working Papers 18779, National Bureau of Economic Research, Inc.
  • Mr. Olivier J Blanchard & Mr. Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," IMF Working Papers 2013/001, International Monetary Fund.
• Matheson, Troy & Stavrev, Emil, 2013. "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, vol. 120(3), pages 468-472.
  • Mr. Troy D Matheson & Mr. Emil Stavrev, 2013. "The Great Recession and the Inflation Puzzle," IMF Working Papers 2013/124, International Monetary Fund.
• Jakob W. Messner & Achim Zeileis & Jochen Broecker & Georg J. Mayr, 2013. "Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression," Working Papers 2013-01, Faculty of Economics and Statistics, Universität Innsbruck.
• Jakob W. Messner & Georg J. Mayr & Achim Zeileis & Daniel S. Wilks, 2013. "Extending Extended Logistic Regression to Effectively Utilize the Ensemble Spread," Working Papers 2013-21, Faculty of Economics and Statistics, Universität Innsbruck.
• David Plavcan & Georg J. Mayr & Achim Zeileis, 2013. "Automatic and Probabilistic Foehn Diagnosis with a Statistical Mixture Model," Working Papers 2013-22, Faculty of Economics and Statistics, Universität Innsbruck.
• Jakob W. Messner & Georg J. Mayr & Daniel S. Wilks & Achim Zeileis, 2013. "Extending Extended Logistic Regression for Ensemble Post-Processing: Extended vs. Separate vs. Ordered vs. Censored," Working Papers 2013-32, Faculty of Economics and Statistics, Universität Innsbruck.
• Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013. "A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 7-15, Diciembre.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
  • Carlos Medel, 2012. "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile 657, Central Bank of Chile.
  • Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
• Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
• Ron Boschma & Simona Iammarino & Raffaele Paci & Jordy Suriñach & Raul Ramos & Jordi Suriñach, 2017. "A Gravity Model of Migration Between the ENC and the EU," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 108(1), pages 21-35, February.
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," AQR Working Papers 201309, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2013.
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," IREA Working Papers 201317, University of Barcelona, Research Institute of Applied Economics, revised Oct 2013.
  • Ramos, Raul & Surinach, Jordi, 2013. "A Gravity Model of Migration between ENC and EU," IZA Discussion Papers 7700, Institute of Labor Economics (IZA).
• Oscar Claveria & Enric Monte & Salvador Torra, 2013. "“Tourism demand forecasting with different neural networks models”," AQR Working Papers 201313, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2013. "“Tourism demand forecasting with different neural networks models”," IREA Working Papers 201321, University of Barcelona, Research Institute of Applied Economics, revised Nov 2013.
• Emrah Talas & Fatih Cakmak, 2013. "Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 18(1), pages 18-34, May.
• Alessandra Caretta & Sara Flisi & Cecilia Frale & Michele Raitano & Simone Tedeschi, 2013. "T-DYMM : the treasury dynamic microsimulation model of the Italian pension system," Working Papers 11, Department of the Treasury, Ministry of the Economy and of Finance.
• Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013. "A new methodology for a quarterly measure of the output gap," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
• Filippo Maria Pericoli & Roberto Galli & Cecilia Frale & Stefania Pozzuoli, 2013. "Bank lending in a cointegrated VAR model," Working Papers 8, Department of the Treasury, Ministry of the Economy and of Finance.
• Katja Drechsel & R. Scheufele, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7, Halle Institute for Economic Research.
• AK Konjunktur, 2013. "Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Wirtschaft im Wandel, Halle Institute for Economic Research, issue 1, pages 4-5.
• Cathal O’Donoghue & Jason Loughrey & Karyn Morrissey, 2013. "Using the EU-SILC to model the impact of the economic crisis on inequality," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-26, December.
  • O'Donoghue, Cathal & Loughrey, Jason & Morrissey, Karyn, 2013. "Using the EU-SILC to Model the Impact of the Economic Crisis on Inequality," IZA Discussion Papers 7242, Institute of Labor Economics (IZA).
• Michael Fertig & Martin Kahanec, 2013. "Mobility in an enlarging European Union: Projections of potential flows from EU's eastern neighbors and Croatia," Discussion Papers 18, Central European Labour Studies Institute (CELSI).
  • Fertig, Michael & Kahanec, Martin, 2013. "Mobility in an Enlarging European Union: Projections of Potential Flows from EU's Eastern Neighbors and Croatia," IZA Discussion Papers 7634, Institute of Labor Economics (IZA).
• Ron Boschma & Simona Iammarino & Raffaele Paci & Jordy Suriñach & Raul Ramos & Jordi Suriñach, 2017. "A Gravity Model of Migration Between the ENC and the EU," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 108(1), pages 21-35, February.
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," AQR Working Papers 201309, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2013.
  • Ramos, Raul & Surinach, Jordi, 2013. "A Gravity Model of Migration between ENC and EU," IZA Discussion Papers 7700, Institute of Labor Economics (IZA).
  • Raul Ramos & Jordi Suriñach, 2013. "“A gravity model of migration between ENC and EU”," IREA Working Papers 201317, University of Barcelona, Research Institute of Applied Economics, revised Oct 2013.
• Tetyana Kublikova & Svetlana Stupak, 2013. "Modelling The Development Of The Integration Processes Direction In The Baking Industry," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(3), pages 398-404, September.
• Staszewska-Bystrova Anna, 2013. "Modified Scheffé’s Prediction Bands," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(5-6), pages 680-690, October.
• Barnett, William A. & Ghosh, Taniya, 2013. "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 53-64.
  • Barnett, William & Ghosh, Taniya, 2013. "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper 50131, University Library of Munich, Germany.
  • William A. Barnett & Taniya Ghosh, 2013. "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201306, University of Kansas, Department of Economics, revised Oct 2013.
• Rodolphe Buda, 2013. "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 517-524, April.
• Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013. "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 127-148, June.
• Klaus Weyerstrass & Daniela Grozea-Helmenstein, 2013. "A Macroeconometric Model for Serbia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(2), pages 85-106, May.
• Felix Schindler, 2013. "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 44-90, January.
• Takafumi Kato, 2013. "Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 169-195, July.
• Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.
• Alex Huang, 2013. "Value at risk estimation by quantile regression and kernel estimator," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 225-251, August.
• Yun-Yeong Kim, 2013. "A Test for Trading Time Hypothesis on Weekends under Time Varying Autoregression with Heteroskedasti," Korean Economic Review, Korean Economic Association, vol. 29, pages 97-118.
• Vadim Dumitrascu & Roxana Arabela Dumitrascu, 2013. "High Speed Economy," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(Special 1), pages 27-30, December.
• Jens Boysen-Hogrefe, 2013. "Der Einfluss des Erdölpreises auf die Energiesteuerprognose," Kiel Working Papers 1849, Kiel Institute for the World Economy.
• Barsoum, Fady & Stankiewicz, Sandra, 2015. "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, vol. 31(1), pages 33-50.
  • Fady Barsoum & Sandra Stankiewicz, 2013. "Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes," Working Paper Series of the Department of Economics, University of Konstanz 2013-10, Department of Economics, University of Konstanz.
• David Iselin & Boriss Siliverstovs, 2013. "Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 104-117, September.
• David Iselin & Boriss Siliverstovs, 2013. "Using Newspapers for Tracking the Business Cycle," KOF Working papers 13-337, KOF Swiss Economic Institute, ETH Zurich.

2012

• Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien, 2012. "The economic value of co-movement between oil price and exchange rate using copula-based GARCH models," Energy Economics, Elsevier, vol. 34(1), pages 270-282.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
  • Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
  • Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
• Hickey, Emily & Loomis, David G. & Mohammadi, Hassan, 2012. "Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs," Energy Economics, Elsevier, vol. 34(1), pages 307-315.
• Xu, Bing & Ouenniche, Jamal, 2012. "A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models," Energy Economics, Elsevier, vol. 34(2), pages 576-583.
• Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012. "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, vol. 34(5), pages 1700-1712.
  • Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010. "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers 0123, Dipartimento di Scienze Economiche "Marco Fanno".
  • Caporin, Massimiliano & Pres, Juliusz & Torro, Hipolit, 2010. "Model based Monte Carlo pricing of energy and temperature quanto options," MPRA Paper 25538, University Library of Munich, Germany.
• Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
  • Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris Nanterre, EconomiX.
  • Julien Chevallier & Benoît Sévi, 2012. "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print hal-00988926, HAL.
• Gianfreda, Angelica & Grossi, Luigi, 2012. "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, vol. 34(6), pages 2228-2239.
  • Angelica Gianfreda & Luigi Grossi, 2011. "Forecasting Italian Electricity Zonal Prices with Exogenous Variables," Working Papers 01/2011, University of Verona, Department of Economics.
• He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
• Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul, 2012. "A cost–benefit analysis of Basel III: Some evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 73-82.
  • Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
• Kozhan, Roman & Salmon, Mark, 2012. "The information content of a limit order book: The case of an FX market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 1-28.
• Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.
• Grajek, Michał & Kretschmer, Tobias, 2012. "Identifying critical mass in the global cellular telephony market," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 496-507.
• O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
• Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J., 2012. "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 85-93.
• Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
  • Mizen, Paul & Tsoukas, Serafeim, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," SIRE Discussion Papers 2011-69, Scottish Institute for Research in Economics (SIRE).
  • Paul Mizen & Serafeim Tsoukas, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers 2011_19, Business School - Economics, University of Glasgow.
• Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
  • Clements, Michael P., 2011. "Do Professional Forecasters Pay Attention to Data Releases?," Economic Research Papers 270768, University of Warwick - Department of Economics.
  • Clements, Michael P, 2011. "Do Professional Forecasters Pay Attention to Data Releases?," The Warwick Economics Research Paper Series (TWERPS) 956, University of Warwick, Department of Economics.
• Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
  • Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008. "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers 2008-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
• Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
  • R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
  • Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Kim, Hyeongwoo & Durmaz, Nazif, 2012. "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, vol. 28(3), pages 575-586.
  • Kim, Hyeongwoo & Durmaz, Nazif, 2009. "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper 16780, University Library of Munich, Germany.
  • Hyeongwoo Kim & Nazif Durmaz, 2010. "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series auwp2010-02, Department of Economics, Auburn University.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012. "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, vol. 28(3), pages 623-631.
  • Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010. "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper 23648, University Library of Munich, Germany.
• Lee, Jong-Wha & Francisco, Ruth, 2012. "Human capital accumulation in emerging Asia, 1970–2030," Japan and the World Economy, Elsevier, vol. 24(2), pages 76-86.
  • Lee, Jong-Wha & Francisco, Ruth, 2010. "Human Capital Accumulation in Emerging Asia, 1970–2030," ADB Economics Working Paper Series 216, Asian Development Bank.
• Cipollini, Andrea & Fiordelisi, Franco, 2012. "Economic value, competition and financial distress in the European banking system," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3101-3109.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Sanvi Avouyi-Dovi & Julien Idier., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
  • Massimo Guidolin & Stuart Hyde, 2010. "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers 2010-002, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Stuart Hyde, 2011. "Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective," Working Papers 414, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012. "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2026-2047.
• Lee, Bong Soo & Li, Ming-Yuan Leon, 2012. "Diversification and risk-adjusted performance: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2157-2173.
• Kelly, David L. & Letson, David & Nelson, Forrest & Nolan, David S. & Solís, Daniel, 2012. "Evolution of subjective hurricane risk perceptions: A Bayesian approach," Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 644-663.
  • David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis, 2009. "Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach," Working Papers 0905, University of Miami, Department of Economics.
• Kato, Takafumi, 2012. "Prediction in the lognormal regression model with spatial error dependence," Journal of Housing Economics, Elsevier, vol. 21(1), pages 66-76.
• Felipe, Jesus & Kumar, Utsav & Abdon, Arnelyn, 2012. "Using capabilities to project growth, 2010–2030," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 153-166.
• Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
• Klein, Lawrence R. & Kushnirsky, Fyodor I. & Maksymenko, Svitlana V., 2012. "Macroeconometric study of Ukraine's growth and reform," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 325-340.
• Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
  • Pamfili Antipa & Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
• Chen, Sichong, 2012. "The predictability of aggregate Japanese stock returns: Implications of dividend yield," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 284-304.
• Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
• Loek Groot, 2012. "An Olympic Level Playing Field? The Contest for Olympic Success as a Public Good," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(2), pages 25-50.
• M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
  • Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
  • Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012. "Prediction Markets for Economic Forecasting," CEPR Discussion Papers 9059, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CESifo Working Paper Series 3884, CESifo.
• Siklos, Pierre L., 2013. "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
  • Pierre L. Siklos, 2012. "Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation," CAMA Working Papers 2012-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ippei Fujiwara & Yasuo Hirose, 2014. "Indeterminacy and Forecastability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 243-251, February.
  • Ippei Fujiwara & Yasuo Hirose, 2011. "Indeterminacy and forecastability," Globalization Institute Working Papers 91, Federal Reserve Bank of Dallas.
  • Ippei Fujiwara & Yasuo Hirose, 2012. "Indeterminacy and Forecastability," CAMA Working Papers 2012-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mehmet KARACUKA & A.Nazif CATIK, 2012. "Diffusion of Telecommunication Services in Turkey," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(4), pages 497-510.
• Nuray GUNERI TOSUNOGLU & Yasemin KESKIN BENLI, 2012. "Morgan Stanley Capital International Turkiye Endeksinin Yapay Sinir Aglari ile Ongorusu," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(4), pages 541-547.
• David O. Cushman, 2012. "Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?," Econ Journal Watch, Econ Journal Watch, vol. 9(3), pages 309-349, September.
• Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
  • Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," EcoMod2012 4219, EcoMod.
• Rossana Merola & Javier J. Pérez, 2012. "Fiscal forecast errors: governments vs independent agencies?," Working Papers 1233, Banco de España.
  • Javier J. Perez & Rossana Merola, 2012. "Fiscal forecast errors: governments vs independent agencies?," EcoMod2012 4694, EcoMod.
• Pincheira, Pablo & García, Álvaro, 2012. "En busca de un buen marco de referencia predictivo para la inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(313), pages 85-123, enero-mar.
• Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 5(4), pages 321-339, November.
  • Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(4), pages 321-339, November.
  • Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
• Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(4), pages 321-339, November.
  • Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
• Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(4), pages 321-339, November.
  • Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
• Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 5(4), pages 321-339, November.
  • Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
• Ndahiriwe Kasaï & Ruthira Naraidoo, 2012. "Financial assets, linear and nonlinear policy rules," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(2), pages 161-177, May.
• George Karathanasis & Vasilios Sogiakas & Kenellos Toudas, 2012. "Derivatives listing strategy," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(3), pages 307-321, July.
• Caporin, Massimiliano & McAleer, Michael, 2014. "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 172-185.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
  • Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
• Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013. "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 535-551.
  • Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012. "Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading," ERIM Report Series Research in Management ERS-2012-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, January.
  • Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012. "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," Working Papers 680, Economic Research Forum, revised 2012.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series 3780, CESifo.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012. "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers 6468, Institute of Labor Economics (IZA).
• Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  • Mohaddes, K. & Raissi, M., 2011. "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics 1164, Faculty of Economics, University of Cambridge.
  • Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
  • Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011. "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers 2011/291, International Monetary Fund.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Colombino, Ugo, 2010. "Equilibrium Policy Simulations with Random Utility Models of Labour Supply," IZA Discussion Papers 5262, Institute of Labor Economics (IZA).
  • Colombino, Ugo, 2012. "Equilibrium policy simulation with random utility models of labor supply," EUROMOD Working Papers EM5/12, EUROMOD at the Institute for Social and Economic Research.
  • Ugo Colombino, 2010. "Equilibrium policy simulations with random utility models of labour supply," Carlo Alberto Notebooks 156, Collegio Carlo Alberto.
  • Colombino Ugo, 2010. "Equilibrium policy simulations with random utility models of labour supply," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201015, University of Turin.
• Christian Buelens, 2012. "Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods," European Economy - Economic Papers 2008 - 2015 451, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• João Medeiros, 2012. "Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries," European Economy - Economic Papers 2008 - 2015 459, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Matthieu Droumaguet & Tomasz Wozniak, 2012. "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers ECO2012/06, European University Institute.
• Claudia FORONI & Massimiliano MARCELLINO, 2012. "A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables," Economics Working Papers ECO2012/07, European University Institute.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
• Peter Reinhard Hansen & Allan Timmermann, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers 2012-43, Department of Economics and Business Economics, Aarhus University.
  • Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
• Tomasz Wozniak, 2012. "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers ECO2012/19, European University Institute.
• Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
• Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers 2012-45, Department of Economics and Business Economics, Aarhus University.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers ECO2012/24, European University Institute.
• Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
  • F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
  • Frédéric Karamé, 2012. "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche 12-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Metin BAYRAK & Ömer ESEN, 2012. "Bütçe Açıklarının Cari İşlemler Dengesi Üzerine Etkileri: İkiz Açıklar Hipotezinin Türkiye Açısından Değerlendirilmesi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 23(82), pages 23-49.
• Laura Eboli & Gabriella Mazzulla, 2012. "The Influence of Service Quality Factors in the Preferences Concerning the Use of Car and Bus," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2012(3), pages 75-91.
• J?rome Massiani, 2012. "Using Stated Preferences to Forecast the Market Diffusion of Alternative Fuel Vehicles," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2012(3), pages 93-121.
• Ales Kresta & Tomas Tichy, 2012. "International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 141-161, May.
• Erik Lindström & Fredric Regland, 2012. "Independent Spike Models: Estimation and Validation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 180-196, May.
• Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2012. "Monetary Policy Implications of Financial Frictions in the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 413-429, November.
  • Jakub Rysanek & Jaromir Tonner & Osvald Vasicek, 2011. "Monetary Policy Implications of Financial Frictions in the Czech Republic," Working Papers 2011/12, Czech National Bank, Research and Statistics Department.
• Paul COLLIER, 2012. "Savings from Natural Resource Revenues in Developing Countries : Principles and Policy Rules," Working Papers P55, FERDI.
• Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
• Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
• Jensen, Mark J. & Maheu, John M., 2014. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
  • Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
• Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
  • Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper 2012-09, Federal Reserve Bank of Atlanta.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
• Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
  • Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series) 1218, Federal Reserve Bank of Cleveland.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
• Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
  • Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
  • Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012. "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series 2012-77, Board of Governors of the Federal Reserve System (U.S.).
• Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  • Kilian, Lutz & Vigfusson, Robert J., 2012. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.
  • Lutz Kilian & Robert J. Vigfusson, 2012. "Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.).
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  • Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012. "Forecasting national recessions using state-level data," MPRA Paper 39168, University Library of Munich, Germany.
  • Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
• Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
  • Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
  • Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
• Carlos Madeira & Basit Zafar, 2015. "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 867-896, August.
  • Carlos Madeira & Basit Zafar, 2012. "Heterogeneous inflation expectations and learning," Staff Reports 536, Federal Reserve Bank of New York.
• Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
  • Marco Del Negro & Marc Giannoni & Christina Patterson, 2012. "The forward guidance puzzle," Staff Reports 574, Federal Reserve Bank of New York.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
  • Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.
• Amelia BUCUR, 2012. "Aspects Regarding The Optimization Of The Quality Of Managerial Decisions - Solving An Optimization Problem In The Sense Of Sustainability With Winqsb," Review of General Management, Spiru Haret University, Faculty of Management Brasov, vol. 15(1), pages 194-202, Mai.
• Ludovic Dobbelaere & Igor Lebrun, 2012. "Working Paper 03-12 - Track record of the FPB’s short-term forecasts : An update," Working Papers 1203, Federal Planning Bureau, Belgium.
• Ludovic Dobbelaere & Igor Lebrun, 2012. "Working Paper 03-12 - Track record of the FPB’s short-term forecasts : An update," Working Papers 201203, Federal Planning Bureau, Belgium.
• Sergey Tsukhlo, 2012. "Russian Industrial Enterprises in 2011," Published Papers 42, Gaidar Institute for Economic Policy, revised 2012.
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
• Michael Scholz & Jens Perch Nielsen & Stefan Sperlich, 2012. "Nonparametric prediction of stock returns guided by prior knowledge," Graz Economics Papers 2012-02, University of Graz, Department of Economics.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012. "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series 17_12, Rimini Centre for Economic Analysis.
  • Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012. "Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle," Working Papers 1206, University of Guelph, Department of Economics and Finance.
• Tara M. Sinclair, 2012. "Forecasting Data Vintages," Working Papers 2012-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers 2012-11, The George Washington University, Institute for International Economic Policy.
• Prof. Dr. Bernd Meyer, 2012. "Macroeconomic Modelling of Sustainable Development and the Links between the Economy and the Environment," GWS Research Report Series 12-1, GWS - Institute of Economic Structures Research.
• Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
  • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00662771, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820714, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Post-Print hal-01386006, HAL.
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00662771, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01380666, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Post-Print hal-01386006, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820714, HAL.
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820714, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00662771, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Post-Print hal-01386006, HAL.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne 12092, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00827666, HAL.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Post-Print halshs-00827666, HAL.
• Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
  • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
• Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
  • Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris Nanterre, EconomiX.
  • Julien Chevallier & Benoît Sévi, 2012. "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print hal-00988926, HAL.
• Mathieu Plane, 2012. "Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 141-153.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," SciencePo Working papers Main hal-01024678, HAL.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Post-Print hal-01024678, HAL.
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00662771, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Post-Print hal-01386006, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820714, HAL.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Sanvi Avouyi-Dovi & Julien Idier., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
  • Frédéric Karamé, 2012. "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche 12-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne 12092, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Post-Print halshs-00827666, HAL.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00827666, HAL.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  • Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
  • Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
• Mathieu Plane, 2012. "Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 141-153.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Post-Print hal-01024678, HAL.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," SciencePo Working papers Main hal-01024678, HAL.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," EconomiX Working Papers 2012-35, University of Paris Nanterre, EconomiX.
  • Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," Working Papers hal-04141052, HAL.
  • Benoit Chèze & Julien Chevallier & Pascal Gastineau, 2013. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?," Working Papers hal-02489656, HAL.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
• Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," AMSE Working Papers 1215, Aix-Marseille School of Economics, France.
  • Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," Working Papers halshs-00793206, HAL.
• Li, Yushu, 2012. "Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines," Working Papers 2012:13, Lund University, Department of Economics.
• Karlsson, Sune, 2012. "Conditional posteriors for the reduced rank regression model," Working Papers 2012:11, Örebro University, School of Business.
• Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
  • Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
• Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
• Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.
• Liu, Yang, 2012. "Does Internal Immigration Always Lead to Urban Unemployment in Emerging Economies? : A Structural Approach Based on Data from China," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 53(1), pages 85-105, June.
• Nikola Bokan & Rafael Ravnik, 2012. "Estimating Potential Output in the Republic of Croatia Using a Multivariate Filter," Working Papers 35, The Croatian National Bank, Croatia.
• Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang, 2012. "Quantile Regression in Risk Calibration," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015. "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, June.
  • Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2012. "Local Adaptive Multiplicative Error Models for High-Frequency Forecasts," SFB 649 Discussion Papers SFB649DP2012-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  • Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck, 2012. "Copula Dynamics in CDOs," SFB 649 Discussion Papers SFB649DP2012-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
  • Mikhail Zolotko & Ostap Okhrin, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers SFB649DP2012-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Logica Banica & Daniela Pirvu & Alina Hagiu, 2012. "Intelligent Financial Forecasting, The key for a Successful Management," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 192-206, July.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Terrance Jalbert & James E. Briley & Mercedes Jalbert, 2012. "Forecasting Financial Statements Using Risk Management Associates Industry Data," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 4(1), pages 123-134.
• Gozde Unal & Derya Korman, 2012. "Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 113-124.
• Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin, 2012. "Forecasting Term Structure of HIBOR Swap Rates," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 87-100.
• Ana Filipa Dias & António Portugal Duarte, 2012. "Euro Integration Reserve Currency?," Book Chapters, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic (ed.), Managing Structural Changes - Trends and Requirements, edition 1, volume 1, chapter 8, pages 148-174, Institute of Economic Sciences.
• Laurini Márcio Poletti, 2013. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 193-229, May.
  • Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Márcio Laurini & João Frois Caldeira, 2012. "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers 2012-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Rodrigo Mariscal & Andrew Powell, 2012. "Forecasting Inflation Risks in Latin America: A Technical Note," Research Department Publications 4785, Inter-American Development Bank, Research Department.
• Omar Chisari & Javier Maquieyra & Sebastian Miller, 2012. "Manual sobre Modelos de Equilibrio General Computado para Economías de LAC con Énfasis en el Análisis Económico del Cambio Climático," Research Department Publications 4802, Inter-American Development Bank, Research Department.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Bernales, Alejandro & Guidolin, Massimo, 2014. "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 326-342.
  • Alejandro Bernales & Massimo Guidolin, 2012. "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers 456, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
• Timur Han GÜR & Hasan Murat ERTUĞRUL, 2012. "Döviz kuru volatilitesi modelleri: Türkiye uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(310), pages 53-77.
• Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea, 2012. "Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 179-218, March.
• Malte Knüppel & Guido Schultefrankenfeld, 2012. "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 87-139, September.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
• Eugenio Zucchelli & Andrew M Jones & Nigel Rice, 2012. "The evaluation of health policies through dynamic microsimulation methods," International Journal of Microsimulation, International Microsimulation Association, vol. 5(1), pages 2-20.
• Sabine Zinn, 2012. "A Mate-Matching Algorithm for Continuous-Time Microsimulation Models," International Journal of Microsimulation, International Microsimulation Association, vol. 5(1), pages 31-51.
• Wildo González, 2012. "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(2), pages 75-119, October.
  • Wildo González, 2012. "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile 653, Central Bank of Chile.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series 12-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series 12-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
• Olivier Coibion & Yuriy Gorodnichenko, 2015. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," American Economic Review, American Economic Association, vol. 105(8), pages 2644-2678, August.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
  • Olivier Coibion & Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process; A Simple Framework and New Facts," IMF Working Papers 12/296, International Monetary Fund.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," Working Papers 102, Department of Economics, College of William and Mary.
• Olivier Coibion & Yuriy Gorodnichenko, 2015. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," American Economic Review, American Economic Association, vol. 105(8), pages 2644-2678, August.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," NBER Working Papers 16537, National Bureau of Economic Research, Inc.
  • Mr. Olivier Coibion & Mr. Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," IMF Working Papers 2012/296, International Monetary Fund.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," Working Papers 102, Department of Economics, College of William and Mary.
• Katja Rietzler & Sabine Stephan, 2012. "Monthly recession predictions in real time: A density forecast approach for German industrial production," IMK Working Paper 94-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Thomas Theobald, 2012. "Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis," IMK Working Paper 98-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012. "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-010, Indira Gandhi Institute of Development Research, Mumbai, India.
• Mihaela BRATU (SIMIONESCU), 2012. "A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel," Romanian Journal of Economics, Institute of National Economy, vol. 35(2(44)), pages 128-138, December.
• El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  • Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
  • El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
• So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, vol. 60(4), pages 739-756, August.
  • Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2012. "History Repeating: Spain Beats Germany in the EURO 2012 Final," Working Papers 2012-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Juan Carlos García & Patricia Cortez, 2012. "Análisis de la participación laboral de la mujer en el mercado ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 4(2), pages 27-53, Diciembre.
• Carrillo-Huerta, Mario M., 2012. "Un modelo de alerta y predicción de crisis cambiarias: el caso de México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(34), pages 7-54, segundo t.
• Cecilia Frale & Valentina Raponi, 2012. "WP 14 Revisions in official data and forecasting," Working Papers 14, Department of the Treasury, Ministry of the Economy and of Finance.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 16, Department of the Treasury, Ministry of the Economy and of Finance.
• Cecilia Frale & Valentina Raponi, 2012. "Revisions in official data and forecasting," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
  • Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
• Paz Rico Belda, 2012. "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC 2012-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Oliver Holtemöller & Maike Irrek & Birgit Schultz, 2012. "A Federal Long-run Projection Model for Germany," IWH Discussion Papers 11, Halle Institute for Economic Research.
• Makram El-Shagi & Sebastian Giesen & A. Jung, 2012. "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers 5, Halle Institute for Economic Research.
• Oliver Holtemöller & Maike Irrek, 2012. "Wachstumsprojektion 2025 für die deutschen Länder: Produktion je Einwohner divergiert," Wirtschaft im Wandel, Halle Institute for Economic Research, vol. 18(4), pages 132-140.
• Oliver Holtemöller & Katja Drechsel & Brigitte Loose, 2012. "Mittelfristige Projektion der wirtschaftlichen Entwicklung," Wirtschaft im Wandel, Halle Institute for Economic Research, vol. 18(8-9), pages 259-262.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, January.
  • Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012. "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012. "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers 6468, Institute of Labor Economics (IZA).
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series 3780, CESifo.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," Working Papers 680, Economic Research Forum, revised 2012.
• Colombino Ugo, 2012. "Equilibrium simulation with microeconometric models. A new procedure with an application to income support policies," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201209, University of Turin.
  • Colombino, Ugo, 2012. "Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies," IZA Discussion Papers 6679, Institute of Labor Economics (IZA).
• Rolf Ketzler & Klaus F. Zimmermann, 2013. "A citation-analysis of economic research institutes," Scientometrics, Springer;Akadémiai Kiadó, vol. 95(3), pages 1095-1112, June.
  • Zimmermann, Klaus F. & Ketzler, Rolf, 2012. "A Citation-Analysis of Economic Research Institutes," CEPR Discussion Papers 9110, C.E.P.R. Discussion Papers.
  • Ketzler, Rolf & Zimmermann, Klaus F., 2012. "A Citation-Analysis of Economic Research Institutes," IZA Discussion Papers 6780, Institute of Labor Economics (IZA).
• Robert M. Sauer, 2015. "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 537-564, May.
  • Sauer, Robert M., 2012. "Does It Pay for Women to Volunteer?," IZA Discussion Papers 6784, Institute of Labor Economics (IZA).
  • Robert M. Sauer, 2015. "Does it Pay for Women to Volunteer?," CHILD Working Papers Series 31, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Siliverstovs Boriss & Kholodilin Konstantin A., 2012. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 429-444, August.
  • Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
• Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers 2012-055, Friedrich-Schiller-University Jena.
• Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
• Camilo Serrano & Martin Hoesli, 2012. "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 319-338, April.
• Antoine Auberger, 2012. "Voting and economic factors in French elections for the European Parliament," Public Choice, Springer, vol. 153(3), pages 329-340, December.
• April Knill & Kristina Minnick & Ali Nejadmalayeri, 2012. "Experience, information asymmetry, and rational forecast bias," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 241-272, August.
• Cheng-Few Lee & Jung-Bin Su, 2012. "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 309-331, October.
• David Bessler & Zijun Wang, 2012. "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, vol. 73(2), pages 295-314, August.
• Ralf Brüggemann & Jing Zeng, 2015. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 22-39, February.
  • Ralf Brüggemann & Jing Zeng, 2012. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz 2012-15, Department of Economics, University of Konstanz.
• Roxana Halbleib & Valerie Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES ECARES 2011-002, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2012. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz 2012-30, Department of Economics, University of Konstanz.
  • Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
• Boriss Siliverstovs, 2012. "Keeping a Finger on the Pulse of the Economy," KOF Working papers 12-302, KOF Swiss Economic Institute, ETH Zurich.
• David Iselin & Boriss Siliverstovs, 2013. "The R-word index for Switzerland," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1032-1035, July.
  • David Iselin & Boriss Siliverstovs, 2012. "The R-word Index for Switzerland," KOF Working papers 12-304, KOF Swiss Economic Institute, ETH Zurich.
• Boriss Siliverstovs & Sergey Smirnov & Sergey Tsukhlo, 2012. "Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession," KOF Working papers 12-306, KOF Swiss Economic Institute, ETH Zurich.
• Michael Graff & Massimo Mannino & Michael Siegenthaler, 2012. "A real time evaluation of employment forecasts in Switzerland," KOF Working papers 12-320, KOF Swiss Economic Institute, ETH Zurich.
• Báger, Gusztáv & Galbács, Péter & Pulay, Gyula, 2012. "Az állami költségvetés makrogazdasági kockázatainak elemzése [Analysing macroeconomic risks in the state budget]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 1014-1036.
• Katja Drechsel & Rolf Scheufele, 2012. "The Financial Crisis from a Forecaster’s Perspective," Credit and Capital Markets, Credit and Capital Markets, vol. 45(1), pages 1-26.
  • Drechsel, Katja & Scheufele, Rolf, 2011. "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers 5/2011, Halle Institute for Economic Research (IWH).
• Karl-Heinz Tödter, 2012. "Risk Measurement with a Safety Belt: Pareto Meets Chebyshev," Credit and Capital Markets, Credit and Capital Markets, vol. 45(2), pages 175-187.
• Caporin, Massimiliano & McAleer, Michael, 2014. "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 172-185.
  • Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
• Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014. "Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence," Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 205-232, Springer.
  • Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012. "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics 12/22, Division of Economics, School of Business, University of Leicester.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012. "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 62-81.
• Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014. "Evaluating FOMC forecast ranges: an interval data approach," Empirical Economics, Springer, vol. 47(1), pages 365-388, August.
  • Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012. "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics 201213, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Barakchian , Seyed Mahdi, 2012. "Implications of Cointegration for Forecasting: A Review and an Empirical Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(1), pages 87-118, October.
• Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
  • Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers 22, Federal Reserve Bank of Dallas.
  • Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
• Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
  • Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
• Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012. "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
• Paulo Júlio & Pedro M. Esperança, 2012. "Evaluating the forecast quality of GDP components: An application to G7," GEE Papers 0047, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Apr 2012.
• Woźniak, Tomasz, 2015. "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 876-894.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers ECO2012/20, European University Institute.
  • Tomasz Wozniak, 2012. "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series 1139, The University of Melbourne.
• Olivér Miklós Rácz, 2012. "Using confidence indicators for the assessment of the cyclical position of the economy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 41-46, June.
• Dániel Holló, 2012. "Identifying imbalances in the Hungarian banking system (‘early warning’ system)," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(3), pages 38-45, October.
• Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi, 2012. "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers 2012/6, Magyar Nemzeti Bank (Central Bank of Hungary).
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Documents de travail du Centre d'Economie de la Sorbonne 12001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00827666, HAL.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne 12092, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Post-Print halshs-00827666, HAL.
• Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
• Jakub Muck & Pawel Skrzypczynski, 2012. "Can we beat the random walk in forecasting CEE exchange rates?," NBP Working Papers 127, Narodowy Bank Polski.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
• Robert Novy-Marx, 2012. "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers 18063, National Bureau of Economic Research, Inc.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013. "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 657-687, Elsevier.
  • Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012. "Prediction Markets for Economic Forecasting," IZA Discussion Papers 6720, Institute of Labor Economics (IZA).
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," NBER Working Papers 18222, National Bureau of Economic Research, Inc.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CAMA Working Papers 2012-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012. "Prediction Markets for Economic Forecasting," CEPR Discussion Papers 9059, C.E.P.R. Discussion Papers.
  • Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012. "Prediction Markets for Economic Forecasting," CESifo Working Paper Series 3884, CESifo.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015. "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 32-55, February.
  • Nelson Mark, 2008. "Factor Model Forecasts of Exchange Rates," Working Papers 012, University of Notre Dame, Department of Economics, revised Jan 2012.
  • Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
• Francis X. Diebold, 2015. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 1-1, January.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers 18391, National Bureau of Economic Research, Inc.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
• Christian R. Proaño & Thomas Theobald, 2012. "Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator," Working Papers 1205, New School for Social Research, Department of Economics.
• Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  • Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
• A. Balyakin & V. Zhulego., 2012. "Russia’s Modernization and High Technology Clusters in the Sphere of Nanotechnologies," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
• Roberto Tatiwa Ferreira & José Nilo de Oliveira Júnior & Ivan Castelar, 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]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 22(1), pages 117-139, January-A.
• C. Marbot & D. Roy, 2012. "Projecting the future cost of the French elderly disabled allowance using a microsimulation model," Documents de Travail de l'Insee - INSEE Working Papers g2012-10, Institut National de la Statistique et des Etudes Economiques.
• D. Blanchet & S. Le Minez, 2012. "Joint macro/micro evaluations of accrued-to-date pension liabilities: an application to French reforms," Documents de Travail de l'Insee - INSEE Working Papers g2012-14, Institut National de la Statistique et des Etudes Economiques.
• Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
• Neil Shephard & Arnaud Doucet, 2012. "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Series Working Papers 606, University of Oxford, Department of Economics.
  • Arnaud Doucet & Neil Shephard, 2012. "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Papers 2012-W05, Economics Group, Nuffield College, University of Oxford.
• Ekaterina Tosheva, 2012. "Dynamics of Foreign Direct Investments in Bulgaria for the Period 1999 - 2011," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 68-78, April.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers 12-04, University at Albany, SUNY, Department of Economics.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
  • Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
• Thomas Laurent & Tomasz Koźluk, 2012. "Measuring GDP Forecast Uncertainty Using Quantile Regressions," OECD Economics Department Working Papers 978, OECD Publishing.
• Elena Rusticelli, 2012. "Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts," OECD Economics Department Working Papers 979, OECD Publishing.
• Stéphane Sorbe, 2012. "Portugal - Assessing the Risks Around the Speed of Fiscal Consolidation in an Uncertain Environment," OECD Economics Department Working Papers 984, OECD Publishing.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
• Antonello D'Agostino & Kieran McQuinn & Derry O’Brien, 2012. "Nowcasting Irish GDP," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 21-31.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2011. "Nowcasting Irish GDP," MPRA Paper 32941, University Library of Munich, Germany.
• Gagea Mariana, 2012. "The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 617-623, July.
• Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 390-415, 2012 04.
  • Rosenthal, Dale W.R., 2008. "Modeling Trade Direction," MPRA Paper 10209, University Library of Munich, Germany.
• Fulvio Corsi & Francesco Audrino, 2012. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, vol. 10(4), pages 591-616, September.
  • Fulvio Corsi & Francesco Audrino, 2008. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008 2008-04, Department of Economics, University of St. Gallen.
• Slãvescu Ecaterina Oana & Panait Iulian, 2012. "Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1156-1160, May.
  • Slavescu, Ecaterina & Panait, Iulian, 2012. "Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry," MPRA Paper 44250, University Library of Munich, Germany.
• ILIE Margareta & ILIE Constantin & ANTOHI Ionut, 2012. "Simulating the Evolution of Romanian's Pupils and Students Considering the Country's Economic Activity," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 996-1001, May.
• Ene Sebastian & Chilarez Danut, 2012. "The Impact of Open Market Variables on FDI. Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1126-1130, Decembre.
• Ciobanu Dumitru & Bar Mary Violeta, 2012. "A Comparison Between Two Predictive Models of Artificial Intelligence," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 362-367, Decembre.
• Bratu (Simionescu) Mihaela, 2012. "Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(3), pages 1-24, Decembre.
• Ilie Constantin & Ilie Margareta & Topalu Ana-Maria, 2012. "Using Artificial Neural Network to predict the NASDAQ evolution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(3), pages 1-32, Decembre.
• Arnaud Doucet & Neil Shephard, 2012. "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Papers 2012-W05, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Arnaud Doucet, 2012. "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Series Working Papers 606, University of Oxford, Department of Economics.
• Francis X. Diebold, 2015. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 1-1, January.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers 18391, National Bureau of Economic Research, Inc.
  • Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
  • Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
• Dumitru Ciobanu, 2012. "The Horizon of Prediction for Exchange Rate Eur-Leu," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(2), pages 85-92.
• Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh, 2012. "The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 123-138.
• Alina Hagiu, 2012. "Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 83-96.
• Mihaela Bratu (Simionescu), 2012. "The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(4), pages 17-32.
• Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia, 2012. "The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 49(2), pages 51-74, December.
  • Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012. "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper 40791, University Library of Munich, Germany.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
  • Carlos Medel, 2012. "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile 657, Central Bank of Chile.
  • Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
• Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
  • Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
• Weber, Patrick, 2012. "Timing asset market peaks: the role of the liquidity risk cycle of the banking system," MPRA Paper 36061, University Library of Munich, Germany.
• Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
  • Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
  • Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
• Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.
• Liew, Freddy, 2012. "Forecasting inflation in Asian economies," MPRA Paper 36781, University Library of Munich, Germany.
• Ubilava, David & Helmers, C Gustav, 2012. "Forecasting ENSO with a smooth transition autoregressive model," MPRA Paper 36890, University Library of Munich, Germany.
• Markku Lanne & Mika Meitz & Pentti Saikkonen, 2012. "Testing for Predictability in a Noninvertible ARMA Model," Koç University-TUSIAD Economic Research Forum Working Papers 1225, Koc University-TUSIAD Economic Research Forum.
  • Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012. "Testing for predictability in a noninvertible ARMA model," MPRA Paper 37151, University Library of Munich, Germany.
• Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Kiel Working Papers 1798, Kiel Institute for the World Economy (IfW Kiel).
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
  • Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers 2012-12, Christian-Albrechts-University of Kiel, Department of Economics.
• Albers, Scott & Albers, Andrew L., 2012. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper 37771, University Library of Munich, Germany.
• Karapanagiotidis, Paul, 2012. "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper 38885, University Library of Munich, Germany.
• Doretti, Marco, 2012. "Modelli di scoring per il rischio paese [Scoring models for country risk]," MPRA Paper 38898, University Library of Munich, Germany.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  • Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
  • Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012. "Forecasting national recessions using state-level data," MPRA Paper 39168, University Library of Munich, Germany.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
• Liebermann, Joelle, 2012. "Real-time forecasting in a data-rich environment," Research Technical Papers 07/RT/12, Central Bank of Ireland.
  • Liebermann, Joelle, 2012. "Real-time forecasting in a data-rich environment," MPRA Paper 39452, University Library of Munich, Germany.
• Czinkota, Thomas, 2012. "Zeitpunktsignale zum aktiven Portfoliomanagement [Time-Point-Signals for Active Portfolio Management]," MPRA Paper 39565, University Library of Munich, Germany.
• Galimberti, Jaqueson K., 2012. "A tutorial note on the properties of ARIMA optimal forecasts," MPRA Paper 40303, University Library of Munich, Germany, revised 27 Jul 2012.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2014. "What Drives Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1455-1468.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2010-05, Department of Economics, Auburn University.
  • Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012. "What Drives Commodity Prices?," MPRA Paper 40711, University Library of Munich, Germany.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
• Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia, 2012. "The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 49(2), pages 51-74, December.
  • Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012. "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper 40791, University Library of Munich, Germany.
• Lahvicka, Jiri, 2012. "Using Monte Carlo simulation to calculate match importance: the case of English Premier League," MPRA Paper 40998, University Library of Munich, Germany.
• Giancarlo Bruno, 2014. "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 37-52, February.
  • Bruno, Giancarlo, 2012. "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper 41312, University Library of Munich, Germany.
• Pankaj Sinha & Aastha Sharma & Harsh Vardhan Singh, 2012. "Prediction For The 2012 United States Presidential Election Using Multiple Regression Model," Journal of Prediction Markets, University of Buckingham Press, vol. 6(2), pages 77-97.
  • Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012. "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper 41486, University Library of Munich, Germany.
• R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
  • Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
• Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012. "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper 41886, University Library of Munich, Germany.
• Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.
• Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
  • Carlos A. Medel & Sergio C. Salgado, 2012. "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile 679, Central Bank of Chile.
  • Medel, Carlos A. & Salgado, Sergio C., 2012. "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper 42235, University Library of Munich, Germany.
• Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012. "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper 42474, University Library of Munich, Germany.
• Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012. "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper 42535, University Library of Munich, Germany.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  • Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports HSC/12/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper 42563, University Library of Munich, Germany.
• Mezgebo, Taddese, 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," MPRA Paper 43345, University Library of Munich, Germany.
• Albers, Scott, 2012. "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper 43484, University Library of Munich, Germany.
• Slãvescu Ecaterina Oana & Panait Iulian, 2012. "Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1156-1160, May.
  • Slavescu, Ecaterina & Panait, Iulian, 2012. "Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry," MPRA Paper 44250, University Library of Munich, Germany.
• du Jardin, Philippe, 2012. "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper 44383, University Library of Munich, Germany.
• Leon, Jorge, 2012. "A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica," MPRA Paper 44484, University Library of Munich, Germany, revised 2012.
• Matkovskyy, Roman, 2012. "Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors [Forecasting Economic Development of Ukraine based on BVAR models with different prior," MPRA Paper 44725, University Library of Munich, Germany, revised Nov 2012.
• Lúcio Godeiro, Lucas, 2012. "Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo [Estimating the VaR (Value-at-Risk) of portfolios via GARCH family models and via Monte Carl," MPRA Paper 45146, University Library of Munich, Germany.
• Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 466-475.
  • Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper 45977, University Library of Munich, Germany.
• Justin Doran & Bernard Fingleton, 2014. "Economic shocks and growth: Spatio-temporal perspectives on Europe's economies in a time of crisis," Papers in Regional Science, Wiley Blackwell, vol. 93, pages 137-165, November.
  • Doran, Justin & Fingleton, Bernard, 2012. "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper 47292, University Library of Munich, Germany.
• Rashid, Abdul & Husain, Fazal, 2012. "On the modeling of exchange rate: some evidence from Pakistan," MPRA Paper 47547, University Library of Munich, Germany.
• Teneng, Dean, 2012. "Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian," MPRA Paper 47855, University Library of Munich, Germany.
• Bławat, Bogusław, 2012. "CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm [CRI RMI - New Approach to Default Probability Calculation]," MPRA Paper 49121, University Library of Munich, Germany, revised Jan 2013.
• Skribans, Valerijs, 2012. "European Union Economy System Dynamic Model Development," MPRA Paper 49170, University Library of Munich, Germany.
• Eleftherios Giovanis, 2012. "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, vol. 42(1), pages 79-96, March.
  • Giovanis, Eleftherios, 2012. "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper 71218, University Library of Munich, Germany.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
• Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012. "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers 201229, University of Pretoria, Department of Economics.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014. "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1159-1166, September.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 23-44, March.
  • De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers 09-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek, 2009. "Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Tinbergen Institute Discussion Papers 09-107/4, Tinbergen Institute.
• Justyna Wróblewska, 2012. "Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(4), pages 253-267, December.
• Mihaela BRATU (SIMIONESCU), 2012. "The Accuracy Of Unemployment Rate Forecasts In Romania And The Actual Economic Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 56-67.
• Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
• Kapteyn, Arie & Meijer, Erik & Weerman, Bas, 2012. "Methodology of the RAND Continuous 2012 Presidential Election Poll," Working Papers 961, RAND Corporation.
• Carrera Cesar, 2012. "Estimating Information Rigidity Using Firms' Survey Data," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-34, June.
  • Carrera, César, 2012. "Estimating Information Rigidity using Firms’ Survey Data," Working Papers 2012-004, Banco Central de Reserva del Perú.
• Ferreyra, Jesús & Vásquez, José, 2012. "Proyección de precios de exportación utilizando tipos de cambio: Caso peruano," Working Papers 2012-008, Banco Central de Reserva del Perú.
• Barrera, Carlos, 2012. "El ciclo común y los grupos homogéneos en la inflación," Working Papers 2012-010, Banco Central de Reserva del Perú.
• Winkelried, Diego, 2012. "Predicting quarterly aggregates with monthly indicators," Working Papers 2012-023, Banco Central de Reserva del Perú.
• Carol Alexander & Daniel Ledermann, 2012. "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance icma-dp2012-09, Henley Business School, University of Reading.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Giacomini, Raffaella & Ragusa, Giuseppe, 2011. "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers 8604, C.E.P.R. Discussion Papers.
  • Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
• Yong Song, 2014. "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 825-842, August.
  • Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series 28_12, Rimini Centre for Economic Analysis.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
  • Nikola Gradojevic & Camillo Lento, 2013. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers 2014-ACF-03, IESEG School of Management.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
• Jensen, Mark J. & Maheu, John M., 2014. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
  • Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
• Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 335-369, March.
  • Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
  • Xin Jin & John M. Maheu, 2012. "Modelling Realized Covariances and Returns," Working Paper series 49_12, Rimini Centre for Economic Analysis.
  • Xin Jin & John M. Maheu, 2011. "Modelling Realized Covariances and Returns," Working Paper series 08_11, Rimini Centre for Economic Analysis.
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
• Semushin, Anton & Parshakov, Petr, 2012. "Data frequency and mutual fund performance measures," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 95-114.
• Tsyplakov, Alexander, 2012. "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 115-132.
• Moosa, EImad A. & Burns, Kelly, 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 profittabil," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 65(3), pages 473-490.
• Grothe, Oliver & Müsgens, Felix, 2012. "The influence of spatial effects on wind power revenues under direct marketing rules," EWI Working Papers 2012-7, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• BRATU SIMIONESCU, Mihaela, 2012. "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 3(1), pages 71-87.
• Petrevska, Biljana, 2012. "Forecasting International Tourism Demand: The Evidence Of Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 3(1), pages 45-55.
• Matei, Marius, 2012. "Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 95-115, March.
• Cifter, Atilla, 2012. "Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 127-142, June.
• Stratan, Alexandru & Chistruga, Marcel, 2012. "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 68-84, June.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
• Zaman, Gheorghe & Dumitrascu, Roxana Arabela & Dumitrascu, Vadim, 2012. "What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 80-96, September.
• Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012. "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 83-103, December.
• Mihaela Bratu (Simionescu), 2012. "Improving the accuracy of consensus forecasts for the EURO area," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 11-15, Decembre.
• V. I. Tinyakova, 2012. "The new approaches in econometric research of financial markets. Distributed volatility," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 247-255, Decembre.
• Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
• Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro, 2013. "Corporate social responsibility and earnings forecasting unbiasedness," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3654-3668.
  • Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012. "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper 233, Tor Vergata University, CEIS, revised 08 Feb 2013.
• Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper 255, Tor Vergata University, CEIS, revised 08 Nov 2012.
• Torsten Schmidt & Simeon Vosen, 2012. "Using Internet Data to Account for Special Events in Economic Forecasting," Ruhr Economic Papers 0382, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Saad Belghazi, 2012. "Scenarios for the Agricultural Sector in South and East Mediterranean Countries by 2030," CASE Network Reports 0109, CASE-Center for Social and Economic Research.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
• Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
  • Katja Drechsel & Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
  • Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
• Juthasit Rohitratana & Jorn Altmann, 2012. "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers 201288, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Mar 2012.
• Mathieu Plane, 2012. "Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 141-153.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," SciencePo Working papers Main hal-01024678, HAL.
  • Mathieu Plane, 2012. "Évaluation de l’impact économique du crédit d’impôt pour la compétitivité et l’emploi (CICE)," Sciences Po publications info:hdl:2441/eo6779thqgm, Sciences Po.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Post-Print hal-01024678, HAL.
• Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Advances in Spatial Science, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón (ed.), Defining the Spatial Scale in Modern Regional Analysis, edition 127, chapter 0, pages 173-192, Springer.
  • Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series 15_12, Rimini Centre for Economic Analysis, revised Oct 2012.
  • M. Mayor-Fern ndez & R. Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers wp835, Dipartimento Scienze Economiche, Universita' di Bologna.
• Enrique Moral-Benito, 2012. "Bayesian posterior prediction and meta-analysis: an application to the value of travel time savings," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 801-817, June.
  • Moral-Benito, Enrique, 2008. "Bayesian posterior prediction and meta-analysis: an application to the value of travel time savings," MPRA Paper 12861, University Library of Munich, Germany.
• Jae Kim & Geoffrey Hewings, 2012. "Integrating the fragmented regional and subregional socioeconomic forecasting and analysis: a spatial regional econometric input–output framework," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(2), pages 485-513, October.
• C. Woo & J. Zarnikau & E. Kollman, 2012. "Exact welfare measurement for double-log demand with partial adjustment," Empirical Economics, Springer, vol. 42(1), pages 171-180, February.
• Knut Aastveit & Tørres Trovik, 2012. "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
  • Knut Are Aastveit & Tørres G. Trovik, 2008. "Nowcasting Norwegian GDP: The role of asset prices in a small open economy," Working Paper 2007/09, Norges Bank.
• Maximiano Pinheiro & Paulo Esteves, 2012. "On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information," Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
  • Paulo Esteves & Maximiano Pinheiro, 2008. "On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information," Working Papers w200821, Banco de Portugal, Economics and Research Department.
• Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
  • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
• Klaus Prettner & Robert Kunst, 2012. "The dynamic interrelations between unequal neighbors: an Austro-German case study," Empirical Economics, Springer, vol. 43(2), pages 741-761, October.
  • Klaus Prettner & Robert M. Kunst, 2009. "The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study," Vienna Economics Papers vie0913, University of Vienna, Department of Economics.
• Verónica Cañal-Fernández, 2012. "Accuracy and reliability of Spanish regional accounts (CRE-95)," Empirical Economics, Springer, vol. 43(3), pages 1299-1320, December.
• Mercedes Ayuso & Miguel Santolino, 2012. "Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process," Group Decision and Negotiation, Springer, vol. 21(5), pages 663-676, September.
  • Mercedes Ayuso & Miguel Santolino, 2008. "Forecasting the maximum compensation offer in the automobile BI claims negotiation proces," IREA Working Papers 200807, University of Barcelona, Research Institute of Applied Economics, revised May 2008.
• Periklis Gogas & Ioannis Pragidis, 2012. "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 226-237, January.
• Ángel Cuevas & Enrique Quilis, 2012. "A factor analysis for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 311-338, September.
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
  • Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
• Chen, Yu & Gibb, Kenneth D. & Leishman, Chris & Wright, Robert E., 2012. "The Impact of Population Ageing on House Prices: A Micro-simulation Approach," IZA Discussion Papers 6668, Institute of Labor Economics (IZA).
  • Yu Chen & Kenneth Gibb & Chris Leishman & Robert Wright, 2012. "The Impact of Population Ageing on House Prices: A Micro-simulation Approach," Working Papers 1207, University of Strathclyde Business School, Department of Economics.
• Frantisek Hajnovic & Juraj Zeman, 2012. "Fiscal Space in the Euro zone," Working and Discussion Papers WP 5/2012, Research Department, National Bank of Slovakia.
• Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
  • Simeon Vosen & Torsten Schmidt, 2012. "A monthly consumption indicator for Germany based on Internet search query data," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
  • Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Kui-Wai Li, 2012. "A study on the volatility forecast of the US housing market in the 2008 crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1869-1880, November.
  • Li, Kui-Wai, 2011. "A study on the volatility forecast of the US housing market in the 2008 crisis," MPRA Paper 41033, University Library of Munich, Germany.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "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," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
  • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 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," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
• Heather L. R. Tierney, 2012. "Examining the ability of core inflation to capture the overall trend of total inflation," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 493-514, February.
  • Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
  • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
  • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
  • José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  • Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
• M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
  • Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012. "On the correspondence between data revision and trend-cycle decomposition," Working Papers 12975, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Mar 2012.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
  • Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Meltem Gulenay Chadwick & Gonul Sengul, 2015. "Nowcasting the Unemployment Rate in Turkey : Let's ask Google," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 15-40.
  • Meltem Gulenay Chadwick & Gonul Sengul, 2012. "Nowcasting Unemployment Rate in Turkey : Let's Ask Google," Working Papers 1218, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Huseyin Cagri Akkoyun & Mahmut Gunay, 2012. "Nowcasting Turkish GDP Growth," Working Papers 1233, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Siem Jan Koopman & André Lucas & Marcel Scharth, 2016. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
  • Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
• Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
  • Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
• Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 87fa5f59-4918-4fe4-ad6e-c, Tilburg University, School of Economics and Management.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 515ee09e-b946-439f-afff-d, Tilburg University, School of Economics and Management.
• Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 515ee09e-b946-439f-afff-d, Tilburg University, School of Economics and Management.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 87fa5f59-4918-4fe4-ad6e-c, Tilburg University, School of Economics and Management.
• Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Damjan Pfajfar & Emiliano Santoro, 2013. "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1045-1067, September.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 87fa5f59-4918-4fe4-ad6e-c, Tilburg University, School of Economics and Management.
  • Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM 515ee09e-b946-439f-afff-d, Tilburg University, School of Economics and Management.
• Maritta Paloviita and Matti Viren, 2012. "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers 76, Aboa Centre for Economics.
• Maritta Paloviita and Matti Viren, 2012. "Are individual survey expectations internally consistent?," Discussion Papers 77, Aboa Centre for Economics.
  • Maritta Paloviita & Matti Viren, 2013. "Are individual survey expectations internally consistent?," NBP Working Papers 140, Narodowy Bank Polski.
• Hayashi, Masayoshi, 2014. "Forecasting welfare caseloads: The case of the Japanese public assistance program," Socio-Economic Planning Sciences, Elsevier, vol. 48(2), pages 105-114.
  • Masayoshi Hayashi, 2012. "Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program," CIRJE F-Series CIRJE-F-846, CIRJE, Faculty of Economics, University of Tokyo.
• Jensen, Mark J. & Maheu, John M., 2014. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
  • Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
• Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper 2012-09, Federal Reserve Bank of Atlanta.
  • Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
  • Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
• Maximilian Auffhammer & Ralf Steinhauser, 2012. "Forecasting The Path of U.S. CO_2 Emissions Using State-Level Information," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 172-185, February.
  • Maximillian Auffhammer & Ralf Steinhauser, 2010. "Forecasting the Path of USS CO2 Emissions Using State-Level Information," ANU Working Papers in Economics and Econometrics 2010-526, Australian National University, College of Business and Economics, School of Economics.
• Ivana Komunjer & Michael T. Owyang, 2012. "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1066-1080, November.
  • Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis.
  • Komunjer, Ivana & OWYANG, MICHAEL, 2007. "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series qt81w8m5sf, Department of Economics, UC San Diego.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
  • Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
  • Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
• Müller-Plantenberg, Nikolas, 2012. "Balance of payments flows and exchange rate prediction in Japan," Working Papers in Economic Theory 2012/09, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
• Caporin, Massimiliano & McAleer, Michael, 2014. "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 172-185.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
  • Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013. "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 164-182.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2011-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2012-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Feb 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Cantore, C. & Ferroni, F. & Le n-Ledesma, M A., 2011. "Interpreting the Hours-Technology time-varying relationship," Working papers 351, Banque de France.
  • Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012. "Interpreting the Hours-Technology time-varying relationship," Studies in Economics 1201, School of Economics, University of Kent.
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
• Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers 2014-409, Department of Research, Ipag Business School.
• Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012. "Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data)," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014. "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum 027, Maastricht University, Graduate School of Business and Economics (GSBE).
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
• Barbara Rossi, 2012. "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers 1405, Department of Economics and Business, Universitat Pompeu Fabra.
• Audrino, Francesco & Meier, Pirmin, 2012. "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series 1210, University of St. Gallen, School of Economics and Political Science.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
  • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
• Colombino, Ugo, 2012. "Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies," IZA Discussion Papers 6679, Institute of Labor Economics (IZA).
  • Colombino Ugo, 2012. "Equilibrium simulation with microeconometric models. A new procedure with an application to income support policies," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201209, University of Turin.
• Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
  • Richiardi Matteo & Poggi Ambra, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201213, University of Turin.
  • Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016. "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
  • Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
  • Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
  • Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
• Mafusire Albert & Brixiova Zuzana, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal, De Gruyter, vol. 13(2), pages 261-280, July.
  • Albert Mafusire & Zuzana Brixiova, 2013. "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 13(2), pages 261-280, June.
  • Albert Mafusire & Zuzana Brixiova, 2012. "Macroeconomic Shock Synchronization in the East African Community," William Davidson Institute Working Papers Series wp1031, William Davidson Institute at the University of Michigan.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2012. "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," WIFO Working Papers 435, WIFO.
  • Huber, Peter & Oberhofer, Harald & Pfaffermayr , Michael, 2013. "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," Working Papers in Economics 2013-5, University of Salzburg.
• Hiroshi Sakamoto, 2012. "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers ersa12p139, European Regional Science Association.
• Lucian-Liviu Albu, 2012. "Quantifying The Impact Of Current Crisis On The Convergence In Eu And Post-Crisis Scenarios," ERSA conference papers ersa12p433, European Regional Science Association.
• Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  • Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
• Martin Ellison & Thomas J. Sargent, 2012. "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
  • Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
  • Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2012. "Asset allocation in the Athens stock exchange: a variance sensitivity analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(2), pages 167-181, April.
  • Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers 0602, University of Crete, Department of Economics.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012. "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 603-624, June.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2011. "An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices," CIRANO Working Papers 2011s-22, CIRANO.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
  • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
  • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012. "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(2), pages 124-156, March.
  • Carlo A. Favero & Linlin Niu & Luca Sala, 2013. "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012. "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
  • C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Martin Feldkircher, 2012. "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 361-376, July.
  • Feldkircher, Martin, 2010. "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics 2010-14, University of Salzburg.
• Christina Beneki & Bruno Eeckels & Costas Leon, 2012. "Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(5), pages 391-400, August.
  • Beneki, Christina & Eeckels, Bruno & Leon, Costas, 2009. "Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach," MPRA Paper 18354, University Library of Munich, Germany.
• Chris Brooks & Alešs Černý & Joëlle Miffre, 2012. "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(10), pages 909-944, October.
  • Chris Brooks & A.Cerny & J. Miffre, 2006. "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2006-12, Henley Business School, University of Reading.
• Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  • Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
• Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012. "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
  • Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
• Adam Jêdrzejczyk, 2012. "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers 63, Department of Applied Econometrics, Warsaw School of Economics.
• Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
  • Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
• Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
  • Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  • Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper 42563, University Library of Munich, Germany.
  • Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports HSC/12/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Mihaela Bratu, 2012. "Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 15(2), pages 87-100, November.
• Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  • Nyberg, Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Bank of Finland Research Discussion Papers 33/2012, Bank of Finland.
• Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers 37/2012, Bank of Finland.
• Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Kiel Working Papers 1798, Kiel Institute for the World Economy (IfW Kiel).
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers 2012-12, Christian-Albrechts-University of Kiel, Department of Economics.
  • Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
• Simeon Vosen & Torsten Schmidt, 2012. "A monthly consumption indicator for Germany based on Internet search query data," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
  • Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
  • Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Croonenbroeck, Carsten & Stadtmann, Georg, 2012. "Evaluating Phillips curve based inflation forecasts in Europe: A note," Discussion Papers 329, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers 2012-12, Christian-Albrechts-University of Kiel, Department of Economics.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Kiel Working Papers 1798, Kiel Institute for the World Economy (IfW Kiel).
  • Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
• Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Wieland, Volker & Wolters, Maik, 2013. "Forecasting and Policy Making," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325, Elsevier.
  • Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Holtemöller, Oliver & Irrek, Maike & Schultz, Birgit, 2012. "A Federal Long-run Projection Model for Germany," IWH Discussion Papers 11/2012, Halle Institute for Economic Research (IWH).
• El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012. "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers 5/2012, Halle Institute for Economic Research (IWH).
  • Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
• Holtemöller, Oliver & Irrek, Maike, 2012. "Wachstumsprojektion 2025 für die deutschen Länder: Produktion je Einwohner divergiert," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 18(4), pages 132-140.
• Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte, 2012. "Mittelfristige Projektion der wirtschaftlichen Entwicklung," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 18(8-9), pages 259-262.
• Quaas, Georg & Köster, Robert, 2012. "Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)," Working Papers 106, University of Leipzig, Faculty of Economics and Management Science.
• Schmidt, Torsten & Vosen, Simeon, 2012. "Using Internet Data to Account for Special Events in Economic Forecasting," Ruhr Economic Papers 382, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012. "Quantile regression in risk calibration," SFB 649 Discussion Papers 2012-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015. "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, June.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers 2012-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  • Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012. "Copula dynamics in CDOs," SFB 649 Discussion Papers 2012-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
  • Zolotko, Mikhail & Okhrin, Ostap, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers 2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Kiel Working Papers 1798, Kiel Institute for the World Economy (IfW Kiel).
  • Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
  • Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers 2012-12, Christian-Albrechts-University of Kiel, Department of Economics.
• Michael Wolf & Dan Wunderli, 2012. "Bootstrap joint prediction regions," ECON - Working Papers 064, Department of Economics - University of Zurich, revised May 2013.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  • Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
  • Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
• Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, Department of Economics and Business Economics, Aarhus University.
• Lasse Bork & Stig V. Møller, 2018. "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(3), pages 582-611, September.
  • Lasse Bork & Stig V. Møller, 2012. "Housing price forecastability: A factor analysis," CREATES Research Papers 2012-27, Department of Economics and Business Economics, Aarhus University.
• Kristensen Johannes Tang, 2014. "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 309-338, May.
  • Johannes Tang Kristensen, 2012. "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers 2012-28, Department of Economics and Business Economics, Aarhus University.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, Department of Economics and Business Economics, Aarhus University.
• Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers 2012-43, Department of Economics and Business Economics, Aarhus University.
• Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers ECO2012/24, European University Institute.
  • Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers 2012-45, Department of Economics and Business Economics, Aarhus University.
• Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
• Chan, Joshua C.C., 2013. "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, vol. 176(2), pages 162-172.
  • Joshua C C Chan, 2012. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics 2012-591, Australian National University, College of Business and Economics, School of Economics.
  • Joshua C.C. Chan, 2013. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers 2013-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Sergey Slobodyan & Raf Wouters, 2012. "Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 65-101, April.
• Olivier Coibion & Yuriy Gorodnichenko, 2012. "Why Are Target Interest Rate Changes So Persistent?," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(4), pages 126-162, October.
  • Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why Are Target Interest Rate Changes So Persistent?," NBER Working Papers 16707, National Bureau of Economic Research, Inc.
  • Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why are target interest rate changes so persistent?," Working Papers 106, Department of Economics, College of William and Mary.
• Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
  • Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
  • Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," EcoMod2012 4219, EcoMod.
• Faruk ALPASLAN & Ozge CAGCAG, 2012. "A Seasonal Fuzzy Time Series Forecasting Method Based On Gustafson-Kessel Fuzzy Clustering," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 1-13, DECEMBER.
• Liviu-Stelian BEGU & Silvia Spataru & Erika Marin, 2012. "Investigating The Evolution Of Ron/Eur Exchange Rate: The Choice Of Appropriate Model," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 23-39, DECEMBER.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012. "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124363, Agricultural and Applied Economics Association.
• Taha, Fawzi A. & Hahn, William F., 2012. "Modeling South Africa’s Meat Import Demand System," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124582, Agricultural and Applied Economics Association.
• Schmitz, Jochen & Ledebur, Oliver von, 2012. "The 2007 emerging corn price surge revisited – Was it expected or a large surprise?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 123971, International Association of Agricultural Economists.
• Clements, Michael P, 2012. "Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth," The Warwick Economics Research Paper Series (TWERPS) 995, University of Warwick, Department of Economics.
  • Clements, Michael P., 2012. "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
• Michael P. Clements, 2014. "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
  • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
  • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
• Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
  • Clements, Michael P, 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS) 976, University of Warwick, Department of Economics.
  • Clements, Michael P., 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers 270748, University of Warwick - Department of Economics.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
  • R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
• Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," Working Papers halshs-00793206, HAL.
  • Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," AMSE Working Papers 1215, Aix-Marseille School of Economics, France.
• Zoltán Kovács, 2012. "The key to competitiveness: Forecast," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(4), pages 505-518, December.
• Metin Bas & Zeki Cakmak, 2012. "Determining the Financial Failure in Enterprises Using Grey Relational Analysis and Logistic Regression Analysis & an Application," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(3), pages 63-82, September.
• Christian Conrad & Karin Loch, 2015. "Anticipating Long‐Term Stock Market Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1090-1114, November.
  • Conrad, Christian & Loch, Karin, 2012. "Anticipating Long-Term Stock Market Volatility," Working Papers 0535, University of Heidelberg, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
• Georg Struch, 2012. "Entwicklung des integrierten Mikrosimulationsmodells EITDsim," Working Papers 122, Bavarian Graduate Program in Economics (BGPE).
• Christiane Baumeister & Lutz Kilian, 2014. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 119-145, April.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2012. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers 12-1, Bank of Canada.
• Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
  • Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers 12-7, Bank of Canada.
• Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018. "Forecasting Bond Yields with Segmented Term Structure Models," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 1-33.
  • Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012. "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series 288, Central Bank of Brazil, Research Department.
• Concha Artola & Enrique Galán, 2012. "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers 1203, Banco de España.
• Merola, Rossana & Pérez, Javier J., 2013. "Fiscal forecast errors: Governments versus independent agencies?," European Journal of Political Economy, Elsevier, vol. 32(C), pages 285-299.
  • Javier J. Perez & Rossana Merola, 2012. "Fiscal forecast errors: governments vs independent agencies?," EcoMod2012 4694, EcoMod.
  • Rossana Merola & Javier J. Pérez, 2012. "Fiscal forecast errors: governments vs independent agencies?," Working Papers 1233, Banco de España.
  • Merola, Rossana & Pérez, Javier J., 2014. "Fiscal Forecast Errors: Governments Versus Independent Agencies?," Papers RB2014/1/1, Economic and Social Research Institute (ESRI).
• Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2017. "The dynamics of hours worked and technology," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 67-82.
  • Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Working Papers 1238, Banco de España.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012. "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers) 847, Bank of Italy, Economic Research and International Relations Area.
• Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012. "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers) 853, Bank of Italy, Economic Research and International Relations Area.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012. "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers) 872, Bank of Italy, Economic Research and International Relations Area.
• Porqueddu Mario & Venditti Fabrizio, 2014. "Do food commodity prices have asymmetric effects on euro-area inflation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 419-443, September.
  • Mario Porqueddu & Fabrizio Venditti, 2012. "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers) 878, Bank of Italy, Economic Research and International Relations Area.
• D’Amuri, Francesco & Marcucci, Juri, 2017. "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 801-816.
  • Francesco D'Amuri & Juri Marcucci, 2012. "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers) 891, Bank of Italy, Economic Research and International Relations Area.
• Sara Cecchetti & Giovanna Nappo, 2012. "A dynamic default dependence model," Temi di discussione (Economic working papers) 892, Bank of Italy, Economic Research and International Relations Area.
• Medina-Durango, Carlos Alberto & Posso Suárez, Christian Manuel & Tamayo, Jorge A. & Monsalve, Emma, 2012. "Dinámica de la demanda laboral en la industria manufacturera colombiana 1993-2009 : una estimación panel VAR," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 7, pages 289-330, Banco de la Republica de Colombia.
  • Carlos Medina & Christian M. Posso & Jorge A.Tamayo & Emma Monsalve, 2012. "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia 9372, Banco de la Republica.
  • Carlos Medina & Christian M. Posso & Jorge A. Tamayo & Emma Monsalve, 2012. "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia 694, Banco de la Republica de Colombia.
• Cepeda Emiliani, Laura & Barón, Juan D., 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," IZA Discussion Papers 6361, Institute of Labor Economics (IZA).
  • Laura Cepeda Emiliani & JUan D.Barón, 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia 695, Banco de la Republica de Colombia.
  • Laura Cepeda Emiliani & Juan D. Barón, 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia 9382, Banco de la Republica.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 9511, Banco de la Republica.
  • Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 705, Banco de la Republica de Colombia.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
• Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 9827, Banco de la Republica.
  • Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016. "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-27, December.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia´s exchange rate survey," Borradores de Economia 9999, Banco de la Republica.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia 735, Banco de la Republica de Colombia.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
  • Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
• Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
  • Laurent Ferrara & Marcellino, M. & Matteo Mogliani, 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
  • Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
  • Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
• Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
  • Pamfili Antipa & Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
• Laurent Ferrara, 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," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
• Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
  • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
  • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
  • Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
  • Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
  • Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
• Herbert Brücker & Philipp J. H. Schröder, 2012. "International Migration With Heterogeneous Agents: Theory and Evidence for Germany, 1967–2009," The World Economy, Wiley Blackwell, vol. 35(2), pages 152-182, February.
  • Herbert Brücker & Philipp J.H. Schroeder, 2011. "International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009," Norface Discussion Paper Series 2011027, Norface Research Programme on Migration, Department of Economics, University College London.
• Audrone Jakaitiene & Stephane Dees, 2012. "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
  • Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
• BANU Ilie & BUTIUC Ioana-Madalina, 2012. "Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 63(4-5), pages 121-136.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012. "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 63(4-5), pages 223-233.
• Julio Humérez Quiroz, 2012. "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 16(1), pages 59-93, June.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
• Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series) 1218, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
• Akram, Q. Farooq, 2014. "Macro effects of capital requirements and macroprudential policy," Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
  • Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
• Marco J. Lombardi & Francesco Ravazzolo, 2012. "Oil price density forecasts: exploring the linkages with stock markets," Working Paper 2012/24, Norges Bank.
  • Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  • Nyberg, Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Research Discussion Papers 33/2012, Bank of Finland.
• Maritta Paloviita & Matti Viren, 2014. "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
  • Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Research Discussion Papers 37/2012, Bank of Finland.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
• Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Advances in Spatial Science, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón (ed.), Defining the Spatial Scale in Modern Regional Analysis, edition 127, chapter 0, pages 173-192, Springer.
  • Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series 15_12, Rimini Centre for Economic Analysis, revised Oct 2012.
  • M. Mayor-Fern ndez & R. Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers wp835, Dipartimento Scienze Economiche, Universita' di Bologna.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012. "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(1), pages 49-70.
• Leandro Maciel, 2013. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 11, pages 253-283, Palgrave Macmillan.
  • Leandro Maciel, 2012. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 337-367.
• Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00662771, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Post-Print hal-01386006, HAL.
  • Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820714, HAL.
• Mathieu Plane, 2012. "Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 141-153.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," SciencePo Working papers Main hal-01024678, HAL.
  • Mathieu Plane, 2012. "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Post-Print hal-01024678, HAL.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, January.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012. "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers 6468, Institute of Labor Economics (IZA).
  • Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012. "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," Working Papers 680, Economic Research Forum, revised 2012.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series 3780, CESifo.
• Liebermann, Joelle, 2012. "Real-time forecasting in a data-rich environment," MPRA Paper 39452, University Library of Munich, Germany.
  • Liebermann, Joelle, 2012. "Real-time forecasting in a data-rich environment," Research Technical Papers 07/RT/12, Central Bank of Ireland.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013. "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
  • Petar Jevtic & Elisa Luciano & Elena Vigna, 2012. "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks 264, Collegio Carlo Alberto, revised 2013.
• Richiardi Matteo & Poggi Ambra, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201213, University of Turin.
  • Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
  • Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
• Ambra Poggi & Matteo Richiardi, 2012. "Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy," LABORatorio R. Revelli Working Papers Series 117, LABORatorio R. Revelli, Centre for Employment Studies.
• Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012. "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series 118, LABORatorio R. Revelli, Centre for Employment Studies.
• Matteo G. Richiardi, 2012. "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series 123, LABORatorio R. Revelli, Centre for Employment Studies.
• Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
  • Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
  • Richiardi Matteo & Poggi Ambra, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201213, University of Turin.
• Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J., 2002. "Common factors in conditional distributions," SSE/EFI Working Paper Series in Economics and Finance 515, Stockholm School of Economics.
  • Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002. "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series qt3bd1n1x5, Department of Economics, UC San Diego.
• Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  • Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
  • Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
• Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
  • Giacomini, Raffaella, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series qt59s2g5j5, Department of Economics, UC San Diego.
• Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
  • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
  • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
• Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
  • Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
  • Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
  • Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
• Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
  • Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
  • Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
• Ivana Komunjer & Michael T. Owyang, 2012. "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1066-1080, November.
  • Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis.
  • Komunjer, Ivana & OWYANG, MICHAEL, 2007. "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series qt81w8m5sf, Department of Economics, UC San Diego.
• Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics.
  • Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002. "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series qt9wr373nt, Department of Economics, UC San Diego.
  • Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
• Benoit Cheze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?," Working Papers 1207, Chaire Economie du climat.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, January.
  • Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012. "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series 3780, CESifo.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012. "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers 6468, Institute of Labor Economics (IZA).
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012. "An Empirical Growth Model for Major Oil Exporters," Working Papers 680, Economic Research Forum, revised 2012.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers 12-04, University at Albany, SUNY, Department of Economics.
  • Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
  • Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series 3980, CESifo.
• Wolfgang Nierhaus, 2013. "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 25-32, January.
  • Wolfgang Nierhaus, 2012. "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 19(05), pages 29-37, October.
• Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
• Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
  • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
• Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
• Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series CARF-F-189, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers EI 2009-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão 568, Department of Economics PUC-Rio (Brazil).
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Volodymyr Korniichuk, 2012. "Forecasting extreme electricity spot prices," Cologne Graduate School Working Paper Series 03-14, Cologne Graduate School in Management, Economics and Social Sciences.
• Wildo González, 2012. "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(2), pages 75-119, October.
  • Wildo González, 2012. "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile 653, Central Bank of Chile.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
  • Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
  • Carlos Medel, 2012. "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile 657, Central Bank of Chile.
• Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
  • Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
• Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
  • Medel, Carlos A. & Salgado, Sergio C., 2012. "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper 42235, University Library of Munich, Germany.
  • Carlos A. Medel & Sergio C. Salgado, 2012. "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile 679, Central Bank of Chile.
• Orakanya Kanjanatarakul & Komsan Suriya, 2012. "Comparison of sales forecasting models for an innovative agro-industrial product: Bass model versus logistic function," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 89-106, December.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
• Gonçalves, Sílvia & Perron, Benoit, 2014. "Bootstrapping factor-augmented regression models," Journal of Econometrics, Elsevier, vol. 182(1), pages 156-173.
  • Silvia Gonçalves & Benoit Perron, 2012. "Bootstrapping factor-augmented regression models," CIRANO Working Papers 2012s-12, CIRANO.
• A. Debòn & S. Haberman & F. Montes & E. Otranto, 2012. "Model effect on projected mortality indicators," Working Paper CRENoS 201215, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho, 2012. "Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Medina-Durango, Carlos Alberto & Posso Suárez, Christian Manuel & Tamayo, Jorge A. & Monsalve, Emma, 2012. "Dinámica de la demanda laboral en la industria manufacturera colombiana 1993-2009 : una estimación panel VAR," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 7, pages 289-330, Banco de la Republica de Colombia.
  • Carlos Medina & Christian M. Posso & Jorge A. Tamayo & Emma Monsalve, 2012. "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia 694, Banco de la Republica de Colombia.
  • Carlos Medina & Christian M. Posso & Jorge A.Tamayo & Emma Monsalve, 2012. "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia 9372, Banco de la Republica.
• Cepeda Emiliani, Laura & Barón, Juan D., 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," IZA Discussion Papers 6361, Institute of Labor Economics (IZA).
  • Laura Cepeda Emiliani & Juan D. Barón, 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia 9382, Banco de la Republica.
  • Laura Cepeda Emiliani & JUan D.Barón, 2012. "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia 695, Banco de la Republica de Colombia.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 705, Banco de la Republica de Colombia.
  • Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia 9511, Banco de la Republica.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
  • Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
• Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
  • Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 9827, Banco de la Republica.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016. "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-27, December.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia 735, Banco de la Republica de Colombia.
  • Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia´s exchange rate survey," Borradores de Economia 9999, Banco de la Republica.
• Luis Francisco Ramírez Díaz & Carlos Orlando Parra Penagos, 2012. "Herramientas predictivas en política financiera para empresas rentables," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
• Viviana María Oquendo Patino, 2012. "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía 9938, Universidad Nacional de Colombia, FCE, CID.
• Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús, 2012. "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, June.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
  • WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE 2574, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.
  • Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers 8828, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
• Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  • Lutz Kilian & Robert J. Vigfusson, 2012. "Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries," International Finance Discussion Papers 1050, Board of Governors of the Federal Reserve System (U.S.).
  • Kilian, Lutz & Vigfusson, Robert J., 2012. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.
• Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015. "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1096-1103.
  • Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012. "Optimal Combination of Survey Forecasts," Working Papers ECARES ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
• Rolf Ketzler & Klaus F. Zimmermann, 2013. "A citation-analysis of economic research institutes," Scientometrics, Springer;Akadémiai Kiadó, vol. 95(3), pages 1095-1112, June.
  • Ketzler, Rolf & Zimmermann, Klaus F., 2012. "A Citation-Analysis of Economic Research Institutes," IZA Discussion Papers 6780, Institute of Labor Economics (IZA).
  • Zimmermann, Klaus F. & Ketzler, Rolf, 2012. "A Citation-Analysis of Economic Research Institutes," CEPR Discussion Papers 9110, C.E.P.R. Discussion Papers.
• BaÅ„bura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  • Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
  • Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
• Christiane Baumeister & Lutz Kilian, 2014. "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 869-889, August.
  • Kilian, Lutz & Baumeister, Christiane, 2012. "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers 9118, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2013. "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers 13-15, Bank of Canada.
• C. Marbot & D. Roy, 2012. "Projecting the future cost of the French elderly disabled allowance using a microsimulation model," Documents de Travail de la DESE - Working Papers of the DESE g2012-10, Institut National de la Statistique et des Etudes Economiques, DESE.
• D. Blanchet & S. Le Minez, 2012. "Joint macro/micro evaluations of accrued-to-date pension liabilities: an application to French reforms," Documents de Travail de la DESE - Working Papers of the DESE g2012-14, Institut National de la Statistique et des Etudes Economiques, DESE.
• Mario Coccia & Ugo Finardi, 2012. "Groundbreaking technological applications of nanotechnology in biomedicine: detecting emerging pathways from scientific and technological outputs," CERIS Working Paper 201207, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
• Antonis Michis, 2012. "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers 2012-02, Central Bank of Cyprus.
• Antonis Michis, 2012. "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers 2012-2, Central Bank of Cyprus.
• Mihaela BRATU SIMIONESCU, 2012. "The Comparison of GDP Strategies Forecasting in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 39-46.
• Mioara CHIRITA, 2012. "Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-66.
• Konstantin A. Kholodilin & Andreas Mense, 2012. "German Cities to See Further Rises in Housing Prices and Rents in 2013," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 2(12), pages 16-26.
• Christian Westermeier & Anika Rasner & Markus M. Grabka, 2012. "The Prospects of the Baby Boomers: Methodological Challenges in Projecting the Lives of an Aging Cohort," SOEPpapers on Multidisciplinary Panel Data Research 440, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Konstantin A. Kholodilin & Andreas Mense, 2012. "Wohnungspreise und Mieten steigen 2013 in vielen deutschen Großstädten weiter," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 79(45), pages 3-13.
• Konstantin A. Kholodilin & Andreas Mense, 2012. "Forecasting the Prices and Rents for Flats in Large German Cities," Discussion Papers of DIW Berlin 1207, DIW Berlin, German Institute for Economic Research.
• Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
  • Jos Jansen & Xiaowen Jin & Jasper de Winter, 2012. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," DNB Working Papers 365, Netherlands Central Bank, Research Department.
  • Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics 43488, University of Munich, Department of Economics.
• Peter Stephensen, 2012. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201201, Danish Rational Economic Agents Model, DREAM.
  • Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
  • Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," Working Papers hal-04141052, HAL.
  • Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," EconomiX Working Papers 2012-35, University of Paris Nanterre, EconomiX.
  • Benoit Chèze & Julien Chevallier & Pascal Gastineau, 2013. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?," Working Papers hal-02489656, HAL.
• Tiwari, Aviral Kumar & Islam, Faridul, 2012. "Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 47(2), pages 285-306.
• OZKAN, Filiz & OZKAN, Omer, 2012. "An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 12(2).
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
• Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015. "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1096-1103.
  • Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
  • Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012. "Optimal Combination of Survey Forecasts," Working Papers ECARES ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
• BaÅ„bura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  • Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
  • Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012. "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012. "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 97-102.
• Pierre Rostan & Alexandra Rostan, 2012. "Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall," International Review of Management and Marketing, Econjournals, vol. 2(1), pages 59-74.
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
  • Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
  • Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
• Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
  • Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE.
  • BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012. "On marginal likelihood computation in change-point models," LIDAM Reprints CORE 2403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & ROMBOUTS, Jeroen, 2009. "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE 2009061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Caporin, Massimiliano & Preś, Juliusz, 2012. "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3459-3476.
  • Massimiliano Caporin & Juliusz Pres, 2010. "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers 0106, Dipartimento di Scienze Economiche "Marco Fanno".
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
• Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
  • Kollmann, Robert & Zeugner, Stefan, 2011. "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers 8327, C.E.P.R. Discussion Papers.
  • Robert Kollmann & Stefan Zeugner, 2011. "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES ECARES 2011-009, ULB -- Universite Libre de Bruxelles.
• Eleftherios Giovanis, 2012. "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, vol. 42(1), pages 79-96, March.
  • Giovanis, Eleftherios, 2012. "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper 71218, University Library of Munich, Germany.
• Heilemann, Ullrich & Findeis, Hagen, 2012. "Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model," Economic Modelling, Elsevier, vol. 29(2), pages 158-165.
• Gupta, Rangan & Modise, Mampho P., 2012. "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
  • Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
• Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012. "Real-time forecasts of economic activity for Latin American economies," Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
  • Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 2011/098, International Monetary Fund.
• Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
• Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał, 2012. "A Bayesian method of combining judgmental and model-based density forecasts," Economic Modelling, Elsevier, vol. 29(4), pages 1349-1355.
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
• Tiwari, Aviral Kumar, 2012. "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain," Economic Modelling, Elsevier, vol. 29(5), pages 1571-1578.
• Gomes, S. & Jacquinot, P. & Pisani, M., 2012. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, vol. 29(5), pages 1686-1714.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series 1195, European Central Bank.
  • Sandra Gomes & P. Jacquinot, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers w201006, Banco de Portugal, Economics and Research Department.
  • Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Temi di discussione (Economic working papers) 770, Bank of Italy, Economic Research and International Relations Area.
• Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
• Naz, Farah & Mohsin, Asma & Zaman, Khalid, 2012. "Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2205-2221.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012. "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, vol. 29(6), pages 2435-2443.
  • Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
• Tang, Hui-Wen Vivian & Yin, Mu-Shang, 2012. "Forecasting performance of grey prediction for education expenditure and school enrollment," Economics of Education Review, Elsevier, vol. 31(4), pages 452-462.
• Mandler, Martin, 2012. "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 228-245.
• Krüger, Jens J. & Hoss, Julian, 2012. "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, vol. 114(3), pages 284-287.
• Shepherd, Ben, 2012. "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, vol. 115(1), pages 4-6.
  • Shepherd, Ben, 2011. "When are adaptive expectations rational? A generalization," MPRA Paper 34644, University Library of Munich, Germany.
• Hartmann, Matthias & Herwartz, Helmut, 2012. "Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis," Economics Letters, Elsevier, vol. 115(2), pages 144-147.
• Camba-Mendez, Gonzalo, 2012. "Conditional forecasts on SVAR models using the Kalman filter," Economics Letters, Elsevier, vol. 115(3), pages 376-378.
• Lanne, Markku & Luoto, Jani, 2012. "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, vol. 115(3), pages 383-386.
  • Lanne, Markku & Luoto, Jani, 2010. "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper 29992, University Library of Munich, Germany.
• Tsuchiya, Yoichi, 2012. "Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function," Economics Letters, Elsevier, vol. 116(3), pages 601-603.
• Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
  • F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
  • Frédéric Karamé, 2012. "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche 12-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012. "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, vol. 117(2), pages 528-532.
• Taylor, Nicholas, 2012. "Testing forecasting model versatility," Economics Letters, Elsevier, vol. 117(3), pages 803-806.
• Jean-Baptiste, Frédo, 2012. "Forecasting with the New Keynesian Phillips curve: Evidence from survey data," Economics Letters, Elsevier, vol. 117(3), pages 811-813.
• Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, vol. 167(1), pages 47-60.
  • Fabio Canova & Filippo Ferroni, "undated". "The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?," Working Papers 471, Barcelona School of Economics.
  • Fabio Canova & Filippo Ferroni, 2010. "The dynamics of US inflation: Can monetary policy explain the changes?," Economics Working Papers 1241, Department of Economics and Business, Universitat Pompeu Fabra.
• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
• Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
  • Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
  • Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012. "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, vol. 171(2), pages 217-236.
  • Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010. "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers 22/10, Monash University, Department of Econometrics and Business Statistics.
• Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
• Polito, Vito & Wickens, Mike, 2012. "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, vol. 56(3), pages 526-551.
• Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter, 2012. "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 147-161.
• Wu, Zhengxiao, 2012. "On the intraday periodicity duration adjustment of high-frequency data," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 282-291.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.

2011

• Roxana Halbleib & Valerie Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES ECARES 2011-002, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
  • Roxana Halbleib & Valeri Voev, 2012. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz 2012-30, Department of Economics, University of Konstanz.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
• Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
• Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
• Tommaso Proietti & Stefano Grassi, 2015. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, vol. 48(3), pages 983-1011, May.
  • Grassi, Stefano & Proietti, Tommaso, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers 07/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
• Christian Bach, 2011. "Conservatism in Corporate Valuation," CREATES Research Papers 2011-32, Department of Economics and Business Economics, Aarhus University.
• Stentoft, Lars, 2011. "American option pricing with discrete and continuous time models: An empirical comparison," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 880-902.
  • Lars Stentoft, 2011. "American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison," CREATES Research Papers 2011-34, Department of Economics and Business Economics, Aarhus University.
• Manuel Lukas, 2011. "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers 2011-42, Department of Economics and Business Economics, Aarhus University.
• Christoffersen, Peter & Jacobs, Kris & Chang, Bo Young, 2013. "Forecasting with Option-Implied Information," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 581-656, Elsevier.
  • Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
• Lars Stentoft, 2011. "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers 2011-52, Department of Economics and Business Economics, Aarhus University.
• Spencer D. Krane, 2011. "Professional Forecasters' View of Permanent and Transitory Shocks to GDP," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 184-211, January.
• Devin G. Pope & Justin R. Sydnor, 2011. "Implementing Anti-discrimination Policies in Statistical Profiling Models," American Economic Journal: Economic Policy, American Economic Association, vol. 3(3), pages 206-231, August.
• Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
  • Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
• John Mwamba, 2011. "Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach," The African Finance Journal, Africagrowth Institute, vol. 13(1), pages 14-27.
• Chaitip, Prasert & Balogh, Peter & Kovacs, Sandor & Chaiboonsri, Chukiat, 2011. "On Tests For Long-Term Dependence: India’S International Tourism Market," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 5(01-2), pages 1-6.
  • Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri, 2010. "On Tests For Long-Term Dependence: India’s International Tourism Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 87-94.
• Iglesias, Ana & Quiroga, Sonia & Diz, Agustin & Garrote, Luis, 2011. "Adapting agriculture to climate change," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 11(02), pages 1-14, December.
• Andrea Ghermandi & Paulo A.L.D. Nunes, 2011. "A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis," Working Papers 2011.39, Fondazione Eni Enrico Mattei.
  • Ghermandi, Andrea & Nunes, Paulo A.L.D., 2011. "A Global Map of Costal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis," Climate Change and Sustainable Development 108205, Fondazione Eni Enrico Mattei (FEEM).
• Andries Richter & Paulo A.L.D. Nunes, 2011. "Towards the Optimal Management of the Northeast Arctic Cod Fishery," Working Papers 2011.40, Fondazione Eni Enrico Mattei.
  • Richter, Andries & Eikeset, Anne Maria & Stenseth, Nils Chr. & van Soest, Daan P., 2011. "Towards the Optimal Management of the Northeast Arctic Cod Fishery," Climate Change and Sustainable Development 108249, Fondazione Eni Enrico Mattei (FEEM).
• Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Energy: Resources and Markets 120042, Fondazione Eni Enrico Mattei (FEEM).
• Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
  • Clements, Michael P, 2011. "Do Professional Forecasters Pay Attention to Data Releases?," The Warwick Economics Research Paper Series (TWERPS) 956, University of Warwick, Department of Economics.
  • Clements, Michael P., 2011. "Do Professional Forecasters Pay Attention to Data Releases?," Economic Research Papers 270768, University of Warwick - Department of Economics.
• Constanta Iacob & Maria Criveanu & Oana Staiculescu, 2011. "Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(39), pages 76-83.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• M. Y. L. Li & S. M. F. Yen, 2011. "Re-examining covariance risk dynamics in international stock markets using quantile regression analysis," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 61(1), pages 33-59, March.
• H. Heidari, 2011. "Alternative bvar models for forecasting inflation," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 61(1), pages 61-75, March.
• Tamás Nagy, 2011. "Simulation of carbon-dioxide emission by option model," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(1), pages 219-236, April.
• Mihaela Bratu, 2011. "The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(13), pages 1-31.
• Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
  • Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Rosangela Cavaleri & Eduardo Pontual Ribeiro, 2011. "Combinação de Previsões de Volatilidade: Um Estudo," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(2), pages 239-261.
• Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
  • Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
  • Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
• Wanfeng Yan & Ryan Woodard & Didier Sornette, "undated". "The Role of diversification risk in financial bubbles," Working Papers ETH-RC-11-003, ETH Zurich, Chair of Systems Design.
  • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2011. "Role of Diversification Risk in Financial Bubbles," Papers 1107.0838, arXiv.org.
  • Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011. "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series 11-26, Swiss Finance Institute.
• Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou, "undated". "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model," Working Papers ETH-RC-11-004, ETH Zurich, Chair of Systems Design.
  • Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Papers 1107.3171, arXiv.org, revised Jun 2013.
  • Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series 11-29, Swiss Finance Institute.
• Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), vol. 50(1), pages 261-283, February.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers 1/11, Monash University, Department of Econometrics and Business Statistics.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models," Working Papers 201116, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
• Houda Ben Hadj Boubaker, 2011. "The Forecasting Performance of Seasonal and Nonlinear Models," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(1), pages 26-39, March.
• Van Vuuren, Gary, 2011. "Modelling systemic liquidity risk with feedback effects in the UK banking sector," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 5(1), pages 36-59, December.
• Philipp Maier, 2011. "Mixed Frequency Forecasts for Chinese GDP," Staff Working Papers 11-11, Bank of Canada.
• Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  • Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
  • Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  • Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
• Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
• Laura D’Amato & Lorena Garegnani & Emilio Blanco, 2011. "Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(64), pages 7-33, October -.
• Cecilia Frale & Libero Monteforte, "undated". "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
  • Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2013. "Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment," International Finance, Wiley Blackwell, vol. 16(1), pages 23-44, February.
  • Sandra Gomes & P. Jacquinot, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Papers w201113, Banco de Portugal, Economics and Research Department.
  • Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers) 830, Bank of Italy, Economic Research and International Relations Area.
  • Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series 1323, European Central Bank.
• Leandro D�Aurizio & Stefano Iezzi, 2011. "Investment forecasting with business survey data," Temi di discussione (Economic working papers) 832, Bank of Italy, Economic Research and International Relations Area.
• Mirko Đukić & Jelena Momčilović & Ljubica Trajčev, 2011. "Structure And Use Of The Medium-Term Projection Model In The National Bank Of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(188), pages 32-61, January –.
• Djurdjica Stojanović & Svetlana Nikoličić & Milica Miličić, 2011. "Transport Fleet Sizing By Using Make And Buy Decision-Making," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(190), pages 77-102, July – Se.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1109, Universitá degli Studi di Milano.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
• Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
  • Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
  • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
• Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
  • Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  • Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
• David F. Hendry & Kirstin Hubrich, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 216-227, April.
  • Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  • Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
• Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Sanvi Avouyi-Dovi & Julien Idier., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• L. Ferrara., 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," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 135-144, Winter.
• Antonis A Michis, 2011. "Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392, Bank for International Settlements.
  • Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
• Fernanda Cuitiño & Fiorella Tramontin & Leonardo Vicente, 2011. "Evaluación de indicadores de inflación subyacente para Uruguay," Documentos de trabajo 2011011, Banco Central del Uruguay.
• Jamie Hall & Jarkko P. Jääskelä, 2011. "Inflation Volatility and Forecast Accuracy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 404-417, December.
  • Jamie Hall & Jarkko Jääskelä, 2009. "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers rdp2009-06, Reserve Bank of Australia.
• Edda Claus, 2011. "Seven Leading Indexes of New Zealand Employment," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 76-89, March.
• Alfredo García‐Hiernaux, 2011. "Forecasting linear dynamical systems using subspace methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 462-468, September.
  • Alfredo García-Hiernaux, 2009. "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE 2009-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Rod Tyers & Ying Zhang, 2011. "Appreciating the Renminbi," The World Economy, Wiley Blackwell, vol. 34(2), pages 265-297, February.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," Departmental Working Papers 2007-09, The Australian National University, Arndt-Corden Department of Economics.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating the Renminbi," CAMA Working Papers 2010-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics 2007-483, Australian National University, College of Business and Economics, School of Economics.
• Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik, 2014. "Forecasting macroeconomic variables using disaggregate survey data," International Journal of Forecasting, Elsevier, vol. 30(1), pages 65-77.
  • Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg, 2011. "Forecasting macroeconomic variables using disaggregate survey data," Working Paper 2011/04, Norges Bank.
• Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
  • Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
  • Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns," Working Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  • Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Michael Funke & Aaron Mehrotra & Hao Yu, 2015. "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
  • Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland, Institute for Economies in Transition.
  • Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
• Do-wan Kim, 2011. "Analysis on the Effect of Foreign Factors on the Korean Bond market and Prediction using Two-country Nelson-Siegel Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(3), pages 89-130, September.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
• Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
  • Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, Department of Economics and Business Economics, Aarhus University.
• Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin, 2011. "Intraday volatility forecasting: analysis of alternative distributions," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(2), pages 209-226.
• Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers.
  • Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series 2543, CESifo.
• Pesaran, M.H. & Pick, A. & Pranovich, M., 2011. "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics 1163, Faculty of Economics, University of Cambridge.
• Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  • Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011. "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers 2011/291, International Monetary Fund.
  • Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
  • Mohaddes, K. & Raissi, M., 2011. "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics 1164, Faculty of Economics, University of Cambridge.
• Liebermann, Joelle, 2010. "Real-time nowcasting of GDP: Factor model versus professional forecasters," MPRA Paper 28819, University Library of Munich, Germany.
  • Liebermann, Joelle, 2011. "Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters," Research Technical Papers 3/RT/11, Central Bank of Ireland.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  • Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
• Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  • Roberto Casarin & Chia-Lin Chang & 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," Documentos de Trabajo del ICAE 2011-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Roberto Casarin & Chia-Lin Chang & 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," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  • Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI2011-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Pami Dua & Rajiv Ranjan, 2011. "Modelling and Forecasting the Indian Re/US Dollar Exchange Rate," Working papers 197, Centre for Development Economics, Delhi School of Economics.
• Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset," CESifo Working Paper Series 3372, CESifo.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2014. "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 163-185, April.
  • Geoff Kenny & Thomas Kostka & Federico Masera, 2011. "How Informative are the Subjective Density Forecasts of Macroeconomists?," CESifo Working Paper Series 3671, CESifo.
  • Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012. "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series 1446, European Central Bank.
• Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
  • Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
  • Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
• Monique JEANBLANC & Didier SORNETTE, 2011. "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series 11-62, Swiss Finance Institute.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012. "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 603-624, June.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2011. "An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices," CIRANO Working Papers 2011s-22, CIRANO.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 124-163, 2012 10 1.
  • Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers 2011s-27, CIRANO.
• Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011. "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 651-672, May.
  • Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011. "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics, Canadian Economics Association, vol. 44(2), pages 651-672, May.
• Luis García-Álvarez & Richard Luger, 2011. "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers wp2011_1103, CEMFI, revised Sep 2011.
• Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2012. "Monetary Policy Implications of Financial Frictions in the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 413-429, November.
  • Jakub Rysanek & Jaromir Tonner & Osvald Vasicek, 2011. "Monetary Policy Implications of Financial Frictions in the Czech Republic," Working Papers 2011/12, Czech National Bank, Research and Statistics Department.
• Fredy Alejandro Gamboa Estrada, 2011. "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia 635, Banco de la Republica de Colombia.
  • Fredy Alejandro Gamboa Estrada, 2011. "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia 7870, Banco de la Republica.
• Juan Manuel Julio, 2011. "Modeling Data Revisions," Borradores de Economia 641, Banco de la Republica de Colombia.
  • Juan Manuel Julio Román, 2011. "Modeling Data Revisions," Borradores de Economia 7929, Banco de la Republica.
• Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 642, Banco de la Republica de Colombia.
  • Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 7956, Banco de la Republica.
• Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 643, Banco de la Republica de Colombia.
  • Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 7996, Banco de la Republica.
• Carlos Leóm & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
  • Carlos León Rincón & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 8277, Banco de la Republica.
• García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
  • Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.
  • Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 8305, Banco de la Republica.
• Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 649, Banco de la Republica de Colombia.
  • Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 8327, Banco de la Republica.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 651, Banco de la Republica de Colombia.
  • Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 8328, Banco de la Republica.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 652, Banco de la Republica de Colombia.
  • Rafael Puyana & Mario Andrés Ramos & Héctor Zárate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 8337, Banco de la Republica.
• Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8577, Banco de la Republica.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8576, Banco de la Republica.
  • Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 653, Banco de la Republica de Colombia.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 653, Banco de la Republica de Colombia.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8577, Banco de la Republica.
  • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8576, Banco de la Republica.
• Javier Gómez Restrepo & Juan Manuel Hérnandez Herrera, 2011. "Composición cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia 654, Banco de la Republica de Colombia.
  • Javier Gómez Restrepo & Juan Manuel Hernández Herrera, 2011. "Composición cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia 8578, Banco de la Republica.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 222-245, December.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 222-245, December.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 656, Banco de la Republica de Colombia.
  • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.
• Milena Hoyos & Mario Galindo, 2011. "Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano," Documentos de Trabajo, Escuela de Economía 8347, Universidad Nacional de Colombia, FCE, CID.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
• G.A.Meagher & Felicity Pang, 2011. "Labour Market Forecasting, Reliability and Workforce Development," Centre of Policy Studies/IMPACT Centre Working Papers g-225, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
• Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  • Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131, CPB Netherlands Bureau for Economic Policy Analysis.
  • Teulings, Coen & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Teulings, Coen N & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• Pierre Guérin & Massimiliano Marcellino, 2013. "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
  • Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series) 1112, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
• Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
• Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
  • Robert Kollmann & Stefan Zeugner, 2011. "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES ECARES 2011-009, ULB -- Universite Libre de Bruxelles.
  • Kollmann, Robert & Zeugner, Stefan, 2011. "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers 8327, C.E.P.R. Discussion Papers.
• Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  • Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
  • Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
  • Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
• Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
  • Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
• Giacomini, Raffaella & Ragusa, Giuseppe, 2011. "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers 8604, C.E.P.R. Discussion Papers.
  • Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
• Christiane Baumeister & Lutz Kilian, 2014. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 119-145, April.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers 8698, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2012. "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers 12-1, Bank of Canada.
• M. Bachelet & M. Beffy & D. Blanchet, 2011. "Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models," Documents de Travail de la DESE - Working Papers of the DESE g2011-08, Institut National de la Statistique et des Etudes Economiques, DESE.
• Cuevas Rumín, Ángel & Quilis, Enrique M. & Espasa, Antoni, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS ws114130, Universidad Carlos III de Madrid. Departamento de Estadística.
• Eklund, Jana & Kapetanios, George & Price, Simon, 2010. "Forecasting in the presence of recent structural change," Bank of England working papers 406, Bank of England.
  • Eklund, J. & Kapetanios, G. & Price, S., 2011. "Forecasting in the presence of recent structural change," Working Papers 11/05, Department of Economics, City University London.
  • Jana Eklund & George Kapetanios & Simon Price, 2011. "Forecasting in the presence of recent structural change," CAMA Working Papers 2011-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
• Jan Voříšek, 2011. "Estimating Stochastic Cusp Model Using Transition Density," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
• Jiri Krtek & Miloslav Vošvrda, 2011. "Comparing Neural Networks and ARMA Models in Artificial Stock Market," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
• Belke, Ansgar & Gokus, Christian, 2011. "Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions," Ruhr Economic Papers 243, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Christian Gokus, 2011. "Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions," Discussion Papers of DIW Berlin 1107, DIW Berlin, German Institute for Economic Research.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Working Papers 2011_1, Deakin University, Department of Economics.
• Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.
  • Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," DNB Working Papers 283, Netherlands Central Bank, Research Department.
• Jasper de Winter, 2011. "Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models," DNB Working Papers 320, Netherlands Central Bank, Research Department.
• Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013. "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.
  • M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011. "Optimal Forecasts in the Presence of Structural Breaks," DNB Working Papers 327, Netherlands Central Bank, Research Department.
• Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij, 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," DNB Working Papers 329, Netherlands Central Bank, Research Department.
• Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
  • Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris Nanterre, EconomiX.
  • Julien Chevallier & Benoît Sévi, 2012. "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print hal-00988926, HAL.
• Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
  • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
• Mihaela Bratu, 2011. "Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(42), pages 25-46, December.
  • Mihaela BRATU, 2011. "The Uncertainty of USA GDP Forecasts Determined by the Variables Aggregation," EuroEconomica, Danubius University of Galati, issue 30, pages 109-122, November.
• Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers 11-04, Duke University, Department of Economics.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
• Barbara Rossi & Tatevik Sekhposyan, 2011. "Forecast Optimality Tests in the Presence of Instabilities," Working Papers 11-18, Duke University, Department of Economics.
• Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
  • Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
• Franziska Ohnsorge & Yevgeniya, 2011. "Forecasting growth in eastern Europe and central Asia," Working Papers 137, European Bank for Reconstruction and Development, Office of the Chief Economist.
• Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
  • Roxana Halbleib & Valerie Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES ECARES 2011-002, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2012. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz 2012-30, Department of Economics, University of Konstanz.
• Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
  • Kollmann, Robert & Zeugner, Stefan, 2011. "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers 8327, C.E.P.R. Discussion Papers.
  • Robert Kollmann & Stefan Zeugner, 2011. "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES ECARES 2011-009, ULB -- Universite Libre de Bruxelles.
• Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
  • Matteo Luciani, 2011. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES ECARES 2011‐022, ULB -- Universite Libre de Bruxelles.
• Charles F. Manski, 2011. "Policy Analysis with Incredible Certitude," Economic Journal, Royal Economic Society, vol. 121(554), pages 261-289, August.
  • Charles F. Manski, 2010. "Policy Analysis with Incredible Certitude," NBER Working Papers 16207, National Bureau of Economic Research, Inc.
  • Charles F. Manski, 2011. "Policy analysis with incredible certitude," CeMMAP working papers CWP04/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  • Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
  • Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
• Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
• Gary Koop & Lise Tole, 2013. "Forecasting the European carbon market," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 723-741, June.
  • Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
• Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
  • Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
  • Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
• Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  • Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
• Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  • Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
• Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
  • Paul Mizen & Serafeim Tsoukas, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers 2011_19, Business School - Economics, University of Glasgow.
  • Mizen, Paul & Tsoukas, Serafeim, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," SIRE Discussion Papers 2011-69, Scottish Institute for Research in Economics (SIRE).
• Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
  • Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
• Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  • Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1), pages 118-137.
  • Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1-2), pages 118-137, January.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011. "Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis," Economic Modelling, Elsevier, vol. 28(1), pages 335-350.
  • Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011. "Macro-econometric modelling for the Nigerian economy: A growth-poverty gap analysis," Economic Modelling, Elsevier, vol. 28(1-2), pages 335-350, January.
• Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1), pages 557-567.
  • Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
  • Julien Chevallier, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print hal-00991961, HAL.
• Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1), pages 647-663.
  • Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1-2), pages 647-663, January.
  • Janos Varga & Jan in 't Veld, 2009. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model," European Economy - Economic Papers 2008 - 2015 387, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1-2), pages 118-137, January.
  • Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1), pages 118-137.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011. "Macro-econometric modelling for the Nigerian economy: A growth-poverty gap analysis," Economic Modelling, Elsevier, vol. 28(1-2), pages 335-350, January.
  • Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011. "Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis," Economic Modelling, Elsevier, vol. 28(1), pages 335-350.
• Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
  • Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1), pages 557-567.
  • Julien Chevallier, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print hal-00991961, HAL.
• Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1-2), pages 647-663, January.
  • Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1), pages 647-663.
  • Janos Varga & Jan in 't Veld, 2009. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model," European Economy - Economic Papers 2008 - 2015 387, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
  • Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
• Yang, Hu & Wu, Xingcui, 2011. "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, vol. 28(3), pages 761-766.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  • Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
• Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 20625, University Library of Munich, Germany.
• Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  • Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
• Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, vol. 28(6), pages 2359-2368.
  • Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2010. "Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products," Working Papers CIE 32, Paderborn University, CIE Center for International Economics.
• Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
  • Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011. "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 61-76, January.
  • Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010. "Weights and pools for a Norwegian density combination," Working Paper 2010/06, Norges Bank.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Buchen, Teresa & Wohlrabe, Klaus, 2011. "Forecasting with many predictors: Is boosting a viable alternative?," Economics Letters, Elsevier, vol. 113(1), pages 16-18, October.
  • Buchen, Teresa & Wohlrabe, Klaus, 2010. "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics 11788, University of Munich, Department of Economics.
• McKenzie, Jordi, 2011. "Mean absolute percentage error and bias in economic forecasting," Economics Letters, Elsevier, vol. 113(3), pages 259-262.
• Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
  • Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
  • John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
  • Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
• Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
  • Andrea Carriero & Raffaella Giacomini, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print hal-00844809, HAL.
• Kiani, Khurshid M., 2011. "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, vol. 12(4), pages 443-459.
• Stentoft, Lars, 2011. "American option pricing with discrete and continuous time models: An empirical comparison," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 880-902.
  • Lars Stentoft, 2011. "American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison," CREATES Research Papers 2011-34, Department of Economics and Business Economics, Aarhus University.
• Michael Pohl, 2011. "Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe," Credit and Capital Markets, Credit and Capital Markets, vol. 44(2), pages 243-278.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  • Roberto Casarin & Chia-Lin Chang & 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," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  • Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI2011-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Roberto Casarin & Chia-Lin Chang & 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," Documentos de Trabajo del ICAE 2011-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul, 2012. "A cost–benefit analysis of Basel III: Some evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 73-82.
  • Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
• James Mitchell & Richard J. Smith & Martin R. Weale, 2013. "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, June.
  • James Mitchell & Richard J. Smith & Martin R. Weale, 2011. "Efficient Aggregation of Panel Qualitative Survey Data," Discussion Papers in Economics 11/53, Division of Economics, School of Business, University of Leicester.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 82-106, February.
  • Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," CESifo Working Paper Series 3158, CESifo.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011. "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics 19953, University of Munich, Department of Economics.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics 11442, University of Munich, Department of Economics.
• Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Atrianfar, Hamed & Barakchian, Seyed Mahdi, 2011. "Evaluation of Information Content of Economic Variables for Inflation Forecasting in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 3(8), pages 1-42, September.
• Babazadeh, Mohammad & Farokhnejad, Farshid & Aghababaei, Mohammad Ebrahim, 2011. "Effects of Changes in the Exchange Rates on the Banks\' Profitability in Short-Term and Long Term: VECM Approach (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 4(9), pages 205-225, December.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Yoichi Okita & Wade Pfau & Giang Long, 2011. "A Stochastic Forecast Model for Japan's Population," Japanese Economy, Taylor & Francis Journals, vol. 38(2), pages 19-44.
  • Yoichi Okita & Wade D. Pfau & Giang Thanh Long, 2009. "A Stochastic Forecast Model For Japan'S Population," GRIPS Discussion Papers 09-06, National Graduate Institute for Policy Studies.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1109, Universitá degli Studi di Milano.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2011. "Forecast evaluation in call centers: combined forecasts, flexible loss functions and economic criteria," Departmental Working Papers 2011-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," Working Papers 20110301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Working Papers 2017.06, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers 1804.08315, arXiv.org.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper 76308, University Library of Munich, Germany.
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1109, Universitá degli Studi di Milano.
• Ágnes Horváth & Csaba Köber & Katalin Szilágyi, 2011. "MPM – The Magyar Nemzeti Bank’s monetary policy model," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(2), pages 18-24, June.
• Silvia Muzzioli & Bernard De Baets, 2011. "Assessing the information content of option-based volatility forecasts using fuzzy regression methods," Department of Economics 0669, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Daisuke Ishikawa & Nobutoshi Kitaura & Junji Ueda & Shintaro Nakagawa, 2011. "Structure of the Forward-Looking Model of the Japanese Economy and Simulation Results," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 7(2), pages 385-454, July.
• Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), vol. 50(1), pages 261-283, February.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models," Working Papers 201116, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  • Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011. "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers 1/11, Monash University, Department of Econometrics and Business Statistics.
• Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
  • Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011. "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers 11/11, Monash University, Department of Econometrics and Business Statistics.
• Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849.
  • Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849, July.
  • George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers 3/11, Monash University, Department of Econometrics and Business Statistics.
• Jing Tian & Heather M. Anderson, 2011. "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers 8/11, Monash University, Department of Econometrics and Business Statistics.
• Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
  • Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.
• Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek, 2011. "Predictivistic Bayesian Forecasting System," NBP Working Papers 87, Narodowy Bank Polski.
• Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
  • Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  • Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
  • Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
  • Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012. "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series 2012-77, Board of Governors of the Federal Reserve System (U.S.).
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
• Herbert Brücker & Philipp J. H. Schröder, 2012. "International Migration With Heterogeneous Agents: Theory and Evidence for Germany, 1967–2009," The World Economy, Wiley Blackwell, vol. 35(2), pages 152-182, February.
  • Herbert Brücker & Philipp J.H. Schroeder, 2011. "International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009," Norface Discussion Paper Series 2011027, Norface Research Programme on Migration, Department of Economics, University College London.
• Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers 11/90, National Institute of Public Finance and Policy.
• M. Bachelet & M. Beffy & D. Blanchet, 2011. "Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models," Documents de Travail de l'Insee - INSEE Working Papers g2011-08, Institut National de la Statistique et des Etudes Economiques.
• Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Chris McDonald & Leif Anders Thorsrud, 2011. "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series DP2011/03, Reserve Bank of New Zealand.
• Diego Moccero & Shingo Watanabe & Boris Cournède, 2011. "What Drives Inflation in the Major OECD Economies?," OECD Economics Department Working Papers 854, OECD Publishing.
• Stéphanie Guichard & Elena Rusticelli, 2011. "A Dynamic Factor Model for World Trade Growth," OECD Economics Department Working Papers 874, OECD Publishing.
• Cristina Conflitti, 2012. "Measuring Uncertainty and Disagreement in the European Survey of Professional Forecasters," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(2), pages 69-103.
• Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011. "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(1), pages 73-92.
• Bolos Marcel & Otgon Cristian & Pop Razvan, 2011. "Substantiation Of The Public Debt Sustainability Using Kalman Filter," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 323-334, December.
• Tiron - Tudor Adriana & Fekete Szilvester & Dragu Ioana - Maria, 2011. "Ifrs Compliance Regarding Information Disclosed By Companies In Consolidated Financial Statements - Case Study On Ias 23 Borrowing Costs Applicability-," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(special), pages 289-295, July.
• Carlo A. Favero & Andrea Tamoni, 2011. "Demographics and US Stock Market Fluctuations ," CESifo Economic Studies, CESifo Group, vol. 57(1), pages 25-43, March.
• Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
• Valero, Diego & Artís, Manuel & Ayuso, Mercedes & García, Jaime, 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 Contri," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 11(1), pages 91-113, June.
• Massimiliano Caporin & Gabriel G. Velo, 2011. "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers 0128, Dipartimento di Scienze Economiche "Marco Fanno".
• Aielli, Gian Piero & Caporin, Massimiliano, 2014. "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 556-576.
  • Gian Piero Aielli & Massimiliano Caporin, 2011. "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers 0133, Dipartimento di Scienze Economiche "Marco Fanno".
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
  • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
• Gian Piero Aielli, 2011. "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers 0142, Dipartimento di Scienze Economiche "Marco Fanno".
• Vesna Bucevska, 2011. "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, vol. 4(1), pages 13-26, January.
• Muhammad Arshad Khan & Musleh ud Din, 2011. "A Dynamic Macroeconometric Model of Pakistan’s Economy," PIDE-Working Papers 2011:69, Pakistan Institute of Development Economics.
• Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
  • Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
  • Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
• Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011. "Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-9, September.
  • Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011. "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series 11-30, Swiss Finance Institute.
• Marcus Ruge, 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," Potsdamer Schriften zu Statistik und Wirtschaft 01, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Benjamin Kauper & Karl-Kuno Kunze, 2011. "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge 49, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• NUCU, Anca Elena, 2011. "Managementul riscului de creditare: realizari actuale, analiza critica, sugestii [Credit risk management: current achievements, critical analysis, suggestions]," MPRA Paper 27932, University Library of Munich, Germany.
• Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.
• So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, vol. 60(4), pages 739-756, August.
  • Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
• Bessonovs, Andrejs, 2011. "GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy," MPRA Paper 30211, University Library of Munich, Germany.
• Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011. "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper 30254, University Library of Munich, Germany.
• Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Orth, Walter, 2011. "Multi-period credit default prediction with time-varying covariates," MPRA Paper 30507, University Library of Munich, Germany.
• Filippou, Miltiades & Zervopoulos, Panagiotis, 2011. "Developing a short-term comparative optimization forecasting model for operational units’ strategic planning," MPRA Paper 30766, University Library of Munich, Germany.
• Tsyplakov, Alexander, 2011. "Evaluating density forecasts: a comment," MPRA Paper 31184, University Library of Munich, Germany.
• Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
  • Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
  • Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
• Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral, 2011. "Estabilidad política y tributación [Taxation and political stability]," MPRA Paper 32414, University Library of Munich, Germany.
  • Fernando, Estrada & Mihai, Mutascu & Aviral Kumar, Tiwari, 2013. "Estabilidad política y tributación [Taxation and political stability]," MPRA Paper 45226, University Library of Munich, Germany.
• Kwasnicki, Witold, 2011. "China, India and the future of the global economy," MPRA Paper 32558, University Library of Munich, Germany.
• Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
  • Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
• Antonello D'Agostino & Kieran McQuinn & Derry O’Brien, 2012. "Nowcasting Irish GDP," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 21-31.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2011. "Nowcasting Irish GDP," MPRA Paper 32941, University Library of Munich, Germany.
• Albers, Scott & Albers, Andrew L., 2011. "The Golden Mean, the Arab Spring and a 10-step analysis of American economic history," MPRA Paper 33004, University Library of Munich, Germany.
• Amiri, Arshia & Ventelou, Bruno, 2011. "Forecasting the role of public expenditure in economic growth Using DEA-neural network approach," MPRA Paper 33955, University Library of Munich, Germany.
• Onour, Ibrahim & Sergi, Bruno, 2011. "Global food and energy markets: volatility transmission and impulse response effects," MPRA Paper 34079, University Library of Munich, Germany.
• Amiri, Arshia & Bakhshoodeh, Mohamad & Najafi, Bahaeddin, 2011. "Forecasting seasonality in prices of potatoes and onions: challenge between geostatistical models, neuro fuzzy approach and Winter method," MPRA Paper 34093, University Library of Munich, Germany.
• Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
• Skribans, Valerijs, 2011. "Development of System Dynamic Model of Latvia’s Economic Integration in the EU," MPRA Paper 34565, University Library of Munich, Germany.
• Shepherd, Ben, 2012. "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, vol. 115(1), pages 4-6.
  • Shepherd, Ben, 2011. "When are adaptive expectations rational? A generalization," MPRA Paper 34644, University Library of Munich, Germany.
• Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013. "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 561-576, September.
  • Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
• Malliaris, A.G. & Malliaris, Mary, 2011. "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper 35261, University Library of Munich, Germany.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• Francisco, Ramirez, 2011. "Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana [Models for Estimating the Output Gap: Application to the GDP of Dominican Republic]," MPRA Paper 38886, University Library of Munich, Germany.
• Skribans, Valerijs, 2011. "Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии [Development of system dynamics model for the energy sector in Latvia]," MPRA Paper 39251, University Library of Munich, Germany.
• Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
• Kui-Wai Li, 2012. "A study on the volatility forecast of the US housing market in the 2008 crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1869-1880, November.
  • Li, Kui-Wai, 2011. "A study on the volatility forecast of the US housing market in the 2008 crisis," MPRA Paper 41033, University Library of Munich, Germany.
• Liu, Xiaochun, 2015. "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, vol. 31(2), pages 296-311.
  • Liu, Xiaochun, 2011. "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper 41248, University Library of Munich, Germany.
• Lúcio Godeiro, Lucas, 2011. "Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais [Forecasts for the Brazilian Exports in 2011 using structural models]," MPRA Paper 45182, University Library of Munich, Germany.
• Petr Geraskin & Dean Fantazzini, 2013. "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 366-391, May.
  • Fantazzini, Dean & Geraskin, Petr, 2011. "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper 47869, University Library of Munich, Germany.
• CHIKHI, Mohamed, 2011. "Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie [Analysis of informational shock and conditional heteroscedasticity in cash flows]," MPRA Paper 77269, University Library of Munich, Germany, revised Jun 2011.
• Kasai Ndahiriwe & Ruthira Naraidoo, 2011. "The Opportunistic approach to monetary policy and financial markets," Working Papers 201103, University of Pretoria, Department of Economics.
• Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  • Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1935-1955, August.
  • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
• Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, Vizja University, vol. 7(1), March.
  • Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
• Rangan Gupta & Yuxiang Ye & Christopher Sako, 2011. "Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production," Working Papers 201135, University of Pretoria, Department of Economics.
• Boril Šopov & Jakub Seidler, 2011. "Yield Curve Dynamics: Regional Common Factor Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 140-156.
  • Boril Šopov & Jakub Seidler, 2010. "Yield Curve Dynamics: Regional Common Factor Model," Working Papers IES 2010/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
• David Havrlant & Roman Hušek, 2011. "Models of Factors Driving the Czech Export," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(3), pages 195-215.
• Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Měnová politika a cena ropy [Monetary Policy and Price of Oil]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(1), pages 22-46.
• Jiří Trešl, 2011. "Srovnání vybraných metod predikce změn trendu indexu PX [Selected Methods of the Prediction of PX Index Trend Reversal]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 184-204.
• Ulrich K. Müller & James H. Stock, 2011. "Forecasts in a Slightly Misspecified Finite Order VAR Model," Working Papers 2011-4, Princeton University. Economics Department..
• Justyna Wróblewska, 2011. "Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(3), pages 169-186, September.
• Ying Chen & Bo Li, 2011. "Forecasting Yield Curves in an Adaptive Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(4), pages 237-259, December.
• Francesco Carlucci, 2011. "Un'analisi quantitativa delle politiche di rientro dal disavanzo pubblico in Italia," Moneta e Credito, Economia civile, vol. 64(254), pages 135-175.
• João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  • João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
• João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  • João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2013. "Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment," International Finance, Wiley Blackwell, vol. 16(1), pages 23-44, February.
  • Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Temi di discussione (Economic working papers) 830, Bank of Italy, Economic Research and International Relations Area.
  • Sandra Gomes & P. Jacquinot, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Papers w201113, Banco de Portugal, Economics and Research Department.
  • Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011. "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series 1323, European Central Bank.
• João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  • João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
• Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
• Esteves, Paulo Soares, 2013. "Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice," Economic Modelling, Elsevier, vol. 33(C), pages 416-420.
  • Paulo Esteves, 2011. "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers w201129, Banco de Portugal, Economics and Research Department.
• Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
• Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
  • Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
• Alexey Balaev, 2011. "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
• Alexei Kolokolov, 2011. "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
• Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith, 2011. "Forecasting Equicorrelation," NCER Working Paper Series 72, National Centre for Econometric Research, revised 29 Aug 2011.
• Armas, Adrián & Vallejos , Lucy & Vega, Marco, 2011. "Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 27-56.
• Vladimir Zdorovenin & Jacques Pézier, 2011. "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance icma-dp2011-03, Henley Business School, University of Reading.
• Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  • Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  • Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
  • Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
  • Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
  • L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
• Mihaela BRATU, 2011. "The Uncertainty of USA GDP Forecasts Determined by the Variables Aggregation," EuroEconomica, Danubius University of Galati, issue 30, pages 109-122, November.
  • Mihaela Bratu, 2011. "Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(42), pages 25-46, December.
• Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 335-369, March.
  • Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
  • Xin Jin & John M. Maheu, 2011. "Modelling Realized Covariances and Returns," Working Paper series 08_11, Rimini Centre for Economic Analysis.
  • Xin Jin & John M. Maheu, 2012. "Modelling Realized Covariances and Returns," Working Paper series 49_12, Rimini Centre for Economic Analysis.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
• Peresetsky, Anatoly & Davtian, Misak, 2011. "Russian USE and olympiads as instruments for university admission selection," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 41-56.
• Grothe, Oliver & Schnieders, Julius, 2011. "Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis," EWI Working Papers 2011-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Karathanassis, G.A. & Sogiakas, V.I., 2011. "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 433-462.
• Dehnad, Kosrow, 2011. "Behavioral Finance and Technical Analysis," Journal of Financial Transformation, Capco Institute, vol. 32, pages 107-111.
• O'Connor, Peter & Yang, Qing, 2011. "QSBO as a forecasting tool," NZIER Working Paper 2011/5, New Zealand Institute of Economic Research.
• Matei, Marius, 2011. "Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 116-141, June.
• Beum-Jo Park, 2011. "Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 37-58, September.
• Scutaru, Cornelia, 2011. "Possible Evolutions of Investment Rate – Error Correction Models Scenarios," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 141-162, December.
• Jagric, Timotej & Beko, Jani, 2011. "How Good are the Growth and Inflation Forecasts for Slovenia?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 47-67, December.
• Gabriela IONESCU & Ion IONITA, 2011. "Contributions to the Development of a General Methodology for Innovation and Forecasting," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 14(2), pages 324-331, December.
• Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009. "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.
  • Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008. "Information in the revision process of real-time datasets," Working Papers 08-27, Federal Reserve Bank of Philadelphia.
  • Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
  • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201108, Rutgers University, Department of Economics.
  • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201109, Rutgers University, Department of Economics.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
  • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201109, Rutgers University, Department of Economics.
  • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201108, Rutgers University, Department of Economics.
• Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
  • Norman R. Swanson & Andres Fernandez, 2011. "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers 201113, Rutgers University, Department of Economics.
• Ansgar Belke & Christian Gokus, 2011. "Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions," Ruhr Economic Papers 0243, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Philipp an de Meulen & Martin Micheli & Torsten Schmidt, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 0294, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Wiktor Patena, 2011. "Company Valuation. How to Deal with a Range of Values?," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(3), pages 75-84, November.
• Harpaul Alberto Kohli & Phillip Basil, 2011. "Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 3(1), pages 59-110, January.
• Chandan Sharma & N.R. Bhanumurthy, 2011. "Estimating Infrastructural Investment Needs for India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 5(2), pages 221-243, May.
  • Chandan, Sharma & Bhanumurthy, N R, 2010. "Estimating Infrastructural Investment Needs for India," MPRA Paper 22188, University Library of Munich, Germany.
• Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset," CESifo Working Paper Series 3372, CESifo.
  • Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Boriss Siliverstovs, 2011. "The Real-Time Predictive Content of the KOF Economic Barometer," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 147(III), pages 353-375, September.
• Yu-chin Chen & Wen-Jen Tsay, "undated". "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," Working Papers UWEC-2011-06, University of Washington, Department of Economics.
  • Yu-chin Chen & Wen-Jen Tsay, 2011. "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research 11-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised May 2011.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
  • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
• Walter Krämer & Michael Bücker, 2011. "Probleme des Qualitätsvergleichs von Kreditausfallprognosen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(1), pages 39-58, March.
• Hendrik Hansen & Peter Pflaumer, 2011. "Zur Prognose der Lebenserwartung in Deutschland: Ein Vergleich verschiedener Verfahren," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(3), pages 203-219, December.
• Javier Pérez & A. Sánchez, 2011. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Empirical Economics, Springer, vol. 41(2), pages 421-445, October.
  • Javier J. Pérez & A. Jesús Sánchez, 2009. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers 0934, Banco de España.
  • Pérez, Javier J. & Sánchez, Jesús, 2010. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Paper Series 1148, European Central Bank.
• Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
  • Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
  • Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
• Teresa Leal & Diego Pedregal & Javier Pérez, 2011. "Short-term monitoring of the Spanish government balance," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(1), pages 97-119, March.
• Maria Gonzalez-Perez & Alfonso Novales, 2011. "The information content in a volatility index for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(2), pages 185-216, June.
• Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
  • Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
• Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
  • Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
• Gary Koop & Lise Tole, 2013. "Forecasting the European carbon market," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 723-741, June.
  • Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  • BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
  • Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper series 38_11, Rimini Centre for Economic Analysis.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  • Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
• Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
  • Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
  • Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
• Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  • Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
• Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  • Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
• Rachida Ouysse, 2011. "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers 2012-03, School of Economics, The University of New South Wales.
• Tommaso Proietti & Stefano Grassi, 2015. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, vol. 48(3), pages 983-1011, May.
  • Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
  • Grassi, Stefano & Proietti, Tommaso, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers 07/2011, University of Sydney Business School, Discipline of Business Analytics.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
  • Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
  • Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
• Philip Hans Franses, 2011. "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1721-1727.
  • Franses, Ph.H.B.F., 2008. "Model selection for forecast combination," Econometric Institute Research Papers EI 2008-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
  • van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
• A. Nazif Çatik & Mehmet Karaçuka, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 275-293, April.
  • Catik, A. Nazif & Karaçuka, Mehmet, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers 20, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
  • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
  • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
• Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  • Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
  • Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
• Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  • David F. Hendry & Kirstin Hubrich, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 216-227, April.
  • Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
• Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
  • José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  • Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
• Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
  • Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
• Serinaldi, Francesco, 2011. "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, vol. 33(6), pages 1216-1226.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, vol. 33(6), pages 1240-1251.
  • Regnard, Nazim & Zakoian, Jean-Michel, 2010. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper 22642, University Library of Munich, Germany.
• Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people's shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80, January.
  • Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80.
  • Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany.
• Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280, April.
  • Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280.
  • Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany.
• Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
  • Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
  • Rünstler, Gerhard & Bańbura, Marta, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 751, European Central Bank.
• Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
  • Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
  • Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
  • Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
  • Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
  • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849, July.
  • Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849.
  • George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers 3/11, Monash University, Department of Econometrics and Business Statistics.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
  • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
• Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
• Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80.
  • Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people's shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80, January.
  • Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany.
• Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280.
  • Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280, April.
  • Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany.
• Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
  • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
  • Rünstler, Gerhard & Bańbura, Marta, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 751, European Central Bank.
• Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
  • Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
  • Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
  • Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
  • Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849.
  • Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849, July.
  • George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers 3/11, Monash University, Department of Econometrics and Business Statistics.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Berster, Peter & Gelhausen, Marc C. & Wilken, Dieter, 2011. "Business aviation in Germany: An empirical and model-based analysis," Journal of Air Transport Management, Elsevier, vol. 17(6), pages 354-359.
  • Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter, 2009. "Business Aviation in Germany: An empirical and model-based analysis," MPRA Paper 16003, University Library of Munich, Germany.
• Bernoth, Kerstin & Pick, Andreas, 2011. "Forecasting the fragility of the banking and insurance sectors," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 807-818, April.
  • Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011. "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 623-640, June.
• López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011. "Nonlinear exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 877-895, September.
  • Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics, revised Sep 2010.
• Mazumder, Sandeep, 2011. "Cost-based Phillips Curve forecasts of inflation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 553-567.
• Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011. "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
  • Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
• Cancelo, José Ramón & Varela, Diego & Sánchez-Santos, José Manuel, 2011. "Interest rate setting at the ECB: Individual preferences and collective decision making," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 804-820.
• Yuan, Chunming, 2011. "Forecasting exchange rates: The multi-state Markov-switching model with smoothing," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 342-362, April.
  • Chunming Yuan, 2008. "Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing," UMBC Economics Department Working Papers 09-115, UMBC Department of Economics, revised 01 Nov 2009.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bovens, Luc & Rabinowicz, Wlodek, 2011. "Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection," LSE Research Online Documents on Economics 49667, London School of Economics and Political Science, LSE Library.
• Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014. "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 34-60.
  • Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011. "Euro area labour markets: different reaction to shocks?," Working Paper Series 1284, European Central Bank.
  • Roberta Serafini & J. Bruha & B. Pierluigi, 2011. "Euro area labour markets: different reaction to shocks?," EcoMod2011 2970, EcoMod.
• Emmanuel Carré, 2011. "The Banco Central do Brasil's institutional framework after ten years," Brazilian Journal of Political Economy, Center of Political Economy, vol. 31(4), pages 594-617.
• Rafael Ramírez & Madeleine Forssell, 2011. "Incertidumbre, turbulencias y escenarios," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 76(01), pages 92-103.
• Rafael Ramírez & Madeleine Forssell, 2011. "Uncertainty, turbulence and scenarios," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 76(01), pages 92-103.
• Eduardo Bericat Alastuey & José M. Echavarren Fernández, 2011. "Travesía hacia 2020: escenarios predictivos para Andalucía," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 76(01), pages 242-267.
• WanChun Luo & Rui Liu, 2011. "Analysis of meat price volatility in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(3), pages 402-411, September.
• Chia-lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures," Managerial Finance, Emerald Group Publishing, vol. 37(11), pages 1088-1106, September.
  • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Harpaul Alberto Kohli & Phillip Basil, 2011. "Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios: 2011–2040," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 3(1), pages 59-110, January.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  • Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  • Roberto Casarin & Chia-Lin Chang & 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," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  • Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI2011-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  • Roberto Casarin & Chia-Lin Chang & 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," Documentos de Trabajo del ICAE 2011-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Rianne Legerstee & Philip Hans Franses, 2014. "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 69-79, January.
  • Rianne Legerstee & Philip Hans Franses, 2011. "Do Experts' SKU Forecasts improve after Feedback?," Tinbergen Institute Discussion Papers 11-135/4, Tinbergen Institute.
  • Legerstee, R. & Franses, Ph.H.B.F., 2011. "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers EI2011-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Rianne Legerstee & Philip Hans Franses & Richard Paap, 2011. "Do Experts incorporate Statistical Model Forecasts and should they?," Tinbergen Institute Discussion Papers 11-141/4, Tinbergen Institute.
  • Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011. "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers EI2011-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2011. "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers EI 2011-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017. "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 386-396, January.
  • Philip Hans Franses & Rianne Legerstee & Richard Paap, 2011. "Estimating Loss Functions of Experts," Tinbergen Institute Discussion Papers 11-177/4, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
  • Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
• Jan Brùha, 2011. "An Empirical Small Labor Market Model for the Czech Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 434-449, November.
• Martin Rezac & Frantisek Rezac, 2011. "How to Measure the Quality of Credit Scoring Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 486-507, November.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
  • Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers 2010/12, Czech National Bank, Research and Statistics Department.
• Robert Flasza & Milan Rippel & Jan Šolc, 2011. "Modelling Long-Term Electricity Contracts at EEX," Working Papers IES 2011/08, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2011.
• Milan Rippel & Ivo Jánský, 2011. "Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility," Working Papers IES 2011/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
• Ghermandi, Andrea & Nunes, Paulo A.L.D., 2011. "A Global Map of Costal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis," Climate Change and Sustainable Development 108205, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Ghermandi & Paulo A.L.D. Nunes, 2011. "A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis," Working Papers 2011.39, Fondazione Eni Enrico Mattei.
• Richter, Andries & Eikeset, Anne Maria & Stenseth, Nils Chr. & van Soest, Daan P., 2011. "Towards the Optimal Management of the Northeast Arctic Cod Fishery," Climate Change and Sustainable Development 108249, Fondazione Eni Enrico Mattei (FEEM).
  • Andries Richter & Paulo A.L.D. Nunes, 2011. "Towards the Optimal Management of the Northeast Arctic Cod Fishery," Working Papers 2011.40, Fondazione Eni Enrico Mattei.
• Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Energy: Resources and Markets 120042, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series) 1112, Federal Reserve Bank of Cleveland.
• Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  • Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
• Ippei Fujiwara & Yasuo Hirose, 2014. "Indeterminacy and Forecastability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 243-251, February.
  • Ippei Fujiwara & Yasuo Hirose, 2011. "Indeterminacy and forecastability," Globalization Institute Working Papers 91, Federal Reserve Bank of Dallas.
  • Ippei Fujiwara & Yasuo Hirose, 2012. "Indeterminacy and Forecastability," CAMA Working Papers 2012-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.
  • Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011. "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series 2011-19, Board of Governors of the Federal Reserve System (U.S.).
• Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  • Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  • Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
  • Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
• Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2018. "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 43-92, September.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2015. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 15-16, Federal Reserve Bank of Philadelphia.
  • Michael Dotsey & Shigeru Fujita & Tom Stark, 2017. "Do Phillips Curves Conditionally Help to Forecast Inflation?," Working Papers 17-26, Federal Reserve Bank of Philadelphia.
• Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
  • Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
  • Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
• Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
  • Deschamps, Philippe J., 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 09 Jun 2012.
• Maciel, Leandro S., 2011. "Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 59-73, November.
• Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
  • Mizen, Paul & Tsoukas, Serafeim, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," SIRE Discussion Papers 2011-69, Scottish Institute for Research in Economics (SIRE).
  • Paul Mizen & Serafeim Tsoukas, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers 2011_19, Business School - Economics, University of Glasgow.
• Rui Pascoal & Jorge Marques, 2011. "Fitting Broadband Diffusion by Cable Modem in Portugal," GEMF Working Papers 2011-20, GEMF, Faculty of Economics, University of Coimbra.
• Jason West, 2011. "A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets," Discussion Papers in Finance finance:201102, Griffith University, Department of Accounting, Finance and Economics.
• Jason West, 2011. "Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model," Discussion Papers in Finance finance:201107, Griffith University, Department of Accounting, Finance and Economics.
• Sinclair, Tara M. & Stekler, H.O., 2013. "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
  • Tara M. Sinclair & H.O. Stekler, 2011. "Examining the Quality of Early GDP Component Estimates," Working Papers 2011-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Dec 2011.
• Yueqing Jia, 2011. "A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach," Working Papers 2011-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Tara M. Sinclair & H.O. Stekler, 2011. "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers 2011-05, The George Washington University, Institute for International Economic Policy.
• Peter Fuleky & Carl Bonham, 2010. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 2010-17R1, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2013.
  • Peter Fuleky & Carl S. Bonham, 2011. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 201110, University of Hawaii at Manoa, Department of Economics.
• Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne 10019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Justin Leroux, 2011. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00644500, HAL.
  • Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: Zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00462454, HAL.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
  • Andrea Carriero & Raffaella Giacomini, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print hal-00844809, HAL.
• Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1), pages 557-567.
  • Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
  • Julien Chevallier, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print hal-00991961, HAL.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
  • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
  • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
• Michael Funke & Aaron Mehrotra & Hao Yu, 2015. "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
  • Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
• Breitung, Jörg & Schmeling, Maik, 2013. "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 142-154.
  • Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP) dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• John Sutherland Earle & Almos Telegdy, 2011. "Long-Term Industrial Labor Demand Forecast for Hungary," Budapest Working Papers on the Labour Market 1110, Institute of Economics, Centre for Economic and Regional Studies.
• John Sutherland Earle & Almos Telegdy, 2011. "Medium-Term Industrial Labor Demand Forecast for Hungary," Budapest Working Papers on the Labour Market 1111, Institute of Economics, Centre for Economic and Regional Studies.
• Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011. "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers 51, HUI Research.
• Yanuar Nugroho & Ozcan Saritas, 2011. "Seeing the Invisible and Making Sense of It. Scanning, Networks and Scenario Analysis," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 5(3), pages 58-69.
• Matthew S. Yiu & Kenneth K. Chow, 2011. "Nowcasting Chinese GDP: Information Content of Economic and Financial Data," Working Papers 042011, Hong Kong Institute for Monetary Research.
• Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?," Working Papers 162011, Hong Kong Institute for Monetary Research.
• Toshiaki Watanabe, 2011. "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series gd11-195, Institute of Economic Research, Hitotsubashi University.
• Daisuke Nagakura & Toshiaki Watanabe, 2015. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 45-82.
  • Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  • Daisuke Nagakura & Toshiaki Watanabe, 2011. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd11-200, Institute of Economic Research, Hitotsubashi University.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Christian M. Hafner & Diane Pierret, 2011. "Multivariate Volatility Modeling of Electricity Futures," SFB 649 Discussion Papers SFB649DP2011-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011. "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series wp2011n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Rajesh Mohnot, 2011. "Forecasting Forex Volatility In Turbulent Times," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(1), pages 27-38.
• Iwan Hermawan, SP. MSi, 2011. "Analisis Dampak Kebijakan Makroekonomi Terhadap Perkembangan Industri Tekstil Dan Produk Tekstil Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(4), pages 1-28, April.
• Iwan Hermawan, SP. MSi, 2011. "Analisis Dampak Kebijakan Makroekonomi Terhadap Perkembangan Industri Tekstil Dan Produk Tekstil Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(4), pages 373-408, April.
• Iwan Hermawan, SP. MSi, 2011. "Analysis Of The Impact Of Macroeconomic Policies On Textile Industry And Its Products In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(4), pages 1-34, April.
• Iwan Hermawan, SP. MSi, 2011. "Analysis Of The Impact Of Macroeconomic Policies On Textile Industry And Its Products In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(4), pages 357-390, April.
• Andrea Carriero, 2011. "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 425-459, May.
  • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
• Nuno Boavida, 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 ro," IET Working Papers Series 06/2011, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology.
• Charles F. Manski, 2011. "Policy Analysis with Incredible Certitude," Economic Journal, Royal Economic Society, vol. 121(554), pages 261-289, August.
  • Charles F. Manski, 2010. "Policy Analysis with Incredible Certitude," NBER Working Papers 16207, National Bureau of Economic Research, Inc.
  • Charles F. Manski, 2011. "Policy analysis with incredible certitude," CeMMAP working papers CWP04/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
  • Massimo Guidolin & Stuart Hyde, 2010. "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers 2010-002, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Stuart Hyde, 2011. "Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective," Working Papers 414, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
  • Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns," Working Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Tómasson, Helgi, 2011. "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series 274, Institute for Advanced Studies.
• Costantini, Mauro & Kunst, Robert M., 2011. "On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models," Economics Series 276, Institute for Advanced Studies.
• Charles A. E. Goodhart & Charles Wen Bin Lim, 2011. "Interest Rate Forecasts: A Pathology," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 135-171, June.
• Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  • Mohaddes, K. & Raissi, M., 2011. "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics 1164, Faculty of Economics, University of Cambridge.
  • Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
  • Mehdi Raissi & Kamiar Mohaddes, 2011. "Oil Prices, External Income, and Growth; Lessons From Jordan," IMF Working Papers 11/291, International Monetary Fund.
• Troy D. Matheson, 2014. "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 51-71.
  • Troy D Matheson, 2011. "New Indicators for Tracking Growth in Real Time," IMF Working Papers 11/43, International Monetary Fund.
• Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012. "Real-time forecasts of economic activity for Latin American economies," Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
  • Philip Liu & Rafael Romeu & Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 11/98, International Monetary Fund.
• Troy D. Matheson, 2014. "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 51-71.
  • Mr. Troy D Matheson, 2011. "New Indicators for Tracking Growth in Real Time," IMF Working Papers 2011/043, International Monetary Fund.
• Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012. "Real-time forecasts of economic activity for Latin American economies," Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
  • Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 2011/098, International Monetary Fund.
• Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  • Mohaddes, K. & Raissi, M., 2011. "Oil Prices, External Income, and Growth: Lessons from Jordan," Cambridge Working Papers in Economics 1164, Faculty of Economics, University of Cambridge.
  • Kamiar Mohaddes & Mehdi Raissi, 2012. "Oil Prices, External Income, and Growth: Lessons from Jordan," Working Papers 688, Economic Research Forum, revised 2012.
  • Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011. "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers 2011/291, International Monetary Fund.
• Mihaela BRATU, 2011. "Modeling And Forecasting The Exchange Rate In Romania," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 56-72, December.
• Andrés Galvis, 2011. "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 2(2), pages 55-65, Diciembre.
• Gómez-Ramos, Elsy L. & Venegas-Martínez, Francisco & Allier-Campuzano, Héctor, 2011. "Análisis comparativo entre modelos GARCH y redes neuronales en el pronóstico de los índices bursatiles IPC y Dow Jones," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(32), pages 3-22, cuarto tr.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010. "Short-Term Congestion Forecasting in Wholesale Power Markets," Staff General Research Papers Archive 31700, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101010800001091, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010. "Short-Term Congestion Forecasting in Wholesale Power Markets," Staff General Research Papers Archive 31700, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101010800001091, Iowa State University, Department of Economics.
• Osamu Nakamura, 2011. "Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis," Working Papers EMS_2011_08, Research Institute, International University of Japan.
• Katja Drechsel & Rolf Scheufele, 2011. "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers 5, Halle Institute for Economic Research.
• Ugo Colombino, 2011. "Five issues in the design of income support mechanisms. The case of Italy," CHILD Working Papers wp21_11, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  • Colombino, Ugo, 2011. "Five Issues in the Design of Income Support Mechanisms: The Case of Italy," IZA Discussion Papers 6059, Institute of Labor Economics (IZA).
• Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
  • Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2011. "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository 2013/195065, ULB -- Universite Libre de Bruxelles.
• Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011. "Practice and Prospects of Medium-term Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
  • Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
• Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
• Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011. "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 63-81, February.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 82-106, February.
  • Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," CESifo Working Paper Series 3158, CESifo.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011. "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics 19953, University of Munich, Department of Economics.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics 11442, University of Munich, Department of Economics.
• Döhrn Roland & Schmidt Christoph M., 2011. "Information or Institution?: On the Determinants of Forecast Accuracy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 9-27, February.
  • Döhrn, Roland & Schmidt, Christoph M., 2010. "Information or Institution? – On the Determinants of Forecast Accuracy," Ruhr Economic Papers 201, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Katja Drechsel & Laurent Maurin, 2011. "Flow of conjunctural information and forecast of euro area economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 336-354, April.
  • Maurin, Laurent & Drechsel, Katja, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 925, European Central Bank.
• Simeon Vosen & Torsten Schmidt, 2011. "Forecasting private consumption: survey‐based indicators vs. Google trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 565-578, September.
  • Schmidt, Torsten & Vosen, Simeon, 2009. "Forecasting Private Consumption: Survey-based Indicators vs. Google Trends," Ruhr Economic Papers 155, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Mauro Costantini & Robert M. Kunst, 2011. "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 579-596, September.
  • Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies.
• Eric Girardin & Konstantin A. Kholodilin, 2011. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 622-643, November.
  • Girardin, Eric & Kholodilin, Konstantin A., 2010. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," BOFIT Discussion Papers 15/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
• António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  • António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
• Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 736-752, December.
  • Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009. "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series 1051, European Central Bank.
• Alex Huang, 2011. "Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 301-330, March.
• Wei Zhu & Harry Timmermans, 2011. "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, vol. 13(2), pages 101-126, June.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
• Derann Hsu & Cheng-Huei Chiao, 2011. "Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 477-507, November.
• Fabian Krüger & Ingmar Nolte, 2011. "Disagreement, Uncertainty and the True Predictive Density," Working Paper Series of the Department of Economics, University of Konstanz 2011-43, Department of Economics, University of Konstanz.
• Boriss Siliverstovs, 2011. "Are GDP revisions predictable?," KOF Working papers 11-281, KOF Swiss Economic Institute, ETH Zurich.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
• Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
  • Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
• Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011. "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper 28259, University Library of Munich, Germany.
  • Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011. "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers 11-020/4, Tinbergen Institute.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
• van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
  • Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
• Christophe Croux & Peter Exterkate, 2011. "Sparse and Robust Factor Modelling," Tinbergen Institute Discussion Papers 11-122/4, Tinbergen Institute.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
• Oleg Sokolinskiy & Dick van Dijk, 2011. "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers 11-125/4, Tinbergen Institute.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers 11-131/4, Tinbergen Institute.
• Rianne Legerstee & Philip Hans Franses, 2014. "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 69-79, January.
  • Legerstee, R. & Franses, Ph.H.B.F., 2011. "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers EI2011-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Rianne Legerstee & Philip Hans Franses, 2011. "Do Experts' SKU Forecasts improve after Feedback?," Tinbergen Institute Discussion Papers 11-135/4, Tinbergen Institute.
• Peter Exterkate, 2011. "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-138/4, Tinbergen Institute.
• Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011. "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers EI2011-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Rianne Legerstee & Philip Hans Franses & Richard Paap, 2011. "Do Experts incorporate Statistical Model Forecasts and should they?," Tinbergen Institute Discussion Papers 11-141/4, Tinbergen Institute.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
• Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017. "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 386-396, January.
  • Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Rianne Legerstee & Richard Paap, 2011. "Estimating Loss Functions of Experts," Tinbergen Institute Discussion Papers 11-177/4, Tinbergen Institute.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
• Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Yong Song, 2011. "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers tecipa-427, University of Toronto, Department of Economics.
• Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 647-659, May.
  • Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2011-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Francisco Javier Eransus & Alfonso Novales Cinca, 2014. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2014-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  • Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  • Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
• Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  • Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  • Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  • Roberto Casarin & Chia-Lin Chang & 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," Documentos de Trabajo del ICAE 2011-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Roberto Casarin & Chia-Lin Chang & 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," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  • Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI2011-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013. "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 164-182.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2011-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2012-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Feb 2012.
• Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014. "Forecasting inflation using commodity price aggregates," Journal of Econometrics, Elsevier, vol. 183(1), pages 117-134.
  • Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
• Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
  • Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2011. "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository 2013/195065, ULB -- Universite Libre de Bruxelles.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
  • Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
  • Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
  • Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
• Matthew L. Higgins, 2011. "Advances in Economic Forecasting," Books from Upjohn Press, W.E. Upjohn Institute for Employment Research, number aef.
• Audrino, Francesco, 2014. "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 43-60.
  • Audrino, Francesco, 2011. "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series 1112, University of St. Gallen, School of Economics and Political Science.
• Francesco Audrino & Yujia Hu, 2016. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, vol. 4(1), pages 1-24, February.
  • Audrino, Francesco & Hu, Yujia, 2011. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series 1138, University of St. Gallen, School of Economics and Political Science.
• Ghermandi, Andrea & Nunes, Paulo A.L.D., 2013. "A global map of coastal recreation values: Results from a spatially explicit meta-analysis," Ecological Economics, Elsevier, vol. 86(C), pages 1-15.
  • Andrea Ghermandi & Paulo A.L.D. Nunes, 2011. "A Global Map of Costal Recreation Values: results from a spatially explicit meta-analysis," Working Papers 2011_08, Department of Economics, University of Venice "Ca' Foscari".
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers 1104, Department of Economics, University of Victoria.
• Vladimir Gligorov & Renate Haupfleisch & Mario Holzner & Katja Korolkova & Monika Natter & Hermine Vidovic, 2011. "Developing Efficient Activation Approaches and Identifying Elements for Regional Cooperation in the Western Balkans," wiiw Research Reports 374, The Vienna Institute for International Economic Studies, wiiw.
• Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011. "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics, Canadian Economics Association, vol. 44(2), pages 651-672, May.
  • Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011. "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 651-672, May.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  • Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
• John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
  • Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
  • John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
• Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
  • Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
• Lucas W. Davis & Lutz Kilian, 2011. "Estimating the effect of a gasoline tax on carbon emissions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1187-1214, November.
  • Lucas W. Davis & Lutz Kilian, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers 14685, National Bureau of Economic Research, Inc.
  • Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
• Ewa Syczewska, 2011. "Assessment of growth for countries of European Union," Working Papers 59, Department of Applied Econometrics, Warsaw School of Economics.
• Kian Guan Lim, 2011. "Financial Valuation And Econometrics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7782, February.
• Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011. "Multidimensional Levy walk and its scaling limits," HSC Research Reports HSC/11/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Michael Funke & Aaron Mehrotra & Hao Yu, 2015. "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
  • Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
  • Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
• Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
  • Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
• Malte Knüppel & Guido Schultefrankenfeld, 2012. "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 87-139, September.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies 2011,14, Deutsche Bundesbank.
• Malte Knüppel, 2015. "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 270-281, April.
  • Knüppel, Malte, 2011. "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies 2011,32, Deutsche Bundesbank.
• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank.
  • Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers 8828, C.E.P.R. Discussion Papers.
• A. Nazif Çatik & Mehmet Karaçuka, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 275-293, April.
  • Catik, A. Nazif & Karaçuka, Mehmet, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers 20, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Shintani, Mototsugu & Guo, Zi-Yi, 2011. "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints 167627, ZBW - Leibniz Information Centre for Economics.
• Herold, Jörg & Polzin, Kerstin, 2011. "Zeitvarianz und Zeitinvarianz - mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus," Jena Contributions to Economic Research 2011,1, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration.
• Herold, Jörg & Ahrens, Bernd, 2011. "Reversibilität und Irreversibilität: Mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus," Jena Contributions to Economic Research 2011,5, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration.
• Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011. "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series 179, Frankfurt School of Finance and Management.
• Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen Anja, 2016. "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
  • Rossen, Anja, 2011. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 113, Hamburg Institute of International Economics (HWWI).
  • Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
• Skrove Falch, Nina & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
  • Falch, Nina Skrove & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics Discussion Papers 2011-6, Kiel Institute for the World Economy (IfW Kiel).
• Skrove Falch, Nina & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
  • Falch, Nina Skrove & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics Discussion Papers 2011-6, Kiel Institute for the World Economy (IfW Kiel).
• Drechsel, Katja & Scheufele, Rolf, 2011. "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers 5/2011, Halle Institute for Economic Research (IWH).
• Ansgar Belke & Christian Gokus, 2011. "Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions," Discussion Papers of DIW Berlin 1107, DIW Berlin, German Institute for Economic Research.
  • Belke, Ansgar & Gokus, Christian, 2011. "Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions," Ruhr Economic Papers 243, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• an de Meulen, Philipp & Micheli, Martin & Schmidt, Torsten, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 294, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  • BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Orth, Walter, 2011. "Multi-period credit default prediction with time-varying covariates," Discussion Papers in Econometrics and Statistics 3/11, University of Cologne, Institute of Econometrics and Statistics.
• Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
  • Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
  • Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Wei-bin Zhang, 2011. "Elastic Labour Supply and Home Production in a Monetary Growth Model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 9(2), pages 87-100.
• Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.

2010

• Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
• Halil Guler & Anil Talasli, 2010. "Modelling the Daily Currency in Circulation in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(1), pages 29-46.
• Manish Kumar, 2010. "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 3(2), pages 21-39, December.
• Charles S. Bos & Siem Jan Koopman, 2010. "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers 10-017/4, Tinbergen Institute.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
  • Teulings, Coen & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131, CPB Netherlands Bureau for Economic Policy Analysis.
• Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
  • Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Rianne Legerstee & Philip Hans Franses, 2010. "Does Disagreement amongst Forecasters have Predictive Value?," Tinbergen Institute Discussion Papers 10-088/4, Tinbergen Institute.
• Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
• Croux, C. & Gelper, S. & Mahieu, K., 2010. "Robust Control Charts for Time Series Data," Discussion Paper 2010-107, Tilburg University, Center for Economic Research.
• Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K., 2010. "Robust Forecasting of Non-Stationary Time Series," Discussion Paper 2010-105, Tilburg University, Center for Economic Research.
• Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Other publications TiSEM a5a7b05f-5f1f-46ed-8ce8-5, Tilburg University, School of Economics and Management.
  • Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Discussion Paper 2010-84, Tilburg University, Center for Economic Research.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
  • Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
  • Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
  • Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
• Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 335-369, March.
  • Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
  • Xin Jin & John M. Maheu, 2011. "Modelling Realized Covariances and Returns," Working Paper series 08_11, Rimini Centre for Economic Analysis.
  • Xin Jin & John M. Maheu, 2012. "Modelling Realized Covariances and Returns," Working Paper series 49_12, Rimini Centre for Economic Analysis.
• Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
  • Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
• Orla Doyle, 2010. "Unravelling Voters’ Perceptions of the Economy," Working Papers 201012, Geary Institute, University College Dublin.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
• Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
  • Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
• Rómulo Chumacero, 2010. "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, vol. 37(2 Year 20), pages 207-215, December.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010. "The Use of GARCH Models in VaR Estimation," Working Papers 0048, University of Peloponnese, Department of Economics.
• Robin Hogarth & Emre Soyer, 2010. "Econometrics and decision making: Effects of presentation mode," Economics Working Papers 1204, Department of Economics and Business, Universitat Pompeu Fabra.
  • Emre Soyer, 2015. "Econometrics and Decision Making: Effects of Presentation Mode," Working Papers 426, Barcelona School of Economics.
• Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, vol. 167(1), pages 47-60.
  • Fabio Canova & Filippo Ferroni, "undated". "The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?," Working Papers 471, Barcelona School of Economics.
  • Fabio Canova & Filippo Ferroni, 2010. "The dynamics of US inflation: Can monetary policy explain the changes?," Economics Working Papers 1241, Department of Economics and Business, Universitat Pompeu Fabra.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016. "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 232-256, February.
  • Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010. "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010 2010-09, Department of Economics, University of St. Gallen.
• Ginters BUSS, 2010. "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 48-58.
  • Bušs, Ginters, 2010. "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper 20688, University Library of Munich, Germany.
• Colombino, Ugo, 2010. "Equilibrium Policy Simulations with Random Utility Models of Labour Supply," IZA Discussion Papers 5262, Institute of Labor Economics (IZA).
  • Colombino Ugo, 2010. "Equilibrium policy simulations with random utility models of labour supply," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201015, University of Turin.
  • Ugo Colombino, 2010. "Equilibrium policy simulations with random utility models of labour supply," Carlo Alberto Notebooks 156, Collegio Carlo Alberto.
  • Colombino, Ugo, 2012. "Equilibrium policy simulation with random utility models of labor supply," EUROMOD Working Papers EM5/12, EUROMOD at the Institute for Social and Economic Research.
• Rod Tyers & Ying Zhang, 2011. "Appreciating the Renminbi," The World Economy, Wiley Blackwell, vol. 34(2), pages 265-297, February.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," Departmental Working Papers 2007-09, The Australian National University, Arndt-Corden Department of Economics.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics 2007-483, Australian National University, College of Business and Economics, School of Economics.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating the Renminbi," CAMA Working Papers 2010-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320, September.
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • : Carol A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demograhic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers wpn10-02, Warwick Business School, Finance Group.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
• Kozhan, Roman & Salmon, Mark, 2012. "The information content of a limit order book: The case of an FX market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 1-28.
  • : Roman Kozhan & Mark Salmon, 2010. "The information Content of a Limit Order Book:the Case of an FX Market," Working Papers wpn10-05, Warwick Business School, Finance Group.
• Gerhard Rünstler, 2016. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 629-662, Emerald Group Publishing Limited.
  • Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
  • Rünstler, Gerhard, 2016. "On the design of data sets for forecasting with dynamic factor models," Working Paper Series 1893, European Central Bank.
• Klemens Hauzenberger & Robert Stehrer, 2010. "An Empirical Characterization of Redistribution Shocks and Output Dynamics," wiiw Working Papers 68, The Vienna Institute for International Economic Studies, wiiw.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
• Felix W. H. Chan & Wai-Sum Chan & Johnny S. H. Li, 2010. "An Actuarial Approach To Assessing Personal Injury Compensations In Singapore: Theory And Practice," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(04), pages 705-731.
• Felix W. H. Chan & Wai-Sum Chan & Johnny S. H. Li, 2010. "An Actuarial Approach To Assessing Personal Injury Compensations In Singapore: Theory And Practice," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(04), pages 705-731.
• Zucchelli, E & Jones, A.M & Rice, N, 2010. "The evaluation of health policies through microsimulation methods," Health, Econometrics and Data Group (HEDG) Working Papers 10/03, HEDG, c/o Department of Economics, University of York.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  • Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
• Tödter, Karl-Heinz, 2010. "How useful is the carry-over effect for short-term economic forecasting?," Discussion Paper Series 1: Economic Studies 2010,21, Deutsche Bundesbank.
• Schultefrankenfeld Guido, 2013. "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
  • Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
• Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
  • Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
  • Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
• Harin, Alexander, 2010. "Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании [Ruptures in probability scale. Their manifestations in economics and forecasting]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4-16, pages 85-87.
• Klein, Martin, 2010. "Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie," Working Papers in Accounting Valuation Auditing 2010-8, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing.
• Herold, Jörg & Völker, Lutz, 2010. "Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus," Jena Contributions to Economic Research 2010,2, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration.
• Lux, Thomas & Morales-Arias, Leonardo, 2010. "Relative forecasting performance of volatility models: Monte Carlo evidence," Kiel Working Papers 1582, Kiel Institute for the World Economy (IfW Kiel).
• Hu, Tun-I & Fildes, Robert, 2010. "A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes," 21st European Regional ITS Conference, Copenhagen 2010: Telecommunications at new crossroads - Changing value configurations, user roles, and regulation 15, International Telecommunications Society (ITS).
• Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6/2010, Halle Institute for Economic Research (IWH).
• Schlüter, Stephan & Deuschle, Carola, 2010. "Using wavelets for time series forecasting: Does it pay off?," FAU Discussion Papers in Economics 04/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011. "Practice and Prospects of Medium-term Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
  • Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  • Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Döhrn Roland & Schmidt Christoph M., 2011. "Information or Institution?: On the Determinants of Forecast Accuracy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 9-27, February.
  • Döhrn, Roland & Schmidt, Christoph M., 2010. "Information or Institution? – On the Determinants of Forecast Accuracy," Ruhr Economic Papers 201, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Simeon Vosen & Torsten Schmidt, 2012. "A monthly consumption indicator for Germany based on Internet search query data," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
  • Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
  • Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Schaumburg, Julia, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers 2010-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
  • Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
• Ritter, Matthias & Mußhoff, Oliver & Odening, Martin, 2010. "Meteorological forecasts and the pricing of weather derivatives," SFB 649 Discussion Papers 2010-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Clostermann, Jörg & Keis, Nikolaus & Seitz, Franz, 2010. "Short-term oil models before and during the financial market crisis," Arbeitsberichte – Working Papers 18, Technische Hochschule Ingolstadt (THI).
• Manner, Hans & Reznikova, Olga, 2010. "Forecasting international stock market correlations: does anything beat a CCC?," Discussion Papers in Econometrics and Statistics 7/10, University of Cologne, Institute of Econometrics and Statistics.
• Klaus Grobys, 2010. "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, vol. 2(1), pages 72-78, May.
• Andreas Beerli, 2010. "The evolution of durable goods demand during china's transition. An empirical analysis of household survey data from 1989 to 2006," IEW - Working Papers 494, Institute for Empirical Research in Economics - University of Zurich.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics 10/55, University of Canterbury, Department of Economics and Finance.
  • Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers 722, Kyoto University, Institute of Economic Research.
  • Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Yves Jegourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers 201007, Larefi, Université Bordeaux 4.
• Yves Jégourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Working Papers hal-00646542, HAL.
  • Yves Jégourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers 1007, Larefi, Université Bordeaux 4.
• Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
  • R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
• Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
  • Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Division of Economics, School of Business, University of Leicester.
• Stephen Hall & Kavita Sirichand, 2010. "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics 10/13, Division of Economics, School of Business, University of Leicester.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  • Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
  • Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
• Jesus Felipe & Utsav Kumar & Arnelyn Abdon, 2010. "Using Capabilities to Project Growth, 2010-30," Economics Working Paper Archive wp_609, Levy Economics Institute.
• Zuzana Brixiova & Margaret H. Morgan & Andreas Wörgötter, 2010. "On The Road to Euro: How Synchronized Is Estonia with the Euro zone?," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 7(1), pages 203-227, June.
• Muhammad Zakaria & Shujat Ali, 2010. "Fiscal Marksmanship in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 113-133, Jul-Dec.
• Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo, 2010. "Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014," Discussion Papers in Economics 11438, University of Munich, Department of Economics.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 82-106, February.
  • Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," CESifo Working Paper Series 3158, CESifo.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011. "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics 19953, University of Munich, Department of Economics.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics 11442, University of Munich, Department of Economics.
• Buchen, Teresa & Wohlrabe, Klaus, 2011. "Forecasting with many predictors: Is boosting a viable alternative?," Economics Letters, Elsevier, vol. 113(1), pages 16-18, October.
  • Buchen, Teresa & Wohlrabe, Klaus, 2010. "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics 11788, University of Munich, Department of Economics.
• Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
  • Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
• Alberto Bagnai, 2010. "CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits," Working Papers LuissLab 1088, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
• Branimir Jovanovic & Magdalena Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," Working Papers 2010-02, National Bank of the Republic of North Macedonia, revised Aug 2010.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series 66, National Centre for Econometric Research.
  • Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," Centre for Growth and Business Cycle Research Discussion Paper Series 151, Economics, The University of Manchester.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Murat, Marina & Pirotti, Tommaso, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 43-61, November.
  • Marina Murat & Tommaso Pirotti, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Center for Economic Research (RECent) 055, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Marina Murat & Tommaso Pirotti, 2010. "The Attractiveness of Countries for FDI. A Fuzzy Approach," Department of Economics 0640, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Murat, Marina & Pirotti, Tommaso, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 43-61, November.
  • Marina Murat & Tommaso Pirotti, 2010. "The Attractiveness of Countries for FDI. A Fuzzy Approach," Department of Economics 0640, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Marina Murat & Tommaso Pirotti, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Center for Economic Research (RECent) 055, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Dominique Guégan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
• Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: Zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00462454, HAL.
  • Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne 10019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Justin Leroux, 2011. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00644500, HAL.
• Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505165, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
• George Athanasopoulos & Ashton de Silva, 2010. "Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand," Monash Econometrics and Business Statistics Working Papers 11/09, Monash University, Department of Econometrics and Business Statistics.
• Alysha M De Livera, 2010. "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers 10/10, Monash University, Department of Econometrics and Business Statistics.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
  • Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
• Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
• Shu Fan & Rob Hyndman, 2010. "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers 17/10, Monash University, Department of Econometrics and Business Statistics.
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012. "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, vol. 171(2), pages 217-236.
  • Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010. "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers 22/10, Monash University, Department of Econometrics and Business Statistics.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010. "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132, National Bureau of Economic Research, Inc.
  • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
  • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 4600, Banco de la Republica.
• Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
  • Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  • Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
  • Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
• Charles F. Manski, 2011. "Policy Analysis with Incredible Certitude," Economic Journal, Royal Economic Society, vol. 121(554), pages 261-289, August.
  • Charles F. Manski, 2010. "Policy Analysis with Incredible Certitude," NBER Working Papers 16207, National Bureau of Economic Research, Inc.
  • Charles F. Manski, 2011. "Policy analysis with incredible certitude," CeMMAP working papers CWP04/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.
• Nikola Tasiæ & Miroslav Zdravkoviæ, 2008. "Long-run Exchange Rate Sensitivity of Serbian Exports and Imports," Working papers 17, National Bank of Serbia.
• Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev, 2010. "Medium-term projection model of the National Bank of Serbia," Working papers 17, National Bank of Serbia.
• C. Minodier, 2010. "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers g2010-01, Institut National de la Statistique et des Etudes Economiques.
• Andrew Coleman & Özer Karagedikli, 2010. "Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar," Reserve Bank of New Zealand Discussion Paper Series DP2010/10, Reserve Bank of New Zealand.
• Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2010. "Evaluating German business cycle forecasts under an asymmetric loss function," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-18.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series 200905, University of Hamburg, Department of Socioeconomics.
• Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
  • Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 953, European Central Bank.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010. "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Dogar Cristian & Kelemen Andrei, 2010. "Use Of Econometric Instruments In Determining The Financial Resources Needed For Professional Skills Development Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 267-271, July.
• Chirila Emil, 2010. "The Effects Of Financing Sources Costs Over The Financial And Operational Risk," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 338-343, July.
• Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin, 2010. "The Determinats Of The Unemployment Rate - Empirical Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 277-282, December.
• Ciortescu Cezar-Gabriel, 2010. "Performance Assessment In Operating Dry Ports," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 934-938, December.
• Dominika Crnjac Milic, 2010. "Poisson Processes And Compound Poisson Processes In Insurance Management," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 6, pages 534-541.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010. "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
  • Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
  • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Muellbauer, John & Aron, Janine, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
  • Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
  • Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Centre for Economic Performance, LSE.
• Caporin, Massimiliano & Preś, Juliusz, 2012. "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3459-3476.
  • Massimiliano Caporin & Juliusz Pres, 2010. "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers 0106, Dipartimento di Scienze Economiche "Marco Fanno".
• Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012. "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, vol. 34(5), pages 1700-1712.
  • Caporin, Massimiliano & Pres, Juliusz & Torro, Hipolit, 2010. "Model based Monte Carlo pricing of energy and temperature quanto options," MPRA Paper 25538, University Library of Munich, Germany.
  • Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010. "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers 0123, Dipartimento di Scienze Economiche "Marco Fanno".
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, vol. 28(6), pages 2359-2368.
  • Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2010. "Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products," Working Papers CIE 32, Paderborn University, CIE Center for International Economics.
• Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip, 2010. "International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(2), pages 75-84.
• Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip, 2010. "International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(2), pages 85-98.
• Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta, 2010. "A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 69-86.
• Chaitip, Prasert & Balogh, Peter & Kovacs, Sandor & Chaiboonsri, Chukiat, 2011. "On Tests For Long-Term Dependence: India’S International Tourism Market," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 5(01-2), pages 1-6.
  • Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri, 2010. "On Tests For Long-Term Dependence: India’s International Tourism Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 87-94.
• Alina-Teodora Ciuhureanu & Hortensia Gorski & Nicolae Balteş, 2010. "Study On Identifying The Consultancy Needs Of The Members Of The Territorial Pact And The County Partnerships In The Centre Region," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 95-104.
• Gulshan Kumar & Sanjeev Gupta, 2010. "Forecasting Exports Of Industrial Goods From Punjab - An Application Of Univariate Arima Model," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 169-180.
• Su, Dongwei & He, Xingxing, 2010. "A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China," MPRA Paper 19962, University Library of Munich, Germany.
• Mamatzakis, E & Remoundos, P, 2010. "Threshold Cointegration in BRENT crude futures market," MPRA Paper 19978, University Library of Munich, Germany.
• Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
• Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(4), pages 321-339, November.
  • Balli, Faruk & Elsamadisy, Elsayed, 2010. "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper 20159, University Library of Munich, Germany.
• Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 20625, University Library of Munich, Germany.
• Jing Li & Henry Thompson, 2010. "A Note on the Oil Price Trend and GARCH Shocks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 159-166.
  • Jing Li & Henry Thompson, 2010. "A Note on the Oil Price Trend and GARCH Shocks," The Energy Journal, , vol. 31(3), pages 159-166, July.
  • Jing, Li & Thompson, Henry, 2010. "A Note on the Oil Price Trend and GARCH Shocks," MPRA Paper 20654, University Library of Munich, Germany.
• Ginters BUSS, 2010. "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 48-58.
  • Bušs, Ginters, 2010. "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper 20688, University Library of Munich, Germany.
• Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
• Buss, Ginters, 2010. "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper 22147, University Library of Munich, Germany.
• Gogas, Periklis & Pragkidis, Ioannis, 2010. "The interest rate spread as a forecasting tool of greek industrial production," MPRA Paper 22148, University Library of Munich, Germany.
• Chandan Sharma & N.R. Bhanumurthy, 2011. "Estimating Infrastructural Investment Needs for India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 5(2), pages 221-243, May.
  • Chandan, Sharma & Bhanumurthy, N R, 2010. "Estimating Infrastructural Investment Needs for India," MPRA Paper 22188, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии [Housing model in the post socialistic countries on the example of Latvia]," MPRA Paper 22229, University Library of Munich, Germany.
• Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 20625, University Library of Munich, Germany.
  • Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, vol. 33(6), pages 1240-1251.
  • Regnard, Nazim & Zakoian, Jean-Michel, 2010. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper 22642, University Library of Munich, Germany.
• Cadogan, Godfrey, 2010. "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper 23235, University Library of Munich, Germany.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012. "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, vol. 28(3), pages 623-631.
  • Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010. "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper 23648, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde [System dynamic model development for the Latvian energy sector]," MPRA Paper 23666, University Library of Munich, Germany.
• Mamatzakis, E & Christodoulakis, G, 2010. "A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions," MPRA Paper 24637, University Library of Munich, Germany.
• Fry, J. M., 2010. "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper 24778, University Library of Munich, Germany.
• Ege, Yazgan & Huseyin, Kaya, 2010. "Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?," MPRA Paper 24810, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Development of the Latvian energy sector system dynamic model," MPRA Paper 25067, University Library of Munich, Germany.
• Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
• Cadogan, Godfrey, 2010. "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper 25890, University Library of Munich, Germany, revised Oct 2010.
• Hibbs, Douglas A., 2010. "The 2010 Midterm Election for the US House of Representatives," MPRA Paper 25918, University Library of Munich, Germany.
• Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi, 2010. "Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?," MPRA Paper 26326, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Investments model development with the system dynamic method," MPRA Paper 27235, University Library of Munich, Germany.
• Fry, J. M., 2010. "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper 27307, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Construction industry forecasting system dynamic model," MPRA Paper 27323, University Library of Munich, Germany.
• de Silva, Ashton J, 2010. "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper 27411, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Darbaspēka migrācijas ietekme uz darba tirgu Latvijā [Influence of Labor Migration on Labor Market in Latvia]," MPRA Paper 28301, University Library of Munich, Germany.
• Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza, 2010. "Why the determinacy condition is a weak criterion in rational expectations models," MPRA Paper 28320, University Library of Munich, Germany.
• Liebermann, Joelle, 2010. "Real-time nowcasting of GDP: Factor model versus professional forecasters," MPRA Paper 28819, University Library of Munich, Germany.
  • Liebermann, Joelle, 2011. "Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters," Research Technical Papers 3/RT/11, Central Bank of Ireland.
• Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P., 2010. "Cross Border Business Cycle Impacts on the El Paso Housing Market," MPRA Paper 29095, University Library of Munich, Germany, revised 2010.
• Skribans, Valerijs, 2010. "Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana [Estimation of Economic Benefit of the Introduction of Latvia in the European Union]," MPRA Paper 29313, University Library of Munich, Germany.
• Lanne, Markku & Luoto, Jani, 2012. "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, vol. 115(3), pages 383-386.
  • Lanne, Markku & Luoto, Jani, 2010. "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper 29992, University Library of Munich, Germany.
• Bessonovs, Andrejs, 2010. "Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā [Measuring GDP forecasting accuracy using factor models: aggregated vs. disaggregated approach]," MPRA Paper 30386, University Library of Munich, Germany.
• Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr., 2010. "Municipal Non-Residential Real Property Valuation Forecast Accuracy," MPRA Paper 32116, University Library of Munich, Germany, revised 11 Feb 2011.
• Pang, Iris Ai Jao, 2010. "Comparisons of different monetary policies in China with yield curve information," MPRA Paper 32494, University Library of Munich, Germany.
• Pang, Iris Ai Jao, 2010. "Forecasting Hong Kong economy using factor augmented vector autoregression," MPRA Paper 32495, University Library of Munich, Germany.
• Pang, Iris Ai Jao, 2010. "Were Fed’s active monetary policy actions necessary?," MPRA Paper 32496, University Library of Munich, Germany.
• Skribans, Valerijs, 2010. "Latvia’s incoming in European Union economic effect estimation," MPRA Paper 32522, University Library of Munich, Germany.
• Khiabani, Nasser, 2010. "How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran," MPRA Paper 34041, University Library of Munich, Germany, revised 01 Mar 2011.
• Buda, Rodolphe, 2010. "Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008 [Estimation of the french salaried regional employment detailed at 31.12.2007 and aggregated at 31.1," MPRA Paper 34884, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Ahmadzadeh Mashinchi, Sina, 2010. "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper 38100, University Library of Munich, Germany.
• Mustapha, Nazeem & Djolov, George, 2010. "The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa," MPRA Paper 39215, University Library of Munich, Germany, revised 01 Dec 2010.
• Branimir, Jovanovic & Magdalena, Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper 43162, University Library of Munich, Germany.
• Thomas M. Fullerton Jr. & Angel L. Molina Jr & Adam G. Walke, 2013. "Tolls, exchange rates, and northbound international bridge traffic from Mexico," Regional Science Policy & Practice, Wiley Blackwell, vol. 5(3), pages 305-321, August.
  • Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G., 2010. "Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico," MPRA Paper 59586, University Library of Munich, Germany, revised 22 Jun 2012.
• Degiannakis, Stavros & Floros, Christos, 2010. "VIX Index in Interday and Intraday Volatility Models," MPRA Paper 96304, University Library of Munich, Germany.
• Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
• Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  • Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
• Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
• Gupta, Rangan & Modise, Mampho P., 2012. "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
  • Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012. "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, vol. 29(6), pages 2435-2443.
  • Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
• Jakub Ryšánek, 2010. "Combining VAR Forecast Densities Using Fast Fourier Transform," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2010(5), pages 72-88.
• Jakub Dyntar & Eva Kemrová & Ivan Gros, 2010. "Simulation approach in stock control of products with sporadic demand," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(3).
• Miroslav Klúcik & Jana Juriová, 2010. "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 17-36, January.
• Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
  • Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.
• Jacek Osiewalski & Anna Pajor, 2010. "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(4), pages 253-277, September.
• Gomes, S. & Jacquinot, P. & Pisani, M., 2012. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, vol. 29(5), pages 1686-1714.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series 1195, European Central Bank.
  • Sandra Gomes & P. Jacquinot, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers w201006, Banco de Portugal, Economics and Research Department.
  • Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Temi di discussione (Economic working papers) 770, Bank of Italy, Economic Research and International Relations Area.
• António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  • António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
• Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
  • Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," Centre for Growth and Business Cycle Research Discussion Paper Series 151, Economics, The University of Manchester.
  • Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series 66, National Centre for Econometric Research.
• Claudiu Tiberiu Albulescu, 2010. "Forecasting Credit Growth Rate In Romania: From Credit Boom To Credit Crunch?," Romanian Economic Business Review, Romanian-American University, vol. 5(1), pages 62-75, March.
  • Albulescu, Claudiu Tiberiu, 2009. "Forecasting credit growth rate in Romania: from credit boom to credit crunch?," MPRA Paper 16740, University Library of Munich, Germany, revised 10 Aug 2009.
• David Norman & Anthony Richards, 2010. "Modelling Inflation in Australia," RBA Research Discussion Papers rdp2010-03, Reserve Bank of Australia.
• Del Carpio, Carlos & Zevallos, Mauricio, 2010. "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
• Barrera, Carlos R., 2010. "Redes neuronales para predecir el tipo de cambio diario," Working Papers 2010-001, Banco Central de Reserva del Perú.
• Carol Alexander & Emese Lazar & Silvia Stanescu, 2010. "Analytic Moments for GARCH Processes," ICMA Centre Discussion Papers in Finance icma-dp2011-07, Henley Business School, University of Reading, revised Apr 2011.
  • Carol Alexander & Emese Lazar & Silvia Stanescu, 2018. "Analytic Moments for GARCH Processes," Papers 1808.09666, arXiv.org, revised Sep 2018.
• R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013. "Uncertainty and Economic Activity: Evidence from Business Survey Data," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 217-249, April.
  • Ruediger Bachmann & Steffen Elstner & Eric R. Sims, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," NBER Working Papers 16143, National Bureau of Economic Research, Inc.
  • Eric R. Sims, 2012. "Uncertainty and Economic Activity: Evidence from Business Survey Data," Working Papers 014, University of Notre Dame, Department of Economics, revised Jun 2012.
  • Steffen Elstner & Eric Sims & Ruediger Bachmann, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," 2010 Meeting Papers 614, Society for Economic Dynamics.
• Yang Shao & Jian-guo Zheng, 2010. "An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(38), pages 163-180, December.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2010. "Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(1), pages 32-45, January.
• Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Advances in Spatial Science, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón (ed.), Defining the Spatial Scale in Modern Regional Analysis, edition 127, chapter 0, pages 173-192, Springer.
  • M. Mayor-Fern ndez & R. Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers wp835, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series 15_12, Rimini Centre for Economic Analysis, revised Oct 2012.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  • Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
• Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series CARF-F-189, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão 568, Department of Economics PUC-Rio (Brazil).
  • McAleer, M.J. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers EI 2009-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
• Vandenberg, Paul, 2010. "Impact of Labor Market Institutions on Unemployment: Results from a Global Panel," ADB Economics Working Paper Series 219, Asian Development Bank.
• Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
• Mamonov, Mikhail, 2010. "Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 20(4), pages 3-27.
• Melnikov, Roman, 2010. "The impact of oil price dynamics on the macroeconomic indicators of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 20-29.
• Varshavsky, Leonid, 2010. "Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 20(4), pages 53-74.
• Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey, 2010. "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 91-100.
• Periklis Gogas & Ioannis Pragidis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers 1005.1326, arXiv.org.
  • Gogas, Periklis & Pragidis, Ioannis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics 2-2010, Democritus University of Thrace, Department of Economics.
• Song, Wonho, 2010. "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 79-109, December.
• Dehnad, Kosrow, 2010. "A Model Of Formation Of Asset Beubbles," Journal of Financial Transformation, Capco Institute, vol. 29, pages 95-98.
• Martin Feldkircher, 2012. "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 361-376, July.
  • Feldkircher, Martin, 2010. "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics 2010-14, University of Salzburg.
• POPESCU, Ion & UNGUREANU, Laura & MATEI, Viorel & VELTER, Victor, 2010. "Positive Evolution In Economic Forecasting. Case Study: The Evolution Of A Company’S Capital," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(3), pages 163-176.
• Pecican, Eugen St., 2010. "Forecasting Based On Open Var Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 59-69, March.
• Isaic Maniu, Alexandru & Voda, Viorel Gh., 2010. "Prediction Based On Time Series. Applications In Quality Control," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 70-80, March.
• Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
  • Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
• Dospinescu, Andrei Silviu, 2010. "Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 308-319, July.
• Dobrescu, Emilian, 2010. "Macromodel Simulations for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 7-28, July.
• Miron, Dumitru & Tudor, Cristiana, 2010. "Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), September.
• Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
• Georgeta BARBULESCU & Gabriela IONESCU, 2010. "The intersections between TRIZ and forecasting methodology," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 13(2), pages 512-520, December.
• Pecican, Eugen Stefan, 2010. "Indicators Of Real Convergence And Their Application," Working Papers of National Institute for Economic Research 100203, Institutul National de Cercetari Economice (INCE).
• Seung, Chang K. & Ahn, Sung K., 2010. "Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models," The Review of Regional Studies, Southern Regional Science Association, vol. 40(2), pages 181-196.
• Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 0177, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Roland Döhrn & Christoph M. Schmidt, 2010. "Information or Institution? – On the Determinants of Forecast Accuracy," Ruhr Economic Papers 0201, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Torsten Schmidt & Simeon Vosen, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 0208, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Wiktor Patena, 2010. "ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(special), pages 15-27, December.
• Sujata Kar, 2010. "A Periodic Autoregressive Model of Indian WPI Inflation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(3), pages 279-292, August.
• Hanif, M Nadim & Hyder, Zulfiqar & Lodhi, M Amin Khan & Khan, Mahmood ul Hassan & Batool, Irem, 2008. "A small-size macroeconometric model for Pakistan economy," MPRA Paper 22930, University Library of Munich, Germany, revised 2010.
  • Muhammad Nadim Hanif & Zulfiqar Hyder & Muhammad Amin Khan lodhi & Mahmood ul Hasan Khan & Irem Batool, 2010. "A Small-size Macroeconometric Model for Pakistan Economy," SBP Working Paper Series 34, State Bank of Pakistan, Research Department.
• Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis, 2010. "The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services," TEMEP Discussion Papers 201039, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jan 2010.
• Radoslaw R. Okulski & Almas Heshmati, 2010. "Time Series Analysis of Global Airline Passengers Transportation Industry," TEMEP Discussion Papers 201065, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jul 2010.
• Emil Stavrev, 2010. "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, vol. 38(1), pages 217-239, February.
• Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  • Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
• Praveen Sinha, 2010. "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, vol. 38(2), pages 347-360, April.
• Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
• Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
  • Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
• Q. Akram, 2010. "What horizon for targeting inflation?," Empirical Economics, Springer, vol. 39(3), pages 675-702, December.
  • Q. Farooq Akram., 2008. "What horizon for targeting inflation?," Working Paper 2007/13, Norges Bank.
• André Schöne, 2010. "Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG," Schmalenbach Journal of Business Research, Springer, vol. 62(6), pages 625-661, September.
• Drama Bedi Guy HERVE & Yao SHEN & Amzath AMED, 2010. "The Effects Of Real Exchange Rate On Trade Balance In Cote D'Ivoire: Evidence From The Cointegration Analysis And Error-Correction Models," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 44-60, June.
• John FRY, 2010. "Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 131-137, December.
  • Fry, J. M., 2010. "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper 24778, University Library of Munich, Germany.
• Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010. "Estimating Value At Risk Var Using Tivex Pot Models," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(2), pages 152-170.
  • Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
• Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising, 2010. "Estimating Value-At-Risk (Var) Using TIVEX-POT Models," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 152-170, December.
  • Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
  • Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
  • Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
  • Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
• Pavel Gertler, 2010. "The wage curve: A panel data view of labour market segments," Working and Discussion Papers WP 3/2010, Research Department, National Bank of Slovakia.
• Theologos Dergiades & Apostolos Dasilas, 2010. "Modelling and forecasting mobile telecommunication services: the case of Greece," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1823-1828.
  • Theologos Dergiades & Apostolos Dasilas, 2009. "Modelling and Forecasting Mobile Telecommunication Services: The case of Greece," Discussion Paper Series 2009_13, Department of Economics, University of Macedonia, revised Sep 2009.
• Russel Cooper & Gary Madden, 2010. "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 87-96.
  • Cooper, Russel & Madden, Gary G, 2008. "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," MPRA Paper 13007, University Library of Munich, Germany.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010. "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, vol. 42(25), pages 3267-3277.
  • Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009. "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento 105, University of Pavia, Department of Economics and Quantitative Methods.
• Carlo Altavilla & Paul De Grauwe, 2010. "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3455-3480.
  • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers 5_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series 1747, CESifo.
• Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
• Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
  • Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
  • Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
  • Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
• Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Leonidas Tsiaras, 2010. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers 2010-34, Department of Economics and Business Economics, Aarhus University.
• Rasmus Tangsgaard Varneskov, 2010. "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers 2010-39, Department of Economics and Business Economics, Aarhus University.
• Varneskov, Rasmus & Voev, Valeri, 2013. "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 83-95.
  • Rasmus Tangsgaard Varneskov & Valeri Voev, 2010. "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers 2010-45, Department of Economics and Business Economics, Aarhus University.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
  • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
  • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  • Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Durmaz, Nazif, 2012. "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, vol. 28(3), pages 575-586.
  • Kim, Hyeongwoo & Durmaz, Nazif, 2009. "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper 16780, University Library of Munich, Germany.
  • Hyeongwoo Kim & Nazif Durmaz, 2010. "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series auwp2010-02, Department of Economics, Auburn University.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2014. "What Drives Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1455-1468.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2010-05, Department of Economics, Auburn University.
  • Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012. "What Drives Commodity Prices?," MPRA Paper 40711, University Library of Munich, Germany.
  • Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013. "What Drives Commodity Prices?," Auburn Economics Working Paper Series auwp2013-03, Department of Economics, Auburn University.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
  • Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
• Maximilian Auffhammer & Ralf Steinhauser, 2012. "Forecasting The Path of U.S. CO_2 Emissions Using State-Level Information," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 172-185, February.
  • Maximillian Auffhammer & Ralf Steinhauser, 2010. "Forecasting the Path of USS CO2 Emissions Using State-Level Information," ANU Working Papers in Economics and Econometrics 2010-526, Australian National University, College of Business and Economics, School of Economics.
• Giani Grădinaru, 2010. "Environmental Quality, Stimulating Factor Consumption in the XXI Century," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 444-453, June.
• Marinda Pretorius & Ilsé Botha, 2010. "Direct Versus Indirect Forecasting of the Defined Real Exchange Rate of South Africa," The African Finance Journal, Africagrowth Institute, vol. 12(2), pages 50-71.
• Ahmed KSAIER & Isabelle CRISTIANI-D’ORNANO, 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," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 145-166, December.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010. "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 131-142, April.
• PREMINGER, Arie & HAFNER, Christian, 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal, 2010. "Efficient Yield Curve Estimation and Forecasting in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(1), pages 27-51.
• Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart, 2010. "O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(1), pages 53-96.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series 10-15, Swiss Finance Institute.
  • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers 1003.5926, arXiv.org, revised Mar 2011.
• Rosenow, Bernd & Weissbach, Rafael, 2010. "Modelling correlations in credit portfolio risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 3(1), pages 16-30, January.
• Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu, 2010. "The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
• Nikita Perevalov & Philipp Maier, 2010. "On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment," Staff Working Papers 10-10, Bank of Canada.
• Maral Kichian & Rumler Fabio & Paul Corrigan, 2010. "Semi-Structural Models for Inflation Forecasting," Staff Working Papers 10-34, Bank of Canada.
• Marco J. Lombardi & Philipp Maier, 2010. "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers 10-37, Bank of Canada.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• David de Antonio Liedo & Elena Fernández Muñoz, 2010. "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers 1037, Banco de España.
• Gianluca Moretti & Giulio Nicoletti, 2010. "Estimating DSGE models with unknown data persistence," Temi di discussione (Economic working papers) 750, Bank of Italy, Economic Research and International Relations Area.
• Claudia Miani & Stefano Siviero, 2010. "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers) 758, Bank of Italy, Economic Research and International Relations Area.
• Libero Monteforte & Gianluca Moretti, 2013. "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
  • Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
  • Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
• Gomes, S. & Jacquinot, P. & Pisani, M., 2012. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, vol. 29(5), pages 1686-1714.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series 1195, European Central Bank.
  • Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Temi di discussione (Economic working papers) 770, Bank of Italy, Economic Research and International Relations Area.
  • Sandra Gomes & P. Jacquinot, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers w201006, Banco de Portugal, Economics and Research Department.
• Ibarra-Ramírez Raúl, 2010. "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers 2010-01, Banco de México.
• Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
  • Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
  • Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
  • Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2014. "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
  • López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
• Benavides Guillermo, 2010. "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Working Papers 2010-12, Banco de México.
• Sanvi Avouyi-Dovi & Julien Idier., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
• Robin Hogarth & Emre Soyer, 2010. "Econometrics and decision making: Effects of presentation mode," Economics Working Papers 1204, Department of Economics and Business, Universitat Pompeu Fabra.
  • Emre Soyer, 2015. "Econometrics and Decision Making: Effects of Presentation Mode," Working Papers 426, Barcelona School of Economics.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
  • Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers 10-07, Department of Economics, University of Birmingham.
• Wei Chen & J L Ford, 2010. "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers 10-15, Department of Economics, University of Birmingham.
• Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010. "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo 2010008, Banco Central del Uruguay.
• Sarantis Tsiaplias & Chew Lian Chua, 2010. "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 44-59, March.
  • Sarantis Tsiaplias & Chew Lian Chua, 2008. "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series wp2008n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Ravazzolo Francesco & Vahey Shaun P., 2014. "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
• Ida Wolden Bache & Leif Brubakk & Junior Maih, 2010. "Simple rules versus optimal policy: what fits?," Working Paper 2010/03, Norges Bank.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011. "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 61-76, January.
  • Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010. "Weights and pools for a Norwegian density combination," Working Paper 2010/06, Norges Bank.
• Junior Maih, 2010. "Conditional forecasts in DSGE models," Working Paper 2010/07, Norges Bank.
• Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
  • Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  • Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010. "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper 2010/29, Norges Bank.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
• Zacharias Bragoudakis & Stelios Panagiotou, 2010. "Determinants of the receipts from shipping services: the case of Greece," Economic Bulletin, Bank of Greece, issue 34, pages 41-55, September.
• Tanya Suhoy, 2010. "Monthly Assessments of Private Consumption," Bank of Israel Working Papers 2010.09, Bank of Israel.
• Yun-Yeong Kim, 2010. "Autonomous Stability Mechanism of Won/Dollar Foreign Exchange Rate through Lagged Own Volatility (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(4), pages 51-87, December.
• Laurent Ferrara, 2010. "Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 645-655.
• Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  • Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
• Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
• Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010. "Combining Non-Replicable Forecasts," Econometric Institute Research Papers EI 2010-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013. "Globalization and knowledge spillover: international direct investment, exports and patents," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 22(4), pages 329-352, June.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," KIER Working Papers 721, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2012. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Documentos de Trabajo del ICAE 2012-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics 10/54, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Chang, S.P. & McAleer, M.J., 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Econometric Institute Research Papers EI 2010-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers 722, Kyoto University, Institute of Economic Research.
  • Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics 10/55, University of Canterbury, Department of Economics and Finance.
  • Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
• Colombino Ugo, 2010. "Equilibrium policy simulations with random utility models of labour supply," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201015, University of Turin.
  • Ugo Colombino, 2010. "Equilibrium policy simulations with random utility models of labour supply," Carlo Alberto Notebooks 156, Collegio Carlo Alberto.
  • Colombino, Ugo, 2010. "Equilibrium Policy Simulations with Random Utility Models of Labour Supply," IZA Discussion Papers 5262, Institute of Labor Economics (IZA).
  • Colombino, Ugo, 2012. "Equilibrium policy simulation with random utility models of labor supply," EUROMOD Working Papers EM5/12, EUROMOD at the Institute for Social and Economic Research.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
  • Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
• Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
  • Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Centre for Economic Performance, LSE.
  • Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
  • Muellbauer, John & Aron, Janine, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Teulings, Coen & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131, CPB Netherlands Bureau for Economic Policy Analysis.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 82-106, February.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics 11442, University of Munich, Department of Economics.
  • Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011. "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics 19953, University of Munich, Department of Economics.
  • Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," CESifo Working Paper Series 3158, CESifo.
• Gerit Vogt, 2010. "Zur Güte der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 28-32, 02.
• Gerit Vogt, 2010. "Zur Güte der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages .28-32, February.
• Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg, 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," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 53, October.
• Élise PAYZAN LE NESTOUR, 2010. "Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem," Swiss Finance Institute Research Paper Series 10-28, Swiss Finance Institute.
• Alena AUDZEYEVA & Barbara SUMMERS & Klaus Reiner SCHENK-HOPPE, 2010. "Do Public Real Estate Returns Really Lead Private Returns?," Swiss Finance Institute Research Paper Series 10-46, Swiss Finance Institute.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
  • Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers 2010/12, Czech National Bank, Research and Statistics Department.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010. "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
  • Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009. "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía 6160, Universidad Nacional de Colombia, FCE, CID.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
• Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel, 2010. "Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, November.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos, 2010. "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín, September.
• Amaury Jiménez Martínez & Brigitte Ballestas Lopez & Andrés Hernández Pontón, 2010. "Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008," Revista Jornadas de Investigación, Universidad de Cartagena, July.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
  • Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  • Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
  • Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
  • Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
• Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
  • Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  • Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
• Coen N. Teulings & Nikolay Zubanov, 2014. "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 497-514, April.
  • Coenraad N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series 3027, CESifo.
  • Teulings, Coen & Zubanov, Nick, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers 7800, C.E.P.R. Discussion Papers.
  • Coen N. Teulings & Nick Zubanov, 2010. "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers 10-040/3, Tinbergen Institute, revised 07 Jul 2011.
  • Coen Teulings & Nick Zubanov, 2011. "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper 131, CPB Netherlands Bureau for Economic Policy Analysis.
• Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
  • Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
  • Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
• Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  • Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
• Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
• Muellbauer, John & Aron, Janine, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
• Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
  • Muellbauer, John & Aron, Janine, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
  • Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
  • Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Centre for Economic Performance, LSE.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
  • Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
• C. Minodier, 2010. "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de la DESE - Working Papers of the DESE g2010-01, Institut National de la Statistique et des Etudes Economiques, DESE.
• Conrad, Christian & Karanasos, Menelaos, 2010. "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 838-862, June.
  • Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich.
• Marina Theodosiou, 2010. "Forecasting Issues: Ideas of Decomposition and Combination," Working Papers 2010-4, Central Bank of Cyprus.
• Antonis A Michis, 2011. "Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392, Bank for International Settlements.
  • Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
• Siliverstovs Boriss & Kholodilin Konstantin A., 2012. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 429-444, August.
  • Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010. "Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US," Discussion Papers of DIW Berlin 997, DIW Berlin, German Institute for Economic Research.
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
  • Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2010. "The power of weather," DNB Working Papers 236, Netherlands Central Bank, Research Department.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010. "Variable Selection, Estimation and Inference for Multi-period Forecasting Problems," DNB Working Papers 250, Netherlands Central Bank, Research Department.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
  • Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers 10-16, Duke University, Department of Economics.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
• Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  • Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Nowcasting," Working Papers ECARES ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
• Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
  • Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
  • Roxana Halbleib & Valeri Voev, 2011. "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository 2013/195065, ULB -- Universite Libre de Bruxelles.
• Geoff Kenny, 2010. "Macroeconomic forecasting: can forecast combination help?," Research Bulletin, European Central Bank, vol. 11, pages 9-12.
• Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012. "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, vol. 43(2), pages 597-615, October.
  • Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin 909, DIW Berlin, German Institute for Economic Research.
  • Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo, 2010. "Inflation and inflation uncertainty in the euro area," Working Paper Series 1229, European Central Bank.
  • Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010. "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010 259600126, EcoMod.
  • Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo.
• Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  • Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
• Audrino, Francesco & Corsi, Fulvio, 2010. "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2372-2382, November.
  • Fulvio Corsi & Francesco Audrino, 2008. "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008 2008-05, Department of Economics, University of St. Gallen.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.
  • Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
  • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
  • Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
  • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
  • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
• Mansor H. Ibrahim, 2010. "An Empirical Analysis of Real Activity and Stock Returns in an Emerging Market," Economic Analysis and Policy, Elsevier, vol. 40(2), pages 263-271, September.
• Matheson, Troy D., 2010. "An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys," Economic Modelling, Elsevier, vol. 27(1), pages 304-314, January.
  • Troy Matheson, 2007. "An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys," Reserve Bank of New Zealand Discussion Paper Series DP2007/13, Reserve Bank of New Zealand.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010. "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, vol. 27(5), pages 1043-1053, September.
  • Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE 2009-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
  • Fabio Rumler & Maria Teresa Valderrama, 2007. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007 23900080, EcoMod.
  • Fabio Rumler & Maria Teresa Valderrama, 2008. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers 148, Oesterreichische Nationalbank (Austrian Central Bank).
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  • Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010. "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
  • Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
  • Tara Sinclair & Frederick L. Joutz, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2008-06, The George Washington University, Institute for International Economic Policy.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
  • Dufour, Jean-Marie & Taamouti, Abderrahim, 2008. "Short and long run causality measures: theory and inference," UC3M Working papers. Economics we083720, Universidad Carlos III de Madrid. Departamento de Economía.
• Conrad, Christian, 2010. "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, vol. 157(2), pages 441-457, August.
  • Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.
• Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010. "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
  • Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
  • Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
• Clements, Michael P., 2010. "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
  • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
  • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
• Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010. "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 345-361, June.
  • Chris Brooks & Apostolos Katsaris, 2006. "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance icma-dp2006-07, Henley Business School, University of Reading.
• Zagaglia, Paolo, 2010. "Macroeconomic factors and oil futures prices: A data-rich model," Energy Economics, Elsevier, vol. 32(2), pages 409-417, March.
  • Zagaglia, Paolo, 2009. "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics 2009:7, Stockholm University, Department of Economics.
• Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
  • Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
• Hoogerheide, Lennart & van Dijk, Herman K., 2010. "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.
  • Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.
• Giordani, Paolo & Villani, Mattias, 2010. "Forecasting macroeconomic time series with locally adaptive signal extraction," International Journal of Forecasting, Elsevier, vol. 26(2), pages 312-325, April.
  • Giordani, Paolo & Villani, Mattias, 2009. "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series 234, Sveriges Riksbank (Central Bank of Sweden).
• Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
  • Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
  • Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
• Pedregal, Diego J. & Pérez, Javier J., 2010. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 794-807, October.
  • Pérez, Javier J. & Pedregal, Diego J., 2008. "Should quarterly government finance statistics be used for fiscal surveillane in Europe?," Working Paper Series 937, European Central Bank.
• Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
  • Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
  • BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
• Schanne, N. & Wapler, R. & Weyh, A., 2010. "Regional unemployment forecasts with spatial interdependencies," International Journal of Forecasting, Elsevier, vol. 26(4), pages 908-926, October.
  • Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008. "Regional unemployment forecasts with spatial interdependencies," IAB-Discussion Paper 200828, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Albertazzi, Ugo & Gambacorta, Leonardo, 2010. "Bank profitability and taxation," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2801-2810, November.
  • Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank Profitability and Taxation," Computing in Economics and Finance 2006 364, Society for Computational Economics.
  • Ugo Albertazzi & Leonardo Gambacorta, 2007. "Bank profitability and taxation," Temi di discussione (Economic working papers) 649, Bank of Italy, Economic Research and International Relations Area.
• Pfajfar, Damjan & Santoro, Emiliano, 2010. "Heterogeneity, learning and information stickiness in inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 426-444, September.
  • Damjan Pfajfar & Emiliano Santoro, 2010. "Heterogeneity, Learning and Information Stickiness in Inflation Expectations," Post-Print hal-00849412, HAL.
• Clements, Kenneth W. & Lan, Yihui, 2010. "A new approach to forecasting exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1424-1437, November.
  • Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics.
• Aslanidis, Nektarios & Cipollini, Andrea, 2010. "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 145-156, March.
  • Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Aslanidis, Nektarios & Cipollini, Andrea, 2009. "Leading indicator properties of US high-yield credit spreads," Working Papers 2072/15810, Universitat Rovira i Virgili, Department of Economics.
• Xanthopoulos, Apostolos, 2010. "Market Value Signal Extraction and the Misapplication of SFAS 133 in the U.S. GSE's," The Journal of Economic Asymmetries, Elsevier, vol. 7(2), pages 57-75.
• Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  • Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
  • Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series) 0904, Federal Reserve Bank of Cleveland.
• Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2010. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 98-119, January.
  • Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series 901, European Central Bank.
• Divino, Jose Angelo & McAleer, Michael, 2010. "Modelling and forecasting daily international mass tourism to Peru," Tourism Management, Elsevier, vol. 31(6), pages 846-854.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series CIRJE-F-651, CIRJE, Faculty of Economics, University of Tokyo.
• Agostini, Claudio A. & Brown, Philip H. & Roman, Andrei C., 2010. "Poverty and Inequality Among Ethnic Groups in Chile," World Development, Elsevier, vol. 38(7), pages 1036-1046, July.
  • Claudio Agostini & Phillip Brown & Andrei Roman, 2008. "Poverty and Inequality among Ethnic Groups in Chile," ILADES-UAH Working Papers inv205, Universidad Alberto Hurtado/School of Economics and Business.
• Boppana Nagarjuna & Varadi Vijay Kumar, 2010. "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 57-74.
• Ravazzolo Francesco & Vahey Shaun P., 2014. "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
  • Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
  • Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
  • Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
• Rod Tyers & Ying Zhang, 2011. "Appreciating the Renminbi," The World Economy, Wiley Blackwell, vol. 34(2), pages 265-297, February.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," Departmental Working Papers 2007-09, The Australian National University, Arndt-Corden Department of Economics.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating the Renminbi," CAMA Working Papers 2010-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
  • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics 2007-483, Australian National University, College of Business and Economics, School of Economics.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Guillermo Benavides, 2010. "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(2), pages 1-27.
• Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
  • Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
  • Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers 499, University of Oxford, Department of Economics.
  • Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
  • Janine Aron & John Muellbauer, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers 0052, Centre for Economic Performance, LSE.
  • Muellbauer, John & Aron, Janine, 2010. "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers 7986, C.E.P.R. Discussion Papers.
• Bentancor, Andrea & Pincheira, Pablo, 2010. "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(305), pages 129-154, enero-mar.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2010. "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 275-312, abril-jun.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
  • Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  • Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010. "Combining Non-Replicable Forecasts," Econometric Institute Research Papers EI 2010-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
  • Rianne Legerstee & Philip Hans Franses, 2010. "Does Disagreement amongst Forecasters have Predictive Value?," Tinbergen Institute Discussion Papers 10-088/4, Tinbergen Institute.
  • Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics 10/55, University of Canterbury, Department of Economics and Finance.
  • Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers 722, Kyoto University, Institute of Economic Research.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
  • Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  • Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010. "Oil Exports and the Iranian Economy," Working Papers 534, Economic Research Forum, revised 07 Jan 2010.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009. "Oil Exports and the Iranian Economy," CESifo Working Paper Series 2843, CESifo.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute of Labor Economics (IZA).
• Pami Dua & Anirvan Banerji, 2001. "A Leading Index for the Indian Economy," Working papers 90, Centre for Development Economics, Delhi School of Economics.
  • Pami Dua & Anirvan Banerji, 2010. "A Leading Index for the Indian Economy," Working Papers id:2935, eSocialSciences.
• Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
  • Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
• Jan in 't Veld & Janos Varga, 2010. "The Potential Impact of EU Cohesion Policy Spending in the 2007-13 Programming Period: A Model-Based," European Economy - Economic Papers 2008 - 2015 422, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  • Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Frédéric Karamé & Alexandra Olmedo, 2010. "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche 10-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Adriano Pareto & Annamaria Urbano, 2010. "Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2010(3), pages 108-135.
• Mustafa Akkurt & Omer F. Demirel & Selim Zaim, 2010. "Forecasting Turkey's Natural Gas Consumption by Using Time Series Methods," European Journal of Economic and Political Studies, Fatih University, vol. 3(2), pages 1-21.
• Martin Hrubý & Petr Čambala & Jan Toufar, 2010. "Game-Theoretic Modeling of Electricity Markets in Central Europe," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(1), pages 032-061, March.
• Vít Bubák, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
• Boril Šopov & Jakub Seidler, 2011. "Yield Curve Dynamics: Regional Common Factor Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 140-156.
  • Boril Šopov & Jakub Seidler, 2010. "Yield Curve Dynamics: Regional Common Factor Model," Working Papers IES 2010/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
• Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík, 2010. "Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries," Working Papers IES 2010/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
• D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
  • Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
  • D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
  • Massimo Guidolin & Stuart Hyde, 2010. "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers 2010-002, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Stuart Hyde, 2011. "Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective," Working Papers 414, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Giovanni De Luca & Giampiero Gallo, 2010. "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive wp2010_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Murat, Marina & Pirotti, Tommaso, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 43-61, November.
  • Marina Murat & Tommaso Pirotti, 2010. "The attractiveness of countries for FDI. A fuzzy approach," Center for Economic Research (RECent) 055, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Marina Murat & Tommaso Pirotti, 2010. "The Attractiveness of Countries for FDI. A Fuzzy Approach," Department of Economics 0640, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Keith Ord & Ralph Snyder & Adrian Beaumont, 2010. "Forecasting the Intermittent Demand for Slow-Moving Items," Monash Econometrics and Business Statistics Working Papers 12/10, Monash University, Department of Econometrics and Business Statistics.
  • Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010. "Forecasting the Intermittent Demand for Slow-Moving Items," Working Papers 2010-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
• William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2011.
• Byron Gangnes, 2010. "Alternative Policies for US Economic Recovery," Working Papers 201002, University of Hawaii at Manoa, Department of Economics.
  • Byron Ganges, 2010. "Alternative Policies for US Economic Recovery," Working Papers 2010-02, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Peter Fuleky & Carl Bonham, 2010. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 2010-17R1, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2013.
  • Peter Fuleky & Carl S. Bonham, 2011. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 201110, University of Hawaii at Manoa, Department of Economics.
• Byron Ganges, 2010. "Alternative Policies for US Economic Recovery," Working Papers 2010-02, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Byron Gangnes, 2010. "Alternative Policies for US Economic Recovery," Working Papers 201002, University of Hawaii at Manoa, Department of Economics.
• Vít Bubák, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
• Dominique Guégan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
• Dominique Guégan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
• Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne 10019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Justin Leroux, 2011. "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00644500, HAL.
  • Dominique Guegan & Justin Leroux, 2010. "Predicting chaos with Lyapunov exponents: Zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00462454, HAL.
• Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505165, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
• Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505165, HAL.
• Vít Bubák, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
  • Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
  • Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
  • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
  • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
  • Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
• Pfajfar, Damjan & Santoro, Emiliano, 2010. "Heterogeneity, learning and information stickiness in inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 426-444, September.
  • Damjan Pfajfar & Emiliano Santoro, 2010. "Heterogeneity, Learning and Information Stickiness in Inflation Expectations," Post-Print hal-00849412, HAL.
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
• Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  • Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers hal-00507831, HAL.
  • Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010. "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO 661, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print halshs-01279906, HAL.
• Yves Jégourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers 1007, Larefi, Université Bordeaux 4.
  • Yves Jégourel & Samuel Maveyraud, 2010. "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Working Papers hal-00646542, HAL.
• Jana Asher & Beth Osborne Daponte, 2010. "A Hypothetical Cohort Model of Human Development," Human Development Research Papers (2009 to present) HDRP-2010-40, Human Development Report Office (HDRO), United Nations Development Programme (UNDP).
• Ulrich Fritsche & Ullrich Heilemann, 2010. "Too Many Cooks? The German Joint Diagnosis and Its Production," Macroeconomics and Finance Series 201001, University of Hamburg, Department of Socioeconomics.
• Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010. "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series 247, Sveriges Riksbank (Central Bank of Sweden).
• Lundholm, Michael, 2010. "Sveriges Riksbank's Inflation Interval Forecasts 1999-2005," Research Papers in Economics 2010:11, Stockholm University, Department of Economics.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Daisuke Nagakura & Toshiaki Watanabe, 2015. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 45-82.
  • Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  • Daisuke Nagakura & Toshiaki Watanabe, 2011. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd11-200, Institute of Economic Research, Hitotsubashi University.
• Julia Schaumburg, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers SFB649DP2010-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
  • Albrecht Ritschl & Samad Sarferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," SFB 649 Discussion Papers SFB649DP2010-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
• Matthias Ritter & Oliver Mußhoff & Martin Odening, 2010. "Meteorological forecasts and the pricing of weather derivatives," SFB 649 Discussion Papers SFB649DP2010-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Enache, Calcedonia, 2010. "The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 7(2), pages 285-291.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
  • Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers 7734, C.E.P.R. Discussion Papers.
  • Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series 251, Institute for Advanced Studies.
• Robert Kunst & Philip Franses, 2015. "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, vol. 49(1), pages 363-387, August.
  • Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
• Pierre L. Siklos, 2010. "Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation," IMES Discussion Paper Series 10-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
• Christian Proano, 2010. "Recession Forecasting with Dynamic Probit Models under Real Time Conditions," IMK Working Paper 10-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Giancarlo Lutero & Marco Marini, 2010. "Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 12(2-3), pages 73-96, October.
• Maurizio Bovi, 2010. "Heterogeneous Expectations and the Predictive Power of Econometric Models," ISAE Working Papers 125, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Esin FIRUZAN, 2010. "Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 12(1), pages 1-17, November.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010. "Short-Term Congestion Forecasting in Wholesale Power Markets," Staff General Research Papers Archive 31700, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101010800001091, Iowa State University, Department of Economics.
  • Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
• Osamu Nakamura, 2010. "Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model," Working Papers EMS_2010_13, Research Institute, International University of Japan.
• Katja Drechsel & Rolf Scheufele, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10, Halle Institute for Economic Research.
• Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6, Halle Institute for Economic Research.
• Colombino Ugo, 2010. "Equilibrium policy simulations with random utility models of labour supply," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201015, University of Turin.
  • Colombino, Ugo, 2010. "Equilibrium Policy Simulations with Random Utility Models of Labour Supply," IZA Discussion Papers 5262, Institute of Labor Economics (IZA).
  • Ugo Colombino, 2010. "Equilibrium policy simulations with random utility models of labour supply," Carlo Alberto Notebooks 156, Collegio Carlo Alberto.
  • Colombino, Ugo, 2012. "Equilibrium policy simulation with random utility models of labor supply," EUROMOD Working Papers EM5/12, EUROMOD at the Institute for Social and Economic Research.
• Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
• Ron Alquist & Lutz Kilian, 2010. "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.
  • Kilian, Lutz & Alquist, Ron, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.
• Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
  • Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
  • Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
• Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  • Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
• Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
  • Clements, Michael P & Harvey, David I, 2006. "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS) 774, University of Warwick, Department of Economics.
  • Clements, Michael P. & Harvey, David I., 2006. "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers 269744, University of Warwick - Department of Economics.
• Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011. "Practice and Prospects of Medium-term Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
  • Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010. "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
  • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, "undated". "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
  • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  • Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
• Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
  • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
• Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
  • Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010. "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
  • Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
• Francisco Dias & Maximiano Pinheiro & António Rua, 2010. "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 341-352.
  • António Rua & Francisco Craveiro Dias, 2008. "Forecasting Using Targeted Diffusion Indexes," Working Papers w200807, Banco de Portugal, Economics and Research Department.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010. "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 367-387.
  • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers 504, Statistics Norway, Research Department.
• Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• T. Hendricks & B. Kempa & C. Pierdzioch, 2010. "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 137-158, June.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010. "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
  • Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
• Simone Cuiabano & Jose Divino, 2010. "Exchange Rate Determination: An Application of a Monetary Model for Brazil," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(4), pages 345-357, November.
• Christian Lutz, 2010. "How to increase global resource productivity? Findings from modelling in the petrE project," International Economics and Economic Policy, Springer, vol. 7(2), pages 343-356, August.
• Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
• Camilo Serrano & Martin Hoesli, 2010. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
  • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
  • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
• George Karathanassis & Vasilios Sogiakas, 2010. "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 95-143, January.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010. "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 113-121, July.
• Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
  • Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
• Boriss Siliverstovs, 2010. "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers 10-249, KOF Swiss Economic Institute, ETH Zurich.
• Konstantin Kholodilin & Boriss Siliverstovs, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP," KOF Working papers 10-251, KOF Swiss Economic Institute, ETH Zurich.
• Konstantin Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010. "Do Google Searches Help in Nowcasting Private Consumption?," KOF Working papers 10-256, KOF Swiss Economic Institute, ETH Zurich.
• Ábel, István & Kóbor, Ádám, 2010. "A monetáris restrikció hatása strukturális VAR keretben [The effect of monetary restriction in a vector auto-regression framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 412-430.

2009

• Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2009. "Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts," Energy Economics, Elsevier, vol. 31(2), pages 189-196.
• Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  • Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
• Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, vol. 37(10), pages 3959-3966, October.
  • Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany.
• Albertazzi, Ugo & Gambacorta, Leonardo, 2009. "Bank profitability and the business cycle," Journal of Financial Stability, Elsevier, vol. 5(4), pages 393-409, December.
  • Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank profitability and the business cycle," Temi di discussione (Economic working papers) 601, Bank of Italy, Economic Research and International Relations Area.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
  • George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
• Ahoniemi, Katja & Lanne, Markku, 2009. "Joint modeling of call and put implied volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 239-258.
  • Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
  • A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
• Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
  • Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
• Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
• Croce, Roberto M. & Haurin, Donald R., 2009. "Predicting turning points in the housing market," Journal of Housing Economics, Elsevier, vol. 18(4), pages 281-293, December.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
• Li, Ming-Yuan Leon, 2009. "Could the jump diffusion technique enhance the effectiveness of futures hedging models?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3076-3088.
• Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard, 2009. "Understanding errors in EIA projections of energy demand," Resource and Energy Economics, Elsevier, vol. 31(3), pages 198-209, August.
  • Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D., 2008. "Understanding Errors in EIA Projections of Energy Demand," RFF Working Paper Series dp-08-54, Resources for the Future.
• Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
  • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
• Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  • Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
  • Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
  • Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Guo Li & Lee Sanning & Sherrill Shaffer, 2009. "Statistical opacity in the US banking sector," CAMA Working Papers 2009-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers EI 2009-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
  • Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
• Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series CARF-F-189, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers EI 2009-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão 568, Department of Economics PUC-Rio (Brazil).
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  • da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
  • Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
  • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009. "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE 2299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.
• Walid Ben Omrane & Christian M. Hafner, 2009. "Information Spillover, Volatility and the Currency Markets for the Binary Choice Model," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 50-62, April.
• Lake E. A. & Katrakilidis C., 2009. "The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 149-161.
• Lorenzo Cappellari & Stephen P. Jenkins, 2014. "The Dynamics of Social Assistance Benefit Receipt in Britain," Research in Labor Economics, in: Safety Nets and Benefit Dependence, volume 39, pages 41-79, Emerald Group Publishing Limited.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2009. "The Dynamics of Social Assistance Benefit Receipt in Britain," IZA Discussion Papers 4457, Institute of Labor Economics (IZA).
  • P. Jenkins, Stephen & Cappellari, Lorenzo, 2009. "The dynamics of social assistance benefit receipt in Britain," ISER Working Paper Series 2009-29, Institute for Social and Economic Research.
• Bart Baesens, 2009. "Data Mining. New Trends, Applications and Challenges," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 46-61.
• Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1), pages 647-663.
  • Varga, Janos & in 't Veld, Jan, 2011. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, vol. 28(1-2), pages 647-663, January.
  • Janos Varga & Jan in 't Veld, 2009. "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model," European Economy - Economic Papers 2008 - 2015 387, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Matthias Hartmann & Helmut Herwartz, 2009. "Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment," European Economy - Economic Papers 2008 - 2015 396, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010. "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
  • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, "undated". "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
  • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
  • Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
• António Caleiro, 2009. "Um teste a relacao entre os niveis de confianca e de desemprego em Portugal," Economics Working Papers 09_2009, University of Évora, Department of Economics (Portugal).
• Lidia Diappi, 2009. "Models in Understanding and Planning the City," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 8(3), pages 151-170.
• Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha, 2009. "Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(5), pages 460-491, December.
• Bastianin, Andrea, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers 50452, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008. "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa [Analysis of the performance of Technical Analysis startegies applied to Intr," MPRA Paper 10351, University Library of Munich, Germany.
  • Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009. "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão 173, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Boainain, Pedro G. & Valls Pereira, Pedro L., 2009. "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro [Head and Shoulder: testing the profitability of graphic pattern of technical anal," MPRA Paper 15653, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão 181, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  • Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
  • Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series) 0904, Federal Reserve Bank of Cleveland.
• Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
  • Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers 22, Federal Reserve Bank of Dallas.
  • Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
• Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
• Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
• Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.
  • Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  • Pesenti, Paolo & Groen, Jan J. J., 2010. "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers 7689, C.E.P.R. Discussion Papers.
  • Jan J. J. Groen & Paolo A. Pesenti, 2010. "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers 15743, National Bureau of Economic Research, Inc.
  • Paolo A. Pesenti & Jan J.J. Groen, 2011. "Commodity prices, commodity currencies, and global economic developments," European Economy - Economic Papers 2008 - 2015 440, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  • Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
• Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
  • Norman R. Swanson & Andres Fernandez, 2011. "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers 201113, Rutgers University, Department of Economics.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.
  • Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013. "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Delphine Bassilière & Francis Bossier & Frédéric Verschueren, 2009. "Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques," Working Papers 0911, Federal Planning Bureau, Belgium.
• Delphine Bassilière & Francis Bossier & Frédéric Verschueren, 2009. "Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques," Working Papers 200911, Federal Planning Bureau, Belgium.
• Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010. "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
  • Tara Sinclair & Frederick L. Joutz, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2008-06, The George Washington University, Institute for International Economic Policy.
  • Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
• Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber, 2009. "Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule," Working Papers 2008-05, The George Washington University, Institute for International Economic Policy.
• Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010. "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
  • Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
  • Tara Sinclair & Frederick L. Joutz, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2008-06, The George Washington University, Institute for International Economic Policy.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009. "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series 09-1, GWS - Institute of Economic Structures Research.
• Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
• Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting," Documents de travail du Centre d'Economie de la Sorbonne 09050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Dec 2009.
  • Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423871, HAL.
• Dominique Guégan & Justin Leroux, 2007. "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche 07-12, HEC Montréal, Institut d'économie appliquée.
  • Dominique Guegan & Justin Leroux, 2009. "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00431726, HAL.
  • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2008.
  • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259238, HAL.
• Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
• Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
• Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009. "Forecasting long memory time series under a break in persistence," CREATES Research Papers 2009-53, Department of Economics and Business Economics, Aarhus University.
  • Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP) dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2010. "Evaluating German business cycle forecasts under an asymmetric loss function," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-18.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series 200905, University of Hamburg, Department of Socioeconomics.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
  • Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
  • Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
• Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Leonidas Tsiaras, 2010. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers 2010-34, Department of Economics and Business Economics, Aarhus University.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2009. "Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities," Working Paper Series 233, Sveriges Riksbank (Central Bank of Sweden).
• Giordani, Paolo & Villani, Mattias, 2010. "Forecasting macroeconomic time series with locally adaptive signal extraction," International Journal of Forecasting, Elsevier, vol. 26(2), pages 312-325, April.
  • Giordani, Paolo & Villani, Mattias, 2009. "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series 234, Sveriges Riksbank (Central Bank of Sweden).
• Zagaglia, Paolo, 2010. "Macroeconomic factors and oil futures prices: A data-rich model," Energy Economics, Elsevier, vol. 32(2), pages 409-417, March.
  • Zagaglia, Paolo, 2009. "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics 2009:7, Stockholm University, Department of Economics.
• Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
• Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.
• Lönnbark, Carl, 2009. "On risk prediction," Umeå Economic Studies 770, Umeå University, Department of Economics.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Teresa Leal Linares & Javier J. Pérez, 2009. "Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado," Hacienda Pública Española / Review of Public Economics, IEF, vol. 190(3), pages 27-58, June.
• Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena 534, Department of Economics, University of Siena.
  • Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University.
• Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Härdle & Alena Mysickova, 2009. "Stochastic Population Forecast for Germany and its Consequence for the German Pension System," SFB 649 Discussion Papers SFB649DP2009-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
  • Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," SFB 649 Discussion Papers SFB649DP2009-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
• Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012. "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
  • C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Francesco Guidi, 2009. "Volatility and Long-Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 7-39, June.
  • Guidi, Francesco, 2008. "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper 11535, University Library of Munich, Germany.
• Costantini, Mauro & Pappalardo, Carmine, 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 regar," Economics Series 240, Institute for Advanced Studies.
• Mauro Costantini & Robert M. Kunst, 2011. "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 579-596, September.
  • Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies.
• Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL, 2009. "Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 25-45.
• Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
• Per Asberg Sommar & Hovick Shahnazarian, 2009. "Interdependencies between Expected Default Frequency and the Macro Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 83-110, September.
• Helge Berger & Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," International Finance, Wiley Blackwell, vol. 12(1), pages 33-55, May.
  • Berger, Helge & Harjes, Thomas, 2008. "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers 2008/13, Free University Berlin, School of Business & Economics.
  • Helge Berger & Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," IMF Working Papers 09/17, International Monetary Fund.
• Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
  • Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
• Youssef Boulaksil & Philip Hans Franses, 2009. "Experts' Stated Behavior," Interfaces, INFORMS, vol. 39(2), pages 168-171, April.
  • Boulaksil, Y. & Franses, Ph.H.B.F., 2008. "Experts' Stated Behavior," ERIM Report Series Research in Management ERS-2008-001-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Klaus Schmidt-Hebbel., 2009. "Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?," Documentos de Trabajo 360, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Benavides, Guillermo, 2009. "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(09), pages 55-95, segundo s.
• Bruno, Giancarlo, 2009. "Non-linear relation between industrial production and business surveys data," MPRA Paper 42337, University Library of Munich, Germany.
  • Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Namýk Kemal ERDOGAN & Nevin UZGOREN, 2009. "Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 1-19, November.
• Ebru Caglayan & Tugba Dayioglu, 2009. "Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 1-16, May.
• Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  • Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010. "Oil Exports and the Iranian Economy," Working Papers 534, Economic Research Forum, revised 07 Jan 2010.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute of Labor Economics (IZA).
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009. "Oil Exports and the Iranian Economy," CESifo Working Paper Series 2843, CESifo.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
  • Gael M. Martin & Andrew Reidy & Jill Wright, 2007. "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers 5/07, Monash University, Department of Econometrics and Business Statistics.
• Ming-Yuan Leon Li, 2009. "Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 137-154, September.
• Ching-Chuan Tsong, 2009. "Assessing the Accuracy of Event Forecasts," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 219-240, July.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Mu-Chun Wang, 2009. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
  • Wang, Mu-Chun, 2008. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies 2008,04, Deutsche Bundesbank.
• Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
  • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España.
  • Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
• Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
• Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser, 2009. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 33(2), pages 131-154, March.
  • Y. Kahiri & A. Shmilovici & S. Hauser, 2006. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computing in Economics and Finance 2006 256, Society for Computational Economics.
• Ling He & Chenyi Hu, 2009. "Impacts of Interval Computing on Stock Market Variability Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 263-276, April.
• Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
• Juuso Kaaresvirta & Aaron Mehrotra, 2009. "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, vol. 42(4), pages 263-271, November.
  • Kaaresvirta, Juuso & Mehrotra, Aaron, 2008. "Business surveys and inflation forecasting in China," BOFIT Discussion Papers 22/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
• M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 285-313, September.
• Sung No & Michael Salassi, 2009. "A Sequential Rationality Test of USDA Preliminary Price Estimates for Selected Program Crops: Rice, Soybeans, and Wheat," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(4), pages 470-482, November.
• E.-H. Yoo & P. Kyriakidis, 2009. "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, vol. 11(4), pages 381-406, December.
• Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
  • Dées, Stéphane & Burgert, Matthias, 2008. "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank.
• Steven Li & Qianqian Yang, 2009. "The relationship between implied and realized volatility: evidence from the Australian stock index option market," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 405-419, May.
• Jaba Ghonghadze & Thomas Lux, 2009. "Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach," Kiel Working Papers 1487, Kiel Institute for the World Economy.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
• Boriss Siliverstovs, 2009. "Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time," KOF Working papers 09-226, KOF Swiss Economic Institute, ETH Zurich.
• Thomas Maag, 2009. "On the accuracy of the probability method for quantifying beliefs about inflation," KOF Working papers 09-230, KOF Swiss Economic Institute, ETH Zurich.
• Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2010. "Evaluating German business cycle forecasts under an asymmetric loss function," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-18.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series 200905, University of Hamburg, Department of Socioeconomics.
  • Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009. "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers 09-237, KOF Swiss Economic Institute, ETH Zurich.
• Muhammad Handry Imansyah & Armin J. Kammel, 2009. "Forecasting Financial Crises by Applying the “Temple Model of Financial Crises” Against the Background of the Indonesian Experience," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 57, pages 277-306, December.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
  • BAUWENS, Luc & ROMBOUTS, Jeroen, 2009. "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE 2009061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012. "On marginal likelihood computation in change-point models," LIDAM Reprints CORE 2403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  • Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
• Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
  • Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
• Martin Mandler, 2009. "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics 200945, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Mandler, Martin, 2007. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Jan 2009.
  • Martin Mandler, 2009. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics 200947, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
  • Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
  • Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
  • Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
• Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
  • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
  • D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
  • D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
• Theologos Dergiades & Apostolos Dasilas, 2010. "Modelling and forecasting mobile telecommunication services: the case of Greece," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1823-1828.
  • Theologos Dergiades & Apostolos Dasilas, 2009. "Modelling and Forecasting Mobile Telecommunication Services: The case of Greece," Discussion Paper Series 2009_13, Department of Economics, University of Macedonia, revised Sep 2009.
• MaruÅ¡ka Vizek & Tanja Broz, 2009. "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(6), pages 87-98, November.
  • Maruška Vizek & Tanja Broz, 2007. "Modelling Inflation in Croatia," Working Papers 0703, The Institute of Economics, Zagreb.
• Kelly, David L. & Letson, David & Nelson, Forrest & Nolan, David S. & Solís, Daniel, 2012. "Evolution of subjective hurricane risk perceptions: A Bayesian approach," Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 644-663.
  • David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis, 2009. "Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach," Working Papers 0905, University of Miami, Department of Economics.
• Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423871, HAL.
  • Dominique Guegan & Patrick Rakotomarolahy, 2009. "The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting," Documents de travail du Centre d'Economie de la Sorbonne 09050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Dec 2009.
• Alysha M De Livera & Rob J Hyndman, 2009. "Forecasting time series with complex seasonal patterns using exponential smoothing," Monash Econometrics and Business Statistics Working Papers 15/09, Monash University, Department of Econometrics and Business Statistics.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009. "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers 7/09, Monash University, Department of Econometrics and Business Statistics.
• Lucas W. Davis & Lutz Kilian, 2011. "Estimating the effect of a gasoline tax on carbon emissions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1187-1214, November.
  • Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.
  • Lucas W. Davis & Lutz Kilian, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers 14685, National Bureau of Economic Research, Inc.
• Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
  • Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
  • Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
• Yoichi Okita & Wade Pfau & Giang Long, 2011. "A Stochastic Forecast Model for Japan's Population," Japanese Economy, Taylor & Francis Journals, vol. 38(2), pages 19-44.
  • Yoichi Okita & Wade D. Pfau & Giang Thanh Long, 2009. "A Stochastic Forecast Model For Japan'S Population," GRIPS Discussion Papers 09-06, National Graduate Institute for Policy Studies.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
  • Dr. James Mitchell, 2009. "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 337, National Institute of Economic and Social Research.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
  • Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
• Lui, Silvia & Mitchell, James & Weale, Martin, 2011. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1128-1146, October.
  • Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers 343, National Institute of Economic and Social Research.
• Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
  • Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.
• Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
  • Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
  • Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
  • Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
• Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
  • Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
  • Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
• Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter, 2009. "Estonia and Euro Adoption: Small Country Challenges of Joining EMU," OECD Economics Department Working Papers 728, OECD Publishing.
• Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz, 2009. "Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 84-95.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 124-163, 2012 10 1.
  • Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers 2011s-27, CIRANO.
• Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
  • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
  • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
  • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
• Martin Ellison & Thomas J. Sargent, 2012. "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
  • Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
  • Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010. "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, vol. 42(25), pages 3267-3277.
  • Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009. "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento 105, University of Pavia, Department of Economics and Quantitative Methods.
• Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Maria M. De Mello, 2009. "Cointegration And The Forecast Accuracy Of Var Models," CEF.UP Working Papers 0902, Universidade do Porto, Faculdade de Economia do Porto.
• Kimolo, Deogratius, 2009. "Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis," MPRA Paper 114782, University Library of Munich, Germany.
• Khumalo, Bhekuzulu, 2009. "Revisiting the Derivative: Implications on the Rate of Change Analysis," MPRA Paper 12975, University Library of Munich, Germany.
• Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany.
• Renfro, Charles G, 2009. "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper 13102, University Library of Munich, Germany, revised 01 Jan 2009.
• Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
  • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
• Manzan, Sebastiano & Zerom, Dawit, 2013. "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, vol. 29(3), pages 469-478.
  • Manzan, Sebastiano & Zerom, Dawit, 2009. "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper 14387, University Library of Munich, Germany.
• Harin, Alexander, 2009. "Общая Корректирующая Формула Прогнозирования [General forecasting correcting formula]," MPRA Paper 15533, University Library of Munich, Germany.
• Gan, Jumwu, 2009. "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper 15596, University Library of Munich, Germany.
• Pereira, Pedro L. Valls, 2009. "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão 181, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Boainain, Pedro G. & Valls Pereira, Pedro L., 2009. "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro [Head and Shoulder: testing the profitability of graphic pattern of technical anal," MPRA Paper 15653, University Library of Munich, Germany.
• Harin, Alexander, 2009. "General correcting formula of forecasting?," MPRA Paper 15746, University Library of Munich, Germany.
• Bezemer, Dirk J, 2009. "“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models," MPRA Paper 15892, University Library of Munich, Germany.
• Berster, Peter & Gelhausen, Marc C. & Wilken, Dieter, 2011. "Business aviation in Germany: An empirical and model-based analysis," Journal of Air Transport Management, Elsevier, vol. 17(6), pages 354-359.
  • Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter, 2009. "Business Aviation in Germany: An empirical and model-based analysis," MPRA Paper 16003, University Library of Munich, Germany.
• Kishor, N. Kundan, 2009. "Data Revisions in India and its Implications for Monetary Policy," MPRA Paper 16099, University Library of Munich, Germany.
• Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80.
  • Green, Kesten C. & Armstrong, J. Scott, 2011. "Role thinking: Standing in other people's shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, vol. 27(1), pages 69-80, January.
  • Green, Kesten C. & Armstrong, J. Scott, 2009. "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper 16422, University Library of Munich, Germany.
• Armstrong, J. Scott & Graefe, Andreas, 2009. "Predicting Elections from Biographical Information about Candidates," MPRA Paper 16461, University Library of Munich, Germany.
• Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
  • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
• Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany.
• Claudiu Tiberiu Albulescu, 2010. "Forecasting Credit Growth Rate In Romania: From Credit Boom To Credit Crunch?," Romanian Economic Business Review, Romanian-American University, vol. 5(1), pages 62-75, March.
  • Albulescu, Claudiu Tiberiu, 2009. "Forecasting credit growth rate in Romania: from credit boom to credit crunch?," MPRA Paper 16740, University Library of Munich, Germany, revised 10 Aug 2009.
• Kim, Hyeongwoo & Durmaz, Nazif, 2012. "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, vol. 28(3), pages 575-586.
  • Kim, Hyeongwoo & Durmaz, Nazif, 2009. "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper 16780, University Library of Munich, Germany.
  • Hyeongwoo Kim & Nazif Durmaz, 2010. "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series auwp2010-02, Department of Economics, Auburn University.
• Lendjoungou, Francis, 2009. "Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone," MPRA Paper 17053, University Library of Munich, Germany.
• Bušs, Ginters, 2009. "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper 17273, University Library of Munich, Germany.
• Fry, J. M., 2009. "Bubbles and contagion in English house prices," MPRA Paper 17687, University Library of Munich, Germany.
• Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
• D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
  • D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
  • Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
• Christina Beneki & Bruno Eeckels & Costas Leon, 2012. "Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(5), pages 391-400, August.
  • Beneki, Christina & Eeckels, Bruno & Leon, Costas, 2009. "Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach," MPRA Paper 18354, University Library of Munich, Germany.
• Francesco, D'Amuri, 2009. "Predicting unemployment in short samples with internet job search query data," MPRA Paper 18403, University Library of Munich, Germany.
• Skribans, Valerijs, 2009. "Влияние Трудовой Эмиграции На Рынок Труда В Латвии [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper 18771, University Library of Munich, Germany.
• Skribans, Valerijs, 2009. "Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku [Influence of the Crisis and 2009 Tax Policy Changes on the Latvian Economy]," MPRA Paper 19141, University Library of Munich, Germany.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.
• NR, Bhanumurthy & Kumawat, Lokendra, 2009. "External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model," MPRA Paper 19776, University Library of Munich, Germany.
• Christian, Mueller-Kademann, 2009. "Puzzle solver," MPRA Paper 19852, University Library of Munich, Germany.
• Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  • Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
• Skribans, Valerijs, 2009. "Būvniecības nozares prognozēšanas modelis [Construction branch forecasting model]," MPRA Paper 20393, University Library of Munich, Germany, revised 2009.
• Meyler, Aidan & Rubene, Ieva, 2009. "Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)," MPRA Paper 20751, University Library of Munich, Germany.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  • Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
• Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
• Heather L. R. Tierney, 2012. "Examining the ability of core inflation to capture the overall trend of total inflation," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 493-514, February.
  • Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
• Khudnitskaya, Alesia S., 2009. "Microenvironment-specific Effects in the Application Credit Scoring Model," MPRA Paper 23175, University Library of Munich, Germany.
• Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010. "Estimating Value At Risk Var Using Tivex Pot Models," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(2), pages 152-170.
  • Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
• Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009. "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper 26484, University Library of Munich, Germany.
• He, Zhongfang, 2009. "Forecasting output growth by the yield curve: the role of structural breaks," MPRA Paper 28208, University Library of Munich, Germany.
• Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
• Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Bruno, Giancarlo, 2009. "Non-linear relation between industrial production and business surveys data," MPRA Paper 42337, University Library of Munich, Germany.
• du Jardin, Philippe, 2009. "Bankruptcy prediction models: How to choose the most relevant variables?," MPRA Paper 44380, University Library of Munich, Germany.
• Acevedo Rueda, Rafael Alexis, 2009. "Eficiencia gerencial: propuesta metodológica para su medición y evaluación en el sector eléctrico de Venezuela [Managerial efficiency: an empirical approach to measure and evaluate it in the electr," MPRA Paper 58689, University Library of Munich, Germany, revised 10 Oct 2009.
• Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
  • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
  • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
  • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
  • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
• Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
• Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
  • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
• Anna Pajor, 2009. "A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 71-81, March.
• Maximiano Pinheiro & António Rua & Francisco Dias, 2013. "Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 80-102, February.
  • António Rua & Maximiano Pinheiro, 2009. "Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components," Working Papers w200913, Banco de Portugal, Economics and Research Department.
• Paulo Esteves, 2009. "Are ATM/POS Data Relevant When Nowcasting Private Consumption?," Working Papers w200925, Banco de Portugal, Economics and Research Department.
• Cláudia Duarte & Fátima Cardoso, 2009. "Back to basics: Data revisions," Working Papers w200926, Banco de Portugal, Economics and Research Department.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
  • Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
  • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
  • Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
  • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
  • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
• Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  • Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
  • Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
• Vlad Pavlov & Stan Hurn, 2009. "Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy," NCER Working Paper Series 52, National Centre for Econometric Research.
• Jamie Hall & Jarkko P. Jääskelä, 2011. "Inflation Volatility and Forecast Accuracy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 404-417, December.
  • Jamie Hall & Jarkko Jääskelä, 2009. "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers rdp2009-06, Reserve Bank of Australia.
• Leonardo Nogueira, 2009. "Forecasting Yield Curves Using Analyst's Views," ICMA Centre Discussion Papers in Finance icma-dp2009-03, Henley Business School, University of Reading.
• Ari, Ali, 2008. "An Early Warning Signals Approach for Currency Crises: The Turkish Case," MPRA Paper 25858, University Library of Munich, Germany, revised 2009.
  • Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
• Sasa Zikovic & Bora Aktan, 2009. "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 27(1), pages 149-170.
• Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  • Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
• Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
  • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
• Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  • Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
• Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
• Della Penna, Nicolas & Huang, Haifang, 2009. "Constructing Consumer Sentiment Index for U.S. Using Google Searches," Working Papers 2009-26, University of Alberta, Department of Economics, revised 01 Feb 2010.
• Varshavsky , Leonid, 2009. "Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 70-88.
• Mercado, Alejandro F. & Aliaga, F. Javier, 2009. "Short-Run Oil Price Drivers: South America's Energy Integration," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 12, pages 219-239, Octubre.
  • Mercado, Alejandro & Aliaga, Javier, 2009. "Short-Run Oil Price Drivers: South America’s Energy Integration," Documentos de trabajo 10/2009, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Mercado, Alejandro F. & Aliaga, F. Javier, 2009. "Short-Run Oil Price Drivers: South America's Energy Integration," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 12, pages 219-239, Octubre.
  • Mercado, Alejandro & Aliaga, Javier, 2009. "Short-Run Oil Price Drivers: South America’s Energy Integration," Documentos de trabajo 10/2009, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Zaman, Gheorghe & Georgescu, George, 2009. "Structural Fund Absorption: A New Challenge For Romania?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 136-154, March.
• Stefanescu, Stefan, 2009. "About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 52-63, June.
• Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin, 2009. "A Neural Network Model for Time-Series Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 213-223, December.
• Matei, Marius, 2009. "Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 42-65, December.
• Ozun, Alper & Turk, Mehmet, 2009. "A Duration-Dependent Regime Switching Model for an Open Emerging Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 66-81, December.
• Pecican, Eugen Stefan, 2009. "Indicatori privind convergenta reala si aplicatiile acestora," Studii Economice 091004, Institutul National de Cercetari Economice (INCE).
• Torsten Schmidt & Simeon Vosen, 2009. "Forecasting Private Consumption: Survey-based Indicators vs. Google Trends," Ruhr Economic Papers 0155, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Rómulo A. Chumacero, 2009. "Altitude or Hot Air?," Journal of Sports Economics, , vol. 10(6), pages 619-638, December.
  • Chumacero, Romulo, 2007. "Altitude or hot air?," MPRA Paper 15178, University Library of Munich, Germany, revised Dec 2008.
• Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009. "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
• Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer, 2009. "Composite Leading Indicators for Ukraine: An Early Warning Model," CASE Network Reports 0085, CASE-Center for Social and Economic Research.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
  • Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009. "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.
  • Katrin Assenmacher & M. Hashem Pesaran, 2009. "A VECX* model of the Swiss economy," Economic Studies 2009-06, Swiss National Bank.
  • Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series 2281, CESifo.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Emilio Díaz & Rubén Osuna, 2009. "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, vol. 36(2), pages 427-440, May.
• Margherita Velucchi, 2009. "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 67-86, March.
  • Margherita Velucchi, 2007. "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive wp2007_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Khurshid Kiani, 2009. "Inflation in Transition Economies: An Empirical Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(1), pages 34-46, May.
• Sarfaraz SYED & Ali SHAH, 2009. "Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 206-227, December.
• Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  • Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
• MaruÅ¡ka Vizek & Tanja Broz, 2009. "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 45(6), pages 87-98, November.
  • MaruÅ¡ka Vizek & Tanja Broz, 2009. "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(6), pages 87-98, November.
  • Maruška Vizek & Tanja Broz, 2007. "Modelling Inflation in Croatia," Working Papers 0703, The Institute of Economics, Zagreb.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
  • Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
  • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
• Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
  • Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
  • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009. "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE 2299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.
• Adnan Kasman, 2009. "Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 9(1), pages 1-14.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
• Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 23-44, March.
  • De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers 09-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek, 2009. "Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Tinbergen Institute Discussion Papers 09-107/4, Tinbergen Institute.
• Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo.
  • Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Divino, J.A. & McAleer, M.J., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers EI 2008-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos de Trabajo del ICAE 2009-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Divino, Jose Angelo & McAleer, Michael, 2010. "Modelling and forecasting daily international mass tourism to Peru," Tourism Management, Elsevier, vol. 31(6), pages 846-854.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series CIRJE-F-651, CIRJE, Faculty of Economics, University of Tokyo.
• Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
  • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
  • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
  • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series CARF-F-189, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
  • McAleer, M.J. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers EI 2009-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Marcelo Cunha Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão 568, Department of Economics PUC-Rio (Brazil).
• Aguirregabiria, Victor, 2012. "A method for implementing counterfactual experiments in models with multiple equilibria," Economics Letters, Elsevier, vol. 114(2), pages 190-194.
  • Victor, Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," MPRA Paper 17805, University Library of Munich, Germany.
  • Victor Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," Working Papers tecipa-381, University of Toronto, Department of Economics.
• Xin Jin & John M Maheu, 2009. "Modelling Realized Covariances," Working Papers tecipa-382, University of Toronto, Department of Economics.
• Fabio Canova, 2009. "What Explains The Great Moderation in the U.S.? A Structural Analysis," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 697-721, June.
  • Fabio Canova, 2004. "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers 919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
• David Woods & Mary Farrugia & Mitchell Pirie, 2009. "The Australian Treasury’s fiscal aggregate projection model," Economic Roundup, The Treasury, Australian Government, issue 3, pages 37-46, September.
• Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
  • Vadim Marmer, 2005. "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics 0503002, University Library of Munich, Germany, revised 15 Dec 2005.
  • Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
• Alfredo García‐Hiernaux, 2011. "Forecasting linear dynamical systems using subspace methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 462-468, September.
  • Alfredo García-Hiernaux, 2009. "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE 2009-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010. "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, vol. 27(5), pages 1043-1053, September.
  • Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE 0917, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Juan-Angel Jimenez-Martin & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE 0908, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
  • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Divino, J.A. & McAleer, M.J., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers EI 2008-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos de Trabajo del ICAE 2009-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo.
• Jose Angelo Divino & Michael McAleer, 2009. "Modelling the Growth and Volatility in Daily International Mass Tourism to Peru," Documentos de Trabajo del ICAE 2009-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
• Aslanidis, Nektarios & Cipollini, Andrea, 2010. "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 145-156, March.
  • Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Aslanidis, Nektarios & Cipollini, Andrea, 2009. "Leading indicator properties of US high-yield credit spreads," Working Papers 2072/15810, Universitat Rovira i Virgili, Department of Economics.
• Francesco Audrino & Kameliya Filipova, 2009. "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009 2009-10, Department of Economics, University of St. Gallen.
• Francesco Audrino & Dominik Colangelo, 2009. "Option trading strategies based on semi-parametric implied volatility surface prediction," University of St. Gallen Department of Economics working paper series 2009 2009-24, Department of Economics, University of St. Gallen.
• Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009. "Modelling Real Gdp Per Capita In The Usa:Cointegration Tests," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
  • Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
  • Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
  • Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
• Klaus Prettner & Robert Kunst, 2012. "The dynamic interrelations between unequal neighbors: an Austro-German case study," Empirical Economics, Springer, vol. 43(2), pages 741-761, October.
  • Klaus Prettner & Robert M. Kunst, 2009. "The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study," Vienna Economics Papers 0913, University of Vienna, Department of Economics.
• Klaus Prettner & Robert Kunst, 2012. "The dynamic interrelations between unequal neighbors: an Austro-German case study," Empirical Economics, Springer, vol. 43(2), pages 741-761, October.
  • Klaus Prettner & Robert M. Kunst, 2009. "The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study," Vienna Economics Papers vie0913, University of Vienna, Department of Economics.
• Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
  • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
  • D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
  • D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
• Monika Oleksiak, 2009. "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers 34, Department of Applied Econometrics, Warsaw School of Economics.
• Sebastian Orzel & Aleksander Weron, 2009. "Calibration of the subdiffusive Black–Scholes model," HSC Research Reports HSC/09/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Lee, Jim & Crowley, Patrick M., 2009. "Evaluating the stresses from ECB monetary policy in the euro area," Bank of Finland Research Discussion Papers 11/2009, Bank of Finland.
• Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  • Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series) 0904, Federal Reserve Bank of Cleveland.
  • Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
• Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
  • Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
• Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
  • Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
• Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area," Discussion Paper Series 1: Economic Studies 2009,07, Deutsche Bundesbank.
• Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
  • Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
  • Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
  • Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
• Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-33.
• Ghonghadze, Jaba & Lux, Thomas, 2009. "Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach," Kiel Working Papers 1487, Kiel Institute for the World Economy (IfW Kiel).
• Simeon Vosen & Torsten Schmidt, 2011. "Forecasting private consumption: survey‐based indicators vs. Google trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 565-578, September.
  • Schmidt, Torsten & Vosen, Simeon, 2009. "Forecasting Private Consumption: Survey-based Indicators vs. Google Trends," Ruhr Economic Papers 155, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Amendola, Alessandra & Storti, Giuseppe, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers 2009-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Myšičková, Alena, 2009. "Stochastic population forecast for Germany and its consequence for the German pension system," SFB 649 Discussion Papers 2009-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  • Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
  • Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
• Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
  • Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, Department of Economics and Business Economics, Aarhus University.
• Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP) dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009. "Forecasting long memory time series under a break in persistence," CREATES Research Papers 2009-53, Department of Economics and Business Economics, Aarhus University.
• Valeri Voev, 2009. "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers 2009-56, Department of Economics and Business Economics, Aarhus University.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(4), pages 269-294.
  • Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data," Discussion Papers of DIW Berlin 858, DIW Berlin, German Institute for Economic Research.
• Masuda, Tadayoshi & Goldsmith, Peter D., 2009. "World Soybean Demand: An Elasticity Analysis and Long-Term Projections," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49490, Agricultural and Applied Economics Association.
• Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers 50452, Fondazione Eni Enrico Mattei (FEEM).
• Vermeulen, Hester & Ndibongo Traub, Lulama & Meyer, Ferdinand H., 2009. "Impact Analysis Of Food Policy Response On Household Food Security: The Case Of South Africa’S Maize Subsector," 2009 Conference, August 16-22, 2009, Beijing, China 51396, International Association of Agricultural Economists.
• McKenzie, Andrew M. & Goodwin, Harold L. & Carreira, Rita I., 2009. "Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(1), pages 227-240, April.
  • McKenzie, Andrew M. & Goodwin, Harold L., Jr. & Carreira, Rita I., 2009. "Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), pages 1-14, April.
• Ramirez, Octavio A., 2009. "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(1), pages 253-270, April.
  • Ramirez, Octavio A., 2009. "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), pages 1-14, April.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 23-44, March.
  • Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek, 2009. "Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Tinbergen Institute Discussion Papers 09-107/4, Tinbergen Institute.
  • De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers 09-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
  • Camilo Serrano & Martin Hoesli, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES eres2009_265, European Real Estate Society (ERES).
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
• Maria Debora Braga, 2009. "Hedge fund and market risk: new concepts and models, beyond VaR," BANCARIA, Bancaria Editrice, vol. 9, pages 76-87, September.
• Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona), 2009. "Individual prediction of automobile bodily injury claims liabilities," Working Papers in Economics 220, Universitat de Barcelona. Espai de Recerca en Economia.
• Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
  • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
  • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
  • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
  • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers 09-19, Bank of Canada.
• He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
• Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello, 2009. "Modelling export and import demand functions: the Spanish case," Occasional Papers 0905, Banco de España.
• Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Working Papers 0906, Banco de España.
• Teresa Leal & Diego J. Pedregal & Javier J. Pérez, 2009. "Short-term monitoring of the Spanish Government balance with mixed-frequencies models," Working Papers 0931, Banco de España.
• Javier Pérez & A. Sánchez, 2011. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Empirical Economics, Springer, vol. 41(2), pages 421-445, October.
  • Javier J. Pérez & A. Jesús Sánchez, 2009. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers 0934, Banco de España.
  • Pérez, Javier J. & Sánchez, Jesús, 2010. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Paper Series 1148, European Central Bank.
• Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Paper Series 1132, European Central Bank.
  • Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers 0935, Banco de España.
• Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  • Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
• José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
  • José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  • Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
• Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
• Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009. "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers 2009-14, Banco de México.
• Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
  • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
  • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
• Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
  • Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
  • Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
• Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009. "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.
  • Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008. "Information in the revision process of real-time datasets," Working Papers 08-27, Federal Reserve Bank of Philadelphia.
  • Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
• Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
  • Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
  • Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
• Maheu, John M. & McCurdy, Thomas H., 2009. "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 95-112.
  • John M. Maheu & Thomas H. McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper series 19_07, Rimini Centre for Economic Analysis.
  • John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  • Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
• Sanvi Avouyi-Dovi & Bardos, M. & Caroline Jardet & Kendaoui, L. & Moquet , J., 2009. "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Working papers 238, Banque de France.
• Bell go, C. & Laurent Ferrara, 2009. "Forecasting Euro-area recessions using time-varying binary response models for financial," Working papers 259, Banque de France.
• Claire C l rier, 2009. "Forecasting inflation in France," Working papers 262, Banque de France.
• Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009. "Fiscal Readjustments In The United States: A Nonlinear Time‐Series Analysis," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 34-54, January.
• Helge Berger & Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," International Finance, Wiley Blackwell, vol. 12(1), pages 33-55, May.
  • Berger, Helge & Harjes, Thomas, 2008. "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers 2008/13, Free University Berlin, School of Business & Economics.
• Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
  • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Francesco Audrino & Peter Bühlmann, 2009. "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 655-670, June.
  • Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen.
• Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
  • Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
  • Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
• Dr. James Mitchell, 2009. "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 337, National Institute of Economic and Social Research.
  • Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  • Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
  • Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers EI 2009-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper 2009/19, Norges Bank.
• Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  • Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
• Lee, Jim & Crowley, Patrick M., 2009. "Evaluating the stresses from ECB monetary policy in the euro area," Research Discussion Papers 11/2009, Bank of Finland.
• Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  • Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series) 0904, Federal Reserve Bank of Cleveland.
  • Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures : a review of prediction methods," Research Discussion Papers 35/2009, Bank of Finland.
• Ha-Hyun Jo & Sun-Oong Hwang, 2009. "Forecasting Economic Variables Using Disaggregated Data for Consumer Expectations: A Comparison of Forecast Combination Methods (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 15(1), pages 1-38, March.
• Bauwens Luc & Storti Giuseppe, 2009. "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-33, May.
  • Giuseppe Storti & Luc Bauwens, 2006. "A component GARCH model with time varying weights," Computing in Economics and Finance 2006 388, Society for Computational Economics.
  • BAUWENS, Luc & STORTI, Giuseppe, 2009. "A component GARCH model with time varying weights," LIDAM Reprints CORE 2125, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc, BAUWENS & G., STORTI, 2007. "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques) 2007012, Université catholique de Louvain, Département des Sciences Economiques.
  • BAUWENS, Luc & STORTI, Giuseppe, 2007. "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE 2007019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Evarist Stoja & Arnold Polanski, 2009. "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers 09/617, School of Economics, University of Bristol, UK.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "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," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
  • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 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," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
• Françoise Charpin, 2009. "Estimation précoce de la croissance. De la régression LARS au modèle à facteurs," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 31-48.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute of Labor Economics (IZA).
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010. "Oil Exports and the Iranian Economy," Working Papers 534, Economic Research Forum, revised 07 Jan 2010.
  • Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009. "Oil Exports and the Iranian Economy," CESifo Working Paper Series 2843, CESifo.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
  • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
• Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series 2543, CESifo.
  • Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers.
• Sasa Zikovic & Randall Filer, 2009. "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series 2820, CESifo.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  • Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute of Labor Economics (IZA).
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010. "Oil Exports and the Iranian Economy," Working Papers 534, Economic Research Forum, revised 07 Jan 2010.
  • Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009. "Oil Exports and the Iranian Economy," CESifo Working Paper Series 2843, CESifo.
  • Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.
• M. Hashem Pesaran & Paolo Zaffaroni, 2009. "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series 2857, CESifo.
• Hans-Günther Vieweg & Michael Reinhard, 2009. "Guss 2020 - Perspectives for the global market for foundry products," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35, September.
• Tilmann Rave & Ursula Triebswetter, 2007. "Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Comm," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, April.
• Steffen Henzel & Johannes Mayr, 2009. "The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study," ifo Working Paper Series 65, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Christina Ziegler, 2009. "Testing Predicitive Ability of Business Cycle Indicators for the Euro Area," ifo Working Paper Series 69, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Camilo Serrano & Martin Hoesli, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES eres2009_265, European Real Estate Society (ERES).
  • Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
• Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009. "Implementing the New Structural Model of the Czech National Bank," Working Papers 2009/2, Czech National Bank, Research and Statistics Department.
• E. Otranto, 2009. "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS 200917, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• José R. Sánchez-Fung, 2009. "Modelación de la inversión en Centroamérica y la República Dominicana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia 549, Banco de la Republica de Colombia.
  • Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model For The Colombian Inflation," Borradores de Economia 5273, Banco de la Republica.
• Andrés Garcia & José Gomez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Revista de Economía del Rosario, Universidad del Rosario, May.
  • Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 550, Banco de la Republica de Colombia.
  • Andrés Felipe García Suaza & José Eduardo Gómez Gónzalez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 5294, Banco de la Republica.
• Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," Coyuntura Económica, Fedesarrollo, December.
  • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
  • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 5301, Banco de la Republica.
• Ignacio Lozano Espitia & Karen Rodríguez, 2009. "Assessing the Macroeconomic Effects of Fiscal," Borradores de Economia 5386, Banco de la Republica.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 553, Banco de la Republica de Colombia.
  • Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 5387, Banco de la Republica.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 554, Banco de la Republica de Colombia.
  • Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 555, Banco de la Republica de Colombia.
  • Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 5404, Banco de la Republica.
• José Eduardo Gómez Gónzalez & Jorge Marío Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 556, Banco de la Republica de Colombia.
  • José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.
• Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 557, Banco de la Republica de Colombia.
  • Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 5406, Banco de la Republica.
• Hernando Vargas & Andrés González & Eliana González & José Vicente Romero & José Luis Eduardo Rojas, 2010. "Assessing inflationary pressures in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 129-171, Bank for International Settlements.
  • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 558, Banco de la Republica de Colombia.
  • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 5473, Banco de la Republica.
• Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia 559, Banco de la Republica de Colombia.
  • Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
• José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 560, Banco de la Republica de Colombia.
  • José Eduardo Gómez-González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 5507, Banco de la Republica.
• Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 5509, Banco de la Republica.
• José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia 562, Banco de la Republica de Colombia.
  • José Eduardo Gómez González & Carlos Eduardo León Rincón & Karen Julieth Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?," Borradores de Economia 5514, Banco de la Republica.
• Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 563, Banco de la Republica de Colombia.
  • Luis Eduardo Arango Thomas & Mónica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 5518, Banco de la Republica.
• José Mauricio Salazar Sáenz, 2009. "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 5934, Banco de la Republica.
• Julio César Alonso & Juan Carlos García, 2009. "¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?," Estudios Gerenciales, Universidad Icesi, September.
• Juan David Velásquez & Carlos Jaime Franco & Hernán Alonso García, 2009. "Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia," Estudios Gerenciales, Universidad Icesi, September.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010. "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
  • Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009. "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía 6160, Universidad Nacional de Colombia, FCE, CID.
• Ignacio Velez-Pareja, 2009. "Metodos de pronostico," Proyecciones Financieras y Valoración 5675, Master Consultores.
• Anna Staszewska-Bystrova, 2009. "Bootstrap Confidence Bands for Forecast Paths," Working Papers 024, COMISEF.
• Yinhua Mai & Xiujian Peng, 2009. "Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis," Centre of Policy Studies/IMPACT Centre Working Papers g-189, Victoria University, Centre of Policy Studies/IMPACT Centre.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009. "Understanding volatility dynamics in the EU-ETS market: lessons from the future," LIDAM Discussion Papers CORE 2009024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
  • Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE.
  • BAUWENS, Luc & ROMBOUTS, Jeroen, 2009. "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE 2009061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012. "On marginal likelihood computation in change-point models," LIDAM Reprints CORE 2403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series 2543, CESifo.
• Lucas W. Davis & Lutz Kilian, 2011. "Estimating the effect of a gasoline tax on carbon emissions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1187-1214, November.
  • Lucas W. Davis & Lutz Kilian, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers 14685, National Bureau of Economic Research, Inc.
  • Kilian, Lutz & Davis, Lucas W, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers 7161, C.E.P.R. Discussion Papers.
• Janine Aron & John Muellbauer, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series 2009-01, Centre for the Study of African Economies, University of Oxford.
  • Muellbauer, John & Aron, Janine, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers 7183, C.E.P.R. Discussion Papers.
• Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
• Lutz Kilian & Bruce Hicks, 2013. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 385-394, August.
  • Kilian, Lutz & Hicks, Bruce, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
  • Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
  • Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
  • Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
• Den Haan, Wouter & Cai, Xiaoming, 2009. "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers 7508, C.E.P.R. Discussion Papers.
• Martin Ellison & Thomas J. Sargent, 2012. "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
  • Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
  • Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
• Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
  • Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
  • Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
  • Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
• Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
  • Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
  • Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
• Muellbauer, John & Aron, Janine, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers 7183, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series 2009-01, Centre for the Study of African Economies, University of Oxford.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Cartea, Álvaro & Karyampas, Dimitrios, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Sucarrat, Genaro & Escribano, Álvaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
• Ramirez, Octavio A., 2009. "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), pages 1-14, April.
  • Ramirez, Octavio A., 2009. "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(1), pages 253-270, April.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
  • Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009. "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Geben Konjunkturprognosen eine gute Orientierung?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(13), pages 207-213.
• Konstantin A. Kholodilin & Stefan Kooths, 2009. "Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(21), pages 348-354.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(4), pages 269-294.
  • Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data," Discussion Papers of DIW Berlin 858, DIW Berlin, German Institute for Economic Research.
• Bernoth, Kerstin & Pick, Andreas, 2011. "Forecasting the fragility of the banking and insurance sectors," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 807-818, April.
  • Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
• Eric Girardin & Konstantin A. Kholodilin, 2009. "Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?," Discussion Papers of DIW Berlin 938, DIW Berlin, German Institute for Economic Research.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi, 2009. "Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables," Discussion Papers of DIW Berlin 946, DIW Berlin, German Institute for Economic Research.
• Bernoth, Kerstin & Pick, Andreas, 2011. "Forecasting the fragility of the banking and insurance sectors," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 807-818, April.
  • Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
  • Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the fragility of the banking and insurance sector," DNB Working Papers 202, Netherlands Central Bank, Research Department.
• M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series 2293, CESifo.
  • M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department.
  • Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge.
• Nhat Le, 2009. "Volatility under Bounded Rationality," Working Papers 11, Development and Policies Research Center (DEPOCEN), Vietnam.
• Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers 13/12, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009. "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 9(1).
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES 2009_005, ULB -- Universite Libre de Bruxelles.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity In Real Time: The Role Of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 90-97, October.
  • Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009. "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 90-97, October.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES 2009_021, ULB -- Universite Libre de Bruxelles.
• Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  • Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
• Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
• Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
  • Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
• Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 477-490, February.
  • Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
  • Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
• Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
  • Berger, Helge & Österholm, Pär, 2008. "Does money still matter for U.S. output?," Discussion Papers 2008/7, Free University Berlin, School of Business & Economics.
• Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
  • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
  • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
• Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
  • Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers 200620, Rutgers University, Department of Economics.
• Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
  • Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
  • Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
  • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
• Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
  • Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2005. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers 05-9, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005. "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche 0533, CIRPEE.

2008

• Lars Stentoft, 2008. "Option Pricing using Realized Volatility," CREATES Research Papers 2008-13, Department of Economics and Business Economics, Aarhus University.
• Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
  • Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
• Lars Stentoft, 2008. "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 540-582, Fall.
  • Lars Stentoft, 2008. "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers 2008-41, Department of Economics and Business Economics, Aarhus University.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
• Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
  • Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
  • Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
• Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
  • Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
  • Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
  • Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
• Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
  • Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  • Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
• Fullerton, Thomas M. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 385-402, April.
  • Fullerton, Thomas M., Jr. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), pages 1-18, April.
• Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
• Nicola, Danieli Scalcon & Freitas, Clailton Ataides & Paz, Marlon Vidal, 2008. "Previsão Dos Preços Do Açúcar E Análise Da Sua Volatilidade No Mercado Futuro Brasileiro (2003 A 2007): Uma Aplicação De Modelos Da Família Arch," 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brazil 108829, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER).
• Clements, Michael P., 2008. "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS) 869, University of Warwick, Department of Economics.
  • Clements, Michael P., 2008. "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
• Clements, Michael P., 2010. "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
  • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
  • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
• Gheorghe Zaman, 2008. "Economic Effects Of Cee Countries Integration Into The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(10), pages 1-2.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
  • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
  • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
• Camilo Serrano & Martin Hoesli, 2010. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
  • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
  • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
• Anita Staneva, 2008. "Analysis of the Labour Market in Bulgaria through a Error Correction Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-106.
• Gabriel S. Lee & Johannes Gruber & Klaus Edenhoffer, 2005. "Bank Lending Effect on German Commercial Property Prices," ERES eres2005_236, European Real Estate Society (ERES).
  • Gruber, Johannes & Lee, Gabriel, 2008. "Bank lending effect on German commercial property prices," University of Regensburg Working Papers in Business, Economics and Management Information Systems 428, University of Regensburg, Department of Economics.
• Sylvain Martel, 2008. "A Structural VAR Approach to Core Inflation in Canada," Discussion Papers 08-10, Bank of Canada.
• Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Working Papers 0802, Banco de España.
• Capistrán Carlos & López Moctezuma Gabriel, 2008. "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México.
• Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
  • Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
  • Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
  • Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
  • George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
  • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
  • Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
• Valérie Chauvin & Antoine Devulder, 2008. "An Inflation Forecasting Model for the Euro Area," Working papers 192, Banque de France.
• 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," Working Paper Research 133, National Bank of Belgium.
  • Karim Barhoumi & Gerhard R nstler & riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & Antonio Rua & Ruth Karsten & Szilard Benk & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
  • G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  • Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
• Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers 222, Banque de France.
• Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Laurent Ferrara & Dominique Gu gan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379, HAL.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710, HAL.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint) halshs-00283710, HAL.
• BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & Laurent Ferrara & PLUYAUD, B. & ROUVREAU, B., 2008. "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
• Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008. "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
• Q. Akram, 2010. "What horizon for targeting inflation?," Empirical Economics, Springer, vol. 39(3), pages 675-702, December.
  • Q. Farooq Akram., 2008. "What horizon for targeting inflation?," Working Paper 2007/13, Norges Bank.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008. "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper 2008/08, Norges Bank.
• Christian Kascha & Francesco Ravazzolo, 2010. "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
  • Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
• Aastveit, Knut Are & Trovik, Tørres, 2014. "Estimating the output gap in real time: A factor model approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 180-193.
  • Knut Are Aastveit & Tørres G. Trovik, 2008. "Estimating the output gap in real time: A factor model approach," Working Paper 2008/23, Norges Bank.
• Juuso Kaaresvirta & Aaron Mehrotra, 2009. "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, vol. 42(4), pages 263-271, November.
  • Kaaresvirta, Juuso & Mehrotra, Aaron, 2008. "Business surveys and inflation forecasting in China," BOFIT Discussion Papers 22/2008, Bank of Finland, Institute for Economies in Transition.
• Dong Heon Kim & Myoungjae Lee, 2008. "The Analysis of daily Korea call rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(4), pages 85-112, December.
• Zhongjun Qu & Pierre Perron, 2008. "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-007, Boston University - Department of Economics.
• Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira, 2008. "Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(2), pages 205-234.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 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," Working Papers 0803, Brock University, Department of Economics.
• Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
  • Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
  • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
  • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series 2281, CESifo.
  • Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.
  • Katrin Assenmacher & M. Hashem Pesaran, 2009. "A VECX* model of the Swiss economy," Economic Studies 2009-06, Swiss National Bank.
• M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series 2326, CESifo.
  • Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
• M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series 2293, CESifo.
  • Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge.
• Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge.
• Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series 876, European Central Bank.
  • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
• D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard, 2008. "Identifying and Forecasting House Price Dynamics in Ireland," Research Technical Papers 3/RT/08, Central Bank of Ireland.
• Antonello D'Agostino & Kieran McQuinn & Derry O’Brien, 2012. "Nowcasting Irish GDP," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 21-31.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank of Ireland.
  • D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2011. "Nowcasting Irish GDP," MPRA Paper 32941, University Library of Munich, Germany.
• Eduardo Mendes & Les Oxley & Marco Reale, 2008. "Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market," Working Papers in Economics 08/05, University of Canterbury, Department of Economics and Finance.
• Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 85, University of California, Davis, Department of Economics.
• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 85, University of California, Davis, Department of Economics.
  • Jordà, Òscar & Marcellino, Massimiliano, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
  • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2008. "Choosing between alternative measures of core inflation using bounded rationality and cognitive biases," Revista de Economie Industriala (Journal of Industrial Eonomics), Centre for Industrial Economics and Services, vol. 6(1), pages 42-52, March.
• Toderoiu, Filon & MATEESCU, Mihaela, 2008. "Ratings trends and market meat in Romania in the context of the current food crisis," Revista de Economie Industriala (Journal of Industrial Eonomics), Centre for Industrial Economics and Services, vol. 6(2), pages 88-95, June.
• Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
  • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
  • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
  • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
  • Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
  • Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
  • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute of Labor Economics (IZA).
  • 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," CESifo Working Paper Series 2116, CESifo.
  • Pesaran, M.H. & Assenmacher-Wesche, K., 2007. "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge.
• Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  • Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
  • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
• Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.
  • Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series 2281, CESifo.
  • Katrin Assenmacher & M. Hashem Pesaran, 2009. "A VECX* model of the Swiss economy," Economic Studies 2009-06, Swiss National Bank.
• Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series 2293, CESifo.
• Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series 2326, CESifo.
• Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
  • Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
  • Jan Jacobs & Jan-Egbert Sturm, 2008. "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series 2370, CESifo.
• Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008. "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series 2371, CESifo.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Jan Grossarth-Maticek & Johannes Mayr, 2008. "Medienberichte als Konjunkturindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(07), pages 17-29, April.
• Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010. "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
  • Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010. "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
  • Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
• Gamboa, Luis Fernando & Otero, Jesús, 0. "An estimation of the pattern of diffusion of mobile phones: The case of Colombia," Telecommunications Policy, Elsevier, vol. 33(10-11), pages 611-620, November.
  • Luis Fernando Gamboa & Jesus Otero, 2008. "An estimation of the pattern of diffusion of mobile phones: the case of Colombia," Documentos de Trabajo 5149, Universidad del Rosario.
• Juan Camilo Santana, 2008. "La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008. "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008. "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008. "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Eliana Rocío González Molano, 2008. "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia 504, Banco de la Republica de Colombia.
  • Eliana Rocío González Molano, 2008. "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia 4596, Banco de la Republica.
• Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008. "Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 10(19), pages 311-352, July-Dece.
  • Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008. "Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia," Borradores de Economia 505, Banco de la Republica de Colombia.
  • Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008. "Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia," Borradores de Economia 4597, Banco de la Republica.
• Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 506, Banco de la Republica de Colombia.
  • Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 4598, Banco de la Republica.
• Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
  • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
  • Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
  • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010. "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132, National Bureau of Economic Research, Inc.
  • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
  • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 4600, Banco de la Republica.
• James Giesecke & G.A. Meagher, 2008. "Modelling the Economic Effects of Population Ageing," Centre of Policy Studies/IMPACT Centre Working Papers g-172, Victoria University, Centre of Policy Studies/IMPACT Centre.
• WANG , Shin-Huei & HSIAO, Cheng, 2008. "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE 2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper 112, CPB Netherlands Bureau for Economic Policy Analysis.
• Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper 112.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
• Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers.
  • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
• Marcellino, Massimiliano & Schumacher, Christian, 2007. "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies 2007,34, Deutsche Bundesbank.
  • Schumacher, Christian & Marcellino, Massimiliano, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
  • Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
  • Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute.
  • Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008. "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers 7007, C.E.P.R. Discussion Papers.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
  • A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
• X. Boutin & L. Janin, 2008. "Are Prices Really Affected by Mergers?," Documents de Travail de la DESE - Working Papers of the DESE g2008-08, Institut National de la Statistique et des Etudes Economiques, DESE.
• George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas, 2008. "Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System," Working Papers 0806, University of Crete, Department of Economics.
• George Xanthos & Dikaios Tserkezos, 2008. "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers 0813, University of Crete, Department of Economics.
• George Atsalakis & Camelia Ioana Ucenic & Christos Skiadas, 2008. "Forecasting Unemployment Rate Using a Neural Network with Fuzzy Inference System," Working Papers 0823, University of Crete, Department of Economics.
• Janine Aron & John Muellbauer, 2008. "Multi-sector inflation forecasting - quarterly models for South Africa," CSAE Working Paper Series 2008-27, Centre for the Study of African Economies, University of Oxford.
• Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
  • BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
  • Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
  • Dufour, Jean-Marie & Taamouti, Abderrahim, 2008. "Short and long run causality measures: theory and inference," UC3M Working papers. Economics we083720, Universidad Carlos III de Madrid. Departamento de Economía.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008. "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics we084422, Universidad Carlos III de Madrid. Departamento de Economía.
• Alonso Fernández, Andrés Modesto & García-Martos, Carolina & Rodríguez, Julio & Sánchez, María Jesús, 2008. "Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting," DES - Working Papers. Statistics and Econometrics. WS ws081406, Universidad Carlos III de Madrid. Departamento de Estadística.
• Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008. "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS ws084512, Universidad Carlos III de Madrid. Departamento de Estadística.
• Jushan Bai & Serena Ng, 2008. "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, vol. 9(2), pages 201-222, November.
• Fullerton, Thomas M., Jr. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), pages 1-18, April.
  • Fullerton, Thomas M. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 385-402, April.
• Fullerton, Thomas M., Jr. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(1), pages 1-18, April.
  • Fullerton, Thomas M. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 385-402, April.
  • Fullerton, Thomas M. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 385-402, April.
• Jana Eklund & George Kapetanios, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
  • Eklund, Jana & Kapetanios, George, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
  • Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 91-108, January.
  • Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 91-108, January.
  • Katrin Assenmacher & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows," Working Papers 2008-03, Swiss National Bank.
• Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs, 2008. "Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 75(24), pages 318-325.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  • Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
• Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers 10-16, Duke University, Department of Economics.
• BRIO, Esther B. & PEROTE, Javier, 2008. "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 53-58.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  • Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
• Karim Barhoumi & Gerhard R nstler & riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & Antonio Rua & Ruth Karsten & Szilard Benk & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
  • Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
  • G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  • 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," Working Paper Research 133, National Bank of Belgium.
• Dées, Stéphane & Gasteuil, Audrey & Kaufmann, Robert K. & Mann, Michael, 2008. "Assessing the factors behind oil price changes," Working Paper Series 855, European Central Bank.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
  • Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
  • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
  • Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
• Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
  • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series 876, European Central Bank.
• Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
  • Dées, Stéphane & Burgert, Matthias, 2008. "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank.
• Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 894, European Central Bank.
• Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2010. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 98-119, January.
  • Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series 901, European Central Bank.
• Katja Drechsel & Laurent Maurin, 2011. "Flow of conjunctural information and forecast of euro area economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 336-354, April.
  • Maurin, Laurent & Drechsel, Katja, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 925, European Central Bank.
• Pedregal, Diego J. & Pérez, Javier J., 2010. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 794-807, October.
  • Pérez, Javier J. & Pedregal, Diego J., 2008. "Should quarterly government finance statistics be used for fiscal surveillane in Europe?," Working Paper Series 937, European Central Bank.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  • Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  • Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
  • Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
• Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
  • Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 953, European Central Bank.
• Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
• Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
  • Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
• Hahn, Elke & Skudelny, Frauke, 2008. "Early estimates of euro area real GDP growth: a bottom up approach from the production side," Working Paper Series 975, European Central Bank.
• Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
  • Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
  • Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2006. "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
  • Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
  • Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
  • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
  • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
• Christian Schulz, 2008. "Forecasting economic activity for Estonia : The application of dynamic principal component analyses," Bank of Estonia Working Papers 2008-02, Bank of Estonia, revised 30 Oct 2008.
• Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
  • Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
  • Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008. "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
  • Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
  • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
• Matheson, Troy D., 2008. "Phillips curve forecasting in a small open economy," Economics Letters, Elsevier, vol. 98(2), pages 161-166, February.
  • Troy Matheson, 2006. "Phillips curve forecasting in a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2006/01, Reserve Bank of New Zealand.
• Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
  • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
  • Vadim Marmer, 2005. "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics 0503002, University Library of Munich, Germany, revised 15 Dec 2005.
  • Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May.
  • Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
  • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
• Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
  • Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005. "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers 2005-38, Center for Research in Economics and Statistics.
  • Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008. "European competition policy modernization : from notifications to legal exception," Post-Print hal-01021575, HAL.
• Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June.
  • Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
  • Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
  • Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers 269747, University of Warwick - Department of Economics.
• Kristóf, Tamás, 2008. "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 441-461.
• 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," Working Paper Research 133, National Bank of Belgium.
  • G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  • Karim Barhoumi & Gerhard Rà ¼nstler & riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & Antonio Rua & Ruth Karsten & Szilard Benk & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
  • Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
• Konstantins Benkovskis, 2008. "Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators," Working Papers 2008/05, Latvijas Banka.
• Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
• S. Borağan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 319-340, March.
  • S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, March.
  • Aruoba, Boragan, 2005. "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers 5271, C.E.P.R. Discussion Papers.
• Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  • Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
• George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008.
• Alexis Derviz & JiÅí Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
  • Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research and Statistics Department.
• Timotheos Angelidis & Alexandros Benos, 2008. "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 67-104, March-Jun.
• Matteo Pelagatti & Valeria Negri, 2008. "Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle," Working Papers 20080601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Csaba Csávás, 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," MNB Working Papers 2008/3, Magyar Nemzeti Bank (Central Bank of Hungary).
• Andrea Cipollini & Giuseppe Missaglia, 2008. "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent) 010, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
  • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print halshs-00235179, HAL.
  • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758, HAL.
  • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint) halshs-00375758, HAL.
• Dominique Guégan, 2010. "Effect of Noise Filtering on Predictions :on the Routes of Chaos," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 255-272.
  • Dominique Guegan, 2008. "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235448, HAL.
  • Dominique Guegan, 2008. "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne b08008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guégan & Justin Leroux, 2007. "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche 07-12, HEC Montréal, Institut d'économie appliquée.
  • Dominique Guegan & Justin Leroux, 2009. "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00431726, HAL.
  • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2008.
  • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259238, HAL.
• Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint) halshs-00283710, HAL.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Laurent Ferrara & Dominique Gu gan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379, HAL.
  • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710, HAL.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
  • Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
  • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Rob J Hyndman & Shu Fan, 2008. "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers 6/08, Monash University, Department of Econometrics and Business Statistics.
• Ralph D. Snyder & Anne B. Koehler, 2008. "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers 7/08, Monash University, Department of Econometrics and Business Statistics.
• 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," Working Paper Research 133, National Bank of Belgium.
• Francesca Monti, 2008. "Forecast with judgment and models," Working Paper Research 153, National Bank of Belgium.
• Jean Boivin & Marc P. Giannoni, 2007. "Global Forces and Monetary Policy Effectiveness," NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478, National Bureau of Economic Research, Inc.
  • Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
  • Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
• Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc.
• Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 647-659, May.
  • Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
• James H. Stock & Mark W. Watson, 2008. "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  • James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
• Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
  • Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
  • Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
• X. Boutin & L. Janin, 2008. "Are Prices Really Affected by Mergers?," Documents de Travail de l'Insee - INSEE Working Papers g2008-08, Institut National de la Statistique et des Etudes Economiques.
• Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
  • Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
  • Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
  • Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
• Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
  • Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
• Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
• Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard, 2008. "Estimating a Supply Block for Poland," OECD Economics Department Working Papers 601, OECD Publishing.
• Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
  • Jan Jacobs & Jan-Egbert Sturm, 2008. "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series 2370, CESifo.
  • Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
• Friedrich Fritzer & Lukas Reiss, 2008. "An Analysis of Credit to the Household Sector in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 122-134.
• Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008. "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
• Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
  • Fabio Rumler & Maria Teresa Valderrama, 2007. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007 23900080, EcoMod.
  • Fabio Rumler & Maria Teresa Valderrama, 2008. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers 148, Oesterreichische Nationalbank (Austrian Central Bank).
• Lars Stentoft, 2008. "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 540-582, Fall.
  • Lars Stentoft, 2008. "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers 2008-41, Department of Economics and Business Economics, Aarhus University.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1607-1652, July.
  • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," NBER Working Papers 12109, National Bureau of Economic Research, Inc.
  • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics.
• Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
  • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
  • Nolte, Stephan & Grethe, Harald, 2010. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 60.
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
  • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59.
  • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59.
  • Ruttan, Vernon W., 1977. "Induced innovation and agricultural development," Food Policy, Elsevier, vol. 2(3), pages 196-216, August.
  • Senauer, Benjamin, 1989. "Major Consumer Trends Affecting the U.S. Food System," Choices, Agricultural and Applied Economics Association, vol. 4(4).
  • Clement A. Tisdell, 2007. "Sustainable Agriculture," Chapters, in: Handbook of Sustainable Development, chapter 22 Edward Elgar Publishing.
  • Thomas Grebel & Andreas Pyka & Horst Hanusch, 2003. "An Evolutionary Approach to the Theory of Entrepreneurship," Industry and Innovation, Taylor & Francis Journals, vol. 10(4), pages 493-514.
  • Friebel, Guido & Schnedler, Wendelin, 2011. "Team governance: Empowerment or hierarchical control," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 1-13, April.
  • Llavador, Humberto & Solano-García, Angel, 2011. "Immigration policy with partisan parties," Journal of Public Economics, Elsevier, vol. 95(1), pages 134-142.
  • Brañas-Garza, Pablo & Espinosa, María Paz & Rey-Biel, Pedro, 2011. "Travelers’ types," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1), pages 25-36.
  • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Jordi Galí & Luca Gambetti, 2013. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy National Bureau of Economic Research, Inc.
  • Alison Booth & Melvyn Coles, 2010. "Education, Matching, and the Allocative Value of Romance," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 744-775, 06.
  • Olivier Jean Blanchard & Jordi Galí, 2005. "Real wage rigidities and the New Keynesian model," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360 National Bureau of Economic Research, Inc.
  • Broner, Fernando & Gelos, Gaston & Reinhart, Carmen, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Proceedings, Federal Reserve Bank of San Francisco, issue Jun, pages 1-34.
  • Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  • Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
  • Edgerton, David & Wells, Curt, 1994. "Critical Values for the Cusumsq Statistic in Medium and Large Sized Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(3), pages 355-65, August.
  • Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  • Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
  • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July.
  • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July.
  • Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
  • Peter Pedroni, 2000. "Fully Modified OLS for Heterogeneous Cointegrated Panels," Department of Economics Working Papers 2000-03, Department of Economics, Williams College.
  • Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
  • Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
  • Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.
  • Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.
  • Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988. "Estimating Vector Autoregressions with Panel Data," Econometrica, Econometric Society, vol. 56(6), pages 1371-95, November.
  • Kenji Nishizaki & Toshitaka Sekine & Yuichi Ueno & Yuko Kawai, 2013. "Chronic deflation in Japan," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 9-19 Bank for International Settlements.
  • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juli 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(15), pages 67-69, 08.
  • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juni 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(12), pages 55-57, 06.
  • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juli 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(15), pages 67-69, 08.
  • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juni 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(12), pages 55-57, 06.
  • Klaus Abberger, 2010. "ifo Konjunkturtest Juli 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(14), pages 44-46, 07.
  • Klaus Abberger, 2010. "ifo Konjunkturtest Juni 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(12), pages 69-71, 06.
  • Klaus Abberger, 2010. "ifo Konjunkturtest Juli 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(14), pages 44-46, 07.
  • Klaus Abberger, 2010. "ifo Konjunkturtest Juni 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(12), pages 69-71, 06.
  • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
  • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
  • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(23), pages 53-61, December.
  • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
  • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
  • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 44-53, 05.
  • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
  • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
  • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
  • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
  • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
  • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
  • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
  • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
  • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, 06.
  • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C25-C44, February.
  • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
  • Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "Long-Run Money Demand in the New EU Member States with Exchange Rate Effects," Eastern European Economics, Taylor & Francis Journals, vol. 45(2), pages 75-94, April.
  • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
  • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
  • Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
  • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
  • Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
  • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
  • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
  • Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
  • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
  • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
  • Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "Investment, R&D and Financial Constraints in Britain and Germany," Annals of Economics and Statistics, GENES, issue 79-80, pages 433-460.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Jo Blanden & Stephen Machin, 2004. "Educational Inequality and the Expansion of UK Higher Education," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(2), pages 230-249, 05.
  • Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
  • Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  • Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, 06.
  • Larcinese, Valentino & Puglisi, Riccardo & Snyder, James M., 2011. "Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers," Journal of Public Economics, Elsevier, vol. 95(9), pages 1178-1189.
  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
  • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
  • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
  • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
  • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
  • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
  • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
  • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
  • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
  • Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
  • Karlan, Dean & List, John A. & Shafir, Eldar, 2011. "Small matches and charitable giving: Evidence from a natural field experiment," Journal of Public Economics, Elsevier, vol. 95(5), pages 344-350.
  • Matthew T. Cole & Amélie Guillin, 2015. "The determinants of trade agreements in services vs. goods," International Economics, CEPII research center, issue 144, pages 66-82.
  • Yilmazkuday, Hakan, 2016. "Forecasting the Great Trade Collapse," International Economics, Elsevier, vol. 147(C), pages 145-154.
  • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
  • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
  • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
  • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010. "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
    • Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
  • Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á., 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 co," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 6(1), pages 23-41, December.
  • Massimiliano Caporin & Juliusz Pres, 2008. "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers 0088, Dipartimento di Scienze Economiche "Marco Fanno".
  • Alberto Baffigi, 2008. "Rodolfo Benini e la semiologia economica nell'Italia post-unitaria (Rodolfo Benini and economic semiology in post-unification Italy)," Il Pensiero Economico Italiano, Fabrizio Serra Editore, Pisa - Roma, vol. 16(1), pages 67-88.
  • Attiya Y. Javid & Eatzaz Ahmad, 2008. "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers 2008:48, Pakistan Institute of Development Economics.
  • Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 390-415, 2012 04.
    • Rosenthal, Dale W.R., 2008. "Modeling Trade Direction," MPRA Paper 10209, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2008. "A panel data analysis for the greenhouse effects in fifteen countries of European Union," MPRA Paper 10321, University Library of Munich, Germany.
  • Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008. "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa [Analysis of the performance of Technical Analysis startegies applied to Intr," MPRA Paper 10351, University Library of Munich, Germany.
    • Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009. "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão 173, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, vol. 24(4), pages 744-763.
    • Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper 10428, University Library of Munich, Germany.
  • Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280.
    • Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280, April.
    • Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany.
  • de Silva, Ashton, 2008. "Forecasting macroeconomic variables using a structural state space model," MPRA Paper 11060, University Library of Munich, Germany.
  • Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany.
  • Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
  • Geoffrey Poitras & John Heaney, 2008. ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
    • Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
  • Guidi, Francesco, 2008. "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper 11535, University Library of Munich, Germany.
  • Green, Kesten C & Armstrong, J Scott & Soon, Willie, 2008. "Benchmark forecasts for climate change," MPRA Paper 12163, University Library of Munich, Germany.
  • Majumder, Rajarshi, 2008. "Infrastructure for Sustainable Growth: A Demand Projection Exercise for India," MPRA Paper 12812, University Library of Munich, Germany.
  • Russel Cooper & Gary Madden, 2010. "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 87-96.
    • Cooper, Russel & Madden, Gary G, 2008. "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," MPRA Paper 13007, University Library of Munich, Germany.
  • Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
    • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
  • Faghih, Nezameddin & Faghih, Ali, 2008. "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper 14311, University Library of Munich, Germany.
  • Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany.
  • Maldonado, Diego & Pazmiño, Mariela, 2008. "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana [New Management Tool for Credit Risk analysis: An aplication for Financial Institutio," MPRA Paper 17163, University Library of Munich, Germany, revised 30 Dec 2008.
  • Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
    • Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  • Lanne, Markku & Ahoniemi, Katja, 2008. "Implied Volatility with Time-Varying Regime Probabilities," MPRA Paper 23721, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2008. "Neuro-Fuzzy approach for the predictions of economic crisis," MPRA Paper 24656, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2008. "Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis," MPRA Paper 24658, University Library of Munich, Germany.
  • Giovanis, eleftheios, 2008. "A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods," MPRA Paper 24659, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2008. "Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization," MPRA Paper 24660, University Library of Munich, Germany.
  • Ari, Ali, 2008. "An Early Warning Signals Approach for Currency Crises: The Turkish Case," MPRA Paper 25858, University Library of Munich, Germany, revised 2009.
    • Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
  • Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
  • Lai, Jennifer /J.T., 2008. "Capital flow to China and the issue of hot money: an empirical investigation," MPRA Paper 32539, University Library of Munich, Germany, revised Sep 2009.
  • Harding, Don, 2008. "Detecting and forecasting business cycle turning points," MPRA Paper 33583, University Library of Munich, Germany.
  • Buda, Rodolphe, 2008. "Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006 [Estimation of the french salaried regional and sectoral employment: application to the year 2006]," MPRA Paper 34881, University Library of Munich, Germany.
  • Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
  • Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
    • Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
  • Raihan, Selim, 2008. "Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal," MPRA Paper 37893, University Library of Munich, Germany.
  • Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Bruno, Giancarlo, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper 42335, University Library of Munich, Germany.
  • du Jardin, Philippe, 2008. "Bankruptcy prediction and neural networks: The contribution of variable selection methods," MPRA Paper 44384, University Library of Munich, Germany.
  • Rumyantsev, Mikhail I., 2008. "Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка [Structural-morphological analysis of banking business processes]," MPRA Paper 48634, University Library of Munich, Germany.
  • Lee, Chin & Lee, Weng Hong, 2008. "Can financial ratios predict the Malaysian stock return?," MPRA Paper 59170, University Library of Munich, Germany.
  • Stephen Fagan & Ramazan Gencay, 2008. "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI), Brussels.
    • Fagan, Stephen & Gencay, Ramazan, 2008. "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper 6677, University Library of Munich, Germany.
  • Daniel Buncic, 2008. "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers 2008-02, School of Economics, The University of New South Wales.
    • Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
  • Nwaobi, Godwin, 2008. "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper 6958, University Library of Munich, Germany.
  • Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany.
  • Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar, 2008. "Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies," MPRA Paper 7505, University Library of Munich, Germany.
  • Olenev, Nicholas, 2008. "Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Фе," MPRA Paper 7561, University Library of Munich, Germany.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper 80434, University Library of Munich, Germany.
  • Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3051-3067.
    • Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper 80464, University Library of Munich, Germany.
  • Stavros Degiannakis, 2008. "ARFIMAX and ARFIMAX-TARCH realized volatility modeling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1169-1180.
    • Degiannakis, Stavros, 2008. "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper 80465, University Library of Munich, Germany.
  • UNGUREANU, Laura, 2008. "The Cyclicity as Evolution Form of Economic Activities," MPRA Paper 8289, University Library of Munich, Germany.
  • Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
    • Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
  • Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm, 2008. "Predicting elections from politicians’ faces," MPRA Paper 9150, University Library of Munich, Germany.
  • Degiannakis, Stavros, 2008. "Forecasting Vix," MPRA Paper 96307, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper 96322, University Library of Munich, Germany.
  • Gelhausen, Marc Christopher, 2008. "Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints," MPRA Paper 9675, University Library of Munich, Germany.
  • S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
    • Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series 24, State Bank of Pakistan, Research Department.
    • S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008.
  • Graefe, Andreas & Armstrong, J. Scott, 2008. "Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies," MPRA Paper 9829, University Library of Munich, Germany.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  • Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  • Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
    • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  • Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
    • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  • Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  • Michal Pazour, 2008. "Stanovení náchylnosti ekonomiky k nadměrným tlakům na měnový kurs [Vulnerabilities in an economy to extensive pressures on the exchange rate]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(5), pages 598-620.
  • Miloslav Vošvrda & Jozef Baruník, 2008. "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof [Stock market crashes modeling: stochastic cusp catastrophe application]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(6), pages 759-771.
  • Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Francisco Dias & Maximiano Pinheiro & António Rua, 2010. "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 341-352.
    • António Rua & Francisco Craveiro Dias, 2008. "Forecasting Using Targeted Diffusion Indexes," Working Papers w200807, Banco de Portugal, Economics and Research Department.
  • José R. Maria & Sara Serra, 2008. "Forecasting investment: A fishing contest using survey data," Working Papers w200818, Banco de Portugal, Economics and Research Department.
  • Maximiano Pinheiro & Paulo Esteves, 2012. "On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information," Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
    • Paulo Esteves & Maximiano Pinheiro, 2008. "On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information," Working Papers w200821, Banco de Portugal, Economics and Research Department.
  • Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    • Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
    • Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
  • Eklund, Jana & Kapetanios, George, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
    • Jana Eklund & George Kapetanios, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
    • Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
  • Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
    • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
    • A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
  • Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    • Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
    • Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
    • Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
  • Eklund, Jana & Kapetanios, George, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, Cambridge University Press, vol. 203, pages 109-115, January.
    • Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
    • Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
  • Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
    • A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
    • Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
  • Hugo Gerard & Kristoffer Nimark, 2008. "Combining multivariate density forecasts using predictive criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
    • Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers rdp2008-02, Reserve Bank of Australia.
  • Andrew Hodge & Tim Robinson & Robyn Stuart, 2008. "A Small BVAR-DSGE Model for Forecasting the Australian Economy," RBA Research Discussion Papers rdp2008-04, Reserve Bank of Australia.
  • Jean Boivin & Marc P. Giannoni, 2007. "Global Forces and Monetary Policy Effectiveness," NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478, National Bureau of Economic Research, Inc.
    • Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
    • Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
  • Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard, 2009. "Understanding errors in EIA projections of energy demand," Resource and Energy Economics, Elsevier, vol. 31(3), pages 198-209, August.
    • Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D., 2008. "Understanding Errors in EIA Projections of Energy Demand," RFF Working Paper Series dp-08-54, Resources for the Future.
  • Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
    • John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
    • Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
  • Rozhkovskaya, Ekaterina, 2008. "An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 27-41.
  • Kudrov, Alexander, 2008. "Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 64-86.
  • Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei, 2008. "An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 21-43.
  • Tyers, Rod & Golley, Jane, 2008. "China’s Real Exchange Rate Puzzle," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 547-574.
    • Rod Tyers & Jane Golley & Iain Bain, 2007. "China'S Real Exchange Rate Puzzle," CAMA Working Papers 2007-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mateescu, George Daniel, 2008. "Polynomial Interpolation and Applications to Autoregressive Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 119-129, March.
  • Pelinescu, Elena & Dospinescu, Andrei Silviu, 2008. "Alternative Measures of Core Inflation in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 134-148, March.
  • Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann, 2008. "Inflation Forecasting with Inflation Sentiment Indicators," Ruhr Economic Papers 0080, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  • Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008. "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(2), pages 141-168, August.
  • Sanjeev Gupta & Gulshan Kumar, 2008. "Growth Performance and Forecasts of Exports of Leather Industry in Punjab," Foreign Trade Review, , vol. 43(1), pages 27-41, April.
  • Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
  • Eklund, Jana & Kapetanios, George, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
    • Jana Eklund & George Kapetanios, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
    • Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
  • Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 91-108, January.
    • Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 91-108, January.
    • Katrin Assenmacher & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows," Working Papers 2008-03, Swiss National Bank.
  • Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
    • Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
    • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
    • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
  • Mahmood-ul-Hasan Khan, 2008. "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 1-30.
    • Mahmood ul Hasan Khan, 2008. "Short-Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Working Paper Series 22, State Bank of Pakistan, Research Department.
  • S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
    • S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008.
    • Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series 24, State Bank of Pakistan, Research Department.
  • S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
    • S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008.
    • Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series 24, State Bank of Pakistan, Research Department.
  • Shah Hussain, 2008. "Sources of Real Exchange Rate Misalignment Evidence from Pakistan," SBP Working Paper Series 26, State Bank of Pakistan, Research Department.
  • Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
    • Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
    • Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
    • Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
  • Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.
    • Katrin Assenmacher & M. Hashem Pesaran, 2008. "A VECX* model of the Swiss economy," Economic Studies 2008-06, Swiss National Bank.
    • Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series 2281, CESifo.
  • Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 91-108, January.
    • Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 91-108, January.
    • Katrin Assenmacher & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows," Working Papers 2008-03, Swiss National Bank.
  • Eric Koomen & Piet Rietveld & Ton Nijs, 2008. "Modelling land-use change for spatial planning support," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(1), pages 1-10, March.
  • Robert Pontius & Wideke Boersma & Jean-Christophe Castella & Keith Clarke & Ton Nijs & Charles Dietzel & Zengqiang Duan & Eric Fotsing & Noah Goldstein & Kasper Kok & Eric Koomen & Christopher Lippitt, 2008. "Comparing the input, output, and validation maps for several models of land change," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(1), pages 11-37, March.
  • Jan Ritsema van Eck & Eric Koomen, 2008. "Characterising urban concentration and land-use diversity in simulations of future land use," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(1), pages 123-140, March.
  • Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June.
    • SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009. "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE 2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Roger Bowden & Jennifer Zhu, 2008. "The agribusiness cycle and its wavelets," Empirical Economics, Springer, vol. 34(3), pages 603-622, June.
  • Solveig Erlandsen & Ragnar Nymoen, 2008. "Consumption and population age structure," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 505-520, July.
    • Solveig K. Erlandsen & Ragnar Nymoen, 2004. "Consumption and population age structure," Working Paper 2004/22, Norges Bank.
    • Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics.
  • Wei Li, 2008. "Property tax and speculative bubble: An empirical analysis of Tianjin," Psychometrika, Springer;The Psychometric Society, vol. 3(4), pages 627-643, December.
  • Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 169-196, September.
  • Roger Hammersland, 2008. "Classical identification: A viable road for data to inform structural modeling," Discussion Papers 562, Statistics Norway, Research Department.
  • Roger Hammersland & Dag Henning Jacobsen, 2008. "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers 569, Statistics Norway, Research Department.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
    • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
  • Young-Bae Kim, 2008. "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers 1008, School of Economics, University of Surrey.
  • Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
    • Daniel Buncic, 2008. "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers 2008-02, School of Economics, The University of New South Wales.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
    • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
    • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3051-3067.
    • Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper 80464, University Library of Munich, Germany.
  • Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008. "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 46-78.
    • Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005. "The volatility of realized volatility," CFS Working Paper Series 2005/33, Center for Financial Studies (CFS).
  • Alexis Derviz & JiÅí Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(1), pages 117-130, January.
    • Alexis Derviz & Jiří Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
    • Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research Department.
  • Stavros Degiannakis, 2008. "ARFIMAX and ARFIMAX-TARCH realized volatility modeling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1169-1180.
    • Degiannakis, Stavros, 2008. "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper 80465, University Library of Munich, Germany.
  • Neuhoff, Karsten & Ehrenmann, Andreas & Butler, Lucy & Cust, Jim & Hoexter, Harriet & Keats, Kim & Kreczko, Adam & Sinden, Graham, 2008. "Space and time: Wind in an investment planning model," Energy Economics, Elsevier, vol. 30(4), pages 1990-2008, July.
    • Karsten Neuhoff & Andreas Ehrenmann & Lucy Butler & Jim Cust & Harriet Hoexter, 2006. "Space and Time: Wind in an Investment Planning Model," Working Papers EPRG 0603, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    • Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G., 2006. "Space and Time: Wind in an Investment Planning Model," Cambridge Working Papers in Economics 0620, Faculty of Economics, University of Cambridge.
  • Los, Cornelis A. & Yu, Bing, 2008. "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82.
    • Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, University Library of Munich, Germany.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper 96322, University Library of Munich, Germany.
  • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150.
    • Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society.
    • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.
  • Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
    • Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
  • Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    • V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  • Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, vol. 24(4), pages 710-727.
  • Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, vol. 24(4), pages 744-763.
    • Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper 10428, University Library of Munich, Germany.
  • Paolella, Marc S. & Taschini, Luca, 2008. "An econometric analysis of emission allowance prices," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2022-2032, October.
  • Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
    • Q. Farooq Akram & Øyvind Eitrheim, 2006. "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper 2006/07, Norges Bank.
  • Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
    • Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
  • Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November.
    • A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics.
  • da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 155-171.
  • Li, Ming-Yuan Leon, 2008. "Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 511-520.
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
    • Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
  • Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
    • Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
    • Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
    • Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
  • Sirchenko Andrey, 2008. "Modeling monetary policy in real time:Does discreteness matter?," EERC Working Paper Series 08/07e, EERC Research Network, Russia and CIS.
  • Goodhart, Charles & Bin Lim, Wen, 2008. "Interest rate forecasts: a pathology," LSE Research Online Documents on Economics 24431, London School of Economics and Political Science, LSE Library.
  • Goodhart, Charles & Bin Lim, Wen, 2008. "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics 24432, London School of Economics and Political Science, LSE Library.
  • Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman, 2008. "Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 63-99, January-J.
  • Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
    • Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
  • Philip Hans Franses, 2011. "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1721-1727.
    • Franses, Ph.H.B.F., 2008. "Model selection for forecast combination," Econometric Institute Research Papers EI 2008-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Divino, J.A. & McAleer, M.J., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers EI 2008-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos de Trabajo del ICAE 2009-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
    • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
  • Youssef Boulaksil & Philip Hans Franses, 2009. "Experts' Stated Behavior," Interfaces, INFORMS, vol. 39(2), pages 168-171, April.
    • Boulaksil, Y. & Franses, Ph.H.B.F., 2008. "Experts' Stated Behavior," ERIM Report Series Research in Management ERS-2008-001-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2008. "Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map," ERIM Report Series Research in Management ERS-2008-024-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Collins, J. & Ketter, W. & Gini, M., 2008. "Flexible Decision Support in Dynamic Interorganizational Networks," ERIM Report Series Research in Management ERS-2008-082-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Luis Fernando Cabrera-Castellanos, 2008. "Análisis De Coyuntura De La Industria Manufacturera En México. Una Propuesta Metodológica Y Aplicaciones," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 94, march.
    • Cabrera-Castellanos, Luis F., 2005. "Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones [Conjuncture Analysis of the Manufacturing Industry in Mexico. A Methodologic Proposal and A," MPRA Paper 4060, University Library of Munich, Germany.
  • Michal Grajek & Tobias Kretschmer, 2008. "Estimating critical mass in the global cellular telephony market," ESMT Research Working Papers ESMT-08-004 (R1), ESMT European School of Management and Technology, revised 15 Apr 2010.
  • Marcellino, Massimiliano & Schumacher, Christian, 2007. "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies 2007,34, Deutsche Bundesbank.
    • Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute.
    • Schumacher, Christian & Marcellino, Massimiliano, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
  • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
    • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers.
  • Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008. "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers 7007, C.E.P.R. Discussion Papers.
    • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute.
  • Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417.
    • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers.
    • A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary University of London, School of Economics and Finance.
  • Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
    • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
    • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
    • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Martin Hrubý, 2008. "Algorithmic Approaches to Game-theoretical Modeling and Simulation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 2(3), pages 268-300, December.
  • Zdenìk Zmeškal, 2008. "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 261-275, August.
  • Jozef Baruník, 2008. "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(07-08), pages 358-376, Oktober.
  • Vít Bubák, 2008. "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES 2008/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
  • LI Wei, 2008. "Property tax and speculative bubble: An empirical analysis of Tianjin," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 3(4), pages 627-643, December.
  • Siba Prasada Panda, Niranjan Swain, D.K. Malhotra, 2008. "Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India," Frontiers in Finance and Economics, SKEMA Business School, vol. 5(1), pages 85-105, April.
  • James H. Stock & Mark W. Watson, 2008. "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    • James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
  • Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
    • Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers 22, Federal Reserve Bank of Dallas.
    • Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
  • Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
    • Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
    • Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
    • Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
  • Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
    • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
    • M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
    • Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
  • Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
    • Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
    • Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
  • Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
    • Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008. "DSGE model-based forecasting of non-modelled variables," Working Papers 08-17, Federal Reserve Bank of Philadelphia.
    • Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
  • Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009. "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.
    • Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008. "Information in the revision process of real-time datasets," Working Papers 08-27, Federal Reserve Bank of Philadelphia.
    • Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
  • Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    • Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
  • Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
    • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
    • Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008. "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers 2008-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
  • Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008. "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers 2008-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
    • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
  • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint) halshs-00375758, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print halshs-00235179, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758, HAL.
  • Dominique Guégan, 2010. "Effect of Noise Filtering on Predictions :on the Routes of Chaos," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 255-272.
    • Dominique Guegan, 2008. "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne b08008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Dominique Guegan, 2008. "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235448, HAL.
  • Dominique Guégan & Justin Leroux, 2007. "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche 07-12, HEC Montréal, Institut d'économie appliquée.
    • Dominique Guegan & Justin Leroux, 2009. "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00431726, HAL.
    • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259238, HAL.
    • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2008.
  • Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379, HAL.
    • Laurent Ferrara & Dominique Gu gan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710, HAL.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint) halshs-00283710, HAL.
  • Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710, HAL.
    • Laurent Ferrara & Dominique Gu gan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379, HAL.
    • Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint) halshs-00283710, HAL.
  • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print halshs-00235179, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint) halshs-00375758, HAL.
  • Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
    • Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005. "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers 2005-38, Center for Research in Economics and Statistics.
    • Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008. "European competition policy modernization : from notifications to legal exception," Post-Print hal-01021575, HAL.
  • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print halshs-00235179, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint) halshs-00375758, HAL.
  • Sandrine LARDIC & Karine MICHALON & François DOSSOU, 2008. "Can earnings forecasts be improved by taking into account the forecast bias?," Economics Bulletin, AccessEcon, vol. 7(11), pages 1-20.
    • François Dossou & Sandrine Lardic & Karine Michalon, 2008. "Can earnings forecasts be improved by taking into account the forecast bias?," Post-Print halshs-00365972, HAL.
  • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint) halshs-00375758, HAL.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print halshs-00235179, HAL.
    • Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758, HAL.
  • Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006. "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers 0606, Macquarie University, Department of Economics.
    • Gilles Dufrénot & Roseline Joyeux & Anne Peguin-Feissolle, 2008. "Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?," Working Papers hal-00207497, HAL.
  • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, vol. 20(4), pages 402-429, November.
    • Courtioux, Pierre, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper 14246, University Library of Munich, Germany.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00718386, HAL.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers hal-00369986, HAL.
    • Pierre Courtioux, 2012. "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print hal-00718386, HAL.
    • Pierre Courtioux, 2008. "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00369986, HAL.
  • Åsberg Sommar, Per & Shahnazarian, Hovick, 2008. "Macroeconomic Impact on Expected Default Frequency," Working Paper Series 219, Sveriges Riksbank (Central Bank of Sweden).
  • Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," Umeå Economic Studies 734, Umeå University, Department of Economics.
  • Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority.
  • Tom Pak-wing Fong & Chun-shan Wong, 2008. "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers 0813, Hong Kong Monetary Authority.
  • Maroje Lang & Davor Kunovac & Silvio Basač & Željka Štaudinger, 2008. "Modelling of Currency outside Banks in Croatia," Working Papers 17, The Croatian National Bank, Croatia.
  • Wolfgang Härdle & Julius Mungo, 2008. "Value-at-Risk and Expected Shortfall when there is long range dependence," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Rainer Schulz & Axel Werwatz, 2008. "House Prices and Replacement Cost: A Micro-Level Analysis," SFB 649 Discussion Papers SFB649DP2008-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2008. "Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns," SFB 649 Discussion Papers SFB649DP2008-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
    • Oliver Blaskowitz & Helmut Herwatz, 2008. "Adaptive Forecasting of the EURIBOR Swap Term Structure," SFB 649 Discussion Papers SFB649DP2008-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz, 2008. "The Accuracy of Long-term Real Estate Valuations," SFB 649 Discussion Papers SFB649DP2008-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wolfgang Reichmuth & Samad Sarferaz, 2008. "Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality," SFB 649 Discussion Papers SFB649DP2008-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wolfgang Reichmuth & Samad Sarferaz, 2008. "Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach," SFB 649 Discussion Papers SFB649DP2008-052a, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Oliver Blaskowitz & Helmut Herwartz, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers SFB649DP2008-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Schanne, N. & Wapler, R. & Weyh, A., 2010. "Regional unemployment forecasts with spatial interdependencies," International Journal of Forecasting, Elsevier, vol. 26(4), pages 908-926, October.
    • Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008. "Regional unemployment forecasts with spatial interdependencies," IAB-Discussion Paper 200828, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Sarantis Tsiaplias & Chew Lian Chua, 2010. "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 44-59, March.
    • Sarantis Tsiaplias & Chew Lian Chua, 2008. "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series wp2008n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • Bala Arshanapalli & William Nelson, 2008. "A Cointegration Test To Verify The Housing Bubble," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 35-43.
  • Giulio Palomba, 2008. "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(4), pages 379-413.
    • Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Dominique Guégan & Justin Leroux, 2008. "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche 08-10, HEC Montréal, Institut d'économie appliquée.
  • Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, September.
    • Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007. "Fiscal forecasting: lessons from the literature and challenges," Working Paper Series 843, European Central Bank.
  • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
  • Costantini, Mauro & Pappalardo, Carmine, 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 ," Economics Series 228, Institute for Advanced Studies.
  • Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU, 2008. "Türkiye turizm sektörünün talep analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(263), pages 24-40.
  • Emin AVCI & Murat ÇİNKO, 2008. "Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(266), pages 114-137.
  • Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008. "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 213-230, December.
  • Agostini, Claudio A. & Brown, Philip H. & Roman, Andrei C., 2010. "Poverty and Inequality Among Ethnic Groups in Chile," World Development, Elsevier, vol. 38(7), pages 1036-1046, July.
    • Claudio Agostini & Phillip Brown & Andrei Roman, 2008. "Poverty and Inequality among Ethnic Groups in Chile," ILADES-UAH Working Papers inv205, Universidad Alberto Hurtado/School of Economics and Business.
  • Claudio Agostini & Phillip Brown & Andrei Roman, 2008. "Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data," ILADES-UAH Working Papers inv207, Universidad Alberto Hurtado/School of Economics and Business.
  • J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008. "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, vol. 38(5), pages 382-405, October.
    • Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007. "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper 6317, University Library of Munich, Germany.
  • Mercedes Ayuso & Miguel Santolino, 2012. "Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process," Group Decision and Negotiation, Springer, vol. 21(5), pages 663-676, September.
    • Mercedes Ayuso & Miguel Santolino, 2008. "Forecasting the maximum compensation offer in the automobile BI claims negotiation proces," IREA Working Papers 200807, University of Barcelona, Research Institute of Applied Economics, revised May 2008.
  • López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011. "Nonlinear exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 877-895, September.
    • Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics, revised Sep 2010.
  • Bruno, Giancarlo, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper 42335, University Library of Munich, Germany.
    • Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.
  • John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
    • John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE.
    • John M Maheu & Stephen Gordon, 2007. "Learning, Forecasting and Structural Breaks," Working Papers tecipa-284, University of Toronto, Department of Economics.
  • Breitung Jörg, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 630-643, October.
  • Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008. "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 21-39.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
    • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
  • Marie Diron, 2008. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 371-390.
  • Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
    • Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
    • Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano, 2006. "Forecasting euro-area variables with German pre-EMU data," SFB 649 Discussion Papers 2006-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Konrad Banachewicz & André Lucas, 2008. "Quantile forecasting for credit risk management using possibly misspecified hidden Markov models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 566-586.
    • Konrad Banachewicz & André Lucas, 2007. "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers 07-046/2, Tinbergen Institute.
  • Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    • Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
  • Danilo Santini & David Poyer, 2008. "Motor Vehicle Output and GDP, 1968–2007," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(4), pages 483-491, December.
  • Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
  • Gebhard Kirchgässner, 2008. "Direct democracy: obstacle to reform?," Constitutional Political Economy, Springer, vol. 19(2), pages 81-93, June.
  • Klaus Weyerstrass & Reinhard Neck, 2008. "Macroeconomic effects of Slovenia’s integration in the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(4), pages 391-403, September.
  • Klaus Weyerstrass & Reinhard Neck, 2008. "Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 1-10, February.
  • François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
    • Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
  • Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.
  • Thomas Busch, 2008. "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, vol. 11(1), pages 61-81, March.
  • Kenton Yee, 2008. "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 339-354, April.
    • Kenton K. Yee, 2007. "A Bayesian Framework for Combining Valuation Estimates," Papers 0707.3482, arXiv.org.
  • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy.
  • Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, 09.
    • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
    • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz.
  • Conrad, Christian & Karanasos, Menelaos, 2010. "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 838-862, June.
    • Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich.
  • Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
    • Jan Jacobs & Jan-Egbert Sturm, 2008. "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series 2370, CESifo.
    • Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers 08-202, KOF Swiss Economic Institute, ETH Zurich.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2008. "China's economic growth and its real exchange rate," China Economic Journal, Taylor & Francis Journals, vol. 1(2), pages 123-145.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain, 2006. "China's Economic Growth and its Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2006-476, Australian National University, College of Business and Economics, School of Economics.
    • Tyers, Rod & Golley, Jane & Yongxiang, Bu & Bain, Iain, 2007. "China's Economic Growth and its Real Exchange Rate," Conference papers 331659, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2007. "China's Economic Growth and its Real Exchange Rate," DEGIT Conference Papers c012_014, DEGIT, Dynamics, Economic Growth, and International Trade.
  • Konstantin Arkadievich Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2008. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(2), pages 195-207.
    • Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2007. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Discussion Papers of DIW Berlin 664, DIW Berlin, German Institute for Economic Research.
  • Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    • V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
  • Hoogerheide, Lennart & van Dijk, Herman K., 2010. "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.
    • Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.
  • Frank A. G. den Butter & Pieter W. Jansen, 2013. "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 749-765, May.
    • Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute.
  • Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
    • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Alonso Gomez & John M Maheu & Alex Maynard, 2008. "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers tecipa-319, University of Toronto, Department of Economics.
  • He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
    • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
    • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
    • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
  • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    • Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
    • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
    • Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
    • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
  • Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.
    • D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    • Karl Whelan & Antonello D'Agostino, 2008. "Federal Reserve information during the great moderation," Open Access publications 10197/252, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2007. "Federal Reserve information during the great moderation," Open Access publications 10197/235, School of Economics, University College Dublin.
    • Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
    • D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," LIDAM Discussion Papers CORE 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Laurent Moulin & Matteo Sala & Andrea Silvestrini & David Veredas, 2008. "Using intra annual information to forecast the annual state deficit. The case of France," ULB Institutional Repository 2013/136217, ULB -- Universite Libre de Bruxelles.
  • Yuan, Chunming, 2011. "Forecasting exchange rates: The multi-state Markov-switching model with smoothing," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 342-362, April.
    • Chunming Yuan, 2008. "Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing," UMBC Economics Department Working Papers 09-115, UMBC Department of Economics, revised 01 Nov 2009.
  • Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers rdp2008-02, Reserve Bank of Australia.
    • Hugo Gerard & Kristoffer Nimark, 2008. "Combining multivariate density forecasts using predictive criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
  • Fulvio Corsi & Francesco Audrino, 2012. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, vol. 10(4), pages 591-616, September.
    • Fulvio Corsi & Francesco Audrino, 2008. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008 2008-04, Department of Economics, University of St. Gallen.
  • Audrino, Francesco & Corsi, Fulvio, 2010. "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2372-2382, November.
    • Fulvio Corsi & Francesco Audrino, 2008. "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008 2008-05, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen.
  • Fulvio Corsi & Davide Pirino & Roberto Renò, 2008. "Volatility forecasting: the jumps do matter," Department of Economics University of Siena 534, Department of Economics, University of Siena.
    • Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University.
  • Dekkers, J. & Koomen, E., 2008. "Valuation of open space: Hedonic house price analyses in the Dutch Randstad region," Serie Research Memoranda 0024, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  • Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2006. "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
    • Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
  • Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
  • S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, March.
    • S. Borağan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 319-340, March.
    • Aruoba, Boragan, 2005. "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers 5271, C.E.P.R. Discussion Papers.
  • Clements, Michael P., 2008. "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
    • Clements, Michael P., 2008. "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS) 869, University of Warwick, Department of Economics.
  • Clements, Michael P., 2010. "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
    • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
    • Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
  • Jacek Kotlowski, 2008. "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers 24, Department of Applied Econometrics, Warsaw School of Economics.
  • Geoffrey Poitras & John Heaney, 2008. ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
    • Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
  • Adam Misiorek, 2008. "Short-term forecasting of electricity prices: Do we need a different model for each hour?," HSC Research Reports HSC/08/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Juuso Kaaresvirta & Aaron Mehrotra, 2009. "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, vol. 42(4), pages 263-271, November.
    • Kaaresvirta, Juuso & Mehrotra, Aaron, 2008. "Business surveys and inflation forecasting in China," BOFIT Discussion Papers 22/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Mu-Chun Wang, 2009. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
    • Wang, Mu-Chun, 2008. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies 2008,04, Deutsche Bundesbank.
  • Knüppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies 2008,14, Deutsche Bundesbank.
  • Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
    • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
    • Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Helge Berger & Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," International Finance, Wiley Blackwell, vol. 12(1), pages 33-55, May.
    • Berger, Helge & Harjes, Thomas, 2008. "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers 2008/13, Free University Berlin, School of Business & Economics.
  • Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
    • Berger, Helge & Österholm, Pär, 2008. "Does money still matter for U.S. output?," Discussion Papers 2008/7, Free University Berlin, School of Business & Economics.
  • Sucarrat, Genaro, 2008. "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers 2008-18, Kiel Institute for the World Economy (IfW Kiel).
  • Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
    • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
    • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
    • Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
  • Döhrn, Roland & Schmidt, Christoph M. & Zimmermann, Tobias, 2008. "Inflation Forecasting with Inflation Sentiment Indicators," Ruhr Economic Papers 80, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Schulz, Rainer & Werwatz, Axel, 2008. "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers 2008-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008. "Support vector regression based GARCH model with application to forecasting volatility of financial returns," SFB 649 Discussion Papers 2008-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008. "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers 2008-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008. "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers 2008-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers 2008-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008. "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers 2008-052a, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers 2008-073, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Bühler, Georg & Jochem, Patrick, 2008. "CO2 Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour?," ZEW Discussion Papers 08-066, ZEW - Leibniz Centre for European Economic Research.

  2007

  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 31-37.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Michael Beenstock & Daniel Felsenstein, 2007. "Spatial Vector Autoregressions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 2(2), pages 167-196.
  • Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007. "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers 07-036/4, Tinbergen Institute.
  • Konrad Banachewicz & André Lucas, 2008. "Quantile forecasting for credit risk management using possibly misspecified hidden Markov models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 566-586.
    • Konrad Banachewicz & André Lucas, 2007. "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers 07-046/2, Tinbergen Institute.
  • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Other publications TiSEM d4ab4393-a742-4c25-8875-c, Tilburg University, School of Economics and Management.
    • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper 2007-71, Tilburg University, Center for Economic Research.
  • John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
    • John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE.
    • John M Maheu & Stephen Gordon, 2007. "Learning, Forecasting and Structural Breaks," Working Papers tecipa-284, University of Toronto, Department of Economics.
  • Maheu, John M. & McCurdy, Thomas H., 2009. "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 95-112.
    • John M. Maheu & Thomas H. McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper series 19_07, Rimini Centre for Economic Analysis.
    • John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
  • Ali ARI & Rustem DAGTEKIN, 2007. "Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 26, pages 35-50.
    • Ari, Ali & Dagtekin, Rustem, 2007. "Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle [Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis P," MPRA Paper 25856, University Library of Munich, Germany.
    • Ali Ari & Rustem Dagtekin, 2007. "Les indicateurs d'alerte de la crise financière de 2000-2001 en Turquie : un modèle de prévision de crise jumelle," Working Papers hal-01295697, HAL.
  • Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007. "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers 0720, Department of Economics, University of Trento, Italia.
  • John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
    • Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
    • John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
  • Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.
    • D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    • Karl Whelan & Antonello D'Agostino, 2007. "Federal Reserve information during the great moderation," Open Access publications 10197/235, School of Economics, University College Dublin.
    • Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2008. "Federal Reserve information during the great moderation," Open Access publications 10197/252, School of Economics, University College Dublin.
    • D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
  • Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.
    • D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    • Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2007. "Federal Reserve information during the great moderation," Open Access publications 10197/235, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2008. "Federal Reserve information during the great moderation," Open Access publications 10197/252, School of Economics, University College Dublin.
    • D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
  • Javier Gómez, 2007. "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?," Faculty Working Papers 05/07, School of Economics and Business Administration, University of Navarra.
  • Fulvio Corsi & Francesco Audrino, 2007. "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007 2007-02, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Peter Bühlmann, 2009. "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 655-670, June.
    • Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
    • Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
    • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
    • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Dominik Colagelo, 2007. "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007 2007-42, Department of Economics, University of St. Gallen.
  • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics.
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Emilia Tomczyk, 2007. "Testing rationality of price expectations on the basis of contingency tables," Working Papers 1, Department of Applied Econometrics, Warsaw School of Economics.
  • Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers 43, Narodowy Bank Polski.
    • Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," Working Papers 5, Department of Applied Econometrics, Warsaw School of Economics.
  • Alexander Lipton & Andrew Rennie (ed.), 2007. "Credit Correlation:Life After Copulas," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6559.
  • Sadayuki Ono, 2007. "Option Pricing under Stochastic Volatility and Trading Volume," Discussion Papers 07/05, Department of Economics, University of York.
  • Vito Polito & Mike Wickens, 2007. "Measuring the Fiscal Stance," Discussion Papers 07/14, Department of Economics, University of York.
  • Knüppel, Malte & Tödter, Karl-Heinz, 2007. "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies 2007,25, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Schumacher, Christian, 2007. "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies 2007,34, Deutsche Bundesbank.
    • Schumacher, Christian & Marcellino, Massimiliano, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
    • Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute.
  • Koetter, Michael & Porath, Daniel, 2007. "Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach," Discussion Paper Series 2: Banking and Financial Studies 2007,02, Deutsche Bundesbank.
  • Herwartz, Helmut & Golosnoy, Vasyl, 2007. "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers 2007-23, Christian-Albrechts-University of Kiel, Department of Economics.
  • Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-52.
    • Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers 2007-35, Kiel Institute for the World Economy (IfW Kiel).
  • Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-52.
    • Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers 2007-35, Kiel Institute for the World Economy (IfW Kiel).
  • Knedlik, Tobias & Scheufele, Rolf, 2007. "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers 17/2007, Halle Institute for Economic Research (IWH).
  • Chen, Ying & Spokoiny, Vladimir, 2007. "Robust risk management: Accounting for nonstationarity and heavy tails," SFB 649 Discussion Papers 2007-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007. "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers 2007-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Kappler, Marcus, 2007. "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers 07-068, ZEW - Leibniz Centre for European Economic Research.
  • Alan B. Krueger & Jorn-Steffen Pischke, 1995. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Chapters, in: Differences and Changes in Wage Structures, pages 405-446, National Bureau of Economic Research, Inc.
    • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Working Papers 4154, National Bureau of Economic Research, Inc.
    • Krueger, Alan B. & Pischke, Jörn-Steffen, 1992. "A comparative analysis of East and West German labor markets before and after unification," ZEW Discussion Papers 92-11, ZEW - Leibniz Centre for European Economic Research.
    • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers 686, Princeton University, Department of Economics, Industrial Relations Section..
  • Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007. "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers 333, Institute for Empirical Research in Economics - University of Zurich.
  • Vincze, János & Bíró, Anikó & Elek, Péter, 2007. "Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével [Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 774-799.
  • Moreno Cuartas, Blanca & López Menéndez, Ana Jesús, 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 511-528, Abril.
  • Olmedo,E. & Velasco, F. & Valderas, J.M., 2007. "Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 815-842, Diciembre.
  • James H. Stock & Mark W. Watson, 2007. "Why Has U.S. Inflation Become Harder to Forecast?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 3-33, February.
    • James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
  • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics.
  • António José Morgado & Luis Catela Nunes & Susana Salvado, 2007. "Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP," GEE Papers 0002, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Feb 2007.
  • Pelagatti Matteo M, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-20, March.
    • Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  • Jean-Stéphane MESONNIER, 2007. "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006 102, Money Macro and Finance Research Group.
  • Nektarios Aslanidis & Andrea Cipollini, 2007. "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006 115, Money Macro and Finance Research Group.
  • Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group.
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
    • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
    • Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
    • Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
  • Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006 167, Money Macro and Finance Research Group.
  • Aslanidis, Nektarios & Cipollini, Andrea, 2010. "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 145-156, March.
    • Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Aslanidis, Nektarios & Cipollini, Andrea, 2009. "Leading indicator properties of US high-yield credit spreads," Working Papers 2072/15810, Universitat Rovira i Virgili, Department of Economics.
  • Cipollini, Andrea & Missaglia, Giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany.
    • Andrea Cipollini & Giuseppe Missaglia, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent) 007, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Conforti, Piero & Ford, Deep & Hallam, David & Rapsomanikis, George & Salvatici, Luca, 2007. "The European Union preferential trade with developing countries. Total trade restrictiveness and the case of sugar," Economics & Statistics Discussion Papers esdp07037, University of Molise, Department of Economics.
  • Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
  • Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
    • George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
  • Muhammad Akram & Rob J. Hyndman & J. Keith Ord, 2007. "Non-linear exponential smoothing and positive data," Monash Econometrics and Business Statistics Working Papers 14/07, Monash University, Department of Econometrics and Business Statistics.
  • Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007. "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers 3/07, Monash University, Department of Econometrics and Business Statistics.
  • Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics.
  • Gael M. Martin & Andrew Reidy & Jill Wright, 2009. "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
    • Gael M. Martin & Andrew Reidy & Jill Wright, 2007. "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers 5/07, Monash University, Department of Econometrics and Business Statistics.
  • Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    • Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
  • Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007. "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers 7/07, Monash University, Department of Econometrics and Business Statistics.
  • Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
    • Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
  • Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," Working Papers 5, Department of Applied Econometrics, Warsaw School of Economics.
    • Michal Rubaszek & Pawel Skrzypczynski, 2007. "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers 43, Narodowy Bank Polski.
  • Jean Boivin & Marc P. Giannoni, 2007. "Global Forces and Monetary Policy Effectiveness," NBER Chapters, in: International Dimensions of Monetary Policy, pages 429-478, National Bureau of Economic Research, Inc.
    • Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
    • Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc.
  • Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, vol. 23(4), pages 569-585.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn Finlay, 2006. "Does Age Structure Forecast Economic Growth?," PGDA Working Papers 2006, Program on the Global Demography of Aging.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc.
  • Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
    • Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.
  • Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009. "Modelling Real Gdp Per Capita In The Usa:Cointegration Tests," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
    • Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
    • Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
    • Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
  • Troy Matheson & James Mitchell & Brian Silverstone, 2007. "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series DP2007/02, Reserve Bank of New Zealand.
  • Matheson, Troy D., 2010. "An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys," Economic Modelling, Elsevier, vol. 27(1), pages 304-314, January.
    • Troy Matheson, 2007. "An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys," Reserve Bank of New Zealand Discussion Paper Series DP2007/13, Reserve Bank of New Zealand.
  • Martin Keene & Peter Thomson, 2007. "An Analysis of Tax Revenue Forecast Errors," Treasury Working Paper Series 07/02, New Zealand Treasury.
  • Christian Ragacs & Martin Schneider, 2007. "Comparing the Predictive Accuracy of Macroeconomic Forecasts for Austria from 1998 to 2006," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-49.
  • Stefano DellaVigna & Ethan Kaplan, 2007. "The Fox News Effect: Media Bias and Voting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 1187-1234.
    • Stefano DellaVigna & Ethan Kaplan, 2006. "The Fox News Effect: Media Bias and Voting," NBER Working Papers 12169, National Bureau of Economic Research, Inc.
    • DellaVigna, Stefano & Kaplan, Ethan, 2006. "The Fox News Effect: Media Bias and Voting," Seminar Papers 748, Stockholm University, Institute for International Economic Studies.
  • Jennifer Castle & David Hendry, 2007. "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers 309, University of Oxford, Department of Economics.
  • Gil Lafuente, Anna M. & Ortigosa, Mauricio & Merigó, José M., 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 contr," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 4(1), pages 75-97, December.
  • Rod Tyers & Ying Zhang, 2011. "Appreciating the Renminbi," The World Economy, Wiley Blackwell, vol. 34(2), pages 265-297, February.
    • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics 2007-483, Australian National University, College of Business and Economics, School of Economics.
    • Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
    • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," Departmental Working Papers 2007-09, The Australian National University, Arndt-Corden Department of Economics.
    • Rod Tyers & Ying Zhang, 2010. "Appreciating the Renminbi," CAMA Working Papers 2010-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Robert Fildes & Gary Madden & Joachim Tan, 2007. "Optimal forecasting model selection and data characteristics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1251-1264.
    • Fildes, Robert & Madden, Gary & Tan, Joachim, 2007. "Optimal forecasting model selection and data characteristics," MPRA Paper 10819, University Library of Munich, Germany.
  • Falnita, Eugen & Sipos, Ciprian, 2007. "A multiple regression model for inflation rate in Romania in the enlarged EU," MPRA Paper 11473, University Library of Munich, Germany.
  • Mandler, Martin, 2007. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper 13498, University Library of Munich, Germany, revised Jan 2009.
    • Martin Mandler, 2009. "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics 200947, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
  • Rómulo A. Chumacero, 2009. "Altitude or Hot Air?," Journal of Sports Economics, , vol. 10(6), pages 619-638, December.
    • Chumacero, Romulo, 2007. "Altitude or hot air?," MPRA Paper 15178, University Library of Munich, Germany, revised Dec 2008.
  • Gelhausen, Marc Christopher, 2007. "Passengers' Airport Choice," MPRA Paper 16037, University Library of Munich, Germany.
  • Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007. "Параллельное Программирование В Matlab М Его Приложения [Parallel programming in MATLAB and its applications]," MPRA Paper 17796, University Library of Munich, Germany.
  • McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H., 2007. "Martingales, Detrending Data, and the Efficient Market Hypothesis," MPRA Paper 2256, University Library of Munich, Germany.
  • Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007.
  • Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper 2340, University Library of Munich, Germany.
  • Ali ARI & Rustem DAGTEKIN, 2007. "Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 26, pages 35-50.
    • Ali Ari & Rustem Dagtekin, 2007. "Les indicateurs d'alerte de la crise financière de 2000-2001 en Turquie : un modèle de prévision de crise jumelle," Working Papers hal-01295697, HAL.
    • Ari, Ali & Dagtekin, Rustem, 2007. "Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle [Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis P," MPRA Paper 25856, University Library of Munich, Germany.
  • Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009. "Modelling Real Gdp Per Capita In The Usa:Cointegration Tests," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
    • Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
    • Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
    • Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
  • Hidayat, Budi, 2007. "Are there differences between unconditional and conditional demand estimates? implications for future research and policy," MPRA Paper 30196, University Library of Munich, Germany.
  • Paunić, Alida, 2007. "Inflation in Croatia with outlook to future," MPRA Paper 3149, University Library of Munich, Germany.
  • Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, vol. 37(10), pages 3959-3966, October.
    • Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany.
  • Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio, 2007. "Volatilidad del Precio de la Mezcla Mexicana de Exportación [Price Volatility of the Mexican Export Crude Oil Blend]," MPRA Paper 3562, University Library of Munich, Germany.
  • Andrea Cipollini & Giuseppe Missaglia, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent) 007, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Cipollini, Andrea & Missaglia, Giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany.
  • Kesten C. Green & J. Scott Armstrong, 2007. "Global Warming: Forecasts by Scientists Versus Scientific Forecasts," Energy & Environment, , vol. 18(7), pages 997-1021, December.
    • Green, Kesten C. & Armstrong, J. Scott, 2007. "Global warming: Forecasts by scientists versus scientific forecasts," MPRA Paper 4361, University Library of Munich, Germany.
  • Rumyantsev, Mikhail I., 2007. "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка [On the problem of the formalization of business processes of the banking]," MPRA Paper 48587, University Library of Munich, Germany.
  • Hassani, Hossein, 2007. "Singular Spectrum Analysis: Methodology and Comparison," MPRA Paper 4991, University Library of Munich, Germany.
  • Kitov, Ivan, 2007. "Exact prediction of inflation and unemployment in Canada," MPRA Paper 5015, University Library of Munich, Germany.
  • Kitov, Ivan, 2007. "Exact prediction of inflation and unemployment in Germany," MPRA Paper 5088, University Library of Munich, Germany.
  • George, Michael, 2007. "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," MPRA Paper 5175, University Library of Munich, Germany, revised 05 Oct 2007.
  • Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5358, University Library of Munich, Germany.
    • Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5357, University Library of Munich, Germany.
  • Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5357, University Library of Munich, Germany.
    • Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5358, University Library of Munich, Germany.
  • Nandwa, Boaz & Mohan, Ramesh, 2007. "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper 5581, University Library of Munich, Germany.
  • Gomez-Sorzano, Gustavo, 2007. "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper 5655, University Library of Munich, Germany, revised 07 Nov 2007.
  • Karathanassis, George & Sogiakas, Vasilios, 2007. "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper 5958, University Library of Munich, Germany.
  • Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.
    • D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
    • D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    • Karl Whelan & Antonello D'Agostino, 2007. "Federal Reserve information during the great moderation," Open Access publications 10197/235, School of Economics, University College Dublin.
    • Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2008. "Federal Reserve information during the great moderation," Open Access publications 10197/252, School of Economics, University College Dublin.
  • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
    • D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
    • D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
  • J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008. "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, vol. 38(5), pages 382-405, October.
    • Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007. "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper 6317, University Library of Munich, Germany.
  • Ahoniemi, Katja & Lanne, Markku, 2009. "Joint modeling of call and put implied volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 239-258.
    • Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.
  • Huang, Biao, 2007. "The Use of Pseudo Panel Data for Forecasting Car Ownership," MPRA Paper 7086, University Library of Munich, Germany.
  • Huang, Biao, 2007. "Random Utility Pseudo Panel Model and Application on Car Ownership Forecast," MPRA Paper 7778, University Library of Munich, Germany.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
    • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
  • Wagatha, Matthias, 2007. "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper 8602, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 149-171.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper 96324, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 31-37.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Roman Horváth & Luboš Komárek, 2007. "Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(1), pages 24-37.
  • Massimiliano Agovino & Antonio Garofalo, 2013. "Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2013(3), pages 45-82.
    • Massimiliano Agovino & Antonio Garofalo, 2007. "Dipendenza Spaziale Contemporanea E Non Contemporanea Nei Tassi Di Disoccupazione: Un Tentativo Di Analisi Empirica Dei Dati Provinciali Italiani," Working Papers 2_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • John H. Miller & Scott E. Page, 2007. "Social Science in Between, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life," Introductory Chapters, in: Complex Adaptive Systems: An Introduction to Computational Models of Social Life, Princeton University Press.
  • John H. Miller & Scott E. Page, 2007. "Complexity in Social Worlds, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life," Introductory Chapters, in: Complex Adaptive Systems: An Introduction to Computational Models of Social Life, Princeton University Press.
  • Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
    • Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
  • Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    • Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
  • Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    • Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
  • Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero, 2011. "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 425-459, May.
    • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
  • Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
  • Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    • Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
  • Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    • Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
    • Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
  • Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero, 2011. "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 425-459, May.
    • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
  • Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
    • Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
  • Christian Gillitzer & Jonathan Kearns, 2007. "Forecasting with Factors: The Accuracy of Timeliness," RBA Research Discussion Papers rdp2007-03, Reserve Bank of Australia.
  • Jacques Pezier, 2007. "Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman," ICMA Centre Discussion Papers in Finance icma-dp2007-07, Henley Business School, University of Reading.
  • William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
    • Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
    • George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
  • Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
    • Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 725, European Central Bank.
  • He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
    • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
    • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
    • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
  • Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
    • Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
    • Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
    • Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
  • Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014. "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 1-10.
    • Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil).
    • Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Fattouh, Bassam, 2007. "The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches," EIB Papers 6/2007, European Investment Bank, Economics Department.
  • Zhang, Shidong & Lowinger, Thomas C., 2007. "The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 397-406.
  • Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007. "The "Dobrescu" Macromodel Of The Romanian Market Economy - 2005 Version - Yearly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(1), pages 115-125, March.
  • Nastac, Iulian & Dobrescu, Emilian & Pelinescu, Elena, 2007. "Neuro-Adaptive Model for Financial Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(3), pages 19-41, September.
  • John M. Gowdy & Roxana Julia, 2007. "The Economics of the Mega-Greenhouse Effect: A Conceptual Framework," Rensselaer Working Papers in Economics 0711, Rensselaer Polytechnic Institute, Department of Economics.
  • Raffaele Passaro, 2007. "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 81-112, November-.
  • Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe, 2007. "A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts," The Review of Regional Studies, Southern Regional Science Association, vol. 37(1), pages 64-81.
    • Roberto Patuelli & Simonetta Longhi & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2005. "A Rank-order Analysis of Learning Models for Regional Labor Market Forecasting," Urban/Regional 0511004, University Library of Munich, Germany.
  • Fiorella Triscritti, 2007. "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers 2007/11, European University Institute.
  • Kesten C. Green & J. Scott Armstrong, 2007. "Global Warming: Forecasts by Scientists Versus Scientific Forecasts," Energy & Environment, , vol. 18(7), pages 997-1021, December.
    • Green, Kesten C. & Armstrong, J. Scott, 2007. "Global warming: Forecasts by scientists versus scientific forecasts," MPRA Paper 4361, University Library of Munich, Germany.
  • Tran Van Hoa, 2007. "ASEAN3+India Trade Relations," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(4), pages 341-357, December.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  • Jean-Michel Dalle & Paul A. David, 2007. "“It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects," Discussion Papers 07-024, Stanford Institute for Economic Policy Research.
  • Mukesh Kumar & William Bowen & Miron Kaufman, 2007. "Urban spatial pattern as self-organizing system: An empirical evaluation of firm location decisions in Cleveland–Akron PMSA, Ohio," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(2), pages 297-314, June.
  • Andrei Rogers & Bryan Jones & Virgilio Partida & Salut Muhidin, 2007. "Inferring migration flows from the migration propensities of infants: Mexico and Indonesia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(2), pages 443-465, June.
  • Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007. "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, vol. 32(1), pages 105-124, April.
    • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003. "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers 345, Statistics Norway, Research Department.
  • Andrea Nobili, 2007. "Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?," Empirical Economics, Springer, vol. 33(1), pages 177-195, July.
  • Giorgio Canarella & Stephen Pollard, 2007. "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(4), pages 445-462, December.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank, Research and Statistics Department.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
  • Khurshid M. Kiani, 2007. "Stock Returns Predictability in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 93-104, May.
  • Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
  • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010. "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 367-387.
    • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers 504, Statistics Norway, Research Department.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 31-37, January.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Robert Fildes & Gary Madden & Joachim Tan, 2007. "Optimal forecasting model selection and data characteristics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1251-1264.
    • Fildes, Robert & Madden, Gary & Tan, Joachim, 2007. "Optimal forecasting model selection and data characteristics," MPRA Paper 10819, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 149-171.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper 96324, University Library of Munich, Germany.
  • Hsiang-Tai Lee & Jonathan Yoder, 2007. "A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 39(10), pages 1253-1265.
    • Hsiang-Tai Lee & Jonathan Yoder, 2005. "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics 0506009, University Library of Munich, Germany.
  • Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
  • Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers 13449, National Bureau of Economic Research, Inc.
    • Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," CREATES Research Papers 2007-24, Department of Economics and Business Economics, Aarhus University.
  • Rod Tyers & Jane Golley, 2007. "China’s Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2007-479, Australian National University, College of Business and Economics, School of Economics.
  • Rod Tyers & Ying Zhang, 2011. "Appreciating the Renminbi," The World Economy, Wiley Blackwell, vol. 34(2), pages 265-297, February.
    • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," Departmental Working Papers 2007-09, The Australian National University, Arndt-Corden Department of Economics.
    • Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
    • Rod Tyers & Ying Zhang, 2010. "Appreciating the Renminbi," CAMA Working Papers 2010-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Rod Tyers & Iain Bain, 2007. "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics 2007-483, Australian National University, College of Business and Economics, School of Economics.
  • Chen, Zhuo & Cho, Seong-Hoon & Poudyal, Neelam C. & Roberts, Roland K., 2007. "Forecasting Housing Prices under Different Submarket Assumptions," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Power, Gabriel J. & Turvey, Calum G., 2007. "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9782, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
    • Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
  • Sanders, Dwight R. & Manfredo, Mark R., 2007. "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(1), pages 75-85, April.
    • Sanders, Dwight R. & Manfredo, Mark R., 2007. "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 39(01), pages 1-11, April.
  • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2008. "China's economic growth and its real exchange rate," China Economic Journal, Taylor & Francis Journals, vol. 1(2), pages 123-145.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain, 2006. "China's Economic Growth and its Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2006-476, Australian National University, College of Business and Economics, School of Economics.
    • Tyers, Rod & Golley, Jane & Yongxiang, Bu & Bain, Iain, 2007. "China's Economic Growth and its Real Exchange Rate," Conference papers 331659, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2007. "China's Economic Growth and its Real Exchange Rate," DEGIT Conference Papers c012_014, DEGIT, Dynamics, Economic Growth, and International Trade.
  • Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
    • Gregor W. Smith, 2007. "Pooling Forecasts in Linear Rational Expectations Models," Working Papers 1129, Queen's University, Department of Economics.
    • Smith, Gregor W., 2007. "Pooling Forecasts in Linear Rational Expectations Models," Queen's Economics Department Working Papers 273605, Queen's University - Department of Economics.
  • Marusia Ivanova, 2007. "Genesis and Evolution of Market Share Predictive Models," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 117-148.
  • Rossitsa Rangelova & Grigor Sariiski, 2007. "Development of Long-term Scenarios for Health Care Expenditure in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 47-66.
    • Grigor Sarijski & Rossitsa Rangelova, 2007. "Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 27-57.
  • Anita Staneva, 2007. "Econometric analysis of Labour Market in Bulgaria - 1991-2006," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 144-172.
  • Grigor Sariiski & Rossitsa Rangelova, 2007. "Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 31-52.
  • Grigor Sarijski & Rossitsa Rangelova, 2007. "Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 27-57.
    • Rossitsa Rangelova & Grigor Sariiski, 2007. "Development of Long-term Scenarios for Health Care Expenditure in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 47-66.
  • Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
    • Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
    • Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
  • John Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
  • Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
  • Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 148, University of California, Davis, Department of Economics.
    • Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
  • Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
    • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
    • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
  • Fernando Nieto, 2007. "The determinants of household credit in Spain," Working Papers 0716, Banco de España.
  • Stefano Siviero & Giovanni Veronese, 2007. "A policy-sensible core-inflation measure for the euro area," Temi di discussione (Economic working papers) 617, Bank of Italy, Economic Research and International Relations Area.
    • Stefano SIVIERO & Giovanni VERONESE, 2010. "A Policy-Sensible Core-Inflation Measure for the Euro Area," EcoMod2004 330600130, EcoMod.
  • Albertazzi, Ugo & Gambacorta, Leonardo, 2010. "Bank profitability and taxation," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2801-2810, November.
    • Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank Profitability and Taxation," Computing in Economics and Finance 2006 364, Society for Computational Economics.
    • Ugo Albertazzi & Leonardo Gambacorta, 2007. "Bank profitability and taxation," Temi di discussione (Economic working papers) 649, Bank of Italy, Economic Research and International Relations Area.
  • Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
  • Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
    • Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
  • Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics.
    • Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
  • Olivier Darn & V ronique Brunhes-Lesage, 2007. "L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision," Working papers 171, Banque de France.
  • Darné, O. & Brunhes-Lesage, V., 2007. "L’indicateur synthétique mensuel d’activité (ISMA) : une révision," Bulletin de la Banque de France, Banque de France, issue 162, pages 21-36.
  • Gunnar Bårdsen & Stan Hurn & Zoë Mchugh, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, June.
    • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2001. "Modelling Wages and Prices in Australia," Working Paper Series 1202, Department of Economics, Norwegian University of Science and Technology, revised 30 Sep 2005.
  • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-180, March.
    • Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007. "A state space approach to extracting the signal from uncertain data," Bank of England working papers 336, Bank of England.
    • Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers 637, Queen Mary University of London, School of Economics and Finance.
  • Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge.
  • Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Assenmacher-Wesche, K., 2007. "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge.
    • 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," CESifo Working Paper Series 2116, CESifo.
  • Sancetta, A., 2007. "Universality of Bayesian Predictions," Cambridge Working Papers in Economics 0755, Faculty of Economics, University of Cambridge.
  • Yongfu Chen & Hsiaoping Chien & Jun Furuya & Osamu Koyama, 2007. "The Impact of Renminbi Appreciation on the World Rice Market," Working Papers 0703, China Agricultural University, College of Economics and Management.
  • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    • Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
    • D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
    • D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
  • Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.
    • D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    • D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
    • Karl Whelan & Antonello D'Agostino, 2007. "Federal Reserve information during the great moderation," Open Access publications 10197/235, School of Economics, University College Dublin.
    • Antonello D'Agostino & Karl Whelan, 2007. "Federal Reserve Information during the great moderation," Working Papers 200722, School of Economics, University College Dublin.
    • Karl Whelan & Antonello D'Agostino, 2008. "Federal Reserve information during the great moderation," Open Access publications 10197/252, School of Economics, University College Dublin.
  • Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  • Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 78, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 624, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  • Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
    • Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 78, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 107, University of California, Davis, Department of Economics.
  • Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
    • Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 148, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 201, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 624, University of California, Davis, Department of Economics.
  • Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007. "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33.
  • Johannes Mayr & Dirk Ulbricht, 2007. "Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected," ifo Working Paper Series 42, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe, 2007. "Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area," ifo Working Paper Series 46, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Johannes Mayr & Dirk Ulbricht, 2007. "VAR Model Averaging for Multi-Step Forecasting," ifo Working Paper Series 48, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 935-953, August.
    • John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2007-01, McGill University, Department of Economics.
  • Munir A. Jalil B. & Martha Misas A., 2007. "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas," Monetaria, CEMLA, vol. 0(3), pages 219-241, julio-sep.
    • Munir A. Jalil B. & Martha Misas A, 2006. "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de perdida asimétricas," Borradores de Economia 376, Banco de la Republica de Colombia.
  • Vojtech Benda & Lubos Ruzicka, 2007. "Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic," Research and Policy Notes 2007/01, Czech National Bank, Research and Statistics Department.
  • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4247, Banco de la Republica.
    • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4246, Banco de la Republica.
    • Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 458, Banco de la Republica de Colombia.
  • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4246, Banco de la Republica.
    • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4247, Banco de la Republica.
    • Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 458, Banco de la Republica de Colombia.
  • Andrés Langebaek R. & Eliana González Molano, 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 459, Banco de la Republica de Colombia.
    • Andrés Langebaek & Eliana González M., 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 4248, Banco de la Republica.
    • Andrés Langebaek & Eliana González M., 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 4249, Banco de la Republica.
  • Andrés Langebaek R. & Eliana González Molano, 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 459, Banco de la Republica de Colombia.
    • Andrés Langebaek & Eliana González M., 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 4249, Banco de la Republica.
    • Andrés Langebaek & Eliana González M., 2007. "Inflación Y Precios Relativos En Colombia," Borradores de Economia 4248, Banco de la Republica.
  • Daniel TORRES - GRACIA,, 2007. "Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study," Archivos de Economía 2877, Departamento Nacional de Planeación.
  • Karoll Gómez Portilla & Santiago Gallón Gómez, 2007. "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario, December.
  • Dennys MarrugoTorrente, 2007. "Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia," Revista Panorama Económico, Universidad de Cartagena, vol. 0(0), pages 1-18, December.
  • Raúl Quejada Pérez & Felipe Del Río Carrasquilla, 2007. "Evaluación de la influencia de la revaluación del tipo de cambio sobre la demanda de turismo en Colombia," Revista Panorama Económico, Universidad de Cartagena, vol. 0(0), pages 1-23, December.
  • Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D., 2007. "On the optimality of expert-adjusted forecasts," Econometric Institute Research Papers EI 2007-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Henk Kranendonk & Debby Lanser & P.H. Franses, 2007. "On the optimality of expert-adjusted forecasts," CPB Discussion Paper 92, CPB Netherlands Bureau for Economic Policy Analysis.
  • Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D., 2007. "On the optimality of expert-adjusted forecasts," Econometric Institute Research Papers EI 2007-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Henk Kranendonk & Debby Lanser & P.H. Franses, 2007. "On the optimality of expert-adjusted forecasts," CPB Discussion Paper 92.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Henk Kranendonk & Johan Verbruggen, 2007. "SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses," CPB Document 144, CPB Netherlands Bureau for Economic Policy Analysis.
  • Henk Kranendonk & Johan Verbruggen, 2007. "SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses," CPB Document 144.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008. "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
    • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
    • Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
  • Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
    • Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
    • Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
  • Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
    • Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
    • Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
  • Carlo A. Favero & Linlin Niu & Luca Sala, 2007. "Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set," Working Papers 318, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • Artis, Michael & Nachane, Dilip M & Hoffmann, Mathias & Clavel, Jose Garcia, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers 6517, C.E.P.R. Discussion Papers.
  • Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
  • Ron Alquist & Lutz Kilian, 2010. "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.
    • Kilian, Lutz & Alquist, Ron, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.
  • Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
    • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
  • Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, University Library of Munich, Germany.
    • Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
    • D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
    • Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
  • Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
    • Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
    • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
  • Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "The long memory of newspapers' subscriptions : between the short-run and persistence response," DEE - Working Papers. Business Economics. WB wb076411, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Rime, Dagfinn & Sucarrat, Genaro, 2007. "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics we077039, Universidad Carlos III de Madrid. Departamento de Economía.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
    • George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
    • Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
  • Sanders, Dwight R. & Manfredo, Mark R., 2007. "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 39(01), pages 1-11, April.
    • Sanders, Dwight R. & Manfredo, Mark R., 2007. "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(1), pages 75-85, April.
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2008. "China's economic growth and its real exchange rate," China Economic Journal, Taylor & Francis Journals, vol. 1(2), pages 123-145.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain, 2006. "China's Economic Growth and its Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2006-476, Australian National University, College of Business and Economics, School of Economics.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2007. "China's Economic Growth and its Real Exchange Rate," DEGIT Conference Papers c012_014, DEGIT, Dynamics, Economic Growth, and International Trade.
    • Tyers, Rod & Golley, Jane & Yongxiang, Bu & Bain, Iain, 2007. "China's Economic Growth and its Real Exchange Rate," Conference papers 331659, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Christian Dreger & Konstantin A. Kholodilin, 2007. "Prognosen der regionalen Konjunkturentwicklung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 47-55.
    • Christian Dreger & Konstantin A. Kholodilin, 2006. "Prognosen der regionalen Konjunkturentwicklung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(34), pages 469-474.
  • Konstantin Arkadievich Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2008. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(2), pages 195-207.
    • Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2007. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Discussion Papers of DIW Berlin 664, DIW Berlin, German Institute for Economic Research.
  • Ard den Reijer, 2007. "Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle," DNB Working Papers 153, Netherlands Central Bank, Research Department.
  • Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
    • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
    • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
    • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
    • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
    • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • GOMEZ-SORZANO, Gustavo Alejandro, 2007. "A Structural Model For Net Rental Income In The U.S. Leasing Industry," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 7(1), pages 67-80.
  • KIANI, Khurshid M., 2007. "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 103-118.
  • Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
    • Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
  • Mestre, Ricardo, 2007. "Are survey-based inflation expections in the euro area informative?," Working Paper Series 721, European Central Bank.
  • Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 725, European Central Bank.
    • Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
  • Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
    • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
    • Rünstler, Gerhard & Bańbura, Marta, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 751, European Central Bank.
  • John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
    • John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
    • Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
  • Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, September.
    • Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007. "Fiscal forecasting: lessons from the literature and challenges," Working Paper Series 843, European Central Bank.
  • Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series 846, European Central Bank.
  • Christian Schulz, 2007. "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers 2007-09, Bank of Estonia, revised 04 Sep 2007.
  • Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June.
    • Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics.
  • Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June.
    • Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers 2006-13, Christian-Albrechts-University of Kiel, Department of Economics.
  • Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007. "Forecasting Austrian inflation," Economic Modelling, Elsevier, vol. 24(3), pages 470-480, May.
    • Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank).
  • Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
    • Martens, M.P.E. & van Dijk, D.J.C., 2006. "Measuring volatility with the realized range," Econometric Institute Research Papers EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 138(1), pages 291-311, May.
    • Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City.
    • Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
    • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007. "Indirect robust estimation of the short-term interest rate process," Post-Print hal-00463251, HAL.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
  • Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    • PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • PREMINGER, Arie & FRANCK, Raphael, 2007. "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE 1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
    • Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
  • Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, vol. 23(4), pages 569-585.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn Finlay, 2006. "Does Age Structure Forecast Economic Growth?," PGDA Working Papers 2006, Program on the Global Demography of Aging.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc.
  • Mitchell, Karlyn & Pearce, Douglas K., 2007. "Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 840-854, December.
    • Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics.
  • Tyers, Rod & Golley, Jane, 2008. "China’s Real Exchange Rate Puzzle," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 547-574.
    • Rod Tyers & Jane Golley & Iain Bain, 2007. "China'S Real Exchange Rate Puzzle," CAMA Working Papers 2007-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-Driven Scheduling of Movies in a Multiplex," ERIM Report Series Research in Management ERS-2007-033-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers EI 2007-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Frenk, J.B.G. & Nicolai, R.P., 2007. "Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process," ERIM Report Series Research in Management ERS-2007-031-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Frenk, J.B.G. & Nicolai, R.P., 2007. "Approximating the randomized hitting time distribution of a non-stationary gamma process," Econometric Institute Research Papers EI 2007-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Heij, C., 2007. "Improved forecasting with leading indicators: the principal covariate index," Econometric Institute Research Papers EI 2007-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007. "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Henk Kranendonk & Debby Lanser & P.H. Franses, 2007. "On the optimality of expert-adjusted forecasts," CPB Discussion Paper 92, CPB Netherlands Bureau for Economic Policy Analysis.
    • Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D., 2007. "On the optimality of expert-adjusted forecasts," Econometric Institute Research Papers EI 2007-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
    • van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers EI 2007-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-Driven Scheduling of Movies in a Multiplex," ERIM Report Series Research in Management ERS-2007-033-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Frenk, J.B.G. & Nicolai, R.P., 2007. "Approximating the randomized hitting time distribution of a non-stationary gamma process," Econometric Institute Research Papers EI 2007-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Frenk, J.B.G. & Nicolai, R.P., 2007. "Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process," ERIM Report Series Research in Management ERS-2007-031-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Franses, Ph.H.B.F. & Legerstee, R., 2007. "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management ERS-2007-083-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Victor M. Guerrero, 2007. "Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 22(2), pages 241-311.
  • Eleftherios Thalassinos & Diana-Mihaela Pociovalisteanu, 2007. "A Time Series Model for the Romanian Stock Market," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 57-72.
  • Jan in 't Veld, 2007. "The potential impact of the fiscal transfers under the EU Cohesion Policy Programme," European Economy - Economic Papers 2008 - 2015 283, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
    • Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
  • Stanislav Anatolyev & Victor Kitov, 2007. "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 166-176, Autumn.
  • Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
    • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
    • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
    • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
    • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
    • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
    • Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
    • Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
  • Ivana Komunjer & Michael T. Owyang, 2012. "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1066-1080, November.
    • Komunjer, Ivana & OWYANG, MICHAEL, 2007. "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series qt81w8m5sf, Department of Economics, UC San Diego.
    • Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis.
  • Giampiero Gallo & Margherita Velucchi, 2007. "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero Gallo, 2007. "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Margherita Velucchi, 2009. "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 67-86, March.
    • Margherita Velucchi, 2007. "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive wp2007_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
    • Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
    • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Igor Lebrun, 2007. "Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections," Working Papers 0708, Federal Planning Bureau, Belgium.
  • Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman, 2007. "Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail," Working Papers 0711, Federal Planning Bureau, Belgium.
  • Igor Lebrun, 2007. "Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections," Working Papers 200708, Federal Planning Bureau, Belgium.
  • Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman, 2007. "Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail," Working Papers 200711, Federal Planning Bureau, Belgium.
  • Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.
    • Deschamps, Philippe J., 2007. "Comparing smooth transition and Markov switching autoregressive models of US Unemployment," DQE Working Papers 7, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 04 Jun 2008.
  • Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
    • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007. "Indirect robust estimation of the short-term interest rate process," Post-Print hal-00463251, HAL.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
  • Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint) halshs-00307606, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print halshs-00188264, HAL.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    • Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606, HAL.
  • Ali ARI & Rustem DAGTEKIN, 2007. "Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 26, pages 35-50.
    • Ari, Ali & Dagtekin, Rustem, 2007. "Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle [Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis P," MPRA Paper 25856, University Library of Munich, Germany.
    • Ali Ari & Rustem Dagtekin, 2007. "Les indicateurs d'alerte de la crise financière de 2000-2001 en Turquie : un modèle de prévision de crise jumelle," Working Papers hal-01295697, HAL.
  • Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series 151, Sveriges Riksbank (Central Bank of Sweden).
    • Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
  • Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
    • Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, School of Business.
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
  • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008. "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August.
    • Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers.
    • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden).
  • Sellin, Peter, 2007. "Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts," Working Paper Series 213, Sveriges Riksbank (Central Bank of Sweden).
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
  • Hans Genberg & Jian Chang, 2007. "A VAR Framework for Forecasting Hong Kong'S Output and Inflation," Working Papers 0702, Hong Kong Monetary Authority.
  • Li-gang Liu & Wenlang Zhang & Jimmy Shek, 2007. "A Real Activity Index for Mainland China," Working Papers 0707, Hong Kong Monetary Authority.
  • Ying Chen & Vladimir Spokoiny, 2007. "Robust Risk Management. Accounting for Nonstationarity and Heavy Tails," SFB 649 Discussion Papers SFB649DP2007-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wolfgang Härdle & Julius Mungo, 2007. "Long Memory Persistence in the Factor of Implied Volatility Dynamics," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Schanne, N. & Wapler, R. & Weyh, A., 2010. "Regional unemployment forecasts with spatial interdependencies," International Journal of Forecasting, Elsevier, vol. 26(4), pages 908-926, October.
    • Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008. "Regional unemployment forecasts with spatial interdependencies," IAB-Discussion Paper 200828, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas, 2007. "A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access," IAB-Discussion Paper 200711, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Brücker, Herbert & Schröder, Philipp J. H., 2006. "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers 2049, Institute of Labor Economics (IZA).
    • Brücker, Herbert & Schröder, Philipp J. H., 2007. "International migration with heterogeneous agents : theory and evidence," IAB-Discussion Paper 200727, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, School of Business.
    • Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
  • Claudio Morana, 2007. "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series 6-2007, ICER - International Centre for Economic Research.
  • Dominique Guégan & Justin Leroux, 2007. "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche 07-12, HEC Montréal, Institut d'économie appliquée.
    • Dominique Guegan & Justin Leroux, 2009. "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00431726, HAL.
    • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2008.
    • Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259238, HAL.
  • Michael P. Keane & Kenneth I. Wolpin, 2007. "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1351-1378, November.
    • Michael P. Keane & Kenneth I. Wolpin, 2006. "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive 06-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • MaruÅ¡ka Vizek & Tanja Broz, 2009. "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(6), pages 87-98, November.
    • Maruška Vizek & Tanja Broz, 2007. "Modelling Inflation in Croatia," Working Papers 0703, The Institute of Economics, Zagreb.
  • Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
    • Carlo A. Favero & Linlin Niu & Luca Sala, 2007. "Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set," Working Papers 318, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May.
    • Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
  • Işıl AKGÜN & Hülya SAYYAN, 2007. "İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(250), pages 127-141.
  • Serpil TÜRKYILMAZ & Mustafa ÖZER, 2007. "Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(259), pages 99-113.
  • Claudio Agostini & Phillip Brown, 2007. "Desigualdad geográfica en Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 22(1), pages 3-33, June.
  • Maurizio Bovi, 2007. "National accounts, fiscal rules and fiscal policy. Mind the hidden gaps," ISAE Working Papers 76, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Tobias Knedlik & Rolf Scheufele, 2007. "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers 17, Halle Institute for Economic Research.
  • Pesaran, M.H. & Assenmacher-Wesche, K., 2007. "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge.
    • Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute of Labor Economics (IZA).
    • 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," CESifo Working Paper Series 2116, CESifo.
  • Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
    • Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
    • Artis, Michael & Marcellino, Massimiliano & Galvão, Ana Beatriz, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers.
  • Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 641-656.
    • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
  • Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765.
    • Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, University Library of Munich, Germany, revised 15 Feb 2006.
  • O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007. "Forecasting inflation using economic indicators: the case of France," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
    • Catherine Bruno & Olivier de Bandt & Alexis Flageollet & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
  • Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007. "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, vol. 3(1), pages 131-153, January.
    • Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006. "Pursuing financial stability under an inflation-targeting regime," Working Paper 2006/08, Norges Bank.
  • Jeremy Hackney & Michael Bernard & Sumit Bindra & Kay Axhausen, 2007. "Predicting road system speeds using spatial structure variables and network characteristics," Journal of Geographical Systems, Springer, vol. 9(4), pages 397-417, December.
  • Bas Donkers & Peter Verhoef & Martijn Jong, 2007. "Modeling CLV: A test of competing models in the insurance industry," Quantitative Marketing and Economics (QME), Springer, vol. 5(2), pages 163-190, June.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
    • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
  • In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007. "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 69-110, July.
  • Conrad, Christian, 2010. "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, vol. 157(2), pages 441-457, August.
    • Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.

  2006

  • Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006. "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, vol. 3(2), pages 79-95, June.
    • Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005. "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance 0504011, University Library of Munich, Germany.
  • Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    • Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
  • Lucas, Andre & Klaassen, Pieter, 2006. "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 23-35, January.
    • André Lucas & Pieter Klaassen, 2003. "Discrete versus Continuous State Switching Models for Portfolio Credit Risk," Tinbergen Institute Discussion Papers 03-075/2, Tinbergen Institute, revised 30 Sep 2003.
  • Los, Cornelis A., 2006. "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
    • Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, University Library of Munich, Germany.
  • Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
    • Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
  • Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006. "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 354-370, May.
    • Junsoo Lee & John List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments 00486, The Field Experiments Website.
    • Junsoo Lee & John A. List & Mark C. Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers 05-20, Department of Economics, Appalachian State University.
    • Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
  • Borus Jungbacker & Siem Jan Koopman, 2006. "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 183-210, Emerald Group Publishing Limited.
    • B. Jungbacker & S.J. Koopman, 2005. "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers 05-002/4, Tinbergen Institute.
  • Kajal Lahiri & Fushang Liu, 2006. "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 321-363, Emerald Group Publishing Limited.
    • Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
  • Robin C. Sickles & Jenny Williams, 2006. "An Intertemporal Model of Rational Criminal Choice," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 135-165, Emerald Group Publishing Limited.
    • Jenny Williams & Robin C. Sickles, 1998. "Intertemporal Model of Rational Criminal Choice," School of Economics and Public Policy Working Papers 1998-03, University of Adelaide, School of Economics and Public Policy.
    • Jenny Williams, 2000. "An Intertemporal Model of Rational Criminal Choice," Econometric Society World Congress 2000 Contributed Papers 1336, Econometric Society.
  • Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006. "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers EI 2006-03-REV, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
    • Martens, M.P.E. & van Dijk, D.J.C., 2006. "Measuring volatility with the realized range," Econometric Institute Research Papers EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Franses, Ph.H.B.F., 2006. "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers EI 2006-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B., 2006. "Institutional Forecasting: The Performance of Thin Virtual Stock Markets," ERIM Report Series Research in Management ERS-2006-028-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Neuhoff, Karsten & Ehrenmann, Andreas & Butler, Lucy & Cust, Jim & Hoexter, Harriet & Keats, Kim & Kreczko, Adam & Sinden, Graham, 2008. "Space and time: Wind in an investment planning model," Energy Economics, Elsevier, vol. 30(4), pages 1990-2008, July.
    • Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G., 2006. "Space and Time: Wind in an Investment Planning Model," Cambridge Working Papers in Economics 0620, Faculty of Economics, University of Cambridge.
    • Karsten Neuhoff & Andreas Ehrenmann & Lucy Butler & Jim Cust & Harriet Hoexter, 2006. "Space and Time: Wind in an Investment Planning Model," Working Papers EPRG 0603, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Karsten Neuhoff & Federico Ferrario & Michael Grubb & Etienne Gabel & Kim Keats, 2006. "Emission projections 2008-2012 versus NAPs II," Working Papers EPRG 0631, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006. "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 15-34.
  • Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.
  • Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
  • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 594-616.
    • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
  • Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
    • Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano, 2006. "Forecasting euro-area variables with German pre-EMU data," SFB 649 Discussion Papers 2006-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
  • Scaramozzino, Pasquale, 2006. "Measuring vulnerability to food insecurity," ESA Working Papers 289055, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    • Pasquale Scaramozzino, 2006. "Measuring Vulnerability to Food Insecurity," Working Papers 06-12, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
  • Petr Kadeřábek, 2006. "Correcting Predictive ModelCorrecting Models of Chaotic Reality," Working Papers IES 2006/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2006.
  • Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
    • Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
    • Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
  • Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun, 2006. "Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case," Working Papers 0604, Federal Planning Bureau, Belgium.
  • Jan van der Linden, 2006. "Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses," Working Papers 0610, Federal Planning Bureau, Belgium.
  • Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun, 2006. "Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case," Working Papers 200604, Federal Planning Bureau, Belgium.
  • Jan van der Linden, 2006. "Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses," Working Papers 200610, Federal Planning Bureau, Belgium.
  • Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, vol. 23(4), pages 569-585.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn Finlay, 2006. "Does Age Structure Forecast Economic Growth?," PGDA Working Papers 2006, Program on the Global Demography of Aging.
    • David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc.
  • Ulrich Fritsche & Jörg Döpke, 2005. "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin 498, DIW Berlin, German Institute for Economic Research.
    • Ulrich Fritsche & Joerg Doepke, 2006. "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series 200602, University of Hamburg, Department of Socioeconomics.
  • Stefano DellaVigna & Ethan Kaplan, 2007. "The Fox News Effect: Media Bias and Voting," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 1187-1234.
    • Stefano DellaVigna & Ethan Kaplan, 2006. "The Fox News Effect: Media Bias and Voting," NBER Working Papers 12169, National Bureau of Economic Research, Inc.
    • DellaVigna, Stefano & Kaplan, Ethan, 2006. "The Fox News Effect: Media Bias and Voting," Seminar Papers 748, Stockholm University, Institute for International Economic Studies.
  • Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
    • Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
    • Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
  • Ralf Brüggemann, 2006. "Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions," SFB 649 Discussion Papers SFB649DP2006-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Jörg Polzehl & Vladimir Spokoiny, 2006. "Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power," SFB 649 Discussion Papers SFB649DP2006-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
    • Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
    • Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 589, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
  • Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Juan José Pompilio Sartori, 2006. "Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 44(2), pages 81-123, Diciembre.
  • Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
  • Kim-Leng Goh & Kim-Lian Kok, 2006. "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(1), pages 41-59, April.
  • Ron Bird & Richard Gerlach, 2006. "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 111-127, August.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
  • Emil Stavrev, 2010. "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, vol. 38(1), pages 217-239, February.
    • Emil Stavrev, 2006. "Measures of Underlying Inflation in the Euro Area; Assessment and Role for Informing Monetary Policy," IMF Working Papers 06/197, International Monetary Fund.
  • Darius Hinz & Camille Logeay, 2006. "Forecasting Employment for Germany," IMK Working Paper 01-2006, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, revised Jan 2006.
  • Peter F. Christoffersen & Francis X. Diebold, 2006. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
    • Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
    • Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
    • Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Maurizio Bovi, 2005. "The Cyclical Behaviour of Shadow and Regular Employment," Labor and Demography 0507011, University Library of Munich, Germany.
    • Maurizio Bovi, 2006. "The Cyclical Behavior of Shadow and Regular Employment," ISAE Working Papers 62, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Paz Rico Belda, 2006. "El Tipo De Cambio Real Dólar-Euro Y El Diferencial De Intereses Reales," Working Papers. Serie EC 2006-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
    • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
  • Brücker, Herbert & Schröder, Philipp J. H., 2006. "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers 2049, Institute of Labor Economics (IZA).
    • Brücker, Herbert & Schröder, Philipp J. H., 2007. "International migration with heterogeneous agents : theory and evidence," IAB-Discussion Paper 200727, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Fabio Busetti, 2006. "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 1-23.
    • Busetti, Fabio, 2004. "Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model," CEPR Discussion Papers 4382, C.E.P.R. Discussion Papers.
  • Håvard Hungnes & Hilde C. Bjørnland, 2006. "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.
    • Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
  • Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006. "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 415-437.
    • Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 2002-34, University of Connecticut, Department of Economics, revised Jun 2005.
    • Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 114, Centre for Development Economics, Delhi School of Economics.
  • Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.
    • Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
    • Peter Vlaar & Ard den Reijer, 2004. "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004 148, Society for Computational Economics.
  • Luke Brander & Raymond Florax & Jan Vermaat, 2006. "The Empirics of Wetland Valuation: A Comprehensive Summary and a Meta-Analysis of the Literature," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 33(2), pages 223-250, February.
  • Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, vol. 3(2), pages 137-155, November.
  • J. Elhorst & Jan Oosterhaven, 2006. "Forecasting the impact of transport improvements on commuting and residential choice," Journal of Geographical Systems, Springer, vol. 8(1), pages 39-59, March.
  • Rian Beise-Zee & Christian Rammer, 2006. "Local User-Producer Interaction in Innovation and Export Performance of Firms," Small Business Economics, Springer, vol. 27(2), pages 207-222, October.
    • Rammer, Christian & Beise, Marian, 2003. "Local User-Producer Interaction in Innovation and Export Performance of Firms," ZEW Discussion Papers 03-51, ZEW - Leibniz Centre for European Economic Research.
  • Namwon Hyung & Philip Hans Franses, 2006. "Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?," Korean Economic Review, Korean Economic Association, vol. 22, pages 83-97.
  • Wade D. Pfau, 2006. "Predicting the Medal Wins at the 2006 Winter Olympics: an Econometrics Approach," Korean Economic Review, Korean Economic Association, vol. 22, pages 233-247.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
  • Jonas Dovern, 2006. "Predicting GDP Components. Do Leading Indicators Increase Predictability?," Kiel Advanced Studies Working Papers 436, Kiel Institute for the World Economy.
  • Christian Mueller, 2006. "Testing Temporal Disaggregation," KOF Working papers 06-134, KOF Swiss Economic Institute, ETH Zurich.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
  • María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 73-116, Julio-Dic.
  • Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt, 2006. "Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(1), pages 121-139, Jan-Jun.
  • Catalán, Beatriz & Trívez, F. Javier, 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 24, pages 531-543, Abril.
  • Chris Heaton & Victor Solo, 2006. "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers 0605, Macquarie University, Department of Economics.
  • Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006. "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers 0606, Macquarie University, Department of Economics.
    • Gilles Dufrénot & Roseline Joyeux & Anne Peguin-Feissolle, 2008. "Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?," Working Papers hal-00207497, HAL.
  • Badi Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 175-185.
    • Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University.
  • Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
    • Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
    • Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
  • John G. Galbraith & Greg Tkacz, 2006. "How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers 2006-13, McGill University, Department of Economics.
  • Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
  • Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas, 2006. "The Hungarian Quarterly Projection Model (NEM)," MNB Occasional Papers 2006/60, Magyar Nemzeti Bank (Central Bank of Hungary).
  • Gael M. Martin & Andrew Reidy & Jill Wright, 2006. "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers 10/06, Monash University, Department of Econometrics and Business Statistics.
  • Heather Booth & Rob Hyndman & Piet de Jong & Leonie Tickle, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 15(9), pages 289-310.
    • Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers 13/06, Monash University, Department of Econometrics and Business Statistics.
  • Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
    • Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
  • S. D. Grose & D. S. Poskitt, 2006. "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers 15/06, Monash University, Department of Econometrics and Business Statistics.
  • George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics.
  • Rob J Hyndman & Muhammad Akram, 2006. "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers 3/06, Monash University, Department of Econometrics and Business Statistics.
  • Philippe Jeanfils & Philippe Delhez & Luc Van Meensel & Koen Burggraeve & Kristel Buysse & Philip Du Caju & Yves Saks & Kris Van Cauter, 2006. "Réduction linéaire de cotisations patronales à la sécurité sociale et financement alternatif," Working Paper Document 81, National Bank of Belgium.
  • Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 138(1), pages 291-311, May.
    • Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City.
    • Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
  • Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
    • Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
    • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
  • Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1607-1652, July.
    • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics.
    • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," NBER Working Papers 12109, National Bureau of Economic Research, Inc.
  • James H. Stock & Mark W. Watson, 2007. "Why Has U.S. Inflation Become Harder to Forecast?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 3-33, February.
    • James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
  • Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
    • Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
    • Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Working papers 162, Banque de France.
  • O. Biau & N. Ferrari, 2006. "Balance of opinion What about missing the weights?," Documents de Travail de l'Insee - INSEE Working Papers g2006-12, Institut National de la Statistique et des Etudes Economiques.
  • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
    • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series 2006fe11, Oxford Financial Research Centre.
  • Matheson, Troy D., 2008. "Phillips curve forecasting in a small open economy," Economics Letters, Elsevier, vol. 98(2), pages 161-166, February.
    • Troy Matheson, 2006. "Phillips curve forecasting in a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2006/01, Reserve Bank of New Zealand.
  • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
  • Pierre-Olivier Beffy & Patrice Ollivaud & Pete Richardson & Franck Sédillot, 2006. "New OECD Methods for Supply-side and Medium-term Assessments: A Capital Services Approach," OECD Economics Department Working Papers 482, OECD Publishing.
  • Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers 515, OECD Publishing.
  • Pelinescu Elena, 2006. "Modelarea inflaţiei în România," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
  • Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006. "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business 06-09, Osaka University, Graduate School of Economics.
  • Andy C.C. Kwan & John A. Cotsomitis, 2006. "The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 185-197, January.
  • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 594-616.
    • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
  • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
    • Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
  • Clive G. Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series 2006fe11, Oxford Financial Research Centre.
    • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
    • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.
  • Guillaume Chevillon, 2006. "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers 257, University of Oxford, Department of Economics.
  • F. Laurini & J. A. Tawn, 2006. "The extremal index for GARCH(1,1) processes with t-distributed innovations," Economics Department Working Papers 2006-SE01, Department of Economics, Parma University (Italy).
  • L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy).
  • Michael P. Keane & Kenneth I. Wolpin, 2007. "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1351-1378, November.
    • Michael P. Keane & Kenneth I. Wolpin, 2006. "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive 06-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Khurshid M. Kiani, 2006. "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 369-381.
  • François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
    • Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
  • Gomez-Sorzano, Gustavo, 2006. "A structural model for corporate profit in the U.S. industry," MPRA Paper 1144, University Library of Munich, Germany, revised 11 Dec 2006.
  • Feng, Dai & Yuan-Zheng, Zhong, 2006. "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper 117, University Library of Munich, Germany.
  • Horvath, Roman & Komarek, Lubos, 2006. "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper 1180, University Library of Munich, Germany.
  • Racoceanu, Constantin, 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," MPRA Paper 1282, University Library of Munich, Germany.
  • Gomez-Sorzano, Gustavo, 2006. "A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019," MPRA Paper 134, University Library of Munich, Germany, revised 22 May 2006.
  • Gomez-Sorzano, Gustavo, 2006. "Scenarios for sustainable peace in colombia by year 2019," MPRA Paper 135, University Library of Munich, Germany, revised 22 Sep 2006.
  • Weron, Rafal & Misiorek, Adam, 2006. "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper 1363, University Library of Munich, Germany.
  • Gelhausen, Marc Christopher, 2006. "Flughafen- und Zugangsverkehrsmittelwahl in Deutschland - Ein verallgemeinerter Nested Logit-Ansatz," MPRA Paper 16002, University Library of Munich, Germany.
  • Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
  • Olafsdottir, Katrin, 2006. "Úttekt á efnahagsspám Þjóðhagsstofnunar fyrir árin 1981-2002 [The accuracy of the National Economic Institute‘s forecasts 1981-2002]," MPRA Paper 18257, University Library of Munich, Germany.
  • Quaas, Georg, 2006. "Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59 [Holistic effects of dummy variables on the fo," MPRA Paper 19028, University Library of Munich, Germany, revised 05 Dec 2009.
  • Breiding, Torsten, 2006. "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit [The unemployment insurance in Germany - does it cause or does it help to overcome unemploymen," MPRA Paper 20999, University Library of Munich, Germany.
  • Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco, 2006. "Previsão da eficácia ofensiva do futebol profissional: Um caso Português," MPRA Paper 2185, University Library of Munich, Germany.
  • De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006. "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper 2512, University Library of Munich, Germany, revised 03 Mar 2007.
    • Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute.
  • Fullerton, Thomas M., Jr. & Kelley, Brian W., 2006. "Borderplex Economic Outlook: 2006 – 2008," MPRA Paper 30131, University Library of Munich, Germany, revised 22 Oct 2006.
  • Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006. "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper 4235, University Library of Munich, Germany.
  • Gelhausen, Marc Christopher, 2006. "Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach," MPRA Paper 4236, University Library of Munich, Germany, revised Sep 2006.
  • Fuerst, Franz, 2006. "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper 5262, University Library of Munich, Germany.
  • Gomez-Sorzano, Gustavo, 2006. "The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019," MPRA Paper 539, University Library of Munich, Germany.
  • Hartmann, Daniel & Pierdzioch, Christian, 2006. "Nonlinear Links between Stock Returns and Exchange Rate Movements," MPRA Paper 558, University Library of Munich, Germany.
  • Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June.
    • Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
  • Ahec Šonje, Amina & Katarina, Bacic, 2006. "A composite leading indicator for a small transition economy: the case of Croatia," MPRA Paper 83135, University Library of Munich, Germany, revised Apr 2006.
  • Situngkir, Hokky, 2006. "Value at Risk yang memperhatikan sifat statistika distribusi return," MPRA Paper 895, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending?," MPRA Paper 902, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper 911, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)," MPRA Paper 919, University Library of Munich, Germany.
  • Lorde, Troy & Moore, Winston, 2006. "Modeling and Forecasting the Volatility of Long-stay Tourist Arrivals," MPRA Paper 95599, University Library of Munich, Germany.
  • Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
    • Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
    • Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Carlo Altavilla & Paul De Grauwe, 2010. "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3455-3480.
    • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series 1747, CESifo.
    • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers 5_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
    • Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 725, European Central Bank.
  • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2006. "Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)," Working Papers 554, Queen Mary University of London, School of Economics and Finance.
  • Geoffrey M. Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & M. A. Razzaque & Nedelyn Magtibay-Ramos, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence From Bangladesh, China, Indonesia and the Philippines," EcoMod2006 272100020, EcoMod.
    • Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers 564, Queen Mary University of London, School of Economics and Finance.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
    • George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2006. "Forecasting using predictive likelihood model averaging," Economics Letters, Elsevier, vol. 91(3), pages 373-379, June.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
  • Silvia S.W. Lui, 2006. "An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting," Working Papers 581, Queen Mary University of London, School of Economics and Finance.
  • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2006. "Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)," Working Papers 554, Queen Mary University of London, School of Economics and Finance.
    • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2006. "Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)," Working Papers 554, Queen Mary University of London, School of Economics and Finance.
  • Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers 564, Queen Mary University of London, School of Economics and Finance.
    • Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers 564, Queen Mary University of London, School of Economics and Finance.
    • Geoffrey M. Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & M. A. Razzaque & Nedelyn Magtibay-Ramos, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence From Bangladesh, China, Indonesia and the Philippines," EcoMod2006 272100020, EcoMod.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
    • George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2006. "Forecasting using predictive likelihood model averaging," Economics Letters, Elsevier, vol. 91(3), pages 373-379, June.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
  • Silvia S.W. Lui, 2006. "An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting," Working Papers 581, Queen Mary University of London, School of Economics and Finance.
  • Wolff Rodney & Yao Qiwei & Tong Howell, 2004. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
    • Rodney Wolff & Qiwei Yao & Howell Tong, 2003. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," School of Economics and Finance Discussion Papers and Working Papers Series 167, School of Economics and Finance, Queensland University of Technology.
    • Rodney C Wolff & Qiwei Yao & Howell Tong, 2006. "Statistical tests for Lyapunov exponents of deterministic systems," School of Economics and Finance Discussion Papers and Working Papers Series 208i, School of Economics and Finance, Queensland University of Technology.
    • Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
  • Thomas W. Hertel & Jeffrey J. Reimer, 2006. "Predicting the Poverty Impacts of Trade Reform," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
    • Thomas Hertel & Jeffrey Reimer, 2005. "Predicting the poverty impacts of trade reform," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(4), pages 377-405.
    • Hertel, Thomas W. & Reimer, Jeffrey J., 2004. "Predicting the poverty impacts of trade reform," Policy Research Working Paper Series 3444, The World Bank.
  • Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006. "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers 2006-004, Banco Central de Reserva del Perú.
  • Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010. "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 345-361, June.
    • Chris Brooks & Apostolos Katsaris, 2006. "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance icma-dp2006-07, Henley Business School, University of Reading.
  • Jacques Pezier & Anthony White, 2006. "The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios," ICMA Centre Discussion Papers in Finance icma-dp2006-10, Henley Business School, University of Reading.
  • Chris Brooks & Alešs Černý & Joëlle Miffre, 2012. "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(10), pages 909-944, October.
    • Chris Brooks & A.Cerny & J. Miffre, 2006. "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2006-12, Henley Business School, University of Reading.
  • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising , Pilipinas & He, Xinhua & Liu, Rui & Liu, Shiguo, 2006. "A Small Macroeconometric Model of the People's Republic of China," ADB Economics Working Paper Series 81, Asian Development Bank.
  • Kharin, Yuriy, 2006. "Stability in Stochastic Forecasting of Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 1(1), pages 82-93.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena, 2006. "An Adaptive Retraining Method for the Exchange Rate Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 5-23, March.
  • Andreica, Marin, 2006. "A Model to Forecast the Evolution of the Structure of a System of Economic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 65-73, March.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Ogrean, Claudia & Herciu, Mihaela, 2006. "Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 72-88, June.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Norman Swanson & Geetesh Bhardwaj, 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," Departmental Working Papers 200613, Rutgers University, Department of Economics.
  • Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
    • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201109, Rutgers University, Department of Economics.
    • Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011. "Predictive Inference for Integrated Volatility," Departmental Working Papers 201108, Rutgers University, Department of Economics.
  • Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
    • Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers 200620, Rutgers University, Department of Economics.
  • Roland Döhrn, 2006. "Improving Business Cycle Forecasts’ Accuracy - What Can We Learn from Past Errors?," RWI Discussion Papers 0051, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
  • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
    • Clive G. Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series 2006fe11, Oxford Financial Research Centre.
    • Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  • Geraldine Ryan, 2006. "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006 102, Society for Computational Economics.
  • Kostas Giannopoulos, 2006. "Pricing Basket spread options," Computing in Economics and Finance 2006 252, Society for Computational Economics.
  • Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser, 2009. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 33(2), pages 131-154, March.
    • Y. Kahiri & A. Shmilovici & S. Hauser, 2006. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computing in Economics and Finance 2006 256, Society for Computational Economics.
  • Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo, 2006. "Forecasting VARMA processes: VAR models vs. subspace-based state space models," Computing in Economics and Finance 2006 271, Society for Computational Economics.
  • Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
    • Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
    • Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
    • Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
  • Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
  • Albertazzi, Ugo & Gambacorta, Leonardo, 2010. "Bank profitability and taxation," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2801-2810, November.
    • Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank Profitability and Taxation," Computing in Economics and Finance 2006 364, Society for Computational Economics.
    • Ugo Albertazzi & Leonardo Gambacorta, 2007. "Bank profitability and taxation," Temi di discussione (Economic working papers) 649, Bank of Italy, Economic Research and International Relations Area.
  • Bauwens Luc & Storti Giuseppe, 2009. "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-33, May.
    • Giuseppe Storti & Luc Bauwens, 2006. "A component GARCH model with time varying weights," Computing in Economics and Finance 2006 388, Society for Computational Economics.
    • BAUWENS, Luc & STORTI, Giuseppe, 2007. "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE 2007019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & STORTI, Giuseppe, 2009. "A component GARCH model with time varying weights," LIDAM Reprints CORE 2125, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & G., STORTI, 2007. "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques) 2007012, Université catholique de Louvain, Département des Sciences Economiques.
  • Serge Hayward, 2006. "Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining," Computing in Economics and Finance 2006 417, Society for Computational Economics.
  • Alessandra Amendola & Giuseppe Storti, 2006. "The combination of volatility forecasts," Computing in Economics and Finance 2006 496, Society for Computational Economics.
  • Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli, 2006. "A Unified Copula Framework for VaR forecasting," Computing in Economics and Finance 2006 57, Society for Computational Economics.
  • John A. Cotsomitis & Andy C. C. Kwan, 2006. "Can Consumer Confidence Forecast Household Spending? Evidence from the European COmmission Business and Consumer Surveys," Southern Economic Journal, Southern Economic Association, vol. 72(3), pages 597-610, January.
  • Michael Graff, 2006. "Ein multisektoraler Sammelindikator für die Schweizer Konjunktur," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 529-577, December.
    • Michael Graff, 2005. "Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur," KOF Working papers 05-107, KOF Swiss Economic Institute, ETH Zurich.
  • Caesar Lack, 2006. "Forecasting Swiss inflation using VAR models," Economic Studies 2006-02, Swiss National Bank.
  • Michael Clements, 2006. "Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts," Empirical Economics, Springer, vol. 31(1), pages 49-64, March.
  • Heino Nielsen & Christopher Bowdler, 2006. "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, vol. 31(3), pages 569-586, September.
    • Heino Bohn Nielsen & Christopher Bowdler, 2003. "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Papers 2003-W05, Economics Group, Nuffield College, University of Oxford.
  • Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, vol. 31(3), pages 735-754, September.
    • Brücker, Herbert & Siliverstovs, Boriss, 2005. "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers 1710, Institute of Labor Economics (IZA).
  • Badi Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 175-185.
    • Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University.
  • Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A., 2006. "Hierarchical Estimation as Basis for Hierarchical Forecasting," Other publications TiSEM b7dac5ee-b446-4912-8925-2, Tilburg University, School of Economics and Management.
    • Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A., 2006. "Hierarchical Estimation as Basis for Hierarchical Forecasting," Discussion Paper 2006-86, Tilburg University, Center for Economic Research.
  • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Other publications TiSEM e61834bf-8202-4a25-9311-f, Tilburg University, School of Economics and Management.
    • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Discussion Paper 2006-90, Tilburg University, Center for Economic Research.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia.
  • José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising," Documentos de Trabajo del ICAE 0602, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
    • Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
  • Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia, 2006. "Artificial Neural Networks in Financial Modelling," Quaderni DSEMS 02-2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
    • Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Clements, Kenneth W. & Lan, Yihui, 2010. "A new approach to forecasting exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1424-1437, November.
    • Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics.
  • Monica Billio & Silvio Di Sanzo, 2015. "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
    • Monica Billio & Silvestro Di Sanzo, 2006. "Granger-causality in Markov Switching Models," Working Papers 2006_20, Department of Economics, University of Venice "Ca' Foscari".
  • Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  • Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June.
    • Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers 2006-13, Christian-Albrechts-University of Kiel, Department of Economics.
    • Taisei Kaizoji & Thomas Lux, 2006. "Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching," Working Papers wp06-20, Warwick Business School, Finance Group.
    • Thomas Lux & Taisei Kaizoji, 2006. "Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching," Working Papers wpn06-04, Warwick Business School, Finance Group.
  • Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June.
    • Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers 2006-13, Christian-Albrechts-University of Kiel, Department of Economics.
    • Thomas Lux & Taisei Kaizoji, 2006. "Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching," Working Papers wpn06-04, Warwick Business School, Finance Group.
    • Taisei Kaizoji & Thomas Lux, 2006. "Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching," Working Papers wp06-20, Warwick Business School, Finance Group.
  • Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
  • John A. Cotsomitis & Andy C. C. Kwan, 2006. "Can Consumer Confidence Forecast Household Spending? Evidence from the European COmmission Business and Consumer Surveys," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 597-610, January.
    • John A. Cotsomitis & Andy C. C. Kwan, 2004. "Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys," Departmental Working Papers _161, Chinese University of Hong Kong, Department of Economics.
  • Clements, Michael P., 2006. "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
    • Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics.
  • Clements, Michael P. & Galvao, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers 269743, University of Warwick - Department of Economics.
    • Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
  • Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
    • Clements, Michael P. & Harvey, David I., 2006. "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers 269744, University of Warwick - Department of Economics.
    • Clements, Michael P & Harvey, David I, 2006. "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS) 774, University of Warwick, Department of Economics.
  • Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
    • Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers 269747, University of Warwick - Department of Economics.
    • Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
  • Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2006. "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
    • Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
  • M. Mete Doğanay & Nildağ Başak Ceylan & Ramazan Aktaş, 2006. "Predicting Financial Failure Of The Turkish Banks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-19.
  • M. Mete Doğanay & Nildağ Başak Ceylan & Ramazan Aktaş, 2006. "Predicting Financial Failure Of The Turkish Banks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-19.
  • Rafal Weron & Adam Misiorek, 2006. "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports HSC/06/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Adam Misiorek & Rafal Weron, 2006. "Interval forecasting of spot electricity prices," HSC Research Reports HSC/06/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
    • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
    • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
    • Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
  • Schumacher, Christian & Breitung, Jörg, 2006. "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies 2006,33, Deutsche Bundesbank.
  • Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
    • Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
  • Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June.
    • Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers 2006-13, Christian-Albrechts-University of Kiel, Department of Economics.
  • Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S., 2006. "Accurate Value-at-Risk forecast with the (good old) normal-GARCH model," CFS Working Paper Series 2006/23, Center for Financial Studies (CFS).
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • de Miguel Cabeza, Mercedes, 2006. "Entwicklung der Treibhausgasemissionen in Luxemburg: Prognosegrundlagen für den Nationalen Allokationsplan 2008-2012 [Development of the CO2 emissions for the period 2008-2012 in Luxembourg]," FiFo Reports - FiFo-Berichte 9, University of Cologne, FiFo Institute for Public Economics.
  • Satoguina, Honorat, 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," HWWA Discussion Papers 357, Hamburg Institute of International Economics (HWWA).
  • Döhrn, Roland, 2006. "Improving Business Cycle Forecasts' Accuracy - What Can We Learn from Past Errors?," RWI Discussion Papers 51, RWI - Leibniz-Institut für Wirtschaftsforschung.
  • Brüggemann, Ralf, 2006. "Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions," SFB 649 Discussion Papers 2006-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Polzehl, Jörg & Spokoiny, Vladimir, 2006. "Varying coefficient GARCH versus local constant volatility modeling: Comparison of the predictive power," SFB 649 Discussion Papers 2006-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
    • Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
    • Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano, 2006. "Forecasting euro-area variables with German pre-EMU data," SFB 649 Discussion Papers 2006-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander, 2006. "Country Default Probabilities: Assessing and Backtesting," Dresden Discussion Paper Series in Economics 12/06, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  • Keck, Alexander & Raubold, Alexander, 2006. "Forecasting trade," WTO Staff Working Papers ERSD-2006-05, World Trade Organization (WTO), Economic Research and Statistics Division.
  • Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
  • Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
    • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
    • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
  • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2008. "China's economic growth and its real exchange rate," China Economic Journal, Taylor & Francis Journals, vol. 1(2), pages 123-145.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain, 2006. "China's Economic Growth and its Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2006-476, Australian National University, College of Business and Economics, School of Economics.
    • Tyers, Rod & Golley, Jane & Yongxiang, Bu & Bain, Iain, 2007. "China's Economic Growth and its Real Exchange Rate," Conference papers 331659, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    • Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2007. "China's Economic Growth and its Real Exchange Rate," DEGIT Conference Papers c012_014, DEGIT, Dynamics, Economic Growth, and International Trade.
  • Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.
    • Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
    • Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Olivier Roodenburg & Ard H.J. den Reijer, 2006. "Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 52(4), pages 337-356.
  • Pasquale Scaramozzino, 2006. "Measuring Vulnerability to Food Insecurity," Working Papers 06-12, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
    • Scaramozzino, Pasquale, 2006. "Measuring vulnerability to food insecurity," ESA Working Papers 289055, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
  • Conforti, Piero & Rapsomanikis, George, 2006. "Preferences Erosion and Trade Costs in the Sugar Market: The Impact of the Everything but Arms Initiative and the Reform of the EU Policy," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25641, International Association of Agricultural Economists.
  • Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 38(3), pages 513-523, December.
    • Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 38(3), pages 1-11, December.
  • Eggerman, Chris R. & McMahon, Sarah A. & Richardson, James W. & Outlaw, Joe L., 2006. "Impact of Fuel Price Increases on Texas Crops," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35303, Southern Agricultural Economics Association.
  • Clements, Michael P, 2006. "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS) 772, University of Warwick, Department of Economics.
    • Clements, Michael P., 2006. "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
  • Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
    • Clements, Michael P. & Galvao, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers 269743, University of Warwick - Department of Economics.
  • Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
    • Clements, Michael P & Harvey, David I, 2006. "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS) 774, University of Warwick, Department of Economics.
    • Clements, Michael P. & Harvey, David I., 2006. "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers 269744, University of Warwick - Department of Economics.
  • Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
    • Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
    • Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers 269747, University of Warwick - Department of Economics.
  • Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
    • Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
    • Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2006. "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
  • Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Giulio Palomba, 2008. "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(4), pages 379-413.
    • Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Vamerson Schwingel Ribeiro & Joilson Dias, 2006. "Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 7(3), pages 453-483.
  • Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
    • Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
    • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
  • Anna Piretti & Charles St-Arnaud, 2006. "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers 06-22, Bank of Canada.
  • Greg Tkacz & Carolyn A. Wilkins, 2006. "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers 06-25, Bank of Canada.
  • Yi Zheng & James Rossiter, 2006. "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers 06-26, Bank of Canada.
  • Jean-Marie Dufour & David Tessier, 2006. "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers 06-39, Bank of Canada.
  • Albertazzi, Ugo & Gambacorta, Leonardo, 2009. "Bank profitability and the business cycle," Journal of Financial Stability, Elsevier, vol. 5(4), pages 393-409, December.
    • Ugo Albertazzi & Leonardo Gambacorta, 2006. "Bank profitability and the business cycle," Temi di discussione (Economic working papers) 601, Bank of Italy, Economic Research and International Relations Area.
  • Benavides Guillermo, 2006. "Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models," Working Papers 2006-04, Banco de México.
  • Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
    • Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
    • Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
    • Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
  • Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
    • Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
    • Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
  • Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
    • Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
    • Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
    • Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
  • Munir A. Jalil B. & Martha Misas A., 2007. "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas," Monetaria, CEMLA, vol. 0(3), pages 219-241, julio-sep.
    • Munir A. Jalil B. & Martha Misas A, 2006. "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de perdida asimétricas," Borradores de Economia 376, Banco de la Republica de Colombia.
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
  • Jean-Stéphane Mésonnier, 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers 157, Banque de France.
  • Bardos, M. & Stili, D., 2006. "La contagion du risque via les impayés sur effets de commerce," Bulletin de la Banque de France, Banque de France, issue 148, pages 51-65.
  • Bardos, M. & Stili, D., 2006. "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
  • Bardos, M., 2006. "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
  • Arie Preminger & Christian M. Hafner, 2006. "Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules," Working Papers 0603, Ben-Gurion University of the Negev, Department of Economics.
  • Tilman Brück & Andreas Stephan, 2006. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Kyklos, Wiley Blackwell, vol. 59(1), pages 3-15, February.
    • Tilman Brück & Andreas Stephan, 2005. "Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?," Discussion Papers of DIW Berlin 508, DIW Berlin, German Institute for Economic Research.
    • Stephan, Andreas & Brück, Tilman, 2005. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Working Paper Series 2005,5, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December.
    • Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  • Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
    • Q. Farooq Akram & Øyvind Eitrheim, 2006. "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper 2006/07, Norges Bank.
  • Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007. "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, vol. 3(1), pages 131-153, January.
    • Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006. "Pursuing financial stability under an inflation-targeting regime," Working Paper 2006/08, Norges Bank.
  • Theodore M. Mitrakos & Nicholas G. Zonzilos, 2006. "The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece," Economic Bulletin, Bank of Greece, issue 26, pages 37-57, January.
  • Andreas S. Andreou & George A. Zombanakis, 2006. "Computational Intelligence in Exchange-Rate Forecasting," Working Papers 49, Bank of Greece.
  • Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza, 2006. "Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 55-77.
  • Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
    • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
    • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé, 2006. "A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans," Revue de l'OFCE, Presses de Sciences-Po, vol. 97(5), pages 235-257.
  • Neuhoff, Karsten & Ehrenmann, Andreas & Butler, Lucy & Cust, Jim & Hoexter, Harriet & Keats, Kim & Kreczko, Adam & Sinden, Graham, 2008. "Space and time: Wind in an investment planning model," Energy Economics, Elsevier, vol. 30(4), pages 1990-2008, July.
    • Karsten Neuhoff & Andreas Ehrenmann & Lucy Butler & Jim Cust & Harriet Hoexter, 2006. "Space and Time: Wind in an Investment Planning Model," Working Papers EPRG 0603, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    • Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G., 2006. "Space and Time: Wind in an Investment Planning Model," Cambridge Working Papers in Economics 0620, Faculty of Economics, University of Cambridge.
  • Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
    • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  • McQuinn, Kieran & O'Reilly, Gerard, 2006. "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers 15/RT/06, Central Bank of Ireland.
  • Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, University Library of Munich, Germany.
    • Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
    • D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
    • Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
  • Carlo Altavilla & Paul De Grauwe, 2010. "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3455-3480.
    • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers 5_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series 1747, CESifo.
  • Hans-Werner Sinn & Klaus Abberger, 2006. "Zur Prognosekraft des ifo Indikators," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(04), pages 35-36, February.
  • Klaus Abberger & Klaus Wohlrabe, 2006. "Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(22), pages 19-26, November.
  • Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
  • Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
    • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
    • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
  • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
  • Marc S. Paoletta & Luca Taschini, 2006. "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series 06-26, Swiss Finance Institute.
  • Munir A. Jalil. B & Martha Misas, 2006. "Evaluación de pronósticos del tipo de cambio utilizando," Borradores de Economia 2636, Banco de la Republica.
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
  • Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia 418, Banco de la Republica de Colombia.
    • Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia 2851, Banco de la Republica.
  • Constanza MARTINEZ VENTURA, 2006. "Pronósticos de producción agrícola," Archivos de Economía 3394, Departamento Nacional de Planeación.
  • Julio César Alonso & Mauricio Alejandro Arcos, 2006. "Valor en Riesgo: Evaluación del desempeno de diferentes metodologías para 7 países latinoamericanos," Borradores de Economía y Finanzas 3744, Universidad Icesi.
  • Aristizábal, María Clara, 2006. "Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, September.
  • Fabia A de Carvalho & Mauricio S. Bugarin, 2006. "Inflation Expectations in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 101-145, January.
  • Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006. "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE 2006010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
    • Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
  • PREMINGER, Arie & HAFNER, Christian, 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • CORONEO, Laura & VEREDAS, David, 2006. "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," LIDAM Discussion Papers CORE 2006077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bert Smid, 2006. "Athena; a multi-sector model of the Dutch economy," CPB Document 105, CPB Netherlands Bureau for Economic Policy Analysis.
  • Bert Smid, 2006. "Athena; a multi-sector model of the Dutch economy," CPB Document 105.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers.
  • Canova, Fabio, 2006. "Monetary Policy and the Evolution of the US Economy," CEPR Discussion Papers 5467, C.E.P.R. Discussion Papers.
  • Hendry, David F. & Hubrich, Kirstin, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank.
    • Hendry, David & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
    • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
    • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
    • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
    • Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
    • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
    • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Marcellino, Massimiliano, 2006. "A Simple Benchmark for Forecasts of Growth and Inflation," CEPR Discussion Papers 6012, C.E.P.R. Discussion Papers.
  • O. Biau & N. Ferrari, 2006. "Balance of opinion What about missing the weights?," Documents de Travail de la DESE - Working Papers of the DESE g2006-12, Institut National de la Statistique et des Etudes Economiques, DESE.
  • Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange," Working Papers 0601, University of Crete, Department of Economics.
  • Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2012. "Asset allocation in the Athens stock exchange: a variance sensitivity analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(2), pages 167-181, April.
    • Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers 0602, University of Crete, Department of Economics.
  • Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs," Working Papers 0610, University of Crete, Department of Economics.
  • Greta Falavigna, 2006. "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper 200610, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006. "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE 2006010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
  • Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
    • BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
  • Pin-Huang Chou & Guofu Zhou, 2006. "Using Bootstrap to Test Portfolio Efficiency," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 217-249, November.
  • Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 38(3), pages 1-11, December.
    • Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 38(3), pages 513-523, December.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Christian Dreger & Konstantin A. Kholodilin, 2007. "Prognosen der regionalen Konjunkturentwicklung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 47-55.
    • Christian Dreger & Konstantin A. Kholodilin, 2006. "Prognosen der regionalen Konjunkturentwicklung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 73(34), pages 469-474.
  • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150.
    • Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society.
    • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.
  • Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008. "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 21-39.
    • Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006. "Forecasting Market Impact Costs and Identifying Expensive Trades," DNB Working Papers 095, Netherlands Central Bank, Research Department.
  • Lennard van Gelder & Ad Stokman, 2006. "Regime transplants in GDP growth forecasting: A recipe for better predictions?," DNB Working Papers 106, Netherlands Central Bank, Research Department.
  • Wilko Bolt & David Humphrey, 2006. "Payment Scale Economies and the Replacement of Cash and Stored Value Cards," DNB Working Papers 122, Netherlands Central Bank, Research Department.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
  • GÓMEZ-SORZANO Gustavo A, 2006. "A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
  • Anthony S. Tay, 2006. "Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth," Macroeconomics Working Papers 22480, East Asian Bureau of Economic Research.
  • Libor Krkoska & Utku Teksoz, 2006. "Forecasting inflation for transition countries: How accurate are the EBRD forecasts?," Working Papers 98, European Bank for Reconstruction and Development, Office of the Chief Economist.
  • Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 584, European Central Bank.
  • Hendry, David & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
    • Hendry, David F. & Hubrich, Kirstin, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank.
  • Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, University Library of Munich, Germany.
    • Giannone, Domenico & Reichlin, Lucrezia, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 595, European Central Bank.
  • Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, University Library of Munich, Germany.
    • Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
    • D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
    • Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
  • Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series 622, European Central Bank.
  • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    • Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
    • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
    • Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  • Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006. "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series 641, European Central Bank.
  • Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
    • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
  • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
    • Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
    • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
  • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
    • Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc.
    • Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
  • Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • Agostino Consolo, 2006. "Forecasting measures of inflation for the Estonian economy," Bank of Estonia Working Papers 2006-03, Bank of Estonia, revised 12 Nov 2006.
  • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2006. "Empirical assessment of sustainability and feasibility of government debt: The Philippines case," Journal of Asian Economics, Elsevier, vol. 17(1), pages 63-84, February.
    • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," ADB Economics Working Paper Series 64, Asian Development Bank.
    • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," Working Papers 527, Queen Mary University of London, School of Economics and Finance.
  • Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Qin, Duo & Quising, Pilipinas, 2006. "A small macroeconometric model of the Philippine economy," Economic Modelling, Elsevier, vol. 23(1), pages 45-55, January.
    • Ducanes, Geoffrey & Cagas, Marie Anne & Qin, Duo & Quising, Pilipinas & Magtibay-Ramos, Nedelyn, 2005. "A Small Macroeconometric Model of the Philippine Economy," ADB Economics Working Paper Series 62, Asian Development Bank.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2006. "Forecasting using predictive likelihood model averaging," Economics Letters, Elsevier, vol. 91(3), pages 373-379, June.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting Using Predictive Likelihood Model Averaging," Working Papers 567, Queen Mary University of London, School of Economics and Finance.
  • Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
    • Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
  • Engle, Robert F. & Gallo, Giampiero M., 2006. "A multiple indicators model for volatility using intra-daily data," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 3-27.
    • Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model For Volatility Using Intra-Daily Data," Econometrics Working Papers Archive wp2003_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers 10117, National Bureau of Economic Research, Inc.
  • Pelletier, Denis, 2006. "Regime switching for dynamic correlations," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 445-473.
    • Denis Pelletier, 2004. "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings 230, Econometric Society.
  • Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    • Geetesh Bhardwaj & Norman Swanson, 2004. "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers 200422, Rutgers University, Department of Economics.
  • Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
  • Rossi, Alessandro & Gallo, Giampiero M., 2006. "Volatility estimation via hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 203-230, March.
    • Alessandro Rossi & Giampiero M. Gallo, 2002. "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive wp2002_14, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

  2005

  • Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
    • Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
  • Ooms, Daan L. & Hall, Alastair R., 2005. "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI 19434, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Ooms, Daan L. & Hall, Alastair R., 2005. "On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24506, European Association of Agricultural Economists.
  • Flury, Christian & Mack, Gabriele & Rieder, Peter & Pfefferli, S., 2005. "Modeling the Liberalisation of the Milk Market in Switzerland," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24507, European Association of Agricultural Economists.
  • Witzke, Heinz Peter & Britz, Wolfgang, 2005. "Plagiarism Without Apology--Systematic Integration of Available Information in a Long Run Agricultural Outlook," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24666, European Association of Agricultural Economists.
  • Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005. "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • José Airton Mendonça de Melo & Paulo de Melo Jorge Neto, 2005. "Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 092, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006. "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 354-370, May.
    • Junsoo Lee & John List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments 00486, The Field Experiments Website.
    • Junsoo Lee & John A. List & Mark C. Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers 05-20, Department of Economics, Appalachian State University.
    • Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
  • Gabriel S. Lee & Johannes Gruber & Klaus Edenhoffer, 2005. "Bank Lending Effect on German Commercial Property Prices," ERES eres2005_236, European Real Estate Society (ERES).
    • Gruber, Johannes & Lee, Gabriel, 2008. "Bank lending effect on German commercial property prices," University of Regensburg Working Papers in Business, Economics and Management Information Systems 428, University of Regensburg, Department of Economics.
  • Groom, Ben & Koundouri, Phoebe & Panopoulou, Ekaterini & Pantelidis, Theologos, 2005. "Declining Discount Rates: Evidence from the UK," MPRA Paper 122402, University Library of Munich, Germany.
    • Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," DEOS Working Papers 0503, Athens University of Economics and Business.
    • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," Economics Department Working Paper Series n1470105, Department of Economics, National University of Ireland - Maynooth.
  • Ivan Stoykov, 2005. "Investments and Economic Growth Based on Endogenous Factors," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 30-41.
  • Marc-André Gosselin & René Lalonde, 2005. "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports 96, Bank of Canada.
  • Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
  • Morgan, Julian & Locarno, Alberto & Vallés, Javier & Berben, Robert-Paul, 2004. "Cross-country differences in monetary policy transmission," Working Paper Series 400, European Central Bank.
    • Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005. "Cross-country differences in monetary policy transmission," Working Papers 0502, Banco de España.
  • Andrea Nobili, 2005. "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers) 544, Bank of Italy, Economic Research and International Relations Area.
  • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
  • Inoue, Atsushi & Rossi, Barbara, 2005. "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 336-345, July.
    • Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers 03-24, Duke University, Department of Economics.
  • Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
    • Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
  • Bardos, M., 2005. "Les scores de la Banque de France : leur développement, leurs applications, leur maintenance," Bulletin de la Banque de France, Banque de France, issue 144, pages 63-73.
  • George C. Perry, 2005. "Gauging Employment: Is the Professional Wisdom Wrong?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 36(2), pages 285-321.
  • Elizabeth Bucacos, 2005. "Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay," Documentos de trabajo 2005001, Banco Central del Uruguay.
  • Maurizio Bovi, 2005. "The Dark, and Independent, Side of the Italian Labour Market," LABOUR, CEIS, vol. 19(4), pages 721-748, December.
    • Maurizio Bovi, 2005. "The Dark, and Independent, Side of the Italian Labour Market," Labor and Demography 0504003, University Library of Munich, Germany.
  • Carlo A. Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 755-783, December.
    • Favero, Carlo A. & Marcellino, Massimiliano, 2005. "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers 5294, C.E.P.R. Discussion Papers.
    • Carlo Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers 298, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
  • Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
    • George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
    • George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
  • George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005. "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers 30, Bank of Greece.
  • Sancetta, A., 2005. "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics 0517, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776, Elsevier.
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR).
    • Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series 1599, CESifo.
  • Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    • Pami Dua & Lokendra Kumawat, 2010. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working Papers id:3005, eSocialSciences.
  • Pérez, Javier J., 2005. "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series 497, European Central Bank.
    • Javier J. Pérez, 2005. "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces E2005/14, Centro de Estudios Andaluces.
  • Patton, Andrew J. & Timmermann, Allan, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
    • Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series 485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776, Elsevier.
    • Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series 1599, CESifo.
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR).
  • Harm Bandholz, 2005. "New Composite Leading Indicators for Hungary and Poland," ifo Working Paper Series 3, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 10-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Tarek Jouini, 2005. "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers 2005s-06, CIRANO.
    • DUFOUR, Jean-Marie & TAREK, Jouini, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 2005-09, Universite de Montreal, Departement de sciences economiques.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank, Research and Statistics Department.
  • Marek Hlavacek & Michael Konak & Josef Cada, 2005. "The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation," Working Papers 2005/11, Czech National Bank, Research and Statistics Department.
  • Julio César Alonso & Carlos Patino, 2005. "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas 3793, Universidad Icesi.
  • Octavio José Salcedo Parra & Marco Aguilera Prado, 2005. "Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005," Revista de Economía y Administración, Universidad Autónoma de Occidente, May.
  • Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    • PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • PREMINGER, Arie & FRANCK, Raphael, 2007. "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE 1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
    • Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
    • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
    • Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
  • Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
    • Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
    • Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 491, European Central Bank.
  • Wolff, Christian & van Tol, Michel R, 2005. "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers 4958, C.E.P.R. Discussion Papers.
  • Massimiliano Marcellino, 2005. "Leading Indicators: What Have We Learned?," Working Papers 286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano, 2005. "Leading Indicators: What Have We Learned?," CEPR Discussion Papers 4977, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
    • Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
    • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    • Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
    • Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
    • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
  • Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
  • S. Boragan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, March.
    • S. Borağan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 319-340, March.
    • Aruoba, Boragan, 2005. "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers 5271, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
  • Carlo A. Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 755-783, December.
    • Carlo Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers 298, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Marcellino, Massimiliano, 2005. "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers 5294, C.E.P.R. Discussion Papers.
  • Parigi, Giuseppe & Golinelli, Roberto, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers.
  • Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
  • Vito Polito & Mike Wickens, 2005. "Measuring Fiscal Sustainability," CDMA Conference Paper Series 0503, Centre for Dynamic Macroeconomic Analysis.
    • Wickens, Michael R. & Polito, Vito, 2005. "Measuring Fiscal Sustainability," CEPR Discussion Papers 5312, C.E.P.R. Discussion Papers.
  • Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
    • Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
    • Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
    • Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
  • Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
    • Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005. "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers 2005-38, Center for Research in Economics and Statistics.
    • Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008. "European competition policy modernization : from notifications to legal exception," Post-Print hal-01021575, HAL.
  • N. Ferrari, 2005. "Firm'investment forecast: An indicator of changes in expectations in industrial investment survey," Documents de Travail de la DESE - Working Papers of the DESE g2005-09, Institut National de la Statistique et des Etudes Economiques, DESE.
  • B. Heitz, 2005. "A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral," Documents de Travail de la DESE - Working Papers of the DESE g2005-11, Institut National de la Statistique et des Etudes Economiques, DESE.
  • O. Biau & H. Erkel-Rousse & N. Ferrari, 2005. "Individual responses to BTS and the Forecasting of Manufactured Production," Documents de Travail de la DESE - Working Papers of the DESE g2005-12, Institut National de la Statistique et des Etudes Economiques, DESE.
  • George Kouretas & Leonidas Zarangas, 2005. "Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets," Working Papers 0521, University of Crete, Department of Economics.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
  • Rossi, Barbara, 2005. "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, vol. 21(5), pages 962-990, October.
    • Rossi, Barbara, 2002. "Optimal Tests for Nested Model Selection with Underlying Parameter Instability," Working Papers 02-05, Duke University, Department of Economics.
  • Ulrich Fritsche & Jörg Döpke, 2005. "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin 498, DIW Berlin, German Institute for Economic Research.
    • Ulrich Fritsche & Joerg Doepke, 2006. "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series 200602, University of Hamburg, Department of Socioeconomics.
  • Tilman Brück & Andreas Stephan, 2006. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Kyklos, Wiley Blackwell, vol. 59(1), pages 3-15, February.
    • Stephan, Andreas & Brück, Tilman, 2005. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Working Paper Series 2005,5, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    • Tilman Brück & Andreas Stephan, 2005. "Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?," Discussion Papers of DIW Berlin 508, DIW Berlin, German Institute for Economic Research.
  • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department.
  • Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2005. "Firm's R & D Behavior Under Rational Expectations," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 40(2), pages 145-165, December.
  • Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December.
    • Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  • Floros, Ch., 2005. "Forecasting the UK Unemployment Rate: Model Comparisons," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(4), pages 57-72.
  • Libor Krkoska & Utku Teksoz, 2005. "Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting," Working Papers 94, European Bank for Reconstruction and Development, Office of the Chief Economist.
  • Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2005. "Yield curve prediction for the strategic investor," Working Paper Series 472, European Central Bank.
  • Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank.
  • Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
    • Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 491, European Central Bank.
    • Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
  • Javier J. Pérez, 2005. "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces E2005/14, Centro de Estudios Andaluces.
    • Pérez, Javier J., 2005. "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series 497, European Central Bank.
  • Berben, Robert-Paul & Mestre, Ricardo & Mitrakos, Theodoros & Morgan, Julian & Zonzilos, Nikolaos G., 2005. "Inflation persistence in structural macroeconomic models (RG10)," Working Paper Series 521, European Central Bank.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
    • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007. "Indirect robust estimation of the short-term interest rate process," Post-Print hal-00463251, HAL.
  • Jo Thori Lind, 2005. "Repeated surveys and the Kalman filter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 418-427, December.
    • Lind, Jo Thori, 2004. "Repeated surveys and the Kalman filter," Memorandum 19/2004, Oslo University, Department of Economics.
  • Altissimo, Filippo & Gaiotti, Eugenio & Locarno, Alberto, 2005. "Is money informative? Evidence from a large model used for policy analysis," Economic Modelling, Elsevier, vol. 22(2), pages 285-304, March.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2002. "Is money informative? Evidence form a large model used for policy analysis," Temi di discussione (Economic working papers) 445, Bank of Italy, Economic Research and International Relations Area.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, University Library of Munich, Germany, revised 24 Apr 2004.
  • Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005. "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
    • Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein, 2004. "Real-time Data for Norway: Challenges for Monetary Policy," Discussion Paper Series 1: Economic Studies 2004,26, Deutsche Bundesbank.
  • Isiklar, Gultekin, 2005. "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
    • Gultekin Isiklar, 2004. "On aggregation bias in fixed-event forecast efficiency tests," Econometrics 0412011, University Library of Munich, Germany, revised 28 Dec 2004.
  • Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
    • Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
    • Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
  • Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
    • Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
    • Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
  • Virág, Miklós & Kristóf, Tamás, 2005. "Az első hazai csődmodell újraszámítása neurális hálók segítségével [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 144-162.
  • 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," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
    • 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," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
  • Ali al-Nowaihi & Sanjit Dhami, 2005. "Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations," Discussion Papers in Economics 05/22, Division of Economics, School of Business, University of Leicester.
  • Mayor Fernández, M. & López Menéndez, A.J. & Pérez Suárez, R., 2005. "Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 863-887, Diciembre.
  • Aleksejs Melihovs & Svetlana Rusakova, 2005. "Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data," Working Papers 2005/04, Latvijas Banka.
  • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
    • Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
  • Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
    • Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2005. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers 05-9, HEC Montreal, Canada Research Chair in Risk Management.
    • Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005. "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche 0533, CIRPEE.
  • Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," DEOS Working Papers 0503, Athens University of Economics and Business.
    • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," Economics Department Working Paper Series n1470105, Department of Economics, National University of Ireland - Maynooth.
    • Groom, Ben & Koundouri, Phoebe & Panopoulou, Ekaterini & Pantelidis, Theologos, 2005. "Declining Discount Rates: Evidence from the UK," MPRA Paper 122402, University Library of Munich, Germany.
  • Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 641-656.
    • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
  • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
    • Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
    • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
    • Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
  • Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2005. "Dealing with Unexpected Shocks to the Budget," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 61(2), pages 201-219, July.
    • Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2003. "Dealing with unexpected shocks to the budget," Temi di discussione (Economic working papers) 478, Bank of Italy, Economic Research and International Relations Area.
  • Costanza Torricelli & Marianna Brunetti, 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, ," Department of Economics 0518, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics.
  • Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    • Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
  • Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    • Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 589, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
  • D. S. Poskitt, 2005. "Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases," Monash Econometrics and Business Statistics Working Papers 16/05, Monash University, Department of Econometrics and Business Statistics.
  • Hyndman, Rob J. & Shahid Ullah, Md., 2007. "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June.
    • Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics.
  • J. Scott Armstrong & Kesten C. Green, 2005. "Demand Forecasting: Evidence-based Methods," Monash Econometrics and Business Statistics Working Papers 24/05, Monash University, Department of Econometrics and Business Statistics.
  • Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig, 2005. "Forecasting age-specific breast cancer mortality using functional data models," Monash Econometrics and Business Statistics Working Papers 3/05, Monash University, Department of Econometrics and Business Statistics.
  • J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005. "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers 7/05, Monash University, Department of Econometrics and Business Statistics.
  • DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 10-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie & TAREK, Jouini, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 2005-09, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Tarek Jouini, 2005. "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers 2005s-06, CIRANO.
  • DUFOUR, Jean-Marie & TAREK, Jouini, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 2005-09, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 10-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Tarek Jouini, 2005. "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers 2005s-06, CIRANO.
  • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
    • Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
  • Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc.
  • Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
    • Boivin, Jean & Ng, Serena, 2005. "Understanding and Comparing Factor-Based Forecasts," MPRA Paper 836, University Library of Munich, Germany.
    • Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc.
  • Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006. "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 354-370, May.
    • Junsoo Lee & John List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments 00486, The Field Experiments Website.
    • Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
    • Junsoo Lee & John A. List & Mark C. Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers 05-20, Department of Economics, Appalachian State University.
  • N. Ferrari, 2005. "Firm'investment forecast: An indicator of changes in expectations in industrial investment survey," Documents de Travail de l'Insee - INSEE Working Papers g2005-09, Institut National de la Statistique et des Etudes Economiques.
  • B. Heitz, 2005. "A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral," Documents de Travail de l'Insee - INSEE Working Papers g2005-11, Institut National de la Statistique et des Etudes Economiques.
  • O. Biau & H. Erkel-Rousse & N. Ferrari, 2005. "Individual responses to BTS and the Forecasting of Manufactured Production," Documents de Travail de l'Insee - INSEE Working Papers g2005-12, Institut National de la Statistique et des Etudes Economiques.
  • Dr Martin Weale, 2005. "Survey Expectations," National Institute of Economic and Social Research (NIESR) Discussion Papers 260, National Institute of Economic and Social Research.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
  • William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
    • George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
    • Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
  • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
  • Madden, Gary G & Coble-Neal, Grant, 2005. "Forecasting international bandwidth capability," MPRA Paper 10822, University Library of Munich, Germany.
  • da Silva Filho, Tito Nícias Teixeira, 2005. "Is there too much certainty when measuring uncertainty," MPRA Paper 16383, University Library of Munich, Germany.
  • Kajal Lahiri & Fushang Liu, 2006. "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 321-363, Emerald Group Publishing Limited.
    • Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
  • Benkovskis, Konstantins, 2005. "Econometric analysis and forecasting of Latvia's balance of payments," MPRA Paper 23274, University Library of Munich, Germany.
  • Sarfaraz, Leyla & Afsar, Amir, 2005. "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper 2855, University Library of Munich, Germany.
  • Fullerton, Thomas M., Jr. & Tinajero, Roberto, 2005. "Borderplex Economic Outlook: 2005-2007," MPRA Paper 29999, University Library of Munich, Germany, revised 15 Nov 2005.
  • Luis Fernando Cabrera-Castellanos, 2008. "Análisis De Coyuntura De La Industria Manufacturera En México. Una Propuesta Metodológica Y Aplicaciones," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 94, march.
    • Cabrera-Castellanos, Luis F., 2005. "Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones [Conjuncture Analysis of the Manufacturing Industry in Mexico. A Methodologic Proposal and A," MPRA Paper 4060, University Library of Munich, Germany.
  • Lord, Montague, 2005. "Economic Growth in Uzbekistan: Sources and Potential," MPRA Paper 50731, University Library of Munich, Germany.
  • Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher, 2005. "Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003," MPRA Paper 5631, University Library of Munich, Germany.
  • MacDonald, Stephen, 2005. "A Comparison of USDA's Agricultural Export Forecasts with ARIMA-based Forecasts," MPRA Paper 70912, University Library of Munich, Germany.
  • Moniz, António, 2005. "Methods for Scenario-building: it’s importance for policy analysis," MPRA Paper 7893, University Library of Munich, Germany, revised Sep 2005.
  • Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(3), pages 226-238, July.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2005. "Modeling Risk for Long and Short Trading Positions," MPRA Paper 80467, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2005. "Predictability and model selection in the context of ARCH models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(1), pages 55-82, January.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2005. "Predictability and Model Selection in the Context of ARCH Models," MPRA Paper 80486, University Library of Munich, Germany.
  • Chakraborty, Lekha S & Chowdhury, Samik, 2005. "Fiscal Marksmanship of Education Expenditure in India: Analyzing Forecast Errors through a Gender lens," MPRA Paper 85406, University Library of Munich, Germany.
  • Iiboshi, Hirokuni & Watanabe, Toshiaki, 2005. "Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points," MPRA Paper 93865, University Library of Munich, Germany.
  • Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.
    • Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
    • Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.
    • Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
    • Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Patrick Bisciari & Alain Durré, 2005. "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 157-169.
    • P. Bisciari & A. Durre, 2005. "La bulle "internet", un remake de la bulle de 1929 ?," Post-Print hal-00284708, HAL.
  • Paul A. Samuelson, 2005. "Franco: a mind never at rest," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
    • Paul A. Samuelson, 2005. "Franco: a mind never at rest," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
  • Paul A. Samuelson, 2005. "Franco: a mind never at rest," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
    • Paul A. Samuelson, 2005. "Franco: a mind never at rest," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
  • Paul A. Samuelson, 2005. "Franco: una mente mai ferma," Moneta e Credito, Economia civile, vol. 58(230-231), pages 5-10.
  • António Rua & Cláudia Duarte, 2005. "Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case," Working Papers w200502, Banco de Portugal, Economics and Research Department.
  • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2006. "Empirical assessment of sustainability and feasibility of government debt: The Philippines case," Journal of Asian Economics, Elsevier, vol. 17(1), pages 63-84, February.
    • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," ADB Economics Working Paper Series 64, Asian Development Bank.
    • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," Working Papers 527, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios, 2005. "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers 533, Queen Mary University of London, School of Economics and Finance.
  • Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2006. "Empirical assessment of sustainability and feasibility of government debt: The Philippines case," Journal of Asian Economics, Elsevier, vol. 17(1), pages 63-84, February.
    • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," Working Papers 527, Queen Mary University of London, School of Economics and Finance.
    • Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2005. "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," Working Papers 527, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios, 2005. "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers 533, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2005. "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers 533, Queen Mary University of London, School of Economics and Finance.
  • Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Qin, Duo & Quising, Pilipinas, 2006. "A small macroeconometric model of the Philippine economy," Economic Modelling, Elsevier, vol. 23(1), pages 45-55, January.
    • Ducanes, Geoffrey & Cagas, Marie Anne & Qin, Duo & Quising, Pilipinas & Magtibay-Ramos, Nedelyn, 2005. "A Small Macroeconometric Model of the Philippine Economy," ADB Economics Working Paper Series 62, Asian Development Bank.
  • Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
    • Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005. "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche 0533, CIRPEE.
    • Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2005. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers 05-9, HEC Montreal, Canada Research Chair in Risk Management.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Dospinescu, Andrei Silviu, 2005. "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 72-84.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
  • Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005. "A Model To Forecast The Monthly Inflation In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 37-58.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005. "Impulse Analyses Of The Romanian Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 5-24.
  • Walter Labys, 2005. "Dematerialization and Transmaterialization: What Have We Learned?," Working Papers Working Paper 2004-01, Regional Research Institute, West Virginia University.
  • Wickens, Michael R. & Polito, Vito, 2005. "Measuring Fiscal Sustainability," CEPR Discussion Papers 5312, C.E.P.R. Discussion Papers.
    • Vito Polito & Mike Wickens, 2005. "Measuring Fiscal Sustainability," CDMA Conference Paper Series 0503, Centre for Dynamic Macroeconomic Analysis.
  • Riaz Riazuddin & Mahmood ul Hasan Khan, 2005. "Detection and Forecasting of Islamic Calendar Effects in Time series Data," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 1, pages 25-34.
  • Capistrán, Carlos, 2008. "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
    • Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
    • Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
    • Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
  • Gauresh Rajadhyaksha & Abhijeet Dwivedi, 2005. "Forecasting Practice: Decision Support System to Assist Judgmental Forecasting," Computing in Economics and Finance 2005 203, Society for Computational Economics.
  • Marcos Alvarez-Diaz And Alberto à Lvarez, 2005. "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005 217, Society for Computational Economics.
  • Kevin Lee & Anthony Garratt, 2005. "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005 259, Society for Computational Economics.
  • I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam, 2005. "Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand," Computing in Economics and Finance 2005 26, Society for Computational Economics.
  • Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
  • Tom Bernhardsen & ØYvind Eitrheim, 2005. "Real-time data for Norway: Output gap revisions and challenges for monetary policy," Computing in Economics and Finance 2005 274, Society for Computational Economics.
  • Serge Hayward, 2005. "Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition," Computing in Economics and Finance 2005 285, Society for Computational Economics.
  • William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
    • Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
    • George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
  • Alvaro Veiga & Gustavo Santos Raposo, 2005. "An Integrated Approach For Stock Price Forecasting," Computing in Economics and Finance 2005 347, Society for Computational Economics.
  • Peter Zadrozny & Ellis Tallman, 2005. "Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment," Computing in Economics and Finance 2005 382, Society for Computational Economics.
  • Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005. "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005 409, Society for Computational Economics.
  • James Mitchell, 2005. "Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area," Computing in Economics and Finance 2005 52, Society for Computational Economics.
  • Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November.
    • A. Onatski & V. Karguine, 2005. "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005 59, Society for Computational Economics.
  • Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776, Elsevier.
    • Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR).
    • M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series 1599, CESifo.
  • Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati, 2005. "Requiem for the unit root in per capita real GDP? Additional evidence from historical data," Empirical Economics, Springer, vol. 30(1), pages 37-63, January.
  • G. Lim, 2005. "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, vol. 30(2), pages 411-426, September.
  • Marcos Álvarez-Díaz & Alberto Álvarez, 2005. "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, vol. 30(3), pages 643-663, October.
  • Frank Denton & Christine Feaver & Byron Spencer, 2005. "Time series analysis and stochastic forecasting: An econometric study of mortality and life expectancy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 18(2), pages 203-227, June.
  • Thomas W. Hertel & Jeffrey J. Reimer, 2006. "Predicting the Poverty Impacts of Trade Reform," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
    • Thomas Hertel & Jeffrey Reimer, 2005. "Predicting the poverty impacts of trade reform," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(4), pages 377-405.
    • Hertel, Thomas W. & Reimer, Jeffrey J., 2004. "Predicting the poverty impacts of trade reform," Policy Research Working Paper Series 3444, The World Bank.
  • Crompton, Paul & Wu, Yanrui, 2005. "Energy consumption in China: past trends and future directions," Energy Economics, Elsevier, vol. 27(1), pages 195-208, January.
    • Paul Crompton & Yanrui Wu, 2004. "Energy Consumption in China: Past Trends and Future Directions," Economics Discussion / Working Papers 04-22, The University of Western Australia, Department of Economics.
  • Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
    • David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
    • Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  • Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
    • MOUCHART, Michel & ROMBOUTS, Jeroen, 2003. "Clustered panel data models: an efficient approach for nowcasting from poor data," LIDAM Discussion Papers CORE 2003090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    • Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with measurement errors in dynamic models," Bank of England working papers 237, Bank of England.
    • Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
  • Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    • Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
    • Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
  • Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005. "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, vol. 21(4), pages 785-794.
    • Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004. "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers EI 2004-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
    • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
    • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
    • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
  • Cogley, Timothy, 2005. "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 179-207, June.
    • Timothy Cogley, "undated". "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers 2133301, Department of Economics, W. P. Carey School of Business, Arizona State University.
  • Guler, Bulent & Ozlale, Umit, 2005. "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 603-607.
    • Guler, Bulent & Ozlale, Umit, 2004. "Is there a flight to quality due to inflation uncertainty?," MPRA Paper 7929, University Library of Munich, Germany.
  • Bystrom, Hans N. E., 2005. "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 41-55.
    • Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
  • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    • Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
    • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series 485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Patton, Andrew J. & Timmermann, Allan, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
  • Aktham I. Maghyereh & Sadeg J. Abul, 2005. "The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 8(2), pages 194-209, Winter.
  • Panayiotis Diacos & Spyros Hadjidakis, 2005. "An econometric study of the beef meat sector in Cyprus," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 8(2), pages 210-240, Winter.
  • Johnson, Christian A. & Padilla, Miguel A., 2005. "Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(288), pages 765-821, octubre-d.
  • Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(3), pages 226-238, July.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2005. "Modeling Risk for Long and Short Trading Positions," MPRA Paper 80467, University Library of Munich, Germany.
  • de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Real time estimates of GDP growth," Econometric Institute Research Papers EI 2005-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
    • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007. "Indirect robust estimation of the short-term interest rate process," Post-Print hal-00463251, HAL.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
  • Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005. "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series rp159, International Center for Financial Asset Management and Engineering.
  • Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006. "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 354-370, May.
    • Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc.
    • Junsoo Lee & John List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments 00486, The Field Experiments Website.
    • Junsoo Lee & John A. List & Mark C. Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers 05-20, Department of Economics, Appalachian State University.
  • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
    • Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 589, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006. "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers 2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    • Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 624, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
    • Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board of Governors of the Federal Reserve System (U.S.).
    • Giannone, Domenico & Reichlin, Lucrezia & Small, David H., 2006. "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Working Paper Series 633, European Central Bank.
    • Domenico Giannone & Lucrezia Reichlin & David H Small, 2007. "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006 164, Money Macro and Finance Research Group.
  • Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
    • Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, vol. 138(1), pages 291-311, May.
    • Todd E. Clark & Kenneth D. West, 2005. "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper RWP 05-05, Federal Reserve Bank of Kansas City.
    • Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
  • Eric Meyermans & Patrick Van Brusselen, 2005. "Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)," Working Papers 0502, Federal Planning Bureau, Belgium.
  • Eric Meyermans & Patrick Van Brusselen, 2005. "Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)," Working Papers 200502, Federal Planning Bureau, Belgium.
  • Profillidis, V. & Botzoris, G., 2005. "A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 35-46, May.
  • Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov, 2005. "Some approachs to forecasting economic indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 89P, pages 195-195.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
    • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process;," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2005.02, Institut d'Economie et Econométrie, Université de Genève.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007. "Indirect robust estimation of the short-term interest rate process," Post-Print hal-00463251, HAL.
    • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
  • Michael Groemling, 2005. "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers 123, University of Goettingen, Department of Economics.
  • Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011. "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
    • Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
  • Patrick Bisciari & Alain Durré, 2005. "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 157-169.
    • P. Bisciari & A. Durre, 2005. "La bulle "internet", un remake de la bulle de 1929 ?," Post-Print hal-00284708, HAL.
  • Karine Michalon & Sandrine Lardic & François Dossou, 2005. "Earnings forecast bias - a statistical analysis," Post-Print halshs-00142773, HAL.
  • Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
    • Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005.
  • Solveig Erlandsen & Ragnar Nymoen, 2008. "Consumption and population age structure," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 505-520, July.
    • Solveig K. Erlandsen & Ragnar Nymoen, 2004. "Consumption and population age structure," Working Paper 2004/22, Norges Bank.
    • Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics.
  • Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
  • Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series 180, Sveriges Riksbank (Central Bank of Sweden).
  • Villani, Mattias, 2005. "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series 181, Sveriges Riksbank (Central Bank of Sweden).
  • Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
    • Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2005. "Portfolio Value at Risk Based on Independent Components Analysis," SFB 649 Discussion Papers SFB649DP2005-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Jardine Ariena Husman, 2005. "ESTIMASI NILAI TUKAR RUPIAH PASKA KRISIS: Pendekatan Model Komposit," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(3), pages 1-24, December.
  • Graham Elliott & Allan Timmermann, 2005. "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November.
    • Timmermann, Allan & Elliott, Graham, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
    • Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
  • Marcellino, Massimiliano, 2005. "Leading Indicators: What Have We Learned?," CEPR Discussion Papers 4977, C.E.P.R. Discussion Papers.
    • Massimiliano Marcellino, 2005. "Leading Indicators: What Have We Learned?," Working Papers 286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Carlo A. Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 755-783, December.
    • Favero, Carlo A. & Marcellino, Massimiliano, 2005. "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers 5294, C.E.P.R. Discussion Papers.
    • Carlo Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers 298, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies.
  • Kıvılcım M. ÖZCAN & Suat AYDIN, 2005. "Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(230), pages 83-94.
  • Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
    • Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc.
    • Boivin, Jean & Ng, Serena, 2005. "Understanding and Comparing Factor-Based Forecasts," MPRA Paper 836, University Library of Munich, Germany.
  • Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, vol. 31(3), pages 735-754, September.
    • Brücker, Herbert & Siliverstovs, Boriss, 2005. "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers 1710, Institute of Labor Economics (IZA).
  • Rob J. Hyndman & Lydia Shenstone, 2005. "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 389-402.
    • Lydia Shenstone & Rob J. Hyndman, 2003. "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers 1/03, Monash University, Department of Econometrics and Business Statistics.
  • 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," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
    • 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," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
  • Michael Graff, 2006. "Ein multisektoraler Sammelindikator für die Schweizer Konjunktur," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 529-577, December.
    • Michael Graff, 2005. "Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur," KOF Working papers 05-107, KOF Swiss Economic Institute, ETH Zurich.
  • Cem Aysoy & Ahmet N. Kipici, 2005. "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 5(2), pages 39-71.
  • Borus Jungbacker & Siem Jan Koopman, 2006. "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 183-210, Emerald Group Publishing Limited.
    • B. Jungbacker & S.J. Koopman, 2005. "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers 05-002/4, Tinbergen Institute.
  • Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
    • Catalin Starica & Clive Granger, 2004. "Non-stationarities in stock returns," Econometrics 0411016, University Library of Munich, Germany.
  • Robert Ewing & David Gruen & John Hawkins, 2005. "Forecasting the macro economy," Economic Roundup, The Treasury, Australian Government, issue 2, pages 11-25, June.
  • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
  • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
    • Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
  • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
    • Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
    • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
    • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
  • Gebhard Kirchgässner, 2005. "On the Rationality of the General Public," University of St. Gallen Department of Economics working paper series 2005 2005-13, Department of Economics, University of St. Gallen.
  • Hui Feng, 2005. "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers 0515, Department of Economics, University of Victoria.
  • Ingo Geishecker & Gabor Hunya, 2005. "Employment Effects of Foreign Direct Investment in Central and Eastern Europe," wiiw Research Reports 321, The Vienna Institute for International Economic Studies, wiiw.
  • Stavros Degiannakis & Evdokia Xekalaki, 2005. "Predictability and model selection in the context of ARCH models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(1), pages 55-82, January.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2005. "Predictability and Model Selection in the Context of ARCH Models," MPRA Paper 80486, University Library of Munich, Germany.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
  • Stanislav Radchenko, 2005. "The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend," Econometrics 0502002, University Library of Munich, Germany.
  • Rafal Weron & Adam Misiorek, 2005. "Modeling and forecasting electricity loads: A comparison," Econometrics 0502004, University Library of Munich, Germany.
  • Marmer, Vadim, 2008. "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, vol. 142(1), pages 1-27, January.
    • Vadim Marmer, 2005. "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics 0503002, University Library of Munich, Germany, revised 15 Dec 2005.
    • Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
  • Bessec Marie & Bouabdallah Othman, 2005. "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-24, June.
    • Marie Bessec & Othman Bouabdallah, 2005. "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics 0503018, University Library of Munich, Germany.
  • Rafal Weron & Adam Misiorek, 2005. "Forecasting Spot Electricity Prices With Time Series Models," Econometrics 0504001, University Library of Munich, Germany.
  • Hsiang-Tai Lee & Jonathan Yoder, 2007. "A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 39(10), pages 1253-1265.
    • Hsiang-Tai Lee & Jonathan Yoder, 2005. "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics 0506009, University Library of Munich, Germany.
  • Bragoudakis Zacharias, 2005. "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics 0502007, University Library of Munich, Germany.
    • Zacharias Bragoudakis, 2005. "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics 0507013, University Library of Munich, Germany.
  • Andrew Healy, 2005. "How Do People Learn by Listening to Others? Experimental Evidence from Thailand," Experimental 0512006, University Library of Munich, Germany.
  • Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, University Library of Munich, Germany.
  • Sutthisit Jamdee & Cornelis A. Los, 2005. "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance 0502021, University Library of Munich, Germany.
  • Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006. "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, vol. 3(2), pages 79-95, June.
    • Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005. "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance 0504011, University Library of Munich, Germany.
  • Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, University Library of Munich, Germany.
  • Los, Cornelis A. & Yu, Bing, 2008. "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82.
    • Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, University Library of Munich, Germany.
  • Tony Guida & Olivier Matringe, 2005. "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance 0512021, University Library of Munich, Germany.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
  • Martin Melecky, 2005. "Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates," International Finance 0503008, University Library of Munich, Germany.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank, Research and Statistics Department.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
  • Maurizio Bovi, 2005. "The Dark, and Independent, Side of the Italian Labour Market," LABOUR, CEIS, vol. 19(4), pages 721-748, December.
    • Maurizio Bovi, 2005. "The Dark, and Independent, Side of the Italian Labour Market," Labor and Demography 0504003, University Library of Munich, Germany.
  • Maurizio Bovi, 2005. "The Cyclical Behaviour of Shadow and Regular Employment," Labor and Demography 0507011, University Library of Munich, Germany.
    • Maurizio Bovi, 2006. "The Cyclical Behavior of Shadow and Regular Employment," ISAE Working Papers 62, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, University Library of Munich, Germany.
    • D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
    • Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
    • Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Lucrezia Reichlin, 2005. "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics 0511016, University Library of Munich, Germany.
    • Giannone, Domenico & Reichlin, Lucrezia, 2006. "Trends and cycles in the euro area: how much heterogeneity and should we worry about it?," Working Paper Series 595, European Central Bank.
  • Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
  • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
  • Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008. "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 46-78.
    • Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005. "The volatility of realized volatility," CFS Working Paper Series 2005/33, Center for Financial Studies (CFS).
  • Tilman Brück & Andreas Stephan, 2006. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Kyklos, Wiley Blackwell, vol. 59(1), pages 3-15, February.
    • Tilman Brück & Andreas Stephan, 2005. "Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?," Discussion Papers of DIW Berlin 508, DIW Berlin, German Institute for Economic Research.
    • Stephan, Andreas & Brück, Tilman, 2005. "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Working Paper Series 2005,5, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Blaskowitz, Oliver J. & Herwartz, Helmut & Cadenas Santiago, Gonzalo de, 2005. "Modeling the FIBOR/EURIBOR swap term structure: An empirical approach," SFB 649 Discussion Papers 2005-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2005. "Portfolio value at risk based on independent components analysis," SFB 649 Discussion Papers 2005-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  2004

  • Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
    • Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
    • Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
  • Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute.
  • Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
    • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
    • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
  • Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
    • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
    • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
  • Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
  • Gustavo A. Marrero, 2004. "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE 0410, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi, 2004. "Achieving Universal Primary Education: Can Kenya Afford it?," Working papers 2004-47, University of Connecticut, Department of Economics.
  • Tobías, Aureli & Saez, Marc, 2004. "Time-series regression models to study the short-term effects of environmental factors on health," Working Papers of the Department of Economics, University of Girona 11, Department of Economics, University of Girona.
  • Luca Grilli, 2004. "Un approccio metrico per lo studio dei dati finanziari," Quaderni DSEMS lg_igr_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  • Grilli, Luca, 2004. "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 441-447.
    • Luca Grilli, 2004. "Long-Term Fixed-Income Market Structure," Quaderni DSEMS lg_physa_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  • Fabio Canova, 2009. "What Explains The Great Moderation in the U.S.? A Structural Analysis," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 697-721, June.
    • Fabio Canova, 2004. "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers 919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
  • Crompton, Paul & Wu, Yanrui, 2005. "Energy consumption in China: past trends and future directions," Energy Economics, Elsevier, vol. 27(1), pages 195-208, January.
    • Paul Crompton & Yanrui Wu, 2004. "Energy Consumption in China: Past Trends and Future Directions," Economics Discussion / Working Papers 04-22, The University of Western Australia, Department of Economics.
  • Thomas W. Hertel & Jeffrey J. Reimer, 2006. "Predicting the Poverty Impacts of Trade Reform," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
    • Thomas Hertel & Jeffrey Reimer, 2005. "Predicting the poverty impacts of trade reform," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(4), pages 377-405.
    • Hertel, Thomas W. & Reimer, Jeffrey J., 2004. "Predicting the poverty impacts of trade reform," Policy Research Working Paper Series 3444, The World Bank.
  • Jan Hanousek & Filip Palda, 2004. "Mission Implausible II: Measuring the Informal Sector in a Transition Economy Using Macro Methods," Public Economics 0404002, University Library of Munich, Germany.
    • Jan Hanousek & Filip Palda, 2004. "Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1," William Davidson Institute Working Papers Series 2004-683, William Davidson Institute at the University of Michigan.
  • Leon Podkaminer, 2004. "Assessing the Demand for Food in Europe by the Year 2010," wiiw Working Papers 28, The Vienna Institute for International Economic Studies, wiiw.
  • Andy C. C. Kwan & John A. Cotsomitis, 2004. "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 136-144, July.
    • Andy C.C. Kwan & John A. Cotsomitis, 2003. "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Departmental Working Papers _156, Chinese University of Hong Kong, Department of Economics.
  • Voxi Heinrich Amavilah, 2004. "Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies," Development and Comp Systems 0406004, University Library of Munich, Germany.
  • Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
  • Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, University Library of Munich, Germany, revised 23 Mar 2005.
  • Coro Chasco-Yrigoyen & Fernando López-Hernández, 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," Econometrics 0403003, University Library of Munich, Germany.
  • Marco Vega, 2004. "Policy Makers Priors and Inflation Density Forecasts," Econometrics 0403005, University Library of Munich, Germany.
  • Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004. "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics 0408003, University Library of Munich, Germany, revised 13 Aug 2004.
  • Thomas M Fullerton Jr, 2004. "Confessions of an International Forecaster," Econometrics 0409006, University Library of Munich, Germany.
  • Fernando A. López Hernández & Coro Chasco Yrigoyen, 2004. "Space-Time Lags: Specification Strategy In Spatial Regression Models," Econometrics 0411005, University Library of Munich, Germany.
  • Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
    • Catalin Starica & Clive Granger, 2004. "Non-stationarities in stock returns," Econometrics 0411016, University Library of Munich, Germany.
  • Thomas Mikosch, 2004. "Is it really long memory we see in financial returns?," Econometrics 0412002, University Library of Munich, Germany.
  • Isiklar, Gultekin, 2005. "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
    • Gultekin Isiklar, 2004. "On aggregation bias in fixed-event forecast efficiency tests," Econometrics 0412011, University Library of Munich, Germany, revised 28 Dec 2004.
  • Rama Prasad Kanungo, 2004. "Genetic Algorithms: Genesis of Stock Evaluation," Experimental 0404007, University Library of Munich, Germany.
  • Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, University Library of Munich, Germany.
  • Voxi Heinrich S Amavilah & Richard T. Newcomb, 2004. "Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change," GE, Growth, Math methods 0404001, University Library of Munich, Germany.
  • Voxi Heinrich S Amavilah, 2004. "Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands," GE, Growth, Math methods 0405001, University Library of Munich, Germany.
  • Voxi Heinrich S Amavilah, 2004. "Economic Performance in a Cross-Section of U.S. Native American Economies," GE, Growth, Math methods 0405003, University Library of Munich, Germany.
  • Los, Cornelis A., 2006. "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
    • Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, University Library of Munich, Germany.
  • Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi, 2004. "Narrowing the US twin deficits: simulations with a world macroeconometric model," International Trade 0411004, University Library of Munich, Germany.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 305, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 87, University of California, Davis, Department of Economics.
  • Altissimo, Filippo & Gaiotti, Eugenio & Locarno, Alberto, 2005. "Is money informative? Evidence from a large model used for policy analysis," Economic Modelling, Elsevier, vol. 22(2), pages 285-304, March.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2002. "Is money informative? Evidence form a large model used for policy analysis," Temi di discussione (Economic working papers) 445, Bank of Italy, Economic Research and International Relations Area.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, University Library of Munich, Germany, revised 24 Apr 2004.
  • Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
  • Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765.
    • Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, University Library of Munich, Germany, revised 15 Feb 2006.
  • Maurizio Bovi, 2004. "Underground Shocks Ground Zero Responses," Public Economics 0408003, University Library of Munich, Germany.
  • Fullerton, Jr., Thomas M. & Taylor West, Carol A., 1998. "Regional Econometric Housing Start Forecast Accuracy in Florida," The Review of Regional Studies, Southern Regional Science Association, vol. 28(3), pages 15-42, Winter.
    • Thomas M. Fullerton Jr. & Carol T. West, 2004. "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional 0403004, University Library of Munich, Germany.
  • Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank.
  • Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005. "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
    • Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein, 2004. "Real-time Data for Norway: Challenges for Monetary Policy," Discussion Paper Series 1: Economic Studies 2004,26, Deutsche Bundesbank.
  • Glück, Heinz & Schleicher, Stefan P., 2004. "Forecast quality and simple instrument rules: a real-time data approach," Discussion Paper Series 1: Economic Studies 2004,30, Deutsche Bundesbank.
  • Lux, Thomas & Kaizoji, Taisei, 2004. "Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models," Economics Working Papers 2004-05, Christian-Albrechts-University of Kiel, Department of Economics.
  • Schmidt, Robert & Leitner, Johannes, 2004. "A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?," W.E.P. - Würzburg Economic Papers 49, University of Würzburg, Department of Economics.
  • Theodore Panagiotidis & David Chappell, 2004. "Using the Correlation Dimension to Detect non-linear dynamics," Discussion Paper Series 2004_17, Department of Economics, Loughborough University, revised Nov 2004.
  • De Arce Borda, R., 2004. "20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-27, Abril.
  • Chasco, C. & López, F.A., 2004. "Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-24, Diciembre.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
  • Q. Farooq Akram, 2004. "Oil wealth and real exchange rates: The FEER for Norway," Working Paper 2004/16, Norges Bank.
    • Q. Farooq Akram, 2004. "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004 33, Money Macro and Finance Research Group.
  • Marianna Valentinyi-Endrész, 2004. "Structural breaks and financial risk management," MNB Working Papers 2004/11, Magyar Nemzeti Bank (Central Bank of Hungary).
  • Ralph D. Snyder, 2004. "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers 15/04, Monash University, Department of Econometrics and Business Statistics.
  • Mitchell, Karlyn & Pearce, Douglas K., 2007. "Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 840-854, December.
    • Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
  • Kevin Dowd, 2004. "The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts," Occasional Papers 10, Industrial Economics Division, revised 11 Jan 2004.
  • Kevin Dowd, 2004. "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts," Occasional Papers 11, Industrial Economics Division, revised 11 Jan 2004.
  • Kevin Dowd, 2004. "FOMC Forecasts of Macroeconomic Risks," Occasional Papers 12, Industrial Economics Division, revised 10 Jan 2004.
  • Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
    • David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
    • Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
  • Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers 16-2004, Singapore Management University, School of Economics.
    • Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Departmental Working Papers wp0407, National University of Singapore, Department of Economics.
    • Keen Meng Choy & Hwee Kwan Chow, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Econometric Society 2004 Australasian Meetings 223, Econometric Society.
  • John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh, 2004. "Population Ageing and Government Health Expenditures in New Zealand, 1951-2051," Treasury Working Paper Series 04/14, New Zealand Treasury.
  • Robert H. McGuckin & Ataman Ozyildirim, 2004. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(2), pages 171-191.
    • Robert H. McGuckin & Ataman Ozyildirim, 2003. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Economics Program Working Papers 03-04, The Conference Board, Economics Program.
  • Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007. "Forecasting Austrian inflation," Economic Modelling, Elsevier, vol. 24(3), pages 470-480, May.
    • Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank).
  • David E. Rapach & Christian E. Weber, 2004. "Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach," Economic Inquiry, Western Economic Association International, vol. 42(4), pages 717-738, October.
  • Chevillon, Guillaume & Hendry, David F., 2005. "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
    • Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
    • David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
  • Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Guillaume Chevillon, 2004. "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers 210, University of Oxford, Department of Economics.
  • Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE 2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Economics Series Working Papers 212, University of Oxford, Department of Economics.
  • Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 9(1), pages 3-21.
    • Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
  • Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 9(1), pages 3-21.
    • Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
  • Mapa, Dennis S., 2004. "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper 21028, University Library of Munich, Germany.
  • Rodríguez, Carlos A., 2004. "A P* Model of Inflation in Puerto Rico," MPRA Paper 41278, University Library of Munich, Germany.
  • Guler, Bulent & Ozlale, Umit, 2005. "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 603-607.
    • Guler, Bulent & Ozlale, Umit, 2004. "Is there a flight to quality due to inflation uncertainty?," MPRA Paper 7929, University Library of Munich, Germany.
  • Degiannakis, Stavros, 2004. "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 80488, University Library of Munich, Germany.
  • Stavros Degiannakis, 2004. "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(18), pages 1333-1342.
    • Degiannakis, Stavros, 2004. "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 96330, University Library of Munich, Germany.
  • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.
    • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010. "The Use of GARCH Models in VaR Estimation," Working Papers 0048, University of Peloponnese, Department of Economics.
  • Michal Pazour, 2004. "Nové metodologické přístupy k tvorbě empirických modelů měnových krizí [New methodological approaches to the construction of currency crashes models]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(3), pages 375-388.
  • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios & Tony Yates, 2004. "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers 238, Bank of England.
    • George Kapetanios, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
  • Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    • Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society.
    • Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with measurement errors in dynamic models," Bank of England working papers 237, Bank of England.
  • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
    • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios & Tony Yates, 2004. "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers 238, Bank of England.
    • George Kapetanios & Tony Yates, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
  • Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    • Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with measurement errors in dynamic models," Bank of England working papers 237, Bank of England.
    • Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
  • Jacob Alex Klerman & Caroline Danielson, 2004. "Why Did the Welfare Caseload Decline?," Working Papers 167, RAND Corporation.
  • Jacob Alex Klerman & Caroline Danielson, 2004. "Why Did the Welfare Caseload Decline?," Working Papers WR-167, RAND Corporation.
  • Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics.
    • Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," 2004 Meeting Papers 43, Society for Economic Dynamics.
  • S. Boragan Aruoba, 2004. "Data Revisions in General Equilibrium," 2004 Meeting Papers 770, Society for Economic Dynamics.
  • Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    • Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
    • Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae, 2004. "Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(5), pages 5-34.
  • Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona, 2004. "Principal Components Model Of The Romanian Economy. Gdp – Production Side," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(5), pages 52-66.
  • Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana, 2004. "Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(5), pages 67-80.
  • Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    • Geetesh Bhardwaj & Norman Swanson, 2004. "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers 200422, Rutgers University, Department of Economics.
  • Rómulo Chumacero E., 2004. "Forecasting Chilean Industrial Production and Sales With Automated Procedures," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(3), pages 47-56, December.
    • Rómulo Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile 260, Central Bank of Chile.
    • Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004 112, Society for Computational Economics.
  • S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004 131, Society for Computational Economics.
  • Tina Yu & Shu-Heng Chen, 2004. "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules," Computing in Economics and Finance 2004 200, Society for Computational Economics.
  • Daniel Ramirez A. & Juan M. Gómez G., 2004. "Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation," Computing in Economics and Finance 2004 246, Society for Computational Economics.
  • Simon van Norden, 2004. "How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone," Computing in Economics and Finance 2004 299, Society for Computational Economics.
  • Mikael Petitjean & Pierre Giot, 2004. "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004 6, Society for Computational Economics.
  • Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," 2004 Meeting Papers 43, Society for Economic Dynamics.
    • Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
  • Andy C. C. Kwan & John A. Cotsomitis, 2004. "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Southern Economic Journal, Southern Economic Association, vol. 71(1), pages 136-144, July.
  • Keen Meng Choy & Hwee Kwan Chow, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Econometric Society 2004 Australasian Meetings 223, Econometric Society.
    • Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers 16-2004, Singapore Management University, School of Economics.
  • Yasutomo Murasawa & Roberto S. Mariano, 2004. "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings 710, Econometric Society.
    • Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers 22-2004, Singapore Management University, School of Economics, revised Oct 2004.
  • Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, September.
    • Bruno Giancarlo & Lupi Claudio, 2001. "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers 20, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Department of Economics.
    • Giancarlo Bruno & Claudio Lupi, 2001. "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics 0110004, University Library of Munich, Germany.
  • Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2004. "Forecasting exchange rates in transition economies: A comparison of multivariate time series models," Empirical Economics, Springer, vol. 29(4), pages 787-801, December.
  • Stavros Degiannakis, 2004. "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(18), pages 1333-1342.
    • Degiannakis, Stavros, 2004. "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 96330, University Library of Munich, Germany.
  • David Blake, 2004. "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 555-576.
    • Blake, David, 2002. "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics 24949, London School of Economics and Political Science, LSE Library.
  • Karen Cabos & Nikolaus Siegfried, 2004. "Controlling inflation in Euroland," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 549-558.
    • Karen Cabos & Nikolaus A. Siegfried, 2001. "Controlling Inflation in Euroland," Quantitative Macroeconomics Working Papers 20102, Hamburg University, Department of Economics.
  • Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 605-615, December.
    • Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-11, December.
  • Limsombunchai, Visit, 2004. "House Price Prediction: Hedonic Price Model vs. Artificial Neural Network," 2004 Conference, June 25-26, 2004, Blenheim, New Zealand 97781, New Zealand Agricultural and Resource Economics Society.
  • de Almeida, Eduardo Simões & Haddad, Eduardo Amaral, 2004. "MEECA: um Modelo Econométrico Espacial para Projeção Consistente de Culturas Agropecuárias," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 42(3), January.
    • Almeida, Eduardo Simões de & Haddad, Eduardo Amaral, 2004. "MEECA: um Modelo Econométrico Espacial para Projeção Consistente de Culturas Agropecuárias," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 42(3), pages 1-21, September.
  • Quagrainie, Kwamena K., 2004. "Forecasting Market Share Using A Flexible Logistic Model," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34724, Southern Agricultural Economics Association.
  • Vamerson Schwingel Ribeiro & Joilson Dias, 2004. "Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 103, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers 04-2, Bank of Canada.
  • Marwan Chacra & Maral Kichian, 2004. "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers 04-39, Bank of Canada.
  • Frédérick Demers, 2004. "Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires," Staff Working Papers 04-40, Bank of Canada.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
  • Luca Casolaro & Leonardo Gambacorta, 2004. "Un modello dei conti economici per il sistema bancario italiano," Temi di discussione (Economic working papers) 519, Bank of Italy, Economic Research and International Relations Area.
  • Pérez-Valbuena, Gerson Javier, 2005. "Los ciclos ganaderos en Colombia, 1950-2001," Chapters, in: Pérez-Valbuena, Gerson Javier (ed.), Microeconomía de la ganadería en Colombia, chapter 2, pages 42-72, Banco de la Republica de Colombia.
    • Gerson Javier Pérez V, 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de Trabajo Sobre Economía Regional y Urbana 3160, Banco de la República, Economía Regional.
    • Gerson Javier Pérez V., 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de trabajo sobre Economía Regional y Urbana 46, Banco de la Republica de Colombia.
  • Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2004. "Inflation and the Markup in the Euro Area," Working papers 114, Banque de France.
  • Pierre L. Siklos, 2004. "Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries," Contemporary Economic Policy, Western Economic Association International, vol. 22(3), pages 331-343, July.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
  • Q. Farooq Akram, 2004. "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004 33, Money Macro and Finance Research Group.
    • Q. Farooq Akram, 2004. "Oil wealth and real exchange rates: The FEER for Norway," Working Paper 2004/16, Norges Bank.
  • Solveig Erlandsen & Ragnar Nymoen, 2008. "Consumption and population age structure," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 505-520, July.
    • Solveig K. Erlandsen & Ragnar Nymoen, 2004. "Consumption and population age structure," Working Paper 2004/22, Norges Bank.
    • Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics.
  • Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    • Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with measurement errors in dynamic models," Bank of England working papers 237, Bank of England.
    • Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Tony Yates, 2004. "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers 238, Bank of England.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael, 2004. "Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting," Research Discussion Papers 23/2004, Bank of Finland.
  • João Gabe & Marcelo Savino Portugal, 2004. "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(1), pages 47-73.
  • Claude Grasland & France Guérin-Pace, 2004. "Mobilité européenne, tourisme et diffusion des pièces euros étrangères en France," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 793-822.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
    • Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
  • Mc Quinn, Kieran, 2004. "A Model of the Irish Housing Sector," Research Technical Papers 1/RT/04, Central Bank of Ireland.
  • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 68, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 38, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 68, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 305, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 87, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
  • Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004. "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series 307, European Central Bank.
    • Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004. "Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes," Economic Working Papers at Centro de Estudios Andaluces E2004/42, Centro de Estudios Andaluces.
  • Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
    • Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series 479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen, 2004. "A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system," CPB Discussion Paper 32, CPB Netherlands Bureau for Economic Policy Analysis.
    • Henk C. Kranendonk & Jan Bonenkamp & Johan P. Verbruggen, 2004. "A Leading Indicator for the Dutch Economy – Methodological and Empirical Revision of the CPB System," CESifo Working Paper Series 1200, CESifo.
  • Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
    • Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
    • M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo.
  • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
    • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
  • Uhlig, Harald, 2001. "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers 2001,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Harald Uhlig, 2001. "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series 629, CESifo.
    • Uhlig, H.F.H.V.S., 2001. "Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions," Discussion Paper 2001-88, Tilburg University, Center for Economic Research.
  • Michael Berlemann & Daniela Rother & Gerit Vogt, 2004. "Konjunkturprognose des sächsischen und des ostdeutschen Baugewerbes 2004/2005 : Konjunkturprognose für das Baugewerbe Sachsens und Ostdeutschlands," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(05), pages 13-22, October.
  • Michael Berlemann & Daniela Rother & Gerit Vogt, 2004. "Konjunkturprognose des sächsischen und des ostdeutschen Baugewerbes 2004/2005 : Konjunkturprognose für das Baugewerbe Sachsens und Ostdeutschlands," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(05), pages .13-22, October.
  • Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
    • Peter F. Christoffersen & Francis X. Diebold, 2004. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies.
    • Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
    • Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Rómulo Chumacero E., 2004. "Forecasting Chilean Industrial Production and Sales With Automated Procedures," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(3), pages 47-56, December.
    • Rómulo Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile 260, Central Bank of Chile.
    • Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004 112, Society for Computational Economics.
  • Rómulo Chumacero E., 2004. "Forecasting Chilean Industrial Production and Sales With Automated Procedures," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(3), pages 47-56, December.
    • Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004 112, Society for Computational Economics.
    • Rómulo Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile 260, Central Bank of Chile.
  • John A. Cotsomitis & Andy C. C. Kwan, 2006. "Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 597-610, January.
    • John A. Cotsomitis & Andy C. C. Kwan, 2004. "Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys," Departmental Working Papers _161, Chinese University of Hong Kong, Department of Economics.
  • Francisco Peñaranda, 2004. "Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?," Working Papers wp2004_0419, CEMFI.
  • Alexis Derviz & JiÅí Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
    • Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research and Statistics Department.
  • Clemente Forero & Carlos Eduardo Sepúlveda, 2004. "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación 2742, Universidad del Rosario.
  • Joseph Tham & Ignacio Vélez-Pareja, 2004. "For finite cash flows, what is the correct formula for the return to levered equity?," Proyecciones Financieras y Valoración 2734, Master Consultores.
  • MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," LIDAM Discussion Papers CORE 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Laurent Moulin & Matteo Sala & Andrea Silvestrini & David Veredas, 2008. "Using intra annual information to forecast the annual state deficit. The case of France," ULB Institutional Repository 2013/136217, ULB -- Universite Libre de Bruxelles.
  • Henk C. Kranendonk & Jan Bonenkamp & Johan P. Verbruggen, 2004. "A Leading Indicator for the Dutch Economy – Methodological and Empirical Revision of the CPB System," CESifo Working Paper Series 1200, CESifo.
    • Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen, 2004. "A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system," CPB Discussion Paper 32, CPB Netherlands Bureau for Economic Policy Analysis.
  • Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen, 2004. "A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system," CPB Discussion Paper 32.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003. "Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices," W.E.P. - Würzburg Economic Papers 39, University of Würzburg, Department of Economics.
    • Bofinger, Peter & Schmidt, Robert & Leitner, Johannes, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2004. "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers 4279, C.E.P.R. Discussion Papers.
  • Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
    • Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
  • Fabio Busetti, 2006. "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 1-23.
    • Busetti, Fabio, 2004. "Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model," CEPR Discussion Papers 4382, C.E.P.R. Discussion Papers.
  • Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
    • Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
    • Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
    • Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
    • Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
    • Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
  • Graham Elliott & Allan Timmermann, 2005. "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November.
    • Timmermann, Allan & Elliott, Graham, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series 2004-07, Centre for the Study of African Economies, University of Oxford.
  • Nadia D'Annunzio & Greta Falavigna, 2004. "Analysis and forecasting models for default risk. A survey of applied methodologies," CERIS Working Paper 200417, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-11, December.
    • Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 605-615, December.
  • Jörg Döpke & Ulrich Fritsche, 2004. "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin 399, DIW Berlin, German Institute for Economic Research.
  • Ulrich Thießen, 2004. "Financial System Development, Regulation and Economic Growth: Evidence from Russia," Discussion Papers of DIW Berlin 400, DIW Berlin, German Institute for Economic Research.
    • Ulrich THIESSEN, 2010. "Financial System Development, Regulation and Economic Growth: Evidence from Russia," EcoMod2004 330600140, EcoMod.
  • Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department.
  • Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004. "Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes," Economic Working Papers at Centro de Estudios Andaluces E2004/42, Centro de Estudios Andaluces.
    • Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004. "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series 307, European Central Bank.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
  • Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
    • Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 366, European Central Bank.
  • Roma, Moreno & Skudelny, Frauke & Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 374, European Central Bank.
  • Morgan, Julian & Locarno, Alberto & Vallés, Javier & Berben, Robert-Paul, 2004. "Cross-country differences in monetary policy transmission," Working Paper Series 400, European Central Bank.
    • Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005. "Cross-country differences in monetary policy transmission," Working Papers 0502, Banco de España.
  • D.S.P Rao & Rambaldi & A.N., 2004. "A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries," Econometric Society 2004 Australasian Meetings 154, Econometric Society.
  • Aurobindo Ghosh & Anil K. Bera, 2004. "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings 187, Econometric Society.
  • Ilias Tsiakas, 2004. "Analysis of the predictive ability of information accumulated over nights, weekends and holidays," Econometric Society 2004 Australasian Meetings 208, Econometric Society.
  • Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers 16-2004, Singapore Management University, School of Economics.
    • Keen Meng Choy & Hwee Kwan Chow, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Econometric Society 2004 Australasian Meetings 223, Econometric Society.
  • Jonathan Dark, 2004. "Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index," Econometric Society 2004 Australasian Meetings 227, Econometric Society.
  • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150.
    • Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society.
    • Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.
  • Clive Granger, 2004. "Causality: Some New Thoughts on an Old Topic," Econometric Society 2004 Australasian Meetings 351, Econometric Society.
  • Dominique Guegan, 2004. "How Can We Define the Long Memory Concept? An Econometric Survey," Econometric Society 2004 Australasian Meetings 361, Econometric Society.
  • Scott I. White & Adam E. Clements & Stan Hurn, 2004. "Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility," Econometric Society 2004 Australasian Meetings 46, Econometric Society.
  • Jushan Bai & Serena Ng, 2004. "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, vol. 72(4), pages 1127-1177, July.
    • Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
    • Jushan Bai & Serena Ng, 2001. "A Panic Attack on Unit Roots and Cointegration," Economics Working Paper Archive 469, The Johns Hopkins University,Department of Economics.
  • Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 487, Econometric Society.
  • Anthony S. Tay & Aamir R. Hashmi, 2004. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings 634, Econometric Society.
  • Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers 22-2004, Singapore Management University, School of Economics, revised Oct 2004.
    • Yasutomo Murasawa & Roberto S. Mariano, 2004. "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings 710, Econometric Society.
  • Ruey Yau, 2004. "Macroeconomic Forecasting with Independent Component Analysis," Econometric Society 2004 Far Eastern Meetings 741, Econometric Society.
  • Romulo A. Chumacero, 2004. "Forecasting Chilean Industrial Production with Automated Procedures," Econometric Society 2004 Latin American Meetings 177, Econometric Society.
  • Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
    • Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
  • Pelletier, Denis, 2006. "Regime switching for dynamic correlations," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 445-473.
    • Denis Pelletier, 2004. "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings 230, Econometric Society.
  • Aurobindo Ghosh & Anil K. Bera, 2004. "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings 319, Econometric Society.
  • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    • Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
    • Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
    • Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
    • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
  • Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
    • Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
  • Norman R. Swanson & Valentina Corradi, 2004. "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings 264, Econometric Society.
  • Potter Simon M., 2000. "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-11, July.
    • Simon M. Potter & Edward E. Leamer, 2004. "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings 490, Econometric Society.
  • Hallwood, C. Paul & Marsh, Ian W., 2004. "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 249-264, August.
    • C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers 2003-23, University of Connecticut, Department of Economics.
  • Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
    • Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
    • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
  • Bystrom, Hans N. E., 2004. "Managing extreme risks in tranquil and volatile markets using conditional extreme value theory," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 133-152.
    • Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.
  • Boero, Gianna & Marrocu, Emanuela, 2004. "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, vol. 20(2), pages 305-320.
    • G. Boero & E. Marrocu, 2002. "The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts," Working Paper CRENoS 200208, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS) 663, University of Warwick, Department of Economics.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers 269476, University of Warwick - Department of Economics.
  • Marcellino, Massimliano, 2004. "Forecasting EMU macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 20(2), pages 359-372.
    • Massimiliano Marcellino, "undated". "Forecasting EMU macroeconomic variables," Working Papers 216, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers.
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  • Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004. "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 503-523, November.
  • Grilli, Luca, 2004. "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 441-447.
    • Luca Grilli, 2004. "Long-Term Fixed-Income Market Structure," Quaderni DSEMS lg_physa_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  • Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 39-48.
    • Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series 479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
  • Jochen Hartwig, 2004. "Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswir," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 1(2), pages 107-134.
  • van Oest, R.D. & Paap, R., 2004. "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers EI 2004-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005. "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, vol. 21(4), pages 785-794.
    • Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004. "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers EI 2004-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004. "On The Predictive Content Of Production Surveys: A Pan-European Study," ERIM Report Series Research in Management ERS-2004-017-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H., 2004. "The Value of Information in Reverse Logistics," ERIM Report Series Research in Management ERS-2004-053-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004. "Decomposing Granger Causality over the Spectrum," ERIM Report Series Research in Management ERS-2004-102-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Gorobets, A. & Nooteboom, B., 2004. "Agent based computational model of trust," ERIM Report Series Research in Management ERS-2004-108-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Jan Kodera, 2004. "The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(3-4), pages 171-173, March.
  • Luboš Komárek, 2004. "The Nobel Prize Laureates, 2003," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 355-356, July.
  • Pavel Ciaian & Jan Pokryvcak, 2004. "Agricultural Reform in Slovakia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(9-10), pages 420-435, September.
  • Guillaume Chevillon, 2004. "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers 210, University of Oxford, Department of Economics.
    • Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE 2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.
    • Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
    • Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
    • Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
    • Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 491, European Central Bank.
  • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
    • Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
    • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
    • Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
  • Eric Meyermans & Patrick Van Brusselen, 2004. "Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)," Working Papers 0416, Federal Planning Bureau, Belgium.
  • Eric Meyermans & Patrick Van Brusselen, 2004. "Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)," Working Papers 200416, Federal Planning Bureau, Belgium.
  • brooks kaiser & james roumasset, 2004. "Coasean economics and the evolution of marine property in Hawaii," Microeconomics 0410002, University Library of Munich, Germany.
    • Brooks Kaiser & James Roumasset, 2004. "Coasean Economics and the Evolution of Marine Property in Hawaii," Working Papers 200407, University of Hawaii at Manoa, Department of Economics.
  • James Mak & Lonny Carlile & Sally Dai, 2004. "Impact of Population Aging on Japanese International Travel," Working Papers 200408, University of Hawaii at Manoa, Department of Economics.
  • Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    • Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
    • Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
  • Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics.
  • Jo Thori Lind, 2005. "Repeated surveys and the Kalman filter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 418-427, December.
    • Lind, Jo Thori, 2004. "Repeated surveys and the Kalman filter," Memorandum 19/2004, Oslo University, Department of Economics.
  • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
    • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
    • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
    • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
  • Naoya Katayama, 2004. "Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters," Hi-Stat Discussion Paper Series d03-10, Institute of Economic Research, Hitotsubashi University.
  • Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
    • Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
    • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.
    • ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009. "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE 2299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jumah, Adusei & Kunst, Robert M., 2004. "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series 149, Institute for Advanced Studies.
  • Kunst, Robert M. & Jumah, Adusei, 2004. "Toward a Theory of Evaluating Predictive Accuracy," Economics Series 162, Institute for Advanced Studies.
  • Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
    • Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
  • Fujiwara, Ippei & Koga, Maiko, 2004. "A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 123-142, March.
  • Arturo Lorenzo Valdés, 2004. "Estudio De La Volatilidad Realizada Aplicado Al Índice De Precios Y Cotizaciones De México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(4), pages 333-341, Diciembre.
  • Carmine Pappalardo & Gianfranco Piras, 2004. "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers 42, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Maurizio Bovi, 2004. "The Dark, And Independent, Side Of Italy," ISAE Working Papers 46, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
  • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
    • M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
    • Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
  • Benner Joachim & Meier Carsten-Patrick, 2004. "Prognosegüte alternativer Früh Indikatoren für die Konjunktur in Deutschland / Forecasting Performance of Alternative Indicators for the German Economy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(6), pages 639-652, December.
  • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
    • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
    • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
  • Lars-Erik Öller & Lasse Koskinen, 2004. "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
    • Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
  • Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
    • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
    • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
  • Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
    • Boris Siliverstovs & Tom Engsted & Niels Haldrup, "undated". "Long-run forecasting in multicointegrated systems," Economics Working Papers 2002-15, Department of Economics and Business Economics, Aarhus University.
    • Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
    • Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
    • Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
  • Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
    • Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
  • Marian Beise, 2004. "The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?," Discussion Paper Series 153, Research Institute for Economics & Business Administration, Kobe University.
  • Jochen Hartwig, 2004. "Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das "neue magische Viereck" in der Schweiz," KOF Working papers 04-90, KOF Swiss Economic Institute, ETH Zurich.

  2003

  • Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
    • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 88, European Central Bank.
    • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
    • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
    • Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  • Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
    • Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
    • Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
  • Hyndman, Rob J. & Billah, Baki, 2003. "Unmasking the Theta method," International Journal of Forecasting, Elsevier, vol. 19(2), pages 287-290.
    • Hyndman, R.J. & Billah, B., 2001. "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers 5/01, Monash University, Department of Econometrics and Business Statistics.
  • Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003. "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, vol. 12(1), pages 12-28, March.
    • Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002. "Do Housing Submarkets Really Matter?," FAME Research Paper Series rp58, International Center for Financial Asset Management and Engineering.
  • Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," EERI Research Paper Series EERI_RP_2003_06, Economics and Econometrics Research Institute (EERI), Brussels.
  • Peñaranda, Francisco, 2003. "Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty," LSE Research Online Documents on Economics 24857, London School of Economics and Political Science, LSE Library.
  • Montse Martínez & Xavier Torres, 2003. "Riesgo de deflación en EE.UU.: ¿Un temor justificado?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 52(01), pages 220-245.
  • Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
    • van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Siliverstovs, B. & van Dijk, D.J.C., 2003. "Forecasting industrial production with linear, nonlinear, and structural change models," Econometric Institute Research Papers EI 2003-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Donkers, A.C.D. & Verhoef, P.C. & de Jong, M.G., 2003. "Predicting Customer Lifetime Value in Multi-Service Industries," ERIM Report Series Research in Management ERS-2003-038-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Franses, Ph.H.B.F., 2003. "On the Bass diffusion theory, empirical models and out-of-sample forecasting," ERIM Report Series Research in Management ERS-2003-034-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Gorobets, A., 2003. "The Error of Prediction for a Simultaneous Equation Model," ERIM Report Series Research in Management ERS-2003-080-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Groenen, P.J.F., 2003. "Dynamische Meerdimensionele Schaling: Statistiek op de Kaart," ERIM Inaugural Address Series Research in Management 304, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
  • Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
    • Artis, Michael & Marcellino, Massimiliano & Galvão, Ana Beatriz, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers.
    • Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
  • Ray Barrel & Dawn Holland & Kateøina Šmídková, 2003. "When to Join the Eurozone: An Empirical Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 53(3-4), pages 98-112, March.
  • Ray Barrel & Dawn Holland & Kateøina Šmídková, 2003. "Which Exchange-Rate Regime in the EMU Accession Period: An Empirical Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 53(5-6), pages 243-260, May.
  • Matteo Manera & Angelo Marzullo, 2003. "Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components," Working Papers 2003.95, Fondazione Eni Enrico Mattei.
  • Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
    • Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
    • Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
  • Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
    • Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
  • Engle, Robert F. & Gallo, Giampiero M., 2006. "A multiple indicators model for volatility using intra-daily data," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 3-27.
    • Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers 10117, National Bureau of Economic Research, Inc.
    • Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model For Volatility Using Intra-Daily Data," Econometrics Working Papers Archive wp2003_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," The Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
    • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series 702, HEC Paris.
    • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Post-Print hal-00459778, HAL.
    • Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers hal-00601494, HAL.
  • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
    • Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
    • Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
  • Antoine Auberger & Éric Dubois, 2003. "Situation politico-économique et résultats des élections législatives françaises," Revue économique, Presses de Sciences-Po, vol. 54(3), pages 551-560.
    • Antoine Auberger & Eric Dubois, 2003. "Situation politico-économique et résultats des élections législatives françaises," Post-Print hal-00800619, HAL.
  • Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
    • Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series 151, Sveriges Riksbank (Central Bank of Sweden).
  • Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies 614, Umeå University, Department of Economics.
  • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
    • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Kunst, Robert M., 2003. "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series 130, Institute for Advanced Studies.
  • Kitamura, Tomiyuki & Koike, Ryoji, 2003. "The Effectiveness of Forecasting Methods Using Multiple Information Variables," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 105-143, February.
  • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," MPRA Paper 42332, University Library of Munich, Germany.
    • Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.
    • Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
    • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
  • Mårten Löf & Johan Lyhagen, 2003. "On seasonal error correction when the processes include different numbers of unit roots," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 377-389.
    • Lyhagen, Johan & Löf, Mårten, 2000. "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance 0418, Stockholm School of Economics, revised 15 Mar 2001.
  • Várpalotai, Viktor, 2003. "Dezinflációs számítások dezaggregált kibocsátási résekre alapozó makromodellel [Disinflation simulations with a disaggregated output gap-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 287-314.
  • Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
    • Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
  • Victor Solo & Chris Heaton, 2003. "Asymptotic Principal Components Estimation of Large Factor Models," Computing in Economics and Finance 2003 251, Society for Computational Economics.
    • Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics.
  • Viktor Várpalotai, 2003. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," MNB Working Papers 2003/4, Magyar Nemzeti Bank (Central Bank of Hungary).
    • VÁRPALOTAI Viktor, 2010. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003 330700148, EcoMod.
  • Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, September.
    • Bruno Giancarlo & Lupi Claudio, 2001. "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers 20, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Department of Economics.
    • Giancarlo Bruno & Claudio Lupi, 2001. "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics 0110004, University Library of Munich, Germany.
  • Rob J. Hyndman & Lydia Shenstone, 2005. "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 389-402.
    • Lydia Shenstone & Rob J. Hyndman, 2003. "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers 1/03, Monash University, Department of Econometrics and Business Statistics.
  • Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003. "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers 2/03, Monash University, Department of Econometrics and Business Statistics.
  • Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003. "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers 3/03, Monash University, Department of Econometrics and Business Statistics.
  • B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.
  • Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
  • Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
  • David F. Hendry & Neil R. Ericsson (ed.), 2003. "Understanding Economic Forecasts," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262582422, December.
  • Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
    • Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Working Paper Document 41, National Bank of Belgium.
  • Koen Burggraeve & Philip Du Caju, 2003. "The labour market and fiscal impact of labour reductions: the case of reduction of employers' social security contributions under a wage norm regime with automatic price indexing of wages," Working Paper Research 36, National Bank of Belgium.
  • Heino Nielsen & Christopher Bowdler, 2006. "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, vol. 31(3), pages 569-586, September.
    • Heino Bohn Nielsen & Christopher Bowdler, 2003. "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Papers 2003-W05, Economics Group, Nuffield College, University of Oxford.
  • Kajal Lahiri & Herman O. Stekler & Wenxiong Yao & Peg Young, 2003. "Monthly Output Index for the U.S. Transportation Sector," Discussion Papers 03-12, University at Albany, SUNY, Department of Economics.
  • Olivier Basdevant & David Hargreaves, 2003. "Modelling structural change: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/03, Reserve Bank of New Zealand.
  • Olivier Basdevant, 2003. "Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/05, Reserve Bank of New Zealand.
  • Brian McCulloch, 2003. "Geometric Return and Portfolio Analysis," Treasury Working Paper Series 03/28, New Zealand Treasury.
  • Franck Sédillot & Nigel Pain, 2003. "Indicator Models of Real GDP Growth in Selected OECD Countries," OECD Economics Department Working Papers 364, OECD Publishing.
  • Burkhard Raunig, 2003. "Testing for Longer Horizon Predictability of Return Volatility with an Application to the German," Working Papers 86, Oesterreichische Nationalbank (Austrian Central Bank).
  • Quan-Hoang Vuong, 2003. "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," Working Papers CEB 03-013.RS, ULB -- Universite Libre de Bruxelles.
    • Vuong, Quan-Hoang, 2003. "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," OSF Preprints ahrjd, Center for Open Science.
  • Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," The Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
    • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series 702, HEC Paris.
    • Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers hal-00601494, HAL.
    • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Post-Print hal-00459778, HAL.
  • Christopher Bowdler & Heino Bohn Nielsen, 2003. "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Series Working Papers 2003-W05, University of Oxford, Department of Economics.
  • Peter F. Christoffersen & Francis X. Diebold, 2006. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
    • Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
    • Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
  • Dennis S. Mapa, 2003. "A range-based GARCH model for forecasting financial volatility," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 40(2), pages 73-90, December.
  • Albu, Lucian Liviu & Roudoi, Andrei, 2003. "Scenarios Of Economic Development In Romania – Medium To Long-Term Forecasting Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 64-77, December.
    • Albu, Lucian-Liviu & Roudoi, Andrei, 2003. "Scenarios of economic development in Romania - medium to long-term forecasting models," MPRA Paper 13588, University Library of Munich, Germany.
  • Albu, Lucian-Liviu, 2003. "Estimating contribution of factors to long-term growth in Romania," MPRA Paper 14729, University Library of Munich, Germany.
  • Skribans, Valerijs, 2003. "Construction demand: a model of research and forecast for Latvia from 2002 to 2025," MPRA Paper 16366, University Library of Munich, Germany.
  • Photis, Yorgos N. & Manetos, Panos & Grekoussis, George, 2003. "Modeling urban evolution by identifying spatiotemporal patterns and applying methods of artificial intelligence.Case study: Athens, Greece," MPRA Paper 20756, University Library of Munich, Germany, revised 2003.
  • Skribans, Valerijs, 2003. "Latvijas būvniecības nozares attīstības prognoze [Latvian construction brunch development forecast]," MPRA Paper 26072, University Library of Munich, Germany.
  • Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," MPRA Paper 42332, University Library of Munich, Germany.
  • HEINEN, Andréas, 2003. "Modelling time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
  • Luís Catela Nunes, 2003. "Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models," Working Papers w200304, Banco de Portugal, Economics and Research Department.
  • Maximiano Pinheiro, 2003. "Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited," Working Papers w200319, Banco de Portugal, Economics and Research Department.
  • John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology.
  • Wolff Rodney & Yao Qiwei & Tong Howell, 2004. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
    • Rodney Wolff & Qiwei Yao & Howell Tong, 2003. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," School of Economics and Finance Discussion Papers and Working Papers Series 167, School of Economics and Finance, Queensland University of Technology.
    • Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
    • Rodney C Wolff & Qiwei Yao & Howell Tong, 2006. "Statistical tests for Lyapunov exponents of deterministic systems," School of Economics and Finance Discussion Papers and Working Papers Series 208i, School of Economics and Finance, Queensland University of Technology.
  • Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance icma-dp2003-14, Henley Business School, University of Reading.
  • Lubowski, Ruben N. & Plantinga, Andrew J. & Stavins, Robert N., 2003. "Determinants of Land-Use Change In the United States 1982-1997," Discussion Papers 10714, Resources for the Future.
    • Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben, 2003. "Determinants of Land-Use Change In the United States 1982-1997," RFF Working Paper Series dp-03-47, Resources for the Future.
  • Robert-Demontrond, Philippe & Thiel, Daniel, 2003. "Feedback system dynamics and automata networks," European Journal of Economic and Social Systems, Lavoisier, vol. 16(1), pages 89-107.
  • Albu, Lucian Liviu, 2003. "Short-Term Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 197-199, June.
    • Albu, Lucian Liviu & Pelinescu, Elena, 2002. "Short-Term Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 81-83, June.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Darasteanu, Catalin Cristian, 2003. "Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 49-71, September.
  • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
    • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
  • Dobrescu, Emilian, 2003. "Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 23-49, December.
  • Albu, Lucian Liviu & Roudoi, Andrei, 2003. "Factors And Mechanisms Of Economic Growth In Transition Economies Of Different Types (Case Of Romania)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 50-64, December.
  • Croitoru, Lucian & Tarhoaca, Cornel, 2003. "The Romanian Growth Potential – A Cge Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 7-22, December.
  • Scutaru, Cornelia & Iordan, Mioara & Marin, Dinu & Stancu, Stelian & Ciumara, Roxana & Fomin, Petre, 2003. "Annual And Medium-Term Analyses And Forecasts Based On „Dobrescu” Macromodel Of The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 17-24, December.
  • Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara, 2003. "Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 25-31, December.
  • Dobrescu, Emilian, 2003. "Possible Evolutions Of The Romanian Economy (Macromodel Estimations)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 32-63, December.
  • Albu, Lucian Liviu & Roudoi, Andrei, 2003. "Scenarios Of Economic Development In Romania – Medium To Long-Term Forecasting Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 64-77, December.
    • Albu, Lucian-Liviu & Roudoi, Andrei, 2003. "Scenarios of economic development in Romania - medium to long-term forecasting models," MPRA Paper 13588, University Library of Munich, Germany.
  • Mikhailenko, Kirill, 2003. "Methodology Of Scenario Forecasting Of Russia’S Economic Development," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 78-91, December.
  • Scutaru, Cornelia & Pauna, Bianca, 2003. "Modelling The Effects Of Eu Enlargement Using The Budgetary Policy Variables," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 92-110, December.
  • West, Carol T., 2003. "The Status of Evaluating Accuracy of Regional Forecasts," The Review of Regional Studies, Southern Regional Science Association, vol. 33(1), pages 85-103.
  • Baoline Chen & Peter A. Zadrozny, 2003. "Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data," Computing in Economics and Finance 2003 123, Society for Computational Economics.
  • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
    • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Paolo ANGELINI & Paolo DEL GIOVANE, 2003. "Aggregate and disaggregate information in euro-area monetary policy-making," Computing in Economics and Finance 2003 158, Society for Computational Economics.
  • Fabrizio Laurini, 2003. "Evaluating the extremal index in GARCH processes through double random walk," Computing in Economics and Finance 2003 175, Society for Computational Economics.
  • Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
    • Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City.
    • Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
  • Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics.
    • Victor Solo & Chris Heaton, 2003. "Asymptotic Principal Components Estimation of Large Factor Models," Computing in Economics and Finance 2003 251, Society for Computational Economics.
  • J. Huston McCulloch & Prasad V. Bidarkota, 2003. "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003 59, Society for Computational Economics.
  • Cees Diks & Svetlana Borovkova, 2003. "Conditional distribution resampling for time series," Computing in Economics and Finance 2003 70, Society for Computational Economics.
  • Vuong, Quan-Hoang, 2003. "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," OSF Preprints ahrjd, Center for Open Science.
    • Quan-Hoang Vuong, 2003. "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," Working Papers CEB 03-013.RS, ULB -- Universite Libre de Bruxelles.
  • George Kapetanios, 2003. "Threshold models for trended time series," Empirical Economics, Springer, vol. 28(4), pages 687-707, November.
    • Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
  • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
  • Håvard Hungnes & Hilde C. Bjørnland, 2006. "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.
    • Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
  • Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007. "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, vol. 32(1), pages 105-124, April.
    • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003. "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers 345, Statistics Norway, Research Department.
  • Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
  • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
    • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
  • Danilo Mercurio & Costanza Torricelli, 2003. "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor & Francis Journals, vol. 35(15), pages 1689-1698.
    • Mercurio, Danilo & Torricelli, Costanza, 2001. "Estimation and arbitrage opportunities for exchange rate baskets," SFB 373 Discussion Papers 2001,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Hui Feng & Jia Liu, 2003. "A SETAR model for Canadian GDP: non-linearities and forecast comparisons," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1957-1964.
    • Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria.
  • Lucas, Andre & Klaassen, Pieter, 2006. "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 23-35, January.
    • André Lucas & Pieter Klaassen, 2003. "Discrete versus Continuous State Switching Models for Portfolio Credit Risk," Tinbergen Institute Discussion Papers 03-075/2, Tinbergen Institute, revised 30 Sep 2003.
  • van Oest, R.D. & Franses, Ph.H.B.F., 2003. "Which brands gain share from which brands? Inference from store-level scanner data," ERIM Report Series Research in Management ERS-2003-076-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Rutger van Oest & Philip Hans Franses, 2003. "Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data," Tinbergen Institute Discussion Papers 03-079/4, Tinbergen Institute.
  • Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
  • Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.
    • PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
    • Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
    • Benoit Perron, 2000. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.
  • Hallwood, C. Paul & Marsh, Ian W., 2004. "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 249-264, August.
    • C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers 2003-23, University of Connecticut, Department of Economics.
  • Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
  • Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 477-490, February.
    • Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  • Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
  • Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," Econometrics 0302002, University Library of Munich, Germany.
  • Pedro Guedes Carvalho, 2003. "Housing Demand in Portugal," Econometrics 0303005, University Library of Munich, Germany.
  • Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Working Paper Document 41, National Bank of Belgium.
    • Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
  • Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002. "Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions," MPRA Paper 511, University Library of Munich, Germany.
    • Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, University Library of Munich, Germany.
  • Godwin Chukwudum Nwaobi, 2003. "Resource Requirements In The Adjustment Process:A Macroeconometric Simulation Study Of The Nigerian Economy," Macroeconomics 0307001, University Library of Munich, Germany.
  • Boero, Gianna & Marrocu, Emanuela, 2004. "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, vol. 20(2), pages 305-320.
    • G. Boero & E. Marrocu, 2002. "The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts," Working Paper CRENoS 200208, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS) 663, University of Warwick, Department of Economics.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers 269476, University of Warwick - Department of Economics.
  • Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 39-48.
    • Rafal Weron & Michael Bierbrauer & Stefan Trück, 2003. "Modeling electricity prices: jump diffusion and regime switching," HSC Research Reports HSC/03/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Bank of Finland Research Discussion Papers 20/2003, Bank of Finland.
  • Peter F. Christoffersen & Francis X. Diebold, 2006. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
    • Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
    • Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc.
  • Danckwerts, Rudolf-Ferdinand & Grossmann, Wolf Dieter & Henne, Wolfgang, 2003. "Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland unter besonderer Berücksichtigung des informationstechnologisc," HWWA Discussion Papers 237, Hamburg Institute of International Economics (HWWA).
  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics.
    • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," HWWA Discussion Papers 223, Hamburg Institute of International Economics (HWWA).
  • Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003. "Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices," W.E.P. - Würzburg Economic Papers 39, University of Würzburg, Department of Economics.
    • Bofinger, Peter & Schmidt, Robert & Leitner, Johannes, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers.
  • Eberts, Elke, 2003. "The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study," ZEW Discussion Papers 03-36, ZEW - Leibniz Centre for European Economic Research.
  • Rian Beise-Zee & Christian Rammer, 2006. "Local User-Producer Interaction in Innovation and Export Performance of Firms," Small Business Economics, Springer, vol. 27(2), pages 207-222, October.
    • Rammer, Christian & Beise, Marian, 2003. "Local User-Producer Interaction in Innovation and Export Performance of Firms," ZEW Discussion Papers 03-51, ZEW - Leibniz Centre for European Economic Research.
  • Gordon H. Dash & Nina Kajiji, 2003. "New Evidence on the Predictability of South Africa FX Volatility in Heterogeneous Bilateral Markets," The African Finance Journal, Africagrowth Institute, vol. 5(1), pages 1-15.
  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," HWWA Discussion Papers 223, Hamburg Institute of International Economics (HWWA).
    • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics.
  • Fuller, Frank H. & Annou, Mamane Malam & Wailes, Eric J., 2003. "Market Impacts of Adopting Herbicide-Resistant Rice in the Southern United States," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(01), pages 1-9, April.
  • Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
    • Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2003. "Rational Expectations for Large Models: a Practical Algorithm and a Policy Application," Conference papers 331106, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben, 2003. "Determinants of Land-Use Change In the United States 1982-1997," RFF Working Paper Series dp-03-47, Resources for the Future.
    • Lubowski, Ruben N. & Plantinga, Andrew J. & Stavins, Robert N., 2003. "Determinants of Land-Use Change In the United States 1982-1997," Discussion Papers 10714, Resources for the Future.
  • Boero, Gianna & Marrocu, Emanuela, 2004. "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, vol. 20(2), pages 305-320.
    • G. Boero & E. Marrocu, 2002. "The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts," Working Paper CRENoS 200208, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers 269476, University of Warwick - Department of Economics.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS) 663, University of Warwick, Department of Economics.
  • Giulio PALOMBA, 2003. "GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica," Working Papers 185, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Maria Helena Lopes Moreira da Veiga, 2003. "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers 585.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Svetla Boneva, 2003. "The set of tools for evaluation of expenses on and benefits from the expansion of the European Union to the East," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 79-108.
  • Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2005. "Dealing with Unexpected Shocks to the Budget," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 61(2), pages 201-219, July.
    • Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2003. "Dealing with unexpected shocks to the budget," Temi di discussione (Economic working papers) 478, Bank of Italy, Economic Research and International Relations Area.
  • Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003. "A Leading Index For The Colombian Economic Activity," Borradores de Economia 1920, Banco de la Republica.
    • Luis Fernando Melo & Fabio Nieto & Mario Ramos, 2003. "A Leading Index for the Colombian Economic Activity," Borradores de Economia 243, Banco de la Republica de Colombia.
  • Norberto Rodríguez & Patricia Siado, 2003. "Un Pronóstico No Paramétrico De La Inflación Colombiana," Borradores de Economia 3691, Banco de la Republica.
    • Norberto Rodríguez N. & Patricia Siado C., 2003. "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.
  • Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
    • Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
  • O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007. "Forecasting inflation using economic indicators: the case of France," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
    • Catherine Bruno & Olivier de Bandt & Alexis Flageollet & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
  • Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2003. "Forecasting Inflation in the Euro Area," Working papers 102, Banque de France.
  • Elizabeth Bucacos, 2003. "El financiamiento inflacionario del déficit fiscal," Documentos de trabajo 2003001, Banco Central del Uruguay.
  • Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
    • van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Kym Anderson & David Norman & Glyn Wittwer, 2019. "Globalisation of the World’s Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 2, pages 27-50, World Scientific Publishing Co. Pte. Ltd..
    • Kym Anderson & David Norman & Glyn Wittwer, 2003. "Globalisation of the World's Wine Markets," The World Economy, Wiley Blackwell, vol. 26(5), pages 659-687, May.
    • Anderson, Kym & Norman, David, 2002. "Globalization of the Worlds Wine Markets," CEPR Discussion Papers 3169, C.E.P.R. Discussion Papers.
  • Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
    • Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  • Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
  • Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Research Discussion Papers 20/2003, Bank of Finland.
    • Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
  • Clifford L.F. Attfield & Edmund Cannon, 2003. "The Impact of Age Distribution Variables on the Long Run Consumption Function," Bristol Economics Discussion Papers 03/546, School of Economics, University of Bristol, UK.
  • Koen Burggraeve & Philip Du Caju, 2003. "Reductions in employers' social security contributions in a wage norm and automatic indexing régime," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 31-64.
  • Jérôme Teiletche, 2003. "Le taux de change euro/dollar. Une perspective de long terme," Revue économique, Presses de Sciences-Po, vol. 54(2), pages 295-319.
  • Antoine Auberger & Éric Dubois, 2003. "Situation politico-économique et résultats des élections législatives françaises," Revue économique, Presses de Sciences-Po, vol. 54(3), pages 551-560.
    • Antoine Auberger & Eric Dubois, 2003. "Situation politico-économique et résultats des élections législatives françaises," Post-Print hal-00800619, HAL.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 38, University of California, Davis, Department of Economics.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 38, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 68, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
  • Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 305, University of California, Davis, Department of Economics.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
    • Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 87, University of California, Davis, Department of Economics.
  • Diego J. Pedregal, 2003. "Filter-Design and Model-Based Analysis of Economic Cycles," Economic Working Papers at Centro de Estudios Andaluces E2003/13, Centro de Estudios Andaluces.
  • Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
    • Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
    • Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
  • Andy C. C. Kwan & John A. Cotsomitis, 2004. "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Southern Economic Journal, John Wiley & Sons, vol. 71(1), pages 136-144, July.
    • Andy C.C. Kwan & John A. Cotsomitis, 2003. "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Departmental Working Papers _156, Chinese University of Hong Kong, Department of Economics.
  • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
    • Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
    • Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
    • Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
  • Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
    • DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
  • Robert H. McGuckin & Ataman Ozyildirim, 2004. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(2), pages 171-191.
    • Robert H. McGuckin & Ataman Ozyildirim, 2003. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Economics Program Working Papers 03-04, The Conference Board, Economics Program.
  • G. Ascari & E. Marrocu, 2003. "Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models," Working Paper CRENoS 200307, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • Luis Fernando Melo & Fabio Nieto & Mario Ramos, 2003. "A Leading Index for the Colombian Economic Activity," Borradores de Economia 243, Banco de la Republica de Colombia.
    • Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003. "A Leading Index For The Colombian Economic Activity," Borradores de Economia 1920, Banco de la Republica.
  • Norberto Rodríguez N. & Patricia Siado C., 2003. "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.
    • Norberto Rodríguez & Patricia Siado, 2003. "Un Pronóstico No Paramétrico De La Inflación Colombiana," Borradores de Economia 3691, Banco de la Republica.
  • Ignacio Vélez-Pareja, 2003. "El Metodo Delphi," Proyecciones Financieras y Valoración 2524, Master Consultores.
  • Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE 1682, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE 2003028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
    • HEINEN, Andréas, 2003. "Modelling time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
    • MOUCHART, Michel & ROMBOUTS, Jeroen, 2003. "Clustered panel data models: an efficient approach for nowcasting from poor data," LIDAM Discussion Papers CORE 2003090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Henk Don, 2003. "SAFE: a quarterly model of the Dutch economy for short-term analyses," CPB Document 42, CPB Netherlands Bureau for Economic Policy Analysis.
  • Henk Don, 2003. "SAFE: a quarterly model of the Dutch economy for short-term analyses," CPB Document 42.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
    • Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
  • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
    • Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
  • Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Aiolfi, Marco, 2003. "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers 3997, C.E.P.R. Discussion Papers.
  • Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
    • Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
    • Artis, Michael & Marcellino, Massimiliano & Galvão, Ana Beatriz, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers.
  • Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
    • Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
  • Pedro Guedes Carvalho, 2003. "Housing Market in Portugal revisited. A spatial analysis for 275 counties," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers) 02/2003, Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal).
  • Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
    • Boris Siliverstovs & Tom Engsted & Niels Haldrup, "undated". "Long-run forecasting in multicointegrated systems," Economics Working Papers 2002-15, Department of Economics and Business Economics, Aarhus University.
    • Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
    • Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
    • P.J.G. Vlaar & A.H.J. den Reijer, 2003. "Forecasting inflation: An art as well as a science!," DNB Staff Reports (discontinued) 107, Netherlands Central Bank.
    • Peter Vlaar & Ard den Reijer, 2004. "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004 148, Society for Computational Economics.
  • A.H.J. den Reijer & P.J.G. Vlaar, 2003. "Forecasting Inflation in the Netherlands and the Euro Area," WO Research Memoranda (discontinued) 723, Netherlands Central Bank, Research Department.
  • Inoue, Atsushi & Rossi, Barbara, 2005. "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 336-345, July.
    • Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers 03-24, Duke University, Department of Economics.
  • Arranz, Matilde, 2003. "El consumo privado en los paises de la OCDE: analisis comparativo y evolucion temporal," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 3(2).
  • Fabiani, Silvia & Morgan, Julian, 2003. "Aggregation and euro area Phillips curves," Working Paper Series 213, European Central Bank.
  • Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    • Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
    • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
  • Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
    • Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
    • Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
  • Rünstler, Gerhard & Sédillot, Franck, 2003. "Short-term estimates of euro area real GDP by means of monthly data," Working Paper Series 276, European Central Bank.
  • Moneta, Fabio, 2003. "Does the yield spread predict recessions in the euro area?," Working Paper Series 294, European Central Bank.
  • Marrocu, Emanuela & Gianna Boero, 2003. "The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts," Royal Economic Society Annual Conference 2003 147, Royal Economic Society.
  • Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
    • Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society.
    • Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with measurement errors in dynamic models," Bank of England working papers 237, Bank of England.
    • Richard Harrison & George Kapetanios, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
  • Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
  • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
    • Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
    • Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
    • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
    • Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
  • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
    • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
    • Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
    • Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
    • Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
  • Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
    • Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    • Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
  • Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE 1682, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE 2003028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  2002

  • Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002. "Model Specification and Inflation Forecast Uncertainty," Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
    • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002.
  • Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría, 2002. "Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México," Doctorado en Economía- documentos de trabajo 6/02, Programa de doctorado en Economía. Universidad de Alcalá..
  • Marwan Chacra, 2002. "Oil-Price Shocks and Retail Energy Prices in Canada," Staff Working Papers 02-38, Bank of Canada.
  • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
    • Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
    • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España.
  • Roberta Zizza, 2002. "Forecasting the industrial production index for the euro area through forecasts for the main countries," Temi di discussione (Economic working papers) 441, Bank of Italy, Economic Research and International Relations Area.
  • Altissimo, Filippo & Gaiotti, Eugenio & Locarno, Alberto, 2005. "Is money informative? Evidence from a large model used for policy analysis," Economic Modelling, Elsevier, vol. 22(2), pages 285-304, March.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2002. "Is money informative? Evidence form a large model used for policy analysis," Temi di discussione (Economic working papers) 445, Bank of Italy, Economic Research and International Relations Area.
    • Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, University Library of Munich, Germany, revised 24 Apr 2004.
  • Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research and International Relations Area.
  • Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers) 458, Bank of Italy, Economic Research and International Relations Area.
  • Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    • Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
    • Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
  • Ang, Andrew & Bekaert, Geert, 2002. "Regime Switches in Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 163-182, April.
    • Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc.
  • Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
    • Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  • Giacomini, Raffaella, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series qt59s2g5j5, Department of Economics, UC San Diego.
    • Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
  • Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002. "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series qt9wr373nt, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics.
    • Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
  • Ippei Fujiwara & Maiko Koga, 2002. "A Statistical Forecasting Method for Inflation Forecasting," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
  • Caroline Armand-Balmat, 2002. "Comportement du consommateur et produits biologiques : le consentement à payer pour la caractéristique biologique," Revue d'économie politique, Dalloz, vol. 112(1), pages 33-46.
  • Wright, S.M. & Satchell, S.E., 2002. "Generalised Mean-Variance Analysis and Robust Portfolio Diversification," Cambridge Working Papers in Economics 0201, Faculty of Economics, University of Cambridge.
  • Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
  • John W. Galbraith & Turgut Kisinbay, 2002. "Information Content of Volatility Forecasts at Medium-term Horizons," CIRANO Working Papers 2002s-21, CIRANO.
  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
    • Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
  • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
    • Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
    • Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
    • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
    • Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
  • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
    • Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
    • Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
    • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
    • Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
    • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
  • Boero, Gianna & Marrocu, Emanuela, 2004. "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, vol. 20(2), pages 305-320.
    • G. Boero & E. Marrocu, 2002. "The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts," Working Paper CRENoS 200208, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS) 663, University of Warwick, Department of Economics.
    • Boero, Gianna & Marrocu, Emanuela, 2003. "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers 269476, University of Warwick - Department of Economics.
  • Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
    • Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2003. "Rational Expectations for Large Models: a Practical Algorithm and a Policy Application," Conference papers 331106, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
    • Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
  • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic," William Davidson Institute Working Papers Series 424, William Davidson Institute at the University of Michigan.
    • Roland, Gérard & Hanousek, Jan, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CEPR Discussion Papers 3122, C.E.P.R. Discussion Papers.
    • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CERGE-EI Working Papers wp192, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, University Library of Munich, Germany.
  • Kym Anderson & David Norman & Glyn Wittwer, 2019. "Globalisation of the World’s Wine Markets," World Scientific Book Chapters, in: Kym Anderson (ed.), The International Economics of Wine, chapter 2, pages 27-50, World Scientific Publishing Co. Pte. Ltd..
    • Kym Anderson & David Norman & Glyn Wittwer, 2003. "Globalisation of the World's Wine Markets," The World Economy, Wiley Blackwell, vol. 26(5), pages 659-687, May.
    • Anderson, Kym & Norman, David, 2002. "Globalization of the Worlds Wine Markets," CEPR Discussion Papers 3169, C.E.P.R. Discussion Papers.
  • Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
    • Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
  • Massimiliano Marcellino, "undated". "Instability and non-linearity in the EMU," Working Papers 211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers.
  • Massimiliano Marcellino, "undated". "Forecast pooling for short time series of macroeconomic variables," Working Papers 212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano, 2002. "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers 3313, C.E.P.R. Discussion Papers.
  • Marcellino, Massimliano, 2004. "Forecasting EMU macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 20(2), pages 359-372.
    • Massimiliano Marcellino, "undated". "Forecasting EMU macroeconomic variables," Working Papers 216, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
    • Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
    • Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
    • Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
    • Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
  • Onatski, Alexei & Stock, James H., 2002. "Robust Monetary Policy Under Model Uncertainty In A Small Model Of The U.S. Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 85-110, February.
    • Alexei Onatski & James H. Stock, 1999. "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.
    • Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.
  • D.S.G. Pollock, 2002. "Trend Estimation And De-Trending Using Bidirectional Filtering," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 9(15).
  • P.J.A. van Els & S.G. Grob, 2002. "EUROMON-Scenarios for the Euro Area Economy," WO Research Memoranda (discontinued) 717, Netherlands Central Bank, Research Department.
  • Kaushik Bhattacharya & Himanshu Joshi, 2002. "An Almon Approximation of the Day of the Month Effect in Currency in Circulation," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 37(2), pages 163-174, July.
  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
    • Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
  • Rossi, Barbara, 2005. "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, vol. 21(5), pages 962-990, October.
    • Rossi, Barbara, 2002. "Optimal Tests for Nested Model Selection with Underlying Parameter Instability," Working Papers 02-05, Duke University, Department of Economics.
  • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
    • Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España.
    • Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
  • Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002. "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series 194, European Central Bank.
  • Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
    • Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
    • Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
  • Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
    • Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
    • M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo.
  • Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002. "Progress from forecast failure -- the Norwegian consumption function," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 40-64, June.
    • Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000. "Progress from forecast failure : the Norwegian consumption function," Memorandum 32/2000, Oslo University, Department of Economics.
  • Louberge, Henri & Villeneuve, Stephane & Chesney, Marc, 2002. "Long-term risk management of nuclear waste: a real options approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 157-180, November.
    • CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series 767, HEC Paris.
    • Henri Loubergé & Stéphane Villeneuve & Marc Chesney, 2002. "Long-Term Risk Management of Nuclear Waste: A Real Options Approach," Working Papers hal-00594373, HAL.
  • Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
    • Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/01, Monash University, Department of Econometrics and Business Statistics.
    • Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • David Hojman & Robert F. K. Wynn, 2002. "Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis," Working Papers 2002_03, University of Liverpool, Department of Economics.
  • Pons Novell, J., 2002. "Ciclo de la economía española y contenido informativo de los tipos de interés," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 20, pages 583-598, Diciembre.
  • Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics.
  • Aureliano Angel Bressan & João Eustáquio de Lima, 2002. "Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 12(1), pages 117-140, January-J.
  • Edda Claus & Iris Claus, 2002. "How many jobs? A leading indicator model of New Zealand employment," Treasury Working Paper Series 02/13, New Zealand Treasury.
  • Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
    • Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
  • Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002. "Forecasting Austrian HICP and its Components using VAR and ARIMA Models," Working Papers 73, Oesterreichische Nationalbank (Austrian Central Bank).
  • Janine Aron & John Muellbauer, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
    • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
    • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
    • Nolte, Stephan & Grethe, Harald, 2010. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 60.
    • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
    • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
    • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59.
    • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
    • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
    • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59.
    • Ruttan, Vernon W., 1977. "Induced innovation and agricultural development," Food Policy, Elsevier, vol. 2(3), pages 196-216, August.
    • Senauer, Benjamin, 1989. "Major Consumer Trends Affecting the U.S. Food System," Choices, Agricultural and Applied Economics Association, vol. 4(4).
    • Clement A. Tisdell, 2007. "Sustainable Agriculture," Chapters, in: Handbook of Sustainable Development, chapter 22 Edward Elgar Publishing.
    • Thomas Grebel & Andreas Pyka & Horst Hanusch, 2003. "An Evolutionary Approach to the Theory of Entrepreneurship," Industry and Innovation, Taylor & Francis Journals, vol. 10(4), pages 493-514.
    • Friebel, Guido & Schnedler, Wendelin, 2011. "Team governance: Empowerment or hierarchical control," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 1-13, April.
    • Llavador, Humberto & Solano-García, Angel, 2011. "Immigration policy with partisan parties," Journal of Public Economics, Elsevier, vol. 95(1), pages 134-142.
    • Brañas-Garza, Pablo & Espinosa, María Paz & Rey-Biel, Pedro, 2011. "Travelers’ types," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1), pages 25-36.
    • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Jordi Galí & Luca Gambetti, 2013. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy National Bureau of Economic Research, Inc.
    • Alison Booth & Melvyn Coles, 2010. "Education, Matching, and the Allocative Value of Romance," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 744-775, 06.
    • Olivier Jean Blanchard & Jordi Galí, 2005. "Real wage rigidities and the New Keynesian model," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360 National Bureau of Economic Research, Inc.
    • Broner, Fernando & Gelos, Gaston & Reinhart, Carmen, 2004. "When in peril, retrench: testing the portfolio channel of contagion," Proceedings, Federal Reserve Bank of San Francisco, issue Jun, pages 1-34.
    • Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
    • Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
    • Edgerton, David & Wells, Curt, 1994. "Critical Values for the Cusumsq Statistic in Medium and Large Sized Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(3), pages 355-65, August.
    • Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
    • Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
    • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July.
    • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July.
    • Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
    • Peter Pedroni, 2000. "Fully Modified OLS for Heterogeneous Cointegrated Panels," Department of Economics Working Papers 2000-03, Department of Economics, Williams College.
    • Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
    • Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    • Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.
    • Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.
    • Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988. "Estimating Vector Autoregressions with Panel Data," Econometrica, Econometric Society, vol. 56(6), pages 1371-95, November.
    • Kenji Nishizaki & Toshitaka Sekine & Yuichi Ueno & Yuko Kawai, 2013. "Chronic deflation in Japan," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 9-19 Bank for International Settlements.
    • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juli 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(15), pages 67-69, 08.
    • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juni 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(12), pages 55-57, 06.
    • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juli 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(15), pages 67-69, 08.
    • Klaus Wohlrabe, 2012. "ifo Konjunkturtest Juni 2012 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(12), pages 55-57, 06.
    • Klaus Abberger, 2010. "ifo Konjunkturtest Juli 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(14), pages 44-46, 07.
    • Klaus Abberger, 2010. "ifo Konjunkturtest Juni 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(12), pages 69-71, 06.
    • Klaus Abberger, 2010. "ifo Konjunkturtest Juli 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(14), pages 44-46, 07.
    • Klaus Abberger, 2010. "ifo Konjunkturtest Juni 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(12), pages 69-71, 06.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(23), pages 53-61, December.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 44-53, 05.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
    • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
    • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
    • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
    • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, 06.
    • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C25-C44, February.
    • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
    • Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "Long-Run Money Demand in the New EU Member States with Exchange Rate Effects," Eastern European Economics, Taylor & Francis Journals, vol. 45(2), pages 75-94, April.
    • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
    • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
    • Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
    • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
    • Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
    • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
    • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
    • Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
    • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
    • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
    • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
    • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
    • Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "Investment, R&D and Financial Constraints in Britain and Germany," Annals of Economics and Statistics, GENES, issue 79-80, pages 433-460.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Jo Blanden & Stephen Machin, 2004. "Educational Inequality and the Expansion of UK Higher Education," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(2), pages 230-249, 05.
    • Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
    • Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    • Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, 06.
    • Larcinese, Valentino & Puglisi, Riccardo & Snyder, James M., 2011. "Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers," Journal of Public Economics, Elsevier, vol. 95(9), pages 1178-1189.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
    • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
    • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
    • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
    • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
    • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
    • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
    • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
    • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
    • Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
    • Karlan, Dean & List, John A. & Shafir, Eldar, 2011. "Small matches and charitable giving: Evidence from a natural field experiment," Journal of Public Economics, Elsevier, vol. 95(5), pages 344-350.
    • Matthew T. Cole & Amélie Guillin, 2015. "The determinants of trade agreements in services vs. goods," International Economics, CEPII research center, issue 144, pages 66-82.
    • Yilmazkuday, Hakan, 2016. "Forecasting the Great Trade Collapse," International Economics, Elsevier, vol. 147(C), pages 145-154.
    • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
    • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
    • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
    • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • 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," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
    • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
    • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of
    • Janine Aron & John Muellbauer, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
      • Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
      • Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
    • Harding, Don, 2002. "The Australian Business Cycle: A New View," MPRA Paper 3698, University Library of Munich, Germany.
    • David Giles & Lindsay Tedds & Gugsa Werkneh, 2002. "The Canadian underground and measured economies: Granger causality results," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2347-2352.
      • David E. A. Giles & Lindsay Tedds & Gugsa Werkneh, 1999. "The Canadian Underground and Measured Economies: Granger Causality Results," Econometrics Working Papers 9907, Department of Economics, University of Victoria.
      • Giles, David E..A. & Tedds, Lindsay M. & Werkneh, Gugsa, 2002. "The Canadian Underground and Measured Economies: Granger Causality Results," MPRA Paper 39786, University Library of Munich, Germany.
    • Lord, Montague, 2002. "Modeling the Macro-Economy of Bangladesh," MPRA Paper 41171, University Library of Munich, Germany.
    • Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002. "Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions," MPRA Paper 511, University Library of Munich, Germany.
      • Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, University Library of Munich, Germany.
    • Bilgili, Faik, 2002. "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması [A Comparison of Ex-Post Forecast Accuracies for VAR, A," MPRA Paper 75536, University Library of Munich, Germany, revised 2002.
    • Chikhi, Mohamed & Terraza, Michel, 2002. "Un essai de prévision non paramétrique de l'action France Télécom [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
    • Chris Brooks & Apostolos Katsaris, 2002. "Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-04, Henley Business School, University of Reading.
    • Chris Brooks & Apostolos Katsaris, 2002. "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-14, Henley Business School, University of Reading.
    • Zhang, Wenda & Zhuang, Juzhong, 2002. "Leading Indicators of Business Cycles in Malaysia and the Philippines," ADB Economics Working Paper Series 32, Asian Development Bank.
    • Lee, Jong Eun & Lee, Jong-Wha, 2002. "China’s Accession to the World Trade Organization: Implications for the Korean Economy," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 133-152.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
      • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The "Dobrescu" Macromodel Of The Romanian Transition Economy* - Yearly And Monthly Forecast - April 2002 Version," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 84-87, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The "Dobrescu" Macromodel Of The Romanian Transition Economy* -Yearly And Monthly Forecast - September 2002 Version," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 147-148, December.
    • Dobrescu, Emilian, 2002. "Introduction into Macroeconomic Modeling Foundations," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 39-88, December.
      • Dobrescu, Emilian, 2001. "Introduction into macroeconomic modeling foundations," MPRA Paper 35794, University Library of Munich, Germany.
    • Dobrescu, Emilian, 2002. "Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 5-38, December.
      • Dobrescu, Emilian, 2001. "Macromodel estimations for the Romanian "pre-accession economic programme," MPRA Paper 35793, University Library of Munich, Germany.
      • Dobrescu, Emilian, 2002. "Macromodel estimations for the Romanian "Preaccesion economic programme"," MPRA Paper 35774, University Library of Munich, Germany.
    • Riaz Riazuddin & Mahmood ul Hasan Khan, 2002. "Detection and Forecasting of Islamic Calendar Effects in Time series Data," SBP Working Paper Series 02, State Bank of Pakistan, Research Department.
    • A. Sfetsos & C. Siriopoulos, 2002. "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002 17, Society for Computational Economics.
    • Nuno Almeida & Pedro Valls Pereira, 2002. "Switching Regime Models: applications to trading rules," Computing in Economics and Finance 2002 175, Society for Computational Economics.
    • Anatoly Naumov & Nikolay Khodusov, 2002. "Investigations Of The Npv^ - Method For Investment Projects," Computing in Economics and Finance 2002 194, Society for Computational Economics.
    • Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
      • Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
    • Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002 233, Society for Computational Economics.
    • Alvaro Veiga & Leonardo Souza, 2002. "A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data," Computing in Economics and Finance 2002 280, Society for Computational Economics.
    • Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato, 2002. "Sensitivity Analysis of GARCH Models," Computing in Economics and Finance 2002 31, Society for Computational Economics.
    • Lynda Khalaf & Maral Kichian, 2002. "Exact Testing of the Stability of the Phillips Curve," Computing in Economics and Finance 2002 321, Society for Computational Economics.
    • Svetlana Borovkova, 2002. "Nonlinear models for financial time series with multiple attraction regions," Computing in Economics and Finance 2002 322, Society for Computational Economics.
    • Dirk Helbing & Martin Sch, 2002. "Strategies for Optimal Decision Guidance through Information Services," Computing in Economics and Finance 2002 333, Society for Computational Economics.
    • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
      • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
    • Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.
    • Centre for the Study of Living Standards, 2002. "The Impact of the National Child Benefit Supplement on the Low Income Status of Canadian Families with Children: The SPSD/M Results," CSLS Research Reports 02cb, Centre for the Study of Living Standards.
    • Franc Klaassen, 2002. "Improving GARCH volatility forecasts with regime-switching GARCH," Empirical Economics, Springer, vol. 27(2), pages 363-394.
    • Ronald Bewley & Denzil G. Fiebig, 2002. "On the herding instinct of interest rate forecasters," Empirical Economics, Springer, vol. 27(3), pages 403-425.
    • J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth, 2002. "Are Hodrick-Prescott `forecasts' rational?," Empirical Economics, Springer, vol. 27(4), pages 631-643.
    • Dan S. Rickman, 2002. "A Bayesian forecasting approach to constructing regional input-output based employment multipliers," Papers in Regional Science, Springer;Regional Science Association International, vol. 81(4), pages 483-498.
    • Jo Thori Lind, 2002. "Small continuous surveys and the Kalman filter," Discussion Papers 333, Statistics Norway, Research Department.
    • Ben Smit & Le Roux Burrows, 2002. "Estimating potential output and output gaps for the South African economy," Working Papers 05/2002, Stellenbosch University, Department of Economics.
    • David Giles & Lindsay Tedds & Gugsa Werkneh, 2002. "The Canadian underground and measured economies: Granger causality results," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2347-2352.
      • David E. A. Giles & Lindsay Tedds & Gugsa Werkneh, 1999. "The Canadian Underground and Measured Economies: Granger Causality Results," Econometrics Working Papers 9907, Department of Economics, University of Victoria.
      • Giles, David E..A. & Tedds, Lindsay M. & Werkneh, Gugsa, 2002. "The Canadian Underground and Measured Economies: Granger Causality Results," MPRA Paper 39786, University Library of Munich, Germany.
    • Holger Claessen & Stefan Mittnik, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 302-321.
      • Claessen, Holger & Mittnik, Stefan, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series 2002/04, Center for Financial Studies (CFS).
    • Bystrom, Hans N. E., 2002. "Using simulated currency rainbow options to evaluate covariance matrix forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(3), pages 216-230, July.
      • Byström, Hans, 2000. "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers 2000:17, Lund University, Department of Economics.
    • Lof, Marten & Lyhagen, Johan, 2002. "Forecasting performance of seasonal cointegration models," International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44.
      • Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance 336, Stockholm School of Economics.
    • Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, 2002. "Forecasting for inventory control with exponential smoothing," International Journal of Forecasting, Elsevier, vol. 18(1), pages 5-18.
      • Snyder, R.D. & Koehler, A. & Ord, K., 1999. "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 10/99, Monash University, Department of Econometrics and Business Statistics.
    • Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454.
      • Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000. "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers 9/00, Monash University, Department of Econometrics and Business Statistics.
    • Stark, Tom & Croushore, Dean, 2002. "Forecasting with a real-time data set for macroeconomists," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 507-531, December.
      • Dean Croushore & Tom Stark, 2001. "Forecasting with a real-time data set for macroeconomists," Working Papers 01-10, Federal Reserve Bank of Philadelphia.
      • Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    • Sbordone, Argia M., 2002. "Prices and unit labor costs: a new test of price stickiness," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 265-292, March.
      • Sbordone, Argia, 1998. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Seminar Papers 653, Stockholm University, Institute for International Economic Studies.
      • Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 199822, Rutgers University, Department of Economics.
      • Sbordone, A.M., 1998. "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers 653, Stockholm - International Economic Studies.
      • Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 200112, Rutgers University, Department of Economics.
    • Bernaschi, Massimo & Grilli, Luca & Vergni, Davide, 2002. "Statistical analysis of fixed income market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 381-390.
      • Massimo Bernaschi & Luca Grilli & Davide Vergni, 2002. "Statistical analysis of fixed income market," Quaderni DSEMS lg_physa_2002, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    • Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
      • Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
      • Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
      • Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
    • David Blake, 2004. "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 555-576.
      • Blake, David, 2002. "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics 24949, London School of Economics and Political Science, LSE Library.
    • Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003. "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, vol. 12(1), pages 12-28, March.
      • Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002. "Do Housing Submarkets Really Matter?," FAME Research Paper Series rp58, International Center for Financial Asset Management and Engineering.
    • Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002. "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive wp2002_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Rossi, Alessandro & Gallo, Giampiero M., 2006. "Volatility estimation via hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 203-230, March.
      • Alessandro Rossi & Giampiero M. Gallo, 2002. "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive wp2002_14, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Sfetsos, A. & Siriopoulos, C., 2002. "Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 29-44, May.
    • Gilboa, I. & Schmeidler, D., 1999. "Cognitive Foundations of Probability," Papers 30-99, Tel Aviv.
      • Itzhak Gilboa & David Schmeidler, 2002. "Cognitive Foundations of Probability," Post-Print hal-00752283, HAL.
      • Itzhak Gilboa & David Schmeidler, 2001. "Cognitive Foundations of Probability," Cowles Foundation Discussion Papers 1340, Cowles Foundation for Research in Economics, Yale University.
    • Louberge, Henri & Villeneuve, Stephane & Chesney, Marc, 2002. "Long-term risk management of nuclear waste: a real options approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 157-180, November.
      • CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series 767, HEC Paris.
      • Henri Loubergé & Stéphane Villeneuve & Marc Chesney, 2002. "Long-Term Risk Management of Nuclear Waste: A Real Options Approach," Working Papers hal-00594373, HAL.
    • Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
      • Boris Siliverstovs & Tom Engsted & Niels Haldrup, "undated". "Long-run forecasting in multicointegrated systems," Economics Working Papers 2002-15, Department of Economics and Business Economics, Aarhus University.
      • Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
      • Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    • Rech, Gianluigi, 2002. "Forecasting with artificial neural network models," SSE/EFI Working Paper Series in Economics and Finance 491, Stockholm School of Economics.
    • Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002. "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series qt3bd1n1x5, Department of Economics, UC San Diego.
      • Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J., 2002. "Common factors in conditional distributions," SSE/EFI Working Paper Series in Economics and Finance 515, Stockholm School of Economics.
    • Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
      • Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
    • Tihomir Stučka, 2002. "A Comparison of Two Econometric Models (OLS and SUR) for Forecasting Croatian Tourism Arrivals," Working Papers 8, The Croatian National Bank, Croatia.
    • Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies.
    • Krylova, Elizaveta, 2002. "The Credit Channel of Monetary Policy. Case of Austria," Economics Series 111, Institute for Advanced Studies.
    • Víctor M. Guerrero, 2002. "Pronósticos Con Restricciones En Series De Tiempo Univariadas: Aplicación Al Seguimiento Del Pib De Mexico En 2001," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 1(1), pages 15-38, Marzo 200.
    • Itzhak Gilboa & David Schmeidler, 2002. "Cognitive Foundations of Probability," Mathematics of Operations Research, INFORMS, vol. 27(1), pages 65-81, February.
      • Gilboa, I. & Schmeidler, D., 1999. "Cognitive Foundations of Probability," Papers 30-99, Tel Aviv.
      • Itzhak Gilboa & David Schmeidler, 2001. "Cognitive Foundations of Probability," Cowles Foundation Discussion Papers 1340, Cowles Foundation for Research in Economics, Yale University.
      • Itzhak Gilboa & David Schmeidler, 2002. "Cognitive Foundations of Probability," Post-Print hal-00752283, HAL.
    • Ángel León & Antonio Rubia, 2002. "Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices," Working Papers. Serie AD 2002-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Paz Rico Belda, 2002. "¿Sigue El Tipo De Cambio Real Un Proceso De Ajuste No Lineal Hacia El Equilibrio? Evidencia Para El Tipo De Cambio Euro-Dólar," Working Papers. Serie EC 2002-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
      • Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
      • Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
      • Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
    • Hüfner Felix P. & Schröder Michael, 2002. "Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich / Forecasting German industrial Production: An Econometric Comparison of ifo- and ZEW-Business ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(3), pages 316-336, June.
    • Eugenie Hol & Siem Jan Koopman, 2002. "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers 02-068/4, Tinbergen Institute.
    • Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
      • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
      • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
    • Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
      • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
      • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    • Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006. "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 415-437.
      • Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 2002-34, University of Connecticut, Department of Economics, revised Jun 2005.
      • Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 114, Centre for Development Economics, Delhi School of Economics.
    • Bernaschi, Massimo & Grilli, Luca & Vergni, Davide, 2002. "Statistical analysis of fixed income market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 381-390.
      • Massimo Bernaschi & Luca Grilli & Davide Vergni, 2002. "Statistical analysis of fixed income market," Quaderni DSEMS lg_physa_2002, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    • Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002. "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series qt9wr373nt, Department of Economics, UC San Diego.
      • Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
      • Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics.
    • Xiaohong Chen & Yanqin Fan, 2002. "Evaluating Density Forecasts via the Copula Approach," Vanderbilt University Department of Economics Working Papers 0225, Vanderbilt University Department of Economics, revised Sep 2003.
    • Hui Feng & Jia Liu, 2003. "A SETAR model for Canadian GDP: non-linearities and forecast comparisons," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1957-1964.
      • Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria.
    • Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
    • Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 239-265, October.
      • Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
    • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic," William Davidson Institute Working Papers Series 424, William Davidson Institute at the University of Michigan.
      • Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, University Library of Munich, Germany.
      • Roland, Gérard & Hanousek, Jan, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CEPR Discussion Papers 3122, C.E.P.R. Discussion Papers.
      • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CERGE-EI Working Papers wp192, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Alberto Bagnai & Francesco Carlucci, 2002. "Dynamic paths of the European economy: simulations using an EU aggregate model," Econometrics 0206001, University Library of Munich, Germany.
    • Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, University Library of Munich, Germany.
    • Joanna Nowicka-Zagrajek & Rafal Weron, 2002. "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports HSC/02/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
      • Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
    • Holger Claessen & Stefan Mittnik, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(3), pages 302-321.
      • Claessen, Holger & Mittnik, Stefan, 2002. "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series 2002/04, Center for Financial Studies (CFS).
    • Schröder, Michael & Hüfner, Felix P., 2002. "Forecasting economic activity in Germany: how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Leibniz Centre for European Economic Research.

    2001

    • Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
      • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 88, European Central Bank.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
      • Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
    • Uhlig, Harald, 2001. "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers 2001,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Uhlig, H.F.H.V.S., 2001. "Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions," Discussion Paper 2001-88, Tilburg University, Center for Economic Research.
      • Harald Uhlig, 2001. "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series 629, CESifo.
    • van Mierlo, J.G.A., 2001. "Over de verhouding tussen overheid, marktwerking en privatisering. Een economische meta-analyse," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
      • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
    • Peter A. G. Van Bergeijk & Jan Marc Berk, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556, November.
      • Vanbergeijk, Peter A.G. & Berk, Jan Marc, 2001. "European Monetary Union, the term structure, and the Lucas Critique," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CERGE-EI Working Papers wp192, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic," William Davidson Institute Working Papers Series 424, William Davidson Institute at the University of Michigan.
      • Roland, Gérard & Hanousek, Jan, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CEPR Discussion Papers 3122, C.E.P.R. Discussion Papers.
      • Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, University Library of Munich, Germany.
    • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
      • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 1-17, February.
    • Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, September.
      • Bruno Giancarlo & Lupi Claudio, 2001. "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers 20, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
      • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Department of Economics.
      • Giancarlo Bruno & Claudio Lupi, 2001. "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics 0110004, University Library of Munich, Germany.
    • Atanasios Mitropoulos, 2001. "On the Measurement of the Predictive Success of Learning Theories in Repeated Games," Experimental 0110001, University Library of Munich, Germany.
    • Marschinski, Robert & Matassini, Lorenzo, 2001. "Financial markets as a complex system: A short time scale perspective," Research Notes 01-4, Deutsche Bank Research.
    • Danilo Mercurio & Costanza Torricelli, 2003. "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor & Francis Journals, vol. 35(15), pages 1689-1698.
      • Mercurio, Danilo & Torricelli, Costanza, 2001. "Estimation and arbitrage opportunities for exchange rate baskets," SFB 373 Discussion Papers 2001,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Uhlig, H.F.H.V.S., 2001. "Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions," Discussion Paper 2001-88, Tilburg University, Center for Economic Research.
      • Uhlig, Harald, 2001. "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers 2001,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Harald Uhlig, 2001. "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series 629, CESifo.
    • Hüfner, Felix P. & Schröder, Michael, 2001. "Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers 01-04, ZEW - Leibniz Centre for European Economic Research.
    • Benedek, Gábor, 2001. "Evolúciós alkalmazások előrejelzési modellekben II [Evolutionary applications in forecasting models, Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 18-30.
    • Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2001. "Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory," Social and Economic Dimensions of an Aging Population Research Papers 45, McMaster University.
      • Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2001. "Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory," Quantitative Studies in Economics and Population Research Reports 360, McMaster University.
    • Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2001. "Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory," Quantitative Studies in Economics and Population Research Reports 360, McMaster University.
      • Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2001. "Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory," Social and Economic Dimensions of an Aging Population Research Papers 45, McMaster University.
    • Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
      • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 88, European Central Bank.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
      • Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
    • Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/01, Monash University, Department of Econometrics and Business Statistics.
    • Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
      • Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
      • Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/01, Monash University, Department of Econometrics and Business Statistics.
    • Hyndman, Rob J. & Billah, Baki, 2003. "Unmasking the Theta method," International Journal of Forecasting, Elsevier, vol. 19(2), pages 287-290.
      • Hyndman, R.J. & Billah, B., 2001. "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers 5/01, Monash University, Department of Econometrics and Business Statistics.
    • Michael P. Clements & David F. Hendry, 2001. "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262531895, December.
    • Gunnar Bårdsen & Stan Hurn & Zoë Mchugh, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, June.
      • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2001. "Modelling Wages and Prices in Australia," Working Paper Series 1202, Department of Economics, Norwegian University of Science and Technology, revised 30 Sep 2005.
    • Aamir R. Hashmi & Anthony S. Tay, 2001. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Departmental Working Papers wp0116, National University of Singapore, Department of Economics.
      • Anthony S. Tay & Aamir R. Hashmi, 2004. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings 634, Econometric Society.
    • David Rae & David Turner, 2001. "A Small Global Forecasting Model," OECD Economics Department Working Papers 286, OECD Publishing.
    • Adusei Jumah, 2001. "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 28(3), pages 307-328, October.
      • Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
    • Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
    • Iqbal, Javed, 2001. "Forecasting methods: a comparative analysis," MPRA Paper 23856, University Library of Munich, Germany, revised 2001.
    • Dobrescu, Emilian, 2002. "Updated Scenarios For The Romanian Economy Medium-Term Dynamics," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-16, March.
      • Dobrescu, Emilian, 2001. "Updated scenarios for the Romanian economy medium-term dynamics," MPRA Paper 35792, University Library of Munich, Germany.
    • Dobrescu, Emilian, 2002. "Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 5-38, December.
      • Dobrescu, Emilian, 2001. "Macromodel estimations for the Romanian "pre-accession economic programme," MPRA Paper 35793, University Library of Munich, Germany.
      • Dobrescu, Emilian, 2002. "Macromodel estimations for the Romanian "Preaccesion economic programme"," MPRA Paper 35774, University Library of Munich, Germany.
    • Dobrescu, Emilian, 2001. "Evoluţia macromodelului economiei româneşti de tranzitie [The evolution of the Romanian model for the transition economy]," MPRA Paper 35798, University Library of Munich, Germany.
    • Lord, Montague, 2001. "Macroeconomic Policies for Poverty Reduction in Cambodia," MPRA Paper 41174, University Library of Munich, Germany.
    • Bilgili, Faik, 2001. "ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması [A comparison of VAR and ARIMA Models’ forecasting accuracies]," MPRA Paper 75609, University Library of Munich, Germany.
    • Chris Brooks & Melvin J. Hinich, 2001. "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance icma-dp2001-04, Henley Business School, University of Reading.
    • Albu, Lucian Liviu & Pelinescu, Elena, 2001. "Short-Term Forecasting For 6 Macroeconomic Indicators: Inflation Dynamics Allows For The Preparation For The Strong Leu," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 140-144, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
      • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Albu, Lucian Liviu & Pelinescu, Elena, 2002. "Short-Term Forecasting For Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 114-116, March.
      • Pelinescu, Elena, 2000. "Short-Term Forecasting For Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 7-10, December.
      • Albu, Lucian Liviu & Pelinescu, Elena, 2001. "Short-Term Forecasting Of Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 117-119, December.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
      • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Asmara Jamaleh, 2001. "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, vol. 91(2), pages 79-132, February.
    • Patrik Gustavsson & Jonas Nordström, 2001. "The Impact of Seasonal Unit Roots and Vector ARMA Modelling on Forecasting Monthly Tourism Flows," Tourism Economics, , vol. 7(2), pages 117-133, June.
      • Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000.
    • Stark, Tom & Croushore, Dean, 2002. "Forecasting with a real-time data set for macroeconomists," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 507-531, December.
      • Dean Croushore & Tom Stark, 2001. "Forecasting with a real-time data set for macroeconomists," Working Papers 01-10, Federal Reserve Bank of Philadelphia.
      • Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
    • Roel Oomen, 2001. "Using High Frequency Data to Calculate, Model and Forecast Realized Volatility," Computing in Economics and Finance 2001 75, Society for Computational Economics.
    • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
      • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
    • Jack M. Mintz & Thomas A. Wilson, 2001. "Taxes, Efficiency and Economic Growth," The State of Economics in Canada: Festschrift in Honour of David Slater, in: Patrick Grady & Andrew Sharpe (ed.),The State of Economics in Canada: Festschrift in Honour of David Slater, pages 95-133, Centre for the Study of Living Standards.
    • Emil Stavrev, 2001. "A small continuous time macro-econometric model of the Czech Republic," Empirical Economics, Springer, vol. 26(4), pages 673-705.
      • Stavrev, Emil, 2000. "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series 18, Institute for Advanced Studies.
    • Michael Fertig, 2001. "The economic impact of EU-enlargement: assessing the migration potential," Empirical Economics, Springer, vol. 26(4), pages 707-720.
    • Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
    • Gary Chamberlain, 2001. "Minimax Estimation and Forecasting in a Stationary Autoregression Model," American Economic Review, American Economic Association, vol. 91(2), pages 55-59, May.
    • Jesper Linde, 2001. "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, vol. 91(4), pages 986-1005, September.
      • Lindé, Jesper, 1999. "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance 311, Stockholm School of Economics, revised 25 May 2000.
      • Lindé, Jesper, 2000. "Testing for the Lucas Critique: A Quantitative Investigation," Working Paper Series 113, Sveriges Riksbank (Central Bank of Sweden).
    • Anderson, Kym, 2001. "Where In The World Is The Wine Industry Going?," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia 125531, Australian Agricultural and Resource Economics Society.
    • Wittwer, Glyn & Berger, Nicholas & Anderson, Kym, 2001. "Modelling the World Wine Market to 2005: Impacts of Structural and Policy Changes," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia 171982, Australian Agricultural and Resource Economics Society.
    • McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    • Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers 01-12, Bank of Canada.
    • Fabio Busetti, 2001. "The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model," Temi di discussione (Economic working papers) 437, Bank of Italy, Economic Research and International Relations Area.
    • Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001. "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138, Bank for International Settlements.
      • Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001. "Diffusion index-based inflation forecasts for the euro area," Working Paper Series 61, European Central Bank.
    • Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.
    • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
      • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
      • Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
    • Francois Chesnay & Eric Jondeau, 2001. "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(1), pages 53-80, February.
      • François Chesnay & Eric Jondeau, 2000. "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers 73, Banque de France.
    • Cabos Karen & Funke Michael & Siegfried Nikolaus A., 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, De Gruyter, vol. 2(3), pages 219-238, August.
      • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 219-238, August.
      • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers 19912, Hamburg University, Department of Economics.
    • Peter A. G. Van Bergeijk & Jan Marc Berk, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556, November.
      • Vanbergeijk, Peter A.G. & Berk, Jan Marc, 2001. "European Monetary Union, the term structure, and the Lucas Critique," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Van Bergeijk, Peter A G & Berk, Jan Marc, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556.
    • Marcelle Chauvet & Simon Potter, 2001. "Recent Changes in the US Business Cycle," Manchester School, University of Manchester, vol. 69(5), pages 481-508, October.
      • Marcelle Chauvet & Simon M. Potter, 2001. "Recent changes in the U.S. business cycle," Staff Reports 126, Federal Reserve Bank of New York.
    • Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Economics Working Paper Archive 467, The Johns Hopkins University,Department of Economics.
      • Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics 518, Boston College Department of Economics.
    • Jushan Bai & Serena Ng, 2004. "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, vol. 72(4), pages 1127-1177, July.
      • Jushan Bai & Serena Ng, 2001. "A Panic Attack on Unit Roots and Cointegration," Economics Working Paper Archive 469, The Johns Hopkins University,Department of Economics.
      • Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
    • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 219-238, August.
      • Cabos Karen & Funke Michael & Siegfried Nikolaus A., 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, De Gruyter, vol. 2(3), pages 219-238, August.
      • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers 19912, Hamburg University, Department of Economics.
    • Darsinos, T. & Satchell, S.E., 2001. "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics 0116, Faculty of Economics, University of Cambridge.
    • Pami Dua & Anirvan Banerji, 2001. "A Leading Index for the Indian Economy," Working papers 90, Centre for Development Economics, Delhi School of Economics.
      • Pami Dua & Anirvan Banerji, 2010. "A Leading Index for the Indian Economy," Working Papers id:2935, eSocialSciences.
    • Hidalgo, Javier & Yajima, Y., 2001. "Prediction and signal extraction of strong dependent processess in the frequency domain," LSE Research Online Documents on Economics 6859, London School of Economics and Political Science, LSE Library.
      • Javier Hidalgo & Yoshihiro Yajima, 2001. "Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain," STICERD - Econometrics Paper Series 418, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic," William Davidson Institute Working Papers Series 424, William Davidson Institute at the University of Michigan.
      • Jan Hanousek & Gerard Roland, 2001. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CERGE-EI Working Papers wp192, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, University Library of Munich, Germany.
      • Roland, Gérard & Hanousek, Jan, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CEPR Discussion Papers 3122, C.E.P.R. Discussion Papers.
    • Hans-Werner Sinn & Gebhard Flaig & Martin Werding & Sonja Munz & Nicola Düll & Herbert Hofmann, 2001. "EU enlargement and labour-force migration: Proposals for a gradual convergence of labour markets," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 2, September.
    • Chang Woon Nam & Rüdiger Parsche & Bettina Reichl, 2001. "Municipal finance and governance in Poland, the Slovak Republic, the Czech Republic, and Hungary," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 2.
    • Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi, 2001. "Testing and comparing Value-at-Risk measures," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 325-342, July.
      • Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001. "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers 2001s-03, CIRANO.
    • Marc Brisson & Bryan Campbell & John W. Galbraith, 2001. "Forecasting Some Low-Predictability Time Series Using Diffusion Indices," CIRANO Working Papers 2001s-46, CIRANO.
    • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 1-17, February.
      • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
    • G. Boero & E. Marrocu, 2001. "Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns," Working Paper CRENoS 200110, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
      • Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
    • Elsa M. Castro Franco, 2001. "Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
    • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
      • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
      • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
      • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 88, European Central Bank.
      • Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
    • Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson, 2001. "An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 165-185, May.
    • Soosung Hwang & John Knight & Stephen E. Satchell, 2001. "Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 187-213, May.
    • M. Demertzis & H.M.M. Peeters, 2001. "The role of fiscal policy in EMU: a simulation with EUROMON," WO Research Memoranda (discontinued) 653, Netherlands Central Bank, Research Department.
    • Micheal P. Niemira, 2001. "An AHP-Based Composite Cyclical-Performance Index," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 241-250, January.
    • Louberge, Henri & Villeneuve, Stephane & Chesney, Marc, 2002. "Long-term risk management of nuclear waste: a real options approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 157-180, November.
      • CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series 767, HEC Paris.
      • Henri Loubergé & Stéphane Villeneuve & Marc Chesney, 2002. "Long-Term Risk Management of Nuclear Waste: A Real Options Approach," Working Papers hal-00594373, HAL.
    • Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001. "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138, Bank for International Settlements.
      • Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001. "Diffusion index-based inflation forecasts for the euro area," Working Paper Series 61, European Central Bank.
    • Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
      • Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
      • Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
    • Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 86, European Central Bank.
    • Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
      • Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
      • Kilian, Lutz & Taylor, Mark P., 2001. "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series 88, European Central Bank.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?," Tinbergen Institute Discussion Papers 01-031/4, Tinbergen Institute.
      • Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
    • Michael P. Clements & David F.Hendry, 2001. "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-19.
      • Clements, M.P. & Hendry, D.P., 1998. "Forecasting with Difference-Stationary and Trend-Stationary Models," The Warwick Economics Research Paper Series (TWERPS) 516, University of Warwick, Department of Economics.
      • David Hendry & Michael P. Clements, 2000. "Forecasting with Difference-Stationary and Trend-Stationary Models," Economics Series Working Papers 5, University of Oxford, Department of Economics.
      • Clements, Michael P. & Hendry, David F., 1998. "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers 268798, University of Warwick - Department of Economics.
    • Michael Artis & Massimiliano Marcellino, 2001. "Fiscal forecasting: The track record of the IMF, OECD and EC," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 20-36.
      • Artis, M. & Marcellino, M., 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD and EC," Economics Working Papers eco99/22, European University Institute.
      • Artis, Michael J & Marcellino, Massimiliano, 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD, and EC," CEPR Discussion Papers 2206, C.E.P.R. Discussion Papers.
    • Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
      • Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
    • Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001. "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August.
      • Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Leibniz Centre for European Economic Research.
    • Phillips, Peter C. B., 2001. "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January.
      • Peter C.B. Phillips, 2000. "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers 1264, Cowles Foundation for Research in Economics, Yale University.
    • West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
      • West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
      • Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
    • Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
      • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
      • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    • Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi, 2001. "Testing and comparing Value-at-Risk measures," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 325-342, July.
      • Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001. "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers 2001s-03, CIRANO.
    • Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128.
      • Fok, D. & Franses, Ph.H.B.F., 2000. "Forecasting Market Shares from Models for Sales," ERIM Report Series Research in Management ERS-2000-03-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
      • Döpke, Jörg, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy (IfW Kiel).
    • Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286.
      • Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999. "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers 1/99, Monash University, Department of Econometrics and Business Statistics.
    • Lof, Marten & Hans Franses, Philip, 2001. "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
      • Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance 350, Stockholm School of Economics.
      • Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Javier Hidalgo & Yoshihiro Yajima, 2001. "Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain," STICERD - Econometrics Paper Series 418, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Hidalgo, Javier & Yajima, Y., 2001. "Prediction and signal extraction of strong dependent processess in the frequency domain," LSE Research Online Documents on Economics 6859, London School of Economics and Political Science, LSE Library.
    • Bioch, J.C. & Popova, V., 2001. "Bankruptcy Prediction with Rough Sets," ERIM Report Series Research in Management ERS-2001-11-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Moerman, G.A., 2001. "Unpredictable After All? A short note on exchange rate predictability," ERIM Report Series Research in Management ERS-2001-29-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
      • Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
    • Pascal Jacquinot & Ferhat Mihoubi, 2000. "Modele a anticipations rationnelles de la conjoncture simulee : MARCOS," Working papers 78, Banque de France.
      • Pascal Jacquinot & Ferhat Mihoubi, 2001. "Modèle à Anticipations Rationnellesde la COnjoncture Simulée : MARCOS," Documents de recherche 01-20, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Jan Hanousek & Jiri Podpiera, 2001. "Detection of Bank Failures in Transition Economies: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 51(5), pages 264-278, May.
    • Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
      • Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/01, Monash University, Department of Econometrics and Business Statistics.
      • Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Marcelle Chauvet & Simon Potter, 2001. "Recent Changes in the US Business Cycle," Manchester School, University of Manchester, vol. 69(5), pages 481-508, October.
      • Marcelle Chauvet & Simon M. Potter, 2001. "Recent changes in the U.S. business cycle," Staff Reports 126, Federal Reserve Bank of New York.
    • Stark, Tom & Croushore, Dean, 2002. "Forecasting with a real-time data set for macroeconomists," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 507-531, December.
      • Tom Stark and Dean Croushore, 2001. "Forecasting with a Real-Time Data Set for Macroeconomists," Computing in Economics and Finance 2001 258, Society for Computational Economics.
      • Dean Croushore & Tom Stark, 2001. "Forecasting with a real-time data set for macroeconomists," Working Papers 01-10, Federal Reserve Bank of Philadelphia.
    • Bentzen, Jan & Linderoth, Hans, 2001. "Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?," Working Papers 01-5, University of Aarhus, Aarhus School of Business, Department of Economics.
      • Bentzen, J. & Linderoth, H., 2001. "Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?," Papers 01-5, Aarhus School of Business - Department of Economics.
    • Neophytou, E. & Molinero, C.M., 2001. "Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach," Papers 01-172, University of Southampton - Department of Accounting and Management Science.
    • Karen Cabos & Nikolaus Siegfried, 2004. "Controlling inflation in Euroland," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 549-558.
      • Karen Cabos & Nikolaus A. Siegfried, 2001. "Controlling Inflation in Euroland," Quantitative Macroeconomics Working Papers 20102, Hamburg University, Department of Economics.
    • Bentzen, J. & Linderoth, H., 2001. "Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?," Papers 01-5, Aarhus School of Business - Department of Economics.
      • Bentzen, Jan & Linderoth, Hans, 2001. "Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?," Working Papers 01-5, University of Aarhus, Aarhus School of Business, Department of Economics.
    • Lars-Erik Öller & Lasse Koskinen, 2004. "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
      • Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
    • Bystrom, Hans N. E., 2004. "Managing extreme risks in tranquil and volatile markets using conditional extreme value theory," International Review of Financial Analysis, Elsevier, vol. 13(2), pages 133-152.
      • Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.
    • Bystrom, Hans N. E., 2005. "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 41-55.
      • Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
    • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
      • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
      • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
    • Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
      • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
    • Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.
    • Hansen, Lars-Peter & Sargent, Thomas-J, 2001. "Acknowledgement Misspecification in Macroeconomic Theory," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 213-227, February.
    • N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
    • Giancarlo Bruno & Claudio Lupi, 2004. "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, vol. 29(3), pages 647-671, September.
      • Giancarlo Bruno & Claudio Lupi, 2001. "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics 0110004, University Library of Munich, Germany.
      • Bruno, Giancarlo & Lupi, Claudio, 2003. "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers esdp03004, University of Molise, Department of Economics.
      • Bruno Giancarlo & Lupi Claudio, 2001. "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers 20, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics 518, Boston College Department of Economics.
      • Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Economics Working Paper Archive 467, The Johns Hopkins University,Department of Economics.
    • Jushan Bai & Serena Ng, 2004. "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, vol. 72(4), pages 1127-1177, July.
      • Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
      • Jushan Bai & Serena Ng, 2001. "A Panic Attack on Unit Roots and Cointegration," Economics Working Paper Archive 469, The Johns Hopkins University,Department of Economics.
    • Banerjee, Anurag N, 2001. "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 203-229, April.
    • Jaewoon Koo & Seungjun Lee, 2001. "Volatility Forecasting Models for The Won-Dollar Exchange Rate," Korean Economic Review, Korean Economic Association, vol. 17, pages 253-269.

    2000

    • Mohamad Shaaf, 2000. "Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison," Eastern Economic Journal, Eastern Economic Association, vol. 26(2), pages 171-190, Spring.
    • Lof, Marten & Hans Franses, Philip, 2001. "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
      • Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance 350, Stockholm School of Economics.
      • Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128.
      • Fok, D. & Franses, Ph.H.B.F., 2000. "Forecasting Market Shares from Models for Sales," ERIM Report Series Research in Management ERS-2000-03-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
      • D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
      • Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
    • Emil Stavrev, 2000. "Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(9), pages 452-463, September.
    • Ghattas, B., 2000. "Importance des variables dans les methodes CART," G.R.E.Q.A.M. 00b04, Universite Aix-Marseille III.
    • Kai Li & Dale J. Poirier, 2000. "An Econometric Model of Birth Inputs and Outputs," Econometric Society World Congress 2000 Contributed Papers 0352, Econometric Society.
      • Li, K. & Poirier, D., 2000. "An Econometric Model of Birth Input and Output," Papers 00-01-21, California Irvine - School of Social Sciences.
    • Calvet, Laurent & Fisher, Adlai, 2001. "Forecasting multifractal volatility," Journal of Econometrics, Elsevier, vol. 105(1), pages 27-58, November.
      • Laurent Calvet & Adlai Fisher, 1999. "Forecasting Multifractal Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-017, New York University, Leonard N. Stern School of Business-.
      • Laurent-Emmanuel Calvet & Adlai J. Fisher, 2001. "Forecasting multifractal volatility," Post-Print hal-00477952, HAL.
      • Laurent Calvet, 2000. "Forecasting Multifractal Volatility," Harvard Institute of Economic Research Working Papers 1902, Harvard - Institute of Economic Research.
    • Albrecht Ritschl & Ulrich Woitek, "undated". "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," IEW - Working Papers 050, Institute for Empirical Research in Economics - University of Zurich.
      • Albrecht Ritschl & Ulrich Woitek, 2000. "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," Working Papers 2000_07, Business School - Economics, University of Glasgow.
    • Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," The Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
      • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series 702, HEC Paris.
      • Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers hal-00601494, HAL.
      • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Post-Print hal-00459778, HAL.
    • Nikolaus A. Siegfried, 2000. "Monetary Transmission Mechanisms in Euroland," Quantitative Macroeconomics Working Papers 20003, Hamburg University, Department of Economics.
    • Lof, Marten & Hans Franses, Philip, 2001. "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
      • Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance 350, Stockholm School of Economics.
    • Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
      • Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
      • Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    • Mårten Löf & Johan Lyhagen, 2003. "On seasonal error correction when the processes include different numbers of unit roots," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 377-389.
      • Lyhagen, Johan & Löf, Mårten, 2000. "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance 0418, Stockholm School of Economics, revised 15 Mar 2001.
    • Byström, Hans, 2000. "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers 2000:14, Lund University, Department of Economics.
    • Byström , Hans, 2000. "The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool," Working Papers 2000:15, Lund University, Department of Economics.
    • Bystrom, Hans N. E., 2002. "Using simulated currency rainbow options to evaluate covariance matrix forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(3), pages 216-230, July.
      • Byström, Hans, 2000. "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers 2000:17, Lund University, Department of Economics.
    • Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002. "Progress from forecast failure -- the Norwegian consumption function," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 40-64, June.
      • Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000. "Progress from forecast failure : the Norwegian consumption function," Memorandum 32/2000, Oslo University, Department of Economics.
    • Blix, Mårten & Sellin, Peter, 2000. "A Bivariate Distribution for Inflation and Output Forecasts," Working Paper Series 102, Sveriges Riksbank (Central Bank of Sweden).
    • Lindström, Tomas, 2000. "Qualitative Survey Responses and Production over the Business Cycle," Working Paper Series 116, Sveriges Riksbank (Central Bank of Sweden).
    • de Luna, Xavier, 2000. "Prediction Inference for Time Series," Umeå Economic Studies 519, Umeå University, Department of Economics.
    • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
      • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
      • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
    • Crespo-Cuaresma, Jesus, 2000. "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series 79, Institute for Advanced Studies.
    • Emil Stavrev, 2001. "A small continuous time macro-econometric model of the Czech Republic," Empirical Economics, Springer, vol. 26(4), pages 673-705.
      • Stavrev, Emil, 2000. "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series 18, Institute for Advanced Studies.
    • Stavrev, Emil, 2000. "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series 19, Institute for Advanced Studies.
    • Danielsson, Jon & Morimoto, Yuji, 2000. "Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 18(2), pages 25-48, December.
    • Inkyo Cheong, 2000. "A Study on the Feasibility of Economic Integration in Northeast Asia," Korean Economic Review, Korean Economic Association, vol. 16, pages 89-105.
    • Joachim Scheide & Mathias Trabandt, 2000. "Predicting Inflation in Euroland ; The Pstar Approach," Kiel Working Papers 1019, Kiel Institute for the World Economy.
    • Jörg Döpke, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy.
    • Benedek, Gábor, 2000. "Evolúciós alkalmazások előrejelzési modellekben I [Evolutionary applications in forecasting models, Part I]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 988-1007.
    • Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Division of Economics, School of Business, University of Leicester.
    • Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2000. "Empirical Macromodels Under Test," Discussion Papers 575, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    • Shami, R.G. & Forbes, C.S., 2000. "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers 10/00, Monash University, Department of Econometrics and Business Statistics.
    • Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454.
      • Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000. "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers 9/00, Monash University, Department of Econometrics and Business Statistics.
    • Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
      • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
      • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    • West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
      • West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
      • Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
    • Onatski, Alexei & Stock, James H., 2002. "Robust Monetary Policy Under Model Uncertainty In A Small Model Of The U.S. Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 85-110, February.
      • Alexei Onatski & James H. Stock, 1999. "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.
      • Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.
    • Anabela Botelho & Lígia Costa Pinto, 2000. "Has Portugal gone wireless? Looking back, Looking ahead," NIMA Working Papers 5, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho.
    • Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002. "Model Specification and Inflation Forecast Uncertainty," Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
      • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002.
    • Hans-Martin Krolzig, 2000. "Predicting Markov-Switching Vector Autoregressive Processes," Economics Series Working Papers 2000-W31, University of Oxford, Department of Economics.
    • Michael P. Clements & David F.Hendry, 2001. "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-19.
      • Clements, M.P. & Hendry, D.P., 1998. "Forecasting with Difference-Stationary and Trend-Stationary Models," The Warwick Economics Research Paper Series (TWERPS) 516, University of Warwick, Department of Economics.
      • David Hendry & Michael P. Clements, 2000. "Forecasting with Difference-Stationary and Trend-Stationary Models," Economics Series Working Papers 5, University of Oxford, Department of Economics.
      • Clements, Michael P. & Hendry, David F., 1998. "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers 268798, University of Warwick - Department of Economics.
    • Max Stevenson & Maurice Peat, 2000. "Forecasting Australian Unemployment Rates," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(1), pages 41-55, March.
    • Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi, 2000. "Time series modelling and forecasting of Sarawak black pepper price," MPRA Paper 791, University Library of Munich, Germany.
    • Gianna Boero & Emanuela Marrocu, 2000. "Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza," Moneta e Credito, Economia civile, vol. 53(212), pages 385-415.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
      • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Dobrescu, Emilian, 2000. "Medium-Run Scenarios Of The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 8-28, June.
    • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 110-111, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-6, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2002. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 117-119, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 135-138, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-148, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(1), pages 129-133, February.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(1), pages 99-105.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 200-203, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 151-154, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(2), pages 123-126, May.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 101-102, September.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-7, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2001. "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-121, December.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 111-114.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(3), pages 117-120, August.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 110-111, June.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(4), pages 141-147.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2003. "The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 123-126, December.
      • Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006. "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 111-112, March.
      • Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005. "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(3), pages 135-140.
    • Pelinescu, Elena & Slavoiu, Ovidiu & Salater, Wilhelm & Sasu, Dana, 2000. "Monetary Conditions Index In Romania. Some Considerations," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 69-74, December.
    • Albu, Lucian Liviu & Pelinescu, Elena, 2002. "Short-Term Forecasting For Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 114-116, March.
      • Pelinescu, Elena, 2000. "Short-Term Forecasting For Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 7-10, December.
      • Albu, Lucian Liviu & Pelinescu, Elena, 2001. "Short-Term Forecasting Of Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 117-119, December.
    • Skouras, S., 1998. "Risk Neutral Forecasting," Economics Working Papers eco98/40, European University Institute.
      • Spyros Skouras, 2000. "Risk Neutral Forecasting," Computing in Economics and Finance 2000 117, Society for Computational Economics.
      • Spyros Skouras, 2001. "Risk Neutral Forecasting," Computing in Economics and Finance 2001 50, Society for Computational Economics.
    • Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
      • Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
      • Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
      • Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
    • Juan RodrÎguez-Poo, 2000. "Constrained nonparametric regression analysis of load curves," Empirical Economics, Springer, vol. 25(2), pages 229-246.
    • Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo, 2000. "Forecasting industrial production in the Euro area," Empirical Economics, Springer, vol. 25(4), pages 541-561.
      • Bodo, G. & Golinelli, R. & Parigi, G., 2000. "Forecasting Industrial Production in the Euro Area," Papers 370, Banca Italia - Servizio di Studi.
      • Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research and International Relations Area.
    • John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000. "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.
      • John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics.
    • Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
      • Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.
      • Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
    • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
      • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
      • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
    • M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000. "Statistical characterization of the fixed income market efficiency," Papers cond-mat/0003025, arXiv.org.
      • Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni, 2000. "Statistical characterisation of Fixed Income market efficiency," Quaderni DSEMS qiac03-2000, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    • Scheide, Joachim & Trabandt, Mathias, 2000. "Predicting inflation in Euroland: the Pstar approach," Kiel Working Papers 1019, Kiel Institute for the World Economy (IfW Kiel).
    • Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
      • Döpke, Jörg, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy (IfW Kiel).
    • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
      • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, 2000. "Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers 00-02, Asociación Española de Economía y Finanzas Internacionales.
    • Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni, 2000. "Statistical characterisation of Fixed Income market efficiency," Quaderni DSEMS qiac03-2000, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
      • M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000. "Statistical characterization of the fixed income market efficiency," Papers cond-mat/0003025, arXiv.org.
    • Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
      • Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.
      • Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
    • Eva Ortega & Enrique Alberola, 2000. "Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM," Working Papers 0010, Banco de España.
    • Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo, 2000. "Forecasting industrial production in the Euro area," Empirical Economics, Springer, vol. 25(4), pages 541-561.
      • Bodo, G. & Golinelli, R. & Parigi, G., 2000. "Forecasting Industrial Production in the Euro Area," Papers 370, Banca Italia - Servizio di Studi.
      • Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research and International Relations Area.
    • Francois Chesnay & Eric Jondeau, 2001. "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(1), pages 53-80, February.
      • François Chesnay & Eric Jondeau, 2000. "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers 73, Banque de France.
    • Pascal Jacquinot & Ferhat Mihoubi, 2000. "Modele a anticipations rationnelles de la conjoncture simulee : MARCOS," Working papers 78, Banque de France.
      • Pascal Jacquinot & Ferhat Mihoubi, 2001. "Modèle à Anticipations Rationnellesde la COnjoncture Simulée : MARCOS," Documents de recherche 01-20, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Bende-Nabende, A. & Ford, J.L. & Sen, S., 2000. "Productivity Analysis in Asia-Pacific Economic Cooperation Region: a Multi-Country Translog Comparative Analysis, 1965-97," Discussion Papers 00-03, Department of Economics, University of Birmingham.
    • Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J., 2000. "Long-Run Dynamics of FDI and its Spillovers Onto Output: Evidence From the Asia-Pacific Economic Cooperation Region," Discussion Papers 00-10, Department of Economics, University of Birmingham.
    • Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J., 2000. "FDI Locational Determinants and the Linkage Between FDI and Other Macro-Economic Factors: Long-run Dynamics in Pacific Asia," Discussion Papers 00-11, Department of Economics, University of Birmingham.
    • Potter Simon M., 2000. "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-11, July.
      • Simon M. Potter & Edward E. Leamer, 2004. "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings 490, Econometric Society.
    • M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo.
      • Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
      • Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
    • Pami Dua & Anirvan Banerji, 2000. "An Index of Coincident Economic Indicators for the Indian Economy," Working papers 73, Centre for Development Economics, Delhi School of Economics.
    • G. Boero & E. Marrocu, 2000. "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS 200014, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    • GIOT, Pierre, 2000. "Intraday value-at-risk," LIDAM Discussion Papers CORE 2000045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
      • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Giordani, Paolo & Soderlind, Paul, 2003. "Inflation forecast uncertainty," European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
      • Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
      • Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
    • Ritschl, Albrecht & Woitek, Ulrich, 2000. "Did Monetary Forces Cause the Great Depression?," CEPR Discussion Papers 2547, C.E.P.R. Discussion Papers.
    • Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 79-100, May.
    • Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson, 2000. "An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services," CEMA Working Papers 48, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
    • Soosung Hwang & John Knight & Stephen E. Satchell, 2000. "Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions," CEMA Working Papers 49, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
    • Chao, John C. & Swanson, Norman R., 2000. "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, vol. 4(1), pages 42-72, March.
      • Chao, J.C. & Swanson, N.R., 1997. "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers 9-97-3, Pennsylvania State - Department of Economics.
    • Phillips, Peter C. B., 2001. "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January.
      • Peter C.B. Phillips, 2000. "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers 1264, Cowles Foundation for Research in Economics, Yale University.
    • Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
      • Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
      • Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.
    • Guesnerie, R., 2000. "From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination," DELTA Working Papers 2000-22, DELTA (Ecole normale supérieure).
    • Ashiya, M., 2000. "Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy," ISER Discussion Paper 0513, Institute of Social and Economic Research, The University of Osaka.
    • Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," The Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
      • Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers hal-00601494, HAL.
      • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Post-Print hal-00459778, HAL.
      • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series 702, HEC Paris.
    • Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
      • Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
      • Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
      • Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
    • Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
      • Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
      • Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
      • Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
    • Li, K. & Poirier, D., 2000. "An Econometric Model of Birth Input and Output," Papers 00-01-21, California Irvine - School of Social Sciences.
      • Kai Li & Dale J. Poirier, 2000. "An Econometric Model of Birth Inputs and Outputs," Econometric Society World Congress 2000 Contributed Papers 0352, Econometric Society.
    • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
      • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
      • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
    • Robin C. Sickles & Jenny Williams, 2006. "An Intertemporal Model of Rational Criminal Choice," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 135-165, Emerald Group Publishing Limited.
      • Jenny Williams & Robin C. Sickles, 1998. "Intertemporal Model of Rational Criminal Choice," School of Economics and Public Policy Working Papers 1998-03, University of Adelaide, School of Economics and Public Policy.
      • Jenny Williams, 2000. "An Intertemporal Model of Rational Criminal Choice," Econometric Society World Congress 2000 Contributed Papers 1336, Econometric Society.
    • Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.
      • PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
      • Benoit Perron, 2000. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.
      • Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
    • Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
      • Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.
    • Godby, Rob & Lintner, Anastasia M. & Stengos, Thanasis & Wandschneider, Bo, 2000. "Testing for asymmetric pricing in the Canadian retail gasoline market," Energy Economics, Elsevier, vol. 22(3), pages 349-368, June.
      • Godby, R. & Stengos, T. & Wandsschneider, B., 1997. "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers 1997-4, University of Guelph, Department of Economics and Finance.

    1999

    • Purcell, Tim & Beard, Rodney & McDonald, Stuart, 1999. "Walrasian and Marshallian stability: An application to the Australian pig industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand 124531, Australian Agricultural and Resource Economics Society.
    • Purcell, Tim, 1999. "Forecasting Marketing Margins in the Australian Pig Industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand 124539, Australian Agricultural and Resource Economics Society.
    • West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
      • West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
      • Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
    • George Kapetanios, 2003. "Threshold models for trended time series," Empirical Economics, Springer, vol. 28(4), pages 687-707, November.
      • Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
    • Stéphane Dées, 1999. "The Role of External Variables in the Chinese Economy," Working Papers 1999-09, CEPII research center.
    • Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.
      • PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
      • Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
      • Benoit Perron, 2000. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.
    • Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 366, European Central Bank.
      • Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
    • Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
      • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
      • Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO.
    • Michael Artis & Massimiliano Marcellino, 2001. "Fiscal forecasting: The track record of the IMF, OECD and EC," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 20-36.
      • Artis, M. & Marcellino, M., 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD and EC," Economics Working Papers eco99/22, European University Institute.
      • Artis, Michael J & Marcellino, Massimiliano, 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD, and EC," CEPR Discussion Papers 2206, C.E.P.R. Discussion Papers.
    • Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
    • Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 1999. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," CEMA Working Papers 5, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
    • Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
      • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
      • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
      • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
    • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
      • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
      • Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.
    • Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286.
      • Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999. "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers 1/99, Monash University, Department of Econometrics and Business Statistics.
    • Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, 2002. "Forecasting for inventory control with exponential smoothing," International Journal of Forecasting, Elsevier, vol. 18(1), pages 5-18.
      • Snyder, R.D. & Koehler, A. & Ord, K., 1999. "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 10/99, Monash University, Department of Econometrics and Business Statistics.
    • Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.
      • PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
      • Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
      • Benoit Perron, 2000. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.
    • Yin-Wong Cheung & Menzie D. Chinn, 1999. "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers 6926, National Bureau of Economic Research, Inc.
    • Franck Moraux & Patrick Navatte & Christophe Villa, 1999. "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, vol. 2(3), pages 303-320.
    • Lord, Montague, 1999. "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper 41166, University Library of Munich, Germany.
    • Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, 1999. "Improving Distributed Intelligence in Complex Innovation Systems," MPRA Paper 6426, University Library of Munich, Germany, revised May 1999.
    • Mariam, Yohannes, 1999. "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper 669, University Library of Munich, Germany, revised 01 Jun 1999.
    • Armstrong, J. Scott & Brodie, Roderick J., 1999. "Forecasting for Marketing," MPRA Paper 81690, University Library of Munich, Germany.
      • J. S. Armstrong & R. Brodie, 2005. "Forecasting for Marketing," General Economics and Teaching 0502018, University Library of Munich, Germany.
    • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
      • Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.
      • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
    • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
      • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
      • Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
      • Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
    • Andrew Sharpe & Louis Grignon, 1999. "Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), in: Andrew Sharpe & Louis Grignon (ed.),A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), pages 1-11, Centre for the Study of Living Standards.
    • Mario Fortin & Pierre Fortin, 1999. "The Changing Labour Force Participation of Canadians, 1969-96: Evidence from a Panel of Six Demographic Groups," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), in: Andrew Sharpe & Louis Grignon (ed.),A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), pages 12-24, Centre for the Study of Living Standards.
    • Paul Beaudry & Thomas Lemieux, 1999. "Evolution of the Female Labour Force Participation Rate in Canada, 1976-1994: a Cohort Analysis," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), in: Andrew Sharpe & Louis Grignon (ed.),A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), pages 57-70, Centre for the Study of Living Standards.
    • Richard Archambault & Louis Grignon, 1999. "Decline in Youth Participation in Canada in the 1990s: Structural or Cyclical?," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), in: Andrew Sharpe & Louis Grignon (ed.),A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), pages 71-87, Centre for the Study of Living Standards.
    • Helmut Herwartz, 1999. "Performance of periodic time series models in forecasting," Empirical Economics, Springer, vol. 24(2), pages 271-301.
    • Michael P. Clements & David F. Hendry, 1999. "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 123-160.
    • Clive W.J. Granger, 1999. "Outline of forecast theory using generalized cost functions," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 161-173.
    • Angel León & Juan Mora, 1999. "Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(3), pages 215-238.
    • Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
      • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
      • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
      • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Michael Artis & Massimiliano Marcellino, 2001. "Fiscal forecasting: The track record of the IMF, OECD and EC," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 20-36.
      • Artis, Michael J & Marcellino, Massimiliano, 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD, and EC," CEPR Discussion Papers 2206, C.E.P.R. Discussion Papers.
      • Artis, M. & Marcellino, M., 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD and EC," Economics Working Papers eco99/22, European University Institute.
    • Viktor Kotlán, 1999. "Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 49(7), pages 407-426, July.
    • Onatski, Alexei & Stock, James H., 2002. "Robust Monetary Policy Under Model Uncertainty In A Small Model Of The U.S. Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 85-110, February.
      • Alexei Onatski & James H. Stock, 1999. "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.
      • Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc.
    • Bolgot, S. & Terraza, M., 1999. "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M. 99b02, Universite Aix-Marseille III.
    • Ghattas, B., 1999. "Previsions par arbres de classification," G.R.E.Q.A.M. 99b03, Universite Aix-Marseille III.
    • Ghattas, B., 1999. "Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap," G.R.E.Q.A.M. 99b04, Universite Aix-Marseille III.
    • Ghattas, B., 1999. "Agregation d'arbres de classification," G.R.E.Q.A.M. 99b05, Universite Aix-Marseille III.
    • Crama, Y. & Schyns, M., 1999. "Simulated Annealing for Complex Portfolio Selection Problems," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9911, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
    • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
      • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
      • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
      • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
    • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
      • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
      • Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
      • Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
    • Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P., 1999. "Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families," Papiers d'Economie Mathématique et Applications 1999-09, Université Panthéon-Sorbonne (Paris 1).
    • Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
      • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
      • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
      • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Maheu, J.M. & McCurdy, T.H., 1999. "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance 99-004, Rotman School of Management, University of Toronto.
    • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
      • Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
      • Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
      • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
      • Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
      • Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
      • Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
    • Gilboa, I. & Schmeidler, D., 1999. "Cognitive Foundations of Probability," Papers 30-99, Tel Aviv.
      • Itzhak Gilboa & David Schmeidler, 2001. "Cognitive Foundations of Probability," Cowles Foundation Discussion Papers 1340, Cowles Foundation for Research in Economics, Yale University.
      • Itzhak Gilboa & David Schmeidler, 2002. "Cognitive Foundations of Probability," Post-Print hal-00752283, HAL.
    • Cabos Karen & Funke Michael & Siegfried Nikolaus A., 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, De Gruyter, vol. 2(3), pages 219-238, August.
      • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 2001. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 219-238, August.
      • Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers 19912, Hamburg University, Department of Economics.
    • Patrik Gustavsson & Jonas Nordström, 2001. "The Impact of Seasonal Unit Roots and Vector ARMA Modelling on Forecasting Monthly Tourism Flows," Tourism Economics, , vol. 7(2), pages 117-133, June.
      • Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000.
    • Eliasson, Ann-Charlotte, 1999. "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance 328, Stockholm School of Economics.
    • Lof, Marten & Lyhagen, Johan, 2002. "Forecasting performance of seasonal cointegration models," International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44.
      • Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance 336, Stockholm School of Economics.
    • Bergman, U. Michael & Hansson, Jesper, 1999. "Real Exchange Rates and Switching Regimes," Working Papers 1999:4, Lund University, Department of Economics, revised 08 Jun 2000.
    • Blix, Mårten, 1999. "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series 76, Sveriges Riksbank (Central Bank of Sweden).
    • Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden).
    • Adusei Jumah, 2001. "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 28(3), pages 307-328, October.
      • Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
    • Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-378, July-Aug..
      • Skalin, J. & Teräsvirta, T., 1996. "Another Look at Swedish Business Cycles, 1861-1988," SFB 373 Discussion Papers 1996,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance 130, Stockholm School of Economics.
      • Tom Doan, "undated". "RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components RTZ00191, Boston College Department of Economics.
    • Andres Peter & Spiwoks Markus, 1999. "Prognosequalitätsmatrix / Forecast Quality Matrix: Ein methodologischer Beitrag zur Beurteilung der Güte von Kapitalmarktprognosen / A Methodological Survey of Judging Forecast Quality of Capital Mark," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(5-6), pages 513-542, October.
    • Klaassen, F.J.G.M., 1999. "Purchasing Power Parity : Evidence from a New Test," Other publications TiSEM 91e73eb9-a023-4fdb-bd70-b, Tilburg University, School of Economics and Management.
      • Klaassen, F.J.G.M., 1999. "Purchasing Power Parity : Evidence from a New Test," Discussion Paper 1999-09, Tilburg University, Center for Economic Research.
    • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
      • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
      • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
    • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
      • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
      • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
    • Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.
      • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
      • Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
    • Ronald L. Moy, 1999. "Introduction," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 1, pages 1-8, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Data Collection And Presentation," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 2, pages 9-20, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Frequency Distributions And Data Analyses," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 3, pages 21-35, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Numerical Summary Measures," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 4, pages 36-49, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Probability Concepts And Their Analysis," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 5, pages 50-65, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 6, pages 66-81, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "The Normal And Lognormal Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 7, pages 82-98, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Sampling And Sampling Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 8, pages 99-117, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 9, pages 118-132, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Estimation And Statistical Quality Control," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 10, pages 133-148, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Hypothesis Testing," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 11, pages 149-169, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 12, pages 170-191, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 13, pages 192-209, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 14, pages 210-224, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Multiple Linear Regression," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 15, pages 225-239, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 16, pages 240-257, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Nonparametric Statistics," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 17, pages 258-277, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 18, pages 278-300, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 19, pages 301-316, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 20, pages 317-332, World Scientific Publishing Co. Pte. Ltd..
    • Ronald L. Moy, 1999. "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 21, pages 333-349, World Scientific Publishing Co. Pte. Ltd..
    • Ahrens, Ralf, 1999. "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series 1999/14, Center for Financial Studies (CFS).
    • Ahrens, Ralf, 1999. "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series 1999/15, Center for Financial Studies (CFS).
    • Ebling, Günther & Janz, Norbert, 1999. "Export and innovation activities in the German service sector: empirical evidence at the firm level," ZEW Discussion Papers 99-53, ZEW - Leibniz Centre for European Economic Research.

    1998

    • Klaassen, F.J.G.M., 1998. "Improving Garch Volatility Forecasts," Other publications TiSEM f5bcd096-7744-4137-aabc-6, Tilburg University, School of Economics and Management.
      • Klaassen, F.J.G.M., 1998. "Improving Garch Volatility Forecasts," Discussion Paper 1998-52, Tilburg University, Center for Economic Research.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1998. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM 7ef6fdb6-cc60-4d91-9b2f-1, Tilburg University, School of Economics and Management.
    • Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 45-61, February.
      • Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
      • Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
    • Touhami Abdelkhalek & Jean-Marie Dufour, 1998. "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 520-534, November.
      • ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997. "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche 9713, Universite de Montreal, Departement de sciences economiques.
    • Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001. "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August.
      • Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Leibniz Centre for European Economic Research.
    • OUERFELLI, Chokri, 1998. "La demande touristique européenne en Tunisie," LATEC - Document de travail - Economie (1991-2003) 1998-14, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    • Truchon, M., 1998. "Figure Skating and the Theory of Social Choice," Papers 9814, Laval - Recherche en Politique Economique.
      • Truchon, Michel, 1998. "Figure Skating and the Theory of Social Choice," Cahiers de recherche 9814, Université Laval - Département d'économique.
    • Henry, O.T. & Olekalns, N. & Summers, P.M., 1998. "Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"," Department of Economics - Working Papers Series 655, The University of Melbourne.
    • Americo Darío Quíntero González, 1998. "Metodología para la construcción de los indicadores de la gestión ambiental, municipio como unidad de aplicación Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., vol. 0(2), pages 19-34, Diciembre.
    • Shami, R.G. & Snyder, R.D., 1998. "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers 3/98, Monash University, Department of Econometrics and Business Statistics.
    • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
      • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
    • Ang, Andrew & Bekaert, Geert, 2002. "Regime Switches in Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 163-182, April.
      • Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc.
    • James Breece & Vincenzo Cassino, 1998. "The Forecasting and Policy System: demand-side satellite models," Reserve Bank of New Zealand Discussion Paper Series G98/3, Reserve Bank of New Zealand.
    • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Forecasting Irish inflation using ARIMA models," Research Technical Papers 3/RT/98, Central Bank of Ireland.
      • Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998. "Forecasting irish inflation using ARIMA models," MPRA Paper 11359, University Library of Munich, Germany.
    • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers 4/RT/98, Central Bank of Ireland.
      • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper 11360, University Library of Munich, Germany.
    • Lord, Montague, 1998. "Modeling the Open Macro-Economy of Vietnam," MPRA Paper 41164, University Library of Munich, Germany.
    • Ayub, Mehar, 1998. "A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange," MPRA Paper 443, University Library of Munich, Germany, revised 2001.
    • Tserkezos, Dikaios, 1998. "Turning-Point Diagnostics Accuracy Analysis of OECD Forecasts for Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 51(3), pages 429-436.
    • Fullerton, Jr., Thomas M. & Taylor West, Carol A., 1998. "Regional Econometric Housing Start Forecast Accuracy in Florida," The Review of Regional Studies, Southern Regional Science Association, vol. 28(3), pages 15-42, Winter.
      • Thomas M. Fullerton Jr. & Carol T. West, 2004. "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional 0403004, University Library of Munich, Germany.
    • Kamstra, M., 1998. "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers dp98-05, Department of Economics, Simon Fraser University.
    • Walter KrÄmer, 1998. "Note Short-term predictability of German stock returns," Empirical Economics, Springer, vol. 23(4), pages 635-639.
    • Jenny Williams & Robin C. Sickles, 1998. "On the Role of Social Capital in Youth Crime: A Dynamic Structural Approach," School of Economics and Public Policy Working Papers 1998-02, University of Adelaide, School of Economics and Public Policy.
    • Robin C. Sickles & Jenny Williams, 2006. "An Intertemporal Model of Rational Criminal Choice," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 135-165, Emerald Group Publishing Limited.
      • Jenny Williams & Robin C. Sickles, 1998. "Intertemporal Model of Rational Criminal Choice," School of Economics and Public Policy Working Papers 1998-03, University of Adelaide, School of Economics and Public Policy.
      • Jenny Williams, 2000. "An Intertemporal Model of Rational Criminal Choice," Econometric Society World Congress 2000 Contributed Papers 1336, Econometric Society.
    • Francis X. Diebold, 1998. "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
      • Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
      • Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
    • Eva Ortega, 1998. "Assessing the Fit of Simulated Multivariate Dynamic Models," Working Papers 9821, Banco de España.
    • Gallo Giampiero M. & Pacini Barbara, 1998. "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-19, January.
      • Gallo, G.M. & Pacini, B., 1998. "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers eco98/3, European University Institute.
    • Zeng Tian & Swanson Norman R., 1998. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.
      • Zeng, T. & Swanson, N.R., 1997. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers 9-97-4, Pennsylvania State - Department of Economics.
    • Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998. "Forecasting irish inflation using ARIMA models," MPRA Paper 11359, University Library of Munich, Germany.
      • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Forecasting Irish inflation using ARIMA models," Research Technical Papers 3/RT/98, Central Bank of Ireland.
    • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper 11360, University Library of Munich, Germany.
      • Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers 4/RT/98, Central Bank of Ireland.
    • Raúl Susmel, 1998. "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo. 138, Universidad del CEMA.
    • Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO.
    • Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 239-265, October.
      • Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
    • Peter B. Dixon & Maureen T. Rimmer, 1998. "Forecasting and Policy Analysis with a Dynamic CGE Model of Australia," Centre of Policy Studies/IMPACT Centre Working Papers op-90, Victoria University, Centre of Policy Studies/IMPACT Centre.
    • Subrata Ghatak & George Manolas & Ioannis Vavouras, 1998. "Measuring Potential Output in the Agricultural Sector: The Case of Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 26-40, July - Se.
    • Gallo Giampiero M. & Pacini Barbara, 1998. "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-19, January.
      • Gallo, G.M. & Pacini, B., 1998. "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers eco98/3, European University Institute.
    • Skouras, S., 1998. "Risk Neutral Forecasting," Economics Working Papers eco98/40, European University Institute.
      • Spyros Skouras, 2000. "Risk Neutral Forecasting," Computing in Economics and Finance 2000 117, Society for Computational Economics.
      • Spyros Skouras, 2001. "Risk Neutral Forecasting," Computing in Economics and Finance 2001 50, Society for Computational Economics.
    • Christodoulakis, G.A. & Satchell, S.E., 1998. "Forecasting (LOG) Volatility Models," Discussion Papers 9814, University of Exeter, Department of Economics.
    • Division des projections sur les professions et des etudes macroeconomiques, 1998. "Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada," Papers t-98-2f, Gouvernement du Canada - Human Resources Development.
    • Mitra, K., 1998. "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics 433, Department of Economics.
    • Ahlstedt, M., 1998. "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics e:11, Department of Economics.
    • Truchon, Michel, 1998. "Figure Skating and the Theory of Social Choice," Cahiers de recherche 9814, Université Laval - Département d'économique.
      • Truchon, M., 1998. "Figure Skating and the Theory of Social Choice," Papers 9814, Laval - Recherche en Politique Economique.
    • Kilian, L., 1998. "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers 98-04, Michigan - Center for Research on Economic & Social Theory.
    • Sbordone, Argia M., 2002. "Prices and unit labor costs: a new test of price stickiness," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 265-292, March.
      • Sbordone, Argia, 1998. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Seminar Papers 653, Stockholm University, Institute for International Economic Studies.
      • Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 199822, Rutgers University, Department of Economics.
      • Sbordone, A.M., 1998. "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers 653, Stockholm - International Economic Studies.
      • Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 200112, Rutgers University, Department of Economics.
    • Andersson, Michael K., 1998. "On the Effects of Imposing or Ignoring Long Memory when Forecasting," SSE/EFI Working Paper Series in Economics and Finance 225, Stockholm School of Economics.
    • Andersson, Michael K., 1998. "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance 227, Stockholm School of Economics, revised 16 Mar 2000.
    • Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series 70, Sveriges Riksbank (Central Bank of Sweden).
      • Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
    • Eitrheim, O. & Husebo, T.A. & Nymoen, R., 1998. "Error-correction versus Differencing in Macroeconomic Forecasting," Memorandum 01/1998, Oslo University, Department of Economics.
    • Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
      • Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series 70, Sveriges Riksbank (Central Bank of Sweden).
    • Brännäs, Kurt & Hellström, Jörgen, 1998. "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies 472, Umeå University, Department of Economics.
    • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
      • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
    • Andrew Sentance & Stephen Hall & John O'Sullivan, 1998. "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, vol. 19(1), pages 63-81, February.
    • Terry Barker & Jonathan Köhler, 1998. "Equity and ecotax reform in the EU: achieving a 10 per cent reduction in CO2 emissions using excise duties," Fiscal Studies, Institute for Fiscal Studies, vol. 19(4), pages 375-402, November.
    • Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998. "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 217-244.
      • Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996. "Stylized Facts of Daily Return Series and the Hidden Markov Model," SSE/EFI Working Paper Series in Economics and Finance 117, Stockholm School of Economics.
    • Seungjun Lee, 1998. "Money Growth Uncertainty and Real Output: Trivariate VAR GARCH-M Model," Korean Economic Review, Korean Economic Association, vol. 14, pages 23-40.

    1997

    • Lopez, H & Ortega, E & Ubide, A, 1997. "Dating and Forecasting the Spanish Business Cycle," Economics Working Papers eco97/05, European University Institute.
    • Francis X. Diebold, 1998. "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
      • Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
      • Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
    • Flam, S.D. & Evstigneev, I.V., 1997. "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen 171, Department of Economics, University of Bergen.
    • Ghatak, A., 1997. "Vector Autoregression Modelling and Forecasting Growth of South Korea," Department of Economics, De Montford University 97-02, Department of Economics, De Montfort University.
    • Cazals, C. & de Rycke, M. & Florens, J.-P., 1997. "Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs," Papers 97.458, Toulouse - GREMAQ.
    • Kilian, L. & Demiroglu, U., 1997. "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers 97-14, Michigan - Center for Research on Economic & Social Theory.
    • Chao, John C. & Swanson, Norman R., 2000. "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, vol. 4(1), pages 42-72, March.
      • Chao, J.C. & Swanson, N.R., 1997. "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers 9-97-3, Pennsylvania State - Department of Economics.
    • Zeng Tian & Swanson Norman R., 1998. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.
      • Zeng, T. & Swanson, N.R., 1997. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers 9-97-4, Pennsylvania State - Department of Economics.
    • Kandel, E. & Simhon, A., 1997. "Simulaneous Search: Between Search and Walras," Papers 97-04, Rochester, Business - Financial Research and Policy Studies.
    • Godby, Rob & Lintner, Anastasia M. & Stengos, Thanasis & Wandschneider, Bo, 2000. "Testing for asymmetric pricing in the Canadian retail gasoline market," Energy Economics, Elsevier, vol. 22(3), pages 349-368, June.
      • Godby, R. & Stengos, T. & Wandsschneider, B., 1997. "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers 1997-4, University of Guelph, Department of Economics and Finance.
    • Gredenhoff, Mikael & Karlsson, Sune, 1997. "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance 177, Stockholm School of Economics.
    • Kadiyala, K Rao & Karlsson, Sune, 1997. "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 99-132, March-Apr.
      • Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
    • Seung-Rae Kim, 1997. "Energy Shocks and Macroeconomic Adjustment Policies for Korea," Korean Economic Review, Korean Economic Association, vol. 13(2), pages 91-110.
    • Kilian, L., 1997. "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers 401, Research Seminar in International Economics, University of Michigan.
    • Snyder, R. & Inder, B., 1997. "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers 9/97, Monash University, Department of Econometrics and Business Statistics.
    • Touhami Abdelkhalek & Jean-Marie Dufour, 1998. "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 520-534, November.
      • ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997. "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche 9713, Universite de Montreal, Departement de sciences economiques.
    • Francis X. Diebold, 1998. "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
      • Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
      • Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
    • Keane, Michael, 1997. "Current Issues in Discrete Choice Modeling," MPRA Paper 52515, University Library of Munich, Germany.
    • Mariam, Yohannes & Barre, Mike, 1997. "Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America," MPRA Paper 663, University Library of Munich, Germany, revised 01 Jun 1997.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
    • Banerjee, A.N., 1997. "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper 1997-88, Tilburg University, Center for Economic Research.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
      • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
    • Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997. "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers 97-14, University of Iowa, Department of Economics.
    • Clements, M.P. & Krolzig, H.-M., 1997. "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS) 489, University of Warwick, Department of Economics.
    • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
      • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
    • Reboredo, J.C., 1997. "A Markov Model for Risk Evaluation in Banking," UFAE and IAE Working Papers 383.97, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    • Richard Black & David Rose, 1997. "Canadian Policy Analysis Model: CPAM," Staff Working Papers 97-16, Bank of Canada.
    • Bende-Nabende, A. & Ford, J.L. & Slater, J.R., 1997. "The Impact of FDI and Regioanl Economic Integration on the Economic Growth of the ASEAN-5 Economies, 1970-1994: A Comparative Analysis from a Small Structural Model," Discussion Papers 97-13, Department of Economics, University of Birmingham.
    • Bende-Nabende, A. & Ford, J.L. & Slater, J.R., 1997. "The Impact of FDI on the Economic Growth of the ASEAN-5 Economies, 1970-94: A Comparative Dynamic Multiplier Analysis from a Small Model with Emphasis on Liberalisation," Discussion Papers 97-18, Department of Economics, University of Birmingham.
    • Bende-Nabende, A. & Ford, J.L., 1997. "FDI, Policy Adjustment and Edogenous Growth: Multiplier Effects From a Small Dynamic Model for Taiwan 1959-1995," Discussion Papers 97-19, Department of Economics, University of Birmingham.
    • Christopeit, Norbert & Axel Cron, 1997. "A Simple Regime-Switching Model for Stochastic Volatilities," Discussion Paper Serie B 406, University of Bonn, Germany.
    • Latha Ramchand & Raúl Susmel, 1997. "Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited," CEMA Working Papers: Serie Documentos de Trabajo. 124, Universidad del CEMA.
    • Jakob B. MADSEN, 1997. "Forecasts with production expectations integrated into a macroeconomic model," Discussion Papers (REL - Recherches Economiques de Louvain) 1997011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Granger, Clive W. J. & Swanson, Norman R., 1997. "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.
      • Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.

    1996

    • Bruce E. Hansen, 1996. "Estimation of TAR Models," Boston College Working Papers in Economics 325., Boston College Department of Economics.
    • John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000. "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.
      • John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
      • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
      • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
      • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
      • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
    • da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
      • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
    • Philip D. Adams & Peter B.Dixon, 1996. "Reaching the planners: Generating detailed commodity Forecasts from a computable general equilibrium model," Centre of Policy Studies/IMPACT Centre Working Papers op-83, Victoria University, Centre of Policy Studies/IMPACT Centre.
    • F.T. Denton & D.C. Mountain & B.G. Spencer, 1996. "A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects," Quantitative Studies in Economics and Population Research Reports 315, McMaster University.
    • Photis, Yorgos N. & Koutsopoulos, Kostis, 1996. "Defining Demographic Change in Locational Planning Problems," MPRA Paper 20757, University Library of Munich, Germany, revised 1996.
    • Grady, Patrick, 1996. "Official Economic Forecasting: the Relevance of the Canadian Experience for Transitional Economies," MPRA Paper 25285, University Library of Munich, Germany.
    • Bruce Mizrach, 1996. "Forecast Comparison in L2," Departmental Working Papers 199524, Rutgers University, Department of Economics.
    • Chin-Shan Chuang, 1996. "Ergodic properties of conditional forecast functions of stable systems (☆)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 521-530.
    • Carsten Krabbe Nielsen, 1996. "On some topological properties of stable measures (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 531-553.
      • Nielsen, Carsten Krabbe, 1996. "On Some Topological Properties of Stable Measures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 531-553, October.
    • Nielsen, Carsten Krabbe, 1996. "On Some Topological Properties of Stable Measures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 531-553, October.
      • Carsten Krabbe Nielsen, 1996. "On some topological properties of stable measures (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 531-553.
    • Einar Bowitz & Stein Inge Hove, 1996. "Business cycles and fiscal policy: Norway 1973-93," Discussion Papers 178, Statistics Norway, Research Department.
    • Adams, F. Gerard & Gangnes, Byron, 1996. "Japan's persistent trade surplus: Policies for adjustment," Japan and the World Economy, Elsevier, vol. 8(3), pages 309-333, September.
      • Byron Gangnes & F. Gerard Adams, 1994. "Japan's Persistent Trade Surplus: Policies for Adjustment," Working Papers 199404, University of Hawaii at Manoa, Department of Economics.
    • Robert S. Goldfarb & H. O. Stekler, 1996. "Information Problems for Policy Analysis and Forecasting," Eastern Economic Journal, Eastern Economic Association, vol. 22(1), pages 47-56, Winter.
    • Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 45-61, February.
      • Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
      • Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
    • Edward L. Glaeser, 1996. "The Social Costs of Rent Control Revisited," NBER Working Papers 5441, National Bureau of Economic Research, Inc.
      • Edward L. Glaeser, 1996. "The Social Costs of Rent Control Revisted," Harvard Institute of Economic Research Working Papers 1747, Harvard - Institute of Economic Research.
    • Granger, Clive W. J. & Swanson, Norman R., 1997. "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.
      • Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.
    • Arranz, M., 1996. "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Faculty of Economics 04, Universidad de Santiago de Compostela, Faculty of Economics, Applied Econometric and Quantitative Studies.
      • Arranz, M., 2002. "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Economic Development 54, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
    • Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998. "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 217-244.
      • Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996. "Stylized Facts of Daily Return Series and the Hidden Markov Model," SSE/EFI Working Paper Series in Economics and Finance 117, Stockholm School of Economics.
    • Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-378, July-Aug..
      • Skalin, J. & Teräsvirta, T., 1996. "Another Look at Swedish Business Cycles, 1861-1988," SFB 373 Discussion Papers 1996,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance 130, Stockholm School of Economics.
    • Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers 24, Centre for Economic Research, University of Groningen and University of Twente.
    • Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, University Library of Munich, Germany.
    • Pin-Huang Chou, 1996. "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance 9609002, University Library of Munich, Germany.
    • Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-378, July-Aug..
      • Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance 130, Stockholm School of Economics.
      • Skalin, J. & Teräsvirta, T., 1996. "Another Look at Swedish Business Cycles, 1861-1988," SFB 373 Discussion Papers 1996,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    1995

    • Clements, Michael P. & Beatriz Galvao, Ana, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," Economic Research Papers 270771, University of Warwick - Department of Economics.
      • Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
    • Clements, Michael P., 2010. "Why are survey forecasts superior to model forecasts?," Economic Research Papers 270770, University of Warwick - Department of Economics.
      • Clements, Michael P., 2010. "Why are survey forecasts superior to model forecasts?," The Warwick Economics Research Paper Series (TWERPS) 954, University of Warwick, Department of Economics.
    • Bertsched, I & Lechner, M, 1995. "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers 9504, Catholique de Louvain - Institut de statistique.
      • Bertschek, I. & Lechner, M., 1995. "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers 1995,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Alan B. Krueger & Jorn-Steffen Pischke, 1995. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Chapters, in: Differences and Changes in Wage Structures, pages 405-446, National Bureau of Economic Research, Inc.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Working Papers 4154, National Bureau of Economic Research, Inc.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers 686, Princeton University, Department of Economics, Industrial Relations Section..
      • Krueger, Alan B. & Pischke, Jörn-Steffen, 1992. "A comparative analysis of East and West German labor markets before and after unification," ZEW Discussion Papers 92-11, ZEW - Leibniz Centre for European Economic Research.
    • Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 45-61, February.
      • Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
      • Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
    • Nicholas Wilson & Kwee Chong & Michael Peel & A. N. Kolmogorov, 1995. "Neural Network Simulation and the Prediction of Corporate Outcomes: Some Empirical Findings," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 2(1), pages 31-50.
    • Benjamin Hunt, 1995. "The effect of foreign demand shocks on the Canadian economy: An analysis using QPM," Bank of Canada Review, Bank of Canada, vol. 1995(Autumn), pages 23-32.
    • Tiff Macklem, 1995. "Some macroeconomic implications of rising levels of government debt," Bank of Canada Review, Bank of Canada, vol. 1994(Winter), pages 41-60.
    • Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño, 1995. "Un modelo macroeconométrico trimestral para la economía española," Working Papers 9524, Banco de España.
    • Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
      • Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
      • Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
      • Tom Doan, "undated". "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components RTS00055, Boston College Department of Economics.
    • Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1995. "Models and Priors for Multivariate Stochastic Volatility," CIRANO Working Papers 95s-18, CIRANO.
    • Hélène RAYMOND, 1995. "Une réévaluation sur données récentes des performances prédictives des modèles monétaires de taux de change relativement à la marche aléatoire," Discussion Papers (REL - Recherches Economiques de Louvain) 1995013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Ramsey, James B., 1995. "If Nonlinear Models Cannot Forecast, What Use Are They?," Working Papers 95-04, C.V. Starr Center for Applied Economics, New York University.
    • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
      • Tom Doan, "undated". "WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test," Statistical Software Components RTS00252, Boston College Department of Economics.
    • Bertschek, I. & Lechner, M., 1995. "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers 1995,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Bertsched, I & Lechner, M, 1995. "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers 9504, Catholique de Louvain - Institut de statistique.
    • Brännström, Tomas, 1995. "Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates," SSE/EFI Working Paper Series in Economics and Finance 82, Stockholm School of Economics.
    • Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies.
    • Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series 18, Institute for Advanced Studies.
    • Haefke, Christian & Helmenstein, Christian, 1995. "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series 20, Institute for Advanced Studies.
    • Christian Haefke & Christian Helmenstein, "undated". "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996 _023, Society for Computational Economics.
      • Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series 21, Institute for Advanced Studies.

    1994

    • Michael A. Anderson & Arthur H. Goldsmith, 1994. "Economic and Psychological Theories of Forecast Bias and Learning: Evidence from U.S. Business Managers' Forecasts," Eastern Economic Journal, Eastern Economic Association, vol. 20(4), pages 413-427, Fall.
    • Adams, F. Gerard & Gangnes, Byron, 1996. "Japan's persistent trade surplus: Policies for adjustment," Japan and the World Economy, Elsevier, vol. 8(3), pages 309-333, September.
      • Byron Gangnes & F. Gerard Adams, 1994. "Japan's Persistent Trade Surplus: Policies for Adjustment," Working Papers 199404, University of Hawaii at Manoa, Department of Economics.
    • Kadiyala, K Rao & Karlsson, Sune, 1997. "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 99-132, March-Apr.
      • Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
    • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
    • Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
      • Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
      • Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
    • Buda, Rodolphe, 1994. "La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement," MPRA Paper 3995, University Library of Munich, Germany, revised May 1997.
    • Lord, Montague, 1994. "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper 41162, University Library of Munich, Germany.
    • Stephen S. Poloz & David Rose & Robert Tetlow, 1994. "The Bank of Canada's new Quarterly Projection Model (QPM): An introduction," Bank of Canada Review, Bank of Canada, vol. 1994(Autumn), pages 23-38.
    • Martin Fleming & John Jordan & Kathleen Lang, 1994. "Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts," Boston College Working Papers in Economics 278, Boston College Department of Economics.
    • W. Jill Harrison & K.R. Pearson, 1994. "Multiregional and Intertemporal AGE Modelling via GEMPACK," Centre of Policy Studies/IMPACT Centre Working Papers ip-66, Victoria University, Centre of Policy Studies/IMPACT Centre.
    • Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.
      • Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.

    1993

    • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
    • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
      • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
    • James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, March.

    1992

    • Alan B. Krueger & Jorn-Steffen Pischke, 1995. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Chapters, in: Differences and Changes in Wage Structures, pages 405-446, National Bureau of Economic Research, Inc.
      • Krueger, Alan B. & Pischke, Jörn-Steffen, 1992. "A comparative analysis of East and West German labor markets before and after unification," ZEW Discussion Papers 92-11, ZEW - Leibniz Centre for European Economic Research.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Working Papers 4154, National Bureau of Economic Research, Inc.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers 686, Princeton University, Department of Economics, Industrial Relations Section..
    • Keane, Michael & Moffitt, Robert, 1992. "The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation," MPRA Paper 55138, University Library of Munich, Germany.
    • MacDonald, Stephen, 1992. "The Accuracy of USDA's Export Forecasts," Staff Reports 278679, United States Department of Agriculture, Economic Research Service.
      • MacDonald, Stephen, 1992. "The Accuracy of USDA's Export Forecasts," MPRA Paper 71543, University Library of Munich, Germany.
    • Alan B. Krueger & Jorn-Steffen Pischke, 1995. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Chapters, in: Differences and Changes in Wage Structures, pages 405-446, National Bureau of Economic Research, Inc.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Working Papers 4154, National Bureau of Economic Research, Inc.
      • Alan B. Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers 686, Princeton University, Department of Economics, Industrial Relations Section..
      • Krueger, Alan B. & Pischke, Jörn-Steffen, 1992. "A comparative analysis of East and West German labor markets before and after unification," ZEW Discussion Papers 92-11, ZEW - Leibniz Centre for European Economic Research.
    • Alan Krueger & Jorn-Steffen Pischke, 1992. "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers 686, Princeton University, Department of Economics, Industrial Relations Section..
    • Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
      • Clements, Michael P., 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers 270748, University of Warwick - Department of Economics.
      • Clements, Michael P, 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS) 976, University of Warwick, Department of Economics.
    • Michael P. Clements, 2014. "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
      • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
      • Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
    • Clements, Michael P., 2012. "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
      • Clements, Michael P, 2012. "Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth," The Warwick Economics Research Paper Series (TWERPS) 995, University of Warwick, Department of Economics.
    • MacDonald, Stephen, 1992. "The Accuracy of USDA's Export Forecasts," MPRA Paper 71543, University Library of Munich, Germany.
      • MacDonald, Stephen, 1992. "The Accuracy of USDA's Export Forecasts," Staff Reports 278679, United States Department of Agriculture, Economic Research Service.
    • Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.
      • Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.

    1990

    • Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Mode predictors in nonlinear systems with identities," MPRA Paper 28845, University Library of Munich, Germany.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper 28802, University Library of Munich, Germany.

    1989

    • Eliasson, Gunnar, 1989. "Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth," Working Paper Series 220, Research Institute of Industrial Economics.
    • Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
      • Clements, Michael P., 2011. "Do Professional Forecasters Pay Attention to Data Releases?," Economic Research Papers 270768, University of Warwick - Department of Economics.
      • Clements, Michael P, 2011. "Do Professional Forecasters Pay Attention to Data Releases?," The Warwick Economics Research Paper Series (TWERPS) 956, University of Warwick, Department of Economics.

    1988

    • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1988. "A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions," MPRA Paper 23869, University Library of Munich, Germany.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Mode predictors in nonlinear systems with identities," MPRA Paper 28845, University Library of Munich, Germany.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
      • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper 28802, University Library of Munich, Germany.
    • Armstrong, J. Scott, 1988. "Review of Ravi Batra, The Great Depression of 1990," MPRA Paper 81671, University Library of Munich, Germany.

    1987

    • Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
    • Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987. "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
      • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
    • Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987. "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
      • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
    • Carlsson, Bo, 1987. "Productivity Analysis: A Micro-to-Macro Perspective," Working Paper Series 181, Research Institute of Industrial Economics, revised Mar 1990.

    1986

    • Amelung, Torsten & Mehltretter, Thorsten, 1986. "Early-Warning Warning Systems in Light of the International Debt Crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 32(5), pages 257-281.
    • 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," Working Paper Research 133, National Bank of Belgium.
      • Karim Barhoumi & Szilard Benk & Riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & António Rua & Gerhard Rünstler & Karsten Ruth & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets - a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
      • G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
      • Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
    • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986. "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper 29119, University Library of Munich, Germany.
    • Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986. "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper 29120, University Library of Munich, Germany.

    1985

    • Grady, Patrick, 1985. "The state of the art in Canadian macroeconomic modelling," MPRA Paper 19474, University Library of Munich, Germany.
    • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985. "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper 29055, University Library of Munich, Germany.

    1984

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

    1983

    • Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
    • Armstrong, J. Scott, 1983. "Strategic Planning and Forecasting Fundamentals," MPRA Paper 81682, University Library of Munich, Germany.
      • JS Armstrong, 2005. "Strategic Planning And Forecasting Fundamentals," General Economics and Teaching 0502066, University Library of Munich, Germany.
    • Dharan, Bg, 1983. "Identification And Estimation Issues For A Causal Earnings Model," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 18-41.

    1982

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

    1981

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

    1979

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

    1978

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

    1977

    • Patrick Grady & Donald R. Stephenson, 1977. "Some Macroeconomic Effects of Tax Reform and Indexing," Canadian Journal of Economics, Canadian Economics Association, vol. 10(3), pages 378-392, August.
      • Grady, Patrick & Stephenson, Donald R., 1975. "Some Macroeconomic Effects of Tax Reform and Indexing," MPRA Paper 31927, University Library of Munich, Germany.

    1976

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

    1975

    • Patrick Grady & Donald R. Stephenson, 1977. "Some Macroeconomic Effects of Tax Reform and Indexing," Canadian Journal of Economics, Canadian Economics Association, vol. 10(3), pages 378-392, August.
      • Grady, Patrick & Stephenson, Donald R., 1975. "Some Macroeconomic Effects of Tax Reform and Indexing," MPRA Paper 31927, University Library of Munich, Germany.

    1974

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

    1972

    • J. Scott Armstrong & Michael C. Grohman, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," Management Science, INFORMS, vol. 19(2), pages 211-221, October.
      • Armstrong, J. Scott & C., Michael, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," MPRA Paper 81673, University Library of Munich, Germany.
      • JS Armstrong & Michael C. Grohman, 2004. "A Comparative Study of Methods for Long-Range Market Forecasting," General Economics and Teaching 0412010, University Library of Munich, Germany.
    • J. Scott Armstrong & Michael C. Grohman, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," Management Science, INFORMS, vol. 19(2), pages 211-221, October.
      • Armstrong, J. Scott & C., Michael, 1972. "A Comparative Study of Methods for Long-Range Market Forecasting," MPRA Paper 81673, University Library of Munich, Germany.
      • JS Armstrong & Michael C. Grohman, 2004. "A Comparative Study of Methods for Long-Range Market Forecasting," General Economics and Teaching 0412010, University Library of Munich, Germany.

    3

    • Shakir Hanna, Safwat & Osborne-Lee, Irvin & Cesaretti, Gian Paolo & Misso, Rosa, 2013. "Assessment of the future sustainability of food supply and food security," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2013(3), September.

    0

    • Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
      • Boris Siliverstovs & Tom Engsted & Niels Haldrup, "undated". "Long-run forecasting in multicointegrated systems," Economics Working Papers 2002-15, Department of Economics and Business Economics, Aarhus University.
      • Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
      • Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    • Robinson Kruse, "undated". "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers 2010-28, Department of Economics and Business Economics, Aarhus University.
    • Leo Guzman-Anaya, 2024. "Integrating the ARIMA Model with Sustainable Practices to Forecast Corn Prices in Mexico," Scientia et PRAXIS, AMIDI Editorial, vol. 4(8), pages 63-95, July-Dece.
    • Marcelo Varela Enríquez & Gustavo Salazar Espinoza, "undated". "Labor income gap in Ecuador due to discrimination, pre and post pandemic: Correction of error due to selection bias," Review of Socio - Economic Perspectives 202302, Reviewsep.
    • Hacen Kahoui & Sidi Mohammed Chekouri & Abdelkader Sahed, "undated". "A Comparative Study of ARIMA, RBFNN, and Hybrid RBFNNARIMA Models for Electricity Net Consumption Forecasting in Algeria: A standard study utilizing panel data," Review of Socio - Economic Perspectives 202342, Reviewsep.
    • Kenton Yee, 2008. "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 339-354, April.
      • Kenton K. Yee, 2007. "A Bayesian Framework for Combining Valuation Estimates," Papers 0707.3482, arXiv.org.
    • Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009. "Modelling Real Gdp Per Capita In The Usa:Cointegration Tests," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
      • Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
      • Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
      • Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
    • Gogas, Periklis & Pragidis, Ioannis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics 2-2010, Democritus University of Thrace, Department of Economics.
      • Periklis Gogas & Ioannis Pragidis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers 1005.1326, arXiv.org.
    • Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
      • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
      • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
      • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
      • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
    • Cogley, Timothy, 2005. "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 179-207, June.
      • Timothy Cogley, "undated". "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers 2133301, Department of Economics, W. P. Carey School of Business, Arizona State University.
    • Nikolaos Kourogenis & Phoebe Koundouri, 2010. "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
    • Angela Abbate & Massimiliano Marcellino, 2017. "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers 1756, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    • Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia 2851, Banco de la Republica.
      • Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia 418, Banco de la Republica de Colombia.
    • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4247, Banco de la Republica.
      • Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 458, Banco de la Republica de Colombia.
      • Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007. "Pronósticos directos de la inflación colombiana," Borradores de Economia 4246, Banco de la Republica.
    • Jacobo Campo Robledo, 2007. "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia 475, Banco de la Republica de Colombia.
    • Eliana Rocío González Molano, 2008. "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia 4596, Banco de la Republica.
      • Eliana Rocío González Molano, 2008. "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia 504, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 4598, Banco de la Republica.
      • Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 506, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
      • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
      • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
      • Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
    • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010. "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132, National Bureau of Economic Research, Inc.
      • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 4600, Banco de la Republica.
      • Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
    • Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model For The Colombian Inflation," Borradores de Economia 5273, Banco de la Republica.
      • Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia 549, Banco de la Republica de Colombia.
    • Andrés Garcia & José Gomez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Revista de Economía del Rosario, Universidad del Rosario, May.
      • Andrés Felipe García Suaza & José Eduardo Gómez Gónzalez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 5294, Banco de la Republica.
      • Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 550, Banco de la Republica de Colombia.
    • Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," Coyuntura Económica, Fedesarrollo, December.
      • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 5301, Banco de la Republica.
      • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 5387, Banco de la Republica.
      • Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 553, Banco de la Republica de Colombia.
    • Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
      • Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 554, Banco de la Republica de Colombia.
    • Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 5404, Banco de la Republica.
      • Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 555, Banco de la Republica de Colombia.
    • José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.
      • José Eduardo Gómez Gónzalez & Jorge Marío Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 556, Banco de la Republica de Colombia.
    • Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 5406, Banco de la Republica.
      • Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 557, Banco de la Republica de Colombia.
    • Hernando Vargas & Andrés González & Eliana González & José Vicente Romero & José Luis Eduardo Rojas, 2010. "Assessing inflationary pressures in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 129-171, Bank for International Settlements.
      • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 5473, Banco de la Republica.
      • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 558, Banco de la Republica de Colombia.
    • Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
      • Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia 559, Banco de la Republica de Colombia.
    • José Eduardo Gómez-González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 5507, Banco de la Republica.
      • José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 560, Banco de la Republica de Colombia.
    • Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
      • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
      • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 5509, Banco de la Republica.
      • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
    • José Eduardo Gómez González & Carlos Eduardo León Rincón & Karen Julieth Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?," Borradores de Economia 5514, Banco de la Republica.
      • José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia 562, Banco de la Republica de Colombia.
    • Luis Eduardo Arango Thomas & Mónica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 5518, Banco de la Republica.
      • Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 563, Banco de la Republica de Colombia.
    • José Mauricio Salazar Sáenz, 2009. "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia 575, Banco de la Republica de Colombia.
    • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
      • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
      • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
      • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
    • Fredy Alejandro Gamboa Estrada, 2011. "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia 7870, Banco de la Republica.
      • Fredy Alejandro Gamboa Estrada, 2011. "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia 635, Banco de la Republica de Colombia.
    • Juan Manuel Julio Román, 2011. "Modeling Data Revisions," Borradores de Economia 7929, Banco de la Republica.
      • Juan Manuel Julio, 2011. "Modeling Data Revisions," Borradores de Economia 641, Banco de la Republica de Colombia.
    • Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 7956, Banco de la Republica.
      • Juan Manuel Julio, 2011. "Data Revisions and the Output Gap," Borradores de Economia 642, Banco de la Republica de Colombia.
    • Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 7996, Banco de la Republica.
      • Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 643, Banco de la Republica de Colombia.
    • Carlos León Rincón & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 8277, Banco de la Republica.
      • Carlos Leóm & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
    • García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
      • Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 8305, Banco de la Republica.
      • Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.
    • Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 8328, Banco de la Republica.
      • Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 651, Banco de la Republica de Colombia.
    • Rafael Puyana & Mario Andrés Ramos & Héctor Zárate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 8337, Banco de la Republica.
      • Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011. "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia 652, Banco de la Republica de Colombia.
    • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8577, Banco de la Republica.
      • Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 653, Banco de la Republica de Colombia.
      • Sebastián Gómez Barrero & Julián Parra Polanía, 2011. "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia 8576, Banco de la Republica.
    • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 222-245, December.
      • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 222-245, December.
      • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.
      • Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 656, Banco de la Republica de Colombia.
    • Javier Gutiérrez Rueda & Diego M. Vásquez E., 2008. "Un Análisis de Cointegración para el Riesgo de Crédito," Temas de Estabilidad Financiera 035, Banco de la Republica de Colombia.
    • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2015. "Comparación De Métodos Para La Estimación De La Incertidumbre Del Valor En Riesgo," Temas de Estabilidad Financiera 83, Banco de la Republica de Colombia.
    • Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, vol. 167(1), pages 47-60.
      • Fabio Canova & Filippo Ferroni, "undated". "The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?," Working Papers 471, Barcelona School of Economics.
      • Fabio Canova & Filippo Ferroni, 2010. "The dynamics of US inflation: Can monetary policy explain the changes?," Economics Working Papers 1241, Department of Economics and Business, Universitat Pompeu Fabra.
    • Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
      • Tom Doan, "undated". "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components RTS00055, Boston College Department of Economics.
    • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
      • Tom Doan, "undated". "WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test," Statistical Software Components RTS00252, Boston College Department of Economics.
    • Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-378, July-Aug..
      • Tom Doan, "undated". "RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components RTZ00191, Boston College Department of Economics.
    • Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.
    • Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, "undated". "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," Swiss Finance Institute Research Paper Series 10-58, Swiss Finance Institute.
    • Camilo Serrano & Martin Hoesli, 2010. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
      • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
      • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
    • Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008. "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series 08-45, Swiss Finance Institute.
    • Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER, 2010. "Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms," Swiss Finance Institute Research Paper Series 10-08, Swiss Finance Institute.
    • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers 1003.5926, arXiv.org, revised Mar 2011.
      • Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series 10-15, Swiss Finance Institute.
    • Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
      • Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
      • Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
    • Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011. "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series 11-07, Swiss Finance Institute.
      • Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011. "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series 11-08, Swiss Finance Institute.
    • Wanfeng Yan & Ryan Woodard & Didier Sornette, "undated". "The Role of diversification risk in financial bubbles," Working Papers ETH-RC-11-003, ETH Zurich, Chair of Systems Design.
      • Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011. "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series 11-26, Swiss Finance Institute.
      • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2011. "Role of Diversification Risk in Financial Bubbles," Papers 1107.0838, arXiv.org.
    • Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou, "undated". "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model," Working Papers ETH-RC-11-004, ETH Zurich, Chair of Systems Design.
      • Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series 11-29, Swiss Finance Institute.
      • Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Papers 1107.3171, arXiv.org, revised Jun 2013.
    • Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011. "Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-9, September.
      • Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011. "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series 11-30, Swiss Finance Institute.
    • Marc S. Paolella, 2011. "Multivariate Asset Return Prediction with Mixture Models," Swiss Finance Institute Research Paper Series 11-52, Swiss Finance Institute.
    • Fulvio CORSI & Didier SORNETTE, 2011. "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series 11-60, Swiss Finance Institute.
    • Fulvio CORSI & Didier SORNETTE, 2011. "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series 11-61, Swiss Finance Institute.
    • Vladimir Filimonov & Didier Sornette, 2012. "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series 12-02, Swiss Finance Institute.
    • Maria Putintseva, 2012. "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series 12-41, Swiss Finance Institute.
    • Jochen KRAUSE & Marc S. PAOLELLA, 2014. "A Fast, Accurate Method for Value at Risk and Expected Shortfall," Swiss Finance Institute Research Paper Series 14-40, Swiss Finance Institute.
    • Juan V. ESCOBAR & Didier SORNETTE, 2014. "Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures," Swiss Finance Institute Research Paper Series 14-45, Swiss Finance Institute.
    • Eric JONDEAU & Michael ROCKINGER, 2014. "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series 14-58, Swiss Finance Institute.
    • Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
      • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE 2003028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE 1682, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
      • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
    • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
      • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
    • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
      • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
      • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
    • Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
      • PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • PREMINGER, Arie & FRANCK, Raphael, 2007. "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE 1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June.
      • SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009. "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE 2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Bauwens Luc & Storti Giuseppe, 2009. "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-33, May.
      • Giuseppe Storti & Luc Bauwens, 2006. "A component GARCH model with time varying weights," Computing in Economics and Finance 2006 388, Society for Computational Economics.
      • BAUWENS, Luc & STORTI, Giuseppe, 2009. "A component GARCH model with time varying weights," LIDAM Reprints CORE 2125, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & STORTI, Giuseppe, 2007. "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE 2007019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc, BAUWENS & G., STORTI, 2007. "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques) 2007012, Université catholique de Louvain, Département des Sciences Economiques.
    • Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
      • Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
      • BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Discussion Papers CORE 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
    • Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
      • Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
      • ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009. "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE 2299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.
    • Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
      • BAUWENS, Luc & ROMBOUTS, Jeroen, 2009. "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE 2009061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012. "On marginal likelihood computation in change-point models," LIDAM Reprints CORE 2403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE.
    • Higgins, Matthew L. & Mishra, Sagarika, 2014. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Economic Modelling, Elsevier, vol. 38(C), pages 627-632.
      • Higgins, Matthew L. & Mishra, Sagarika, 2012. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers fe_2012_10, Deakin University, Department of Economics.
    • Arne Vogler & Florian Ziel, "undated". "On The Evaluation Of Binary Event Probability Predictions In Electricity Price Forecasting," EWL Working Papers 1911, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
    • Gamboa, Luis Fernando & Otero, Jesús, 0. "An estimation of the pattern of diffusion of mobile phones: The case of Colombia," Telecommunications Policy, Elsevier, vol. 33(10-11), pages 611-620, November.
      • Luis Fernando Gamboa & Jesus Otero, 2008. "An estimation of the pattern of diffusion of mobile phones: the case of Colombia," Documentos de Trabajo 5149, Universidad del Rosario.
    • Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
      • Fabio Rumler & Maria Teresa Valderrama, 2007. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007 23900080, EcoMod.
      • Fabio Rumler & Maria Teresa Valderrama, 2008. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers 148, Oesterreichische Nationalbank (Austrian Central Bank).
    • Ferrucci, Gianluigi & Jiménez-Rodríguez, Rebeca & Onorante, Luca, 2010. "Food price pass-through in the euro area The role of asymmetries and non-linearities," Working Paper Series 1168, European Central Bank.
      • Luca ONORANTE & Gianluigi FERRUCCI & Rebeca JIMÉNEZ-RODRÍGUEZ, 2010. "Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities," EcoMod2010 259600125, EcoMod.
    • Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012. "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, vol. 43(2), pages 597-615, October.
      • Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin 909, DIW Berlin, German Institute for Economic Research.
      • Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010. "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010 259600126, EcoMod.
      • Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo, 2010. "Inflation and inflation uncertainty in the euro area," Working Paper Series 1229, European Central Bank.
      • Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo.
    • Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers 564, Queen Mary University of London, School of Economics and Finance.
      • Geoffrey M. Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & M. A. Razzaque & Nedelyn Magtibay-Ramos, 2006. "Macroeconomic Effects of Fiscal Policies: Empirical Evidence From Bangladesh, China, Indonesia and the Philippines," EcoMod2006 272100020, EcoMod.
    • Stefano Siviero & Giovanni Veronese, 2007. "A policy-sensible core-inflation measure for the euro area," Temi di discussione (Economic working papers) 617, Bank of Italy, Economic Research and International Relations Area.
      • Stefano SIVIERO & Giovanni VERONESE, 2010. "A Policy-Sensible Core-Inflation Measure for the Euro Area," EcoMod2004 330600130, EcoMod.
    • Ulrich Thießen, 2004. "Financial System Development, Regulation and Economic Growth: Evidence from Russia," Discussion Papers of DIW Berlin 400, DIW Berlin, German Institute for Economic Research.
      • Ulrich THIESSEN, 2010. "Financial System Development, Regulation and Economic Growth: Evidence from Russia," EcoMod2004 330600140, EcoMod.
    • Viktor Várpalotai, 2003. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," MNB Working Papers 2003/4, Magyar Nemzeti Bank (Central Bank of Hungary).
      • VÁRPALOTAI Viktor, 2010. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003 330700148, EcoMod.
    • Jaroslav Pavlicek & Ladislav Kristoufek, 2019. "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES 2019/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2019.
    • Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
      • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
      • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
    • Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
      • Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.
    • Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, "undated". "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA.
    • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA.
      • Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, 2000. "Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers 00-02, Asociación Española de Economía y Finanzas Internacionales.
    • Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
      • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
      • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
      • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
    • Dario Sansone, 2019. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(2), pages 456-485, April.
      • Dario Sansone, 2017. "Now You See Me: High School Dropout and Machine Learning," 2017 Stata Conference 5, Stata Users Group.
      • Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
    • Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
      • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
      • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
      • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
      • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
    • Jason West, "undated". "2012-05 Financial literacy learning in emerging markets: Agent-based modeling," Discussion Papers in Finance finance:201205, Griffith University, Department of Accounting, Finance and Economics.
    • Mönnig, Anke & Schneemann, Christian & Weber, Enzo & Zika, Gerd, 2020. "Das Klimaschutzprogramm 2030 - Effekte auf Wirtschaft und Erwerbstätigkeit durch das Klimaschutzprogramm 2030 der Bundesregierung," IAB-Discussion Paper 202002, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Wolter, Marc Ingo & Helmrich, Robert & Schneemann, Christian & Weber, Enzo & Zika, Gerd, 2020. "Auswirkungen des Corona-Konjunkturprogramms auf Wirtschaft und Erwerbstätigkeit," IAB-Discussion Paper 202018, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
      • Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
    • Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
      • Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
    • Massimiliano Marcellino, "undated". "Instability and non-linearity in the EMU," Working Papers 211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers.
    • Massimiliano Marcellino, "undated". "Forecast pooling for short time series of macroeconomic variables," Working Papers 212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Marcellino, Massimiliano, 2002. "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers 3313, C.E.P.R. Discussion Papers.
    • Marcellino, Massimliano, 2004. "Forecasting EMU macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 20(2), pages 359-372.
      • Massimiliano Marcellino, "undated". "Forecasting EMU macroeconomic variables," Working Papers 216, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers.
    • Marco Aiolfi & Carlo Ambrogio Favero, "undated". "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Favero, Carlo A. & Aiolfi, Marco, 2003. "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers 3997, C.E.P.R. Discussion Papers.
    • Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, 2009. "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 81-90.
      • Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, "undated". "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, Universität Innsbruck.
    • Jesus Crespo Cuaresma, "undated". "Forecasting euro exchange rates: How much does model averaging help?," Working Papers 2007-24, Faculty of Economics and Statistics, Universität Innsbruck.
    • Jesús Crespo-Cuaresma & Andreas Breitenfellner, "undated". "Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise," Working Papers 2008-08, Faculty of Economics and Statistics, Universität Innsbruck.
    • Cecilia Frale, "undated". "Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?," Working Papers wp2008-2, Department of the Treasury, Ministry of the Economy and of Finance.
    • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010. "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
      • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, "undated". "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
      • Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
    • Maurizio Bovi, "undated". "Le persone comuni fanno previsioni economiche seguendo logiche econometriche o meccanismi psicologici?," Working Papers wp2009-5, Department of the Treasury, Ministry of the Economy and of Finance.
    • Cecilia Frale & Libero Monteforte, "undated". "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
      • Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
    • Libero Monteforte & Gianluca Moretti, 2013. "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
      • Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
      • Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
    • Mawuli Segnon & Stelios Bekiros, 0. "Forecasting volatility in bitcoin market," Annals of Finance, Springer, vol. 0, pages 1-28.
    • Oscar Claveria, 0. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 0, pages 1-23.
    • Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
      • Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.
      • Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
    • Lekha Chakraborty & Pinaki Chakraborty & Ruzel Shrestha, 2020. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Economics Working Paper Archive wp_964, Levy Economics Institute.
    • Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023. "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 144-164.
      • , 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.
      • Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 202109, University of Liverpool, Department of Economics.
    • Weidong Lin & Abderrahim Taamouti, 2023. "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers 202311, University of Liverpool, Department of Economics.
    • William Gatt & Owen Grech, "undated". "An assessment of the Maltese housing market," CBM Policy Papers PP/02/2016, Central Bank of Malta.
    • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers 10-07, Department of Economics, University of Birmingham.
      • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    • Harvey David I. & Leybourne Stephen J. & Whitehouse Emily J., 2018. "Testing for a unit root against ESTAR stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-29, February.
      • David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017. "Testing for a unit root against ESTAR stationarity," Discussion Papers 17/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    • Luca Nocciola, 2022. "Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 167-196, Emerald Group Publishing Limited.
      • Luca Nocciola, "undated". "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers 19/07, University of Nottingham, Granger Centre for Time Series Econometrics.
    • Adele Bergin & Hailey Low & Stephen Millard & Akhilesh Kumar Verma, "undated". "A Macro-Model of the Northern Ireland Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers 566, National Institute of Economic and Social Research.
    • Benedikt Janzen & Doina Radulescu, 0. "Electricity Use as a Real-Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," CESifo Economic Studies, CESifo Group, vol. 66(4), pages 303-321.
      • Benedikt Janzen & Doina Maria Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the Covid-19-Related Lockdown: Evidence from Switzerland," CESifo Working Paper Series 8363, CESifo.
      • Benedikt Janzen & Doina Radulescu, 2020. "Electricity Use as a Real Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," Diskussionsschriften dp2010, Universitaet Bern, Departement Volkswirtschaft.
    • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
      • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
      • Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Axel Bücher & Peter N Posch & Philipp Schmidtke, 0. "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 556-584.
    • Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 0. "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 585-628.
    • Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017. "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, vol. 19(4), pages 301-322, November.
    • Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 0. "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, vol. 0, pages 1-14.
    • Vanessa Heinemann-Heile, 2024. "Using Machine Learning to Predict Firms’ Tax Perception," Working Papers Dissertations 128, Paderborn University, Faculty of Business Administration and Economics.
    • Roberto S. Mariano & Suleyman Ozmucur, "undated". "Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning," PIER Working Paper Archive 20-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023. "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 111-122, January.
      • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
    • Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023. "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 295-302.
      • Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021. "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers 202157, University of Pretoria, Department of Economics.
    • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, vol. 14(20), pages 1-12, October.
      • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202158, University of Pretoria, Department of Economics.
    • Alistair Dieppe & Jerome Henry & Peter Mc Adam, "undated". "Labour market dynamics in the euro area: A model-based sensitivity analysis," Modeling, Computing, and Mastering Complexity 2003 09, Society for Computational Economics.
    • Christian Haefke & Christian Helmenstein, "undated". "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996 _023, Society for Computational Economics.
      • Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series 21, Institute for Advanced Studies.
    • Ádám Csápai, 0000. "Macroeconomic Forecasting Using Machine Learning: A Case of Slovakia," Proceedings of Economics and Finance Conferences 14115967, International Institute of Social and Economic Sciences.
    • Krzysztof Drachal, 0000. "Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices," Proceedings of Economics and Finance Conferences 14116014, International Institute of Social and Economic Sciences.
    • F. Benedetto & L. Mastroeni & P. Vellucci, 0. "Modeling the flow of information between financial time-series by an entropy-based approach," Annals of Operations Research, Springer, vol. 0, pages 1-18.
    • Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou, 0. "Forecasting S&P 500 spikes: an SVM approach," Digital Finance, Springer, vol. 0, pages 1-18.
    • Ricardo Buettner, 0. "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, vol. 0, pages 1-19.
    • Wali Ullah, 0. "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, vol. 0, pages 1-42.
    • Marián Vávra, 0. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 0, pages 1-18.
    • Yongchen Zhao, 0. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 0, pages 1-27.
      • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
      • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, Research Program on Forecasting.
    • Jack Fosten & Daniel Gutknecht, 0. "Horizon confidence sets," Empirical Economics, Springer, vol. 0, pages 1-26.
    • Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 0. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 0, pages 1-26.
    • Maud H. Korte & Gertjan S. Verhoeven & Arianne M. J. Elissen & Silke F. Metzelthin & Dirk Ruwaard & Misja C. Mikkers, 0. "Using machine learning to assess the predictive potential of standardized nursing data for home healthcare case-mix classification," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 0, pages 1-9.
    • Yongchen Zhao, 0. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 0, pages 1-21.
      • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, Research Program on Forecasting.
      • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
    • Filippo Massari, 0. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 0, pages 1-34.
    • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024. "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1302-1317, October.
      • Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
      • Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023. "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers 18549, C.E.P.R. Discussion Papers.
      • Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
    • Florian Huber & Gary Koop, 2024. "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1301-1320, November.
      • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
      • Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
    • Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023. "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers 23-09, Federal Reserve Bank of Cleveland.
      • Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023. "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers 2311, University of Strathclyde Business School, Department of Economics.
    • Wanfeng Yan & Ryan Woodard & Didier Sornette, "undated". "The Role of diversification risk in financial bubbles," Working Papers ETH-RC-11-003, ETH Zurich, Chair of Systems Design.
      • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2011. "Role of Diversification Risk in Financial Bubbles," Papers 1107.0838, arXiv.org.
      • Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011. "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series 11-26, Swiss Finance Institute.
    • Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou, "undated". "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model," Working Papers ETH-RC-11-004, ETH Zurich, Chair of Systems Design.
      • Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Papers 1107.3171, arXiv.org, revised Jun 2013.
      • Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series 11-29, Swiss Finance Institute.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
      • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
      • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan, 2020. "Can Google search data help predict macroeconomic series?," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1163-1172.
      • Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, "undated". "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers 19-021/III, Tinbergen Institute.
    • Daan Opschoor & Michel van der Wel, "undated". "A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound," Tinbergen Institute Discussion Papers 22-011/III, Tinbergen Institute.
    • Yu-chin Chen & Wen-Jen Tsay, "undated". "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," Working Papers UWEC-2011-06, University of Washington, Department of Economics.
      • Yu-chin Chen & Wen-Jen Tsay, 2011. "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research 11-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised May 2011.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224, National Bureau of Economic Research, Inc.
      • Lucrezia Reichlin & Domenico Giannone & Luca Sala, "undated". "Monetary policy in real time," ULB Institutional Repository 2013/10177, ULB -- Universite Libre de Bruxelles.
      • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary policy in real time," ULB Institutional Repository 2013/6401, ULB -- Universite Libre de Bruxelles.
      • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005. "Monetary Policy in Real Time," Working Papers 284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005. "Monetary Policy in Real Time," CEPR Discussion Papers 4981, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
      • Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
      • Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
      • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
    • Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
      • Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers 2014:01, Department of Economics, University of Venice "Ca' Foscari".
    • Luisa Bisaglia & Margherita Gerolimetto, "undated". "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers 2018:06, Department of Economics, University of Venice "Ca' Foscari".
    • B. Pesaran & G. Wright, "undated". "The Use Of Spreads In Forecasting Medium Term U.K Interest Rates," Working Papers 9606, University of East London, Department of Economics.
    • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
      • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
      • Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
      • Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
    • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
      • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
      • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
      • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
    • Albrecht Ritschl & Ulrich Woitek, "undated". "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," IEW - Working Papers 050, Institute for Empirical Research in Economics - University of Zurich.
      • Albrecht Ritschl & Ulrich Woitek, 2000. "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," Working Papers 2000_07, Business School - Economics, University of Glasgow.

    • J. Piplack, 2009. "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers 09-08, Utrecht School of Economics.
    • Carrera Cesar, 2012. "Estimating Information Rigidity Using Firms' Survey Data," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-34, June.
      • Carrera, César, 2012. "Estimating Information Rigidity using Firms’ Survey Data," Working Papers 2012-004, Banco Central de Reserva del Perú.
    • Feldman Ron J. & Kim Jan & Miller Preston J. & Schmidt Jason E., 2003. "Are Banking Supervisory Data Useful for Macroeconomic Forecasts?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-24, February.
    • Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
    • Stevenson Maxwell J & Moreira do Amaral Luiz Felipe & Peat Maurice, 2006. "Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-25, September.
    • Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 1-37, March.
    • Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.
    • Granger Clive W.J., 2008. "Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-11, September.
    • Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008. "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-31, September.
    • Pelagatti Matteo M, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-20, March.
    • Berkowitz Jeremy, 2009. "On Justifications for the ad hoc Black-Scholes Method of Option Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-27, December.
    • Dark Jonathan Graeme, 2010. "Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(2), pages 1-50, March.
    • Haas Markus, 2010. "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-56, September.
    • Clements Michael P., 2012. "Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-27, January.
    • Cai Zongwu & Chen Linna & Fang Ying, 2012. "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-20, September.
      • Zongwu Cai & Linna Chen & Ying Fang, 2013. "A New Forecasting Model for USD/CNY Exchange Rate," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    • Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-32, October.
      • Julián Andrada-Félix & Fernando Fernández-Rodríguez & María Dolores García-Artiles & Simón Sosvilla-Rivero, "undated". "An Empirical Evaluation of Non-Linear Trading Rules," Working Papers 2001-16, FEDEA.
    • Golan Amos, 2003. "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
    • Wolff Rodney & Yao Qiwei & Tong Howell, 2004. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
      • Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
    • Doornik Jurgen A & Ooms Marius, 2004. "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.
    • Cleveland William P., 2004. "Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
    • Riani Marco, 2004. "Extensions of the Forward Search to Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.
    • Ivanov Ventzislav & Kilian Lutz, 2005. "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-36, March.
    • Bessec Marie & Bouabdallah Othman, 2005. "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-24, June.
      • Marie Bessec & Othman Bouabdallah, 2005. "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics 0503018, University Library of Munich, Germany.
    • Marcucci Juri, 2005. "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-55, December.
    • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies.
      • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
      • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    • Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008. "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 46-78.
      • Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005. "The volatility of realized volatility," CFS Working Paper Series 2005/33, Center for Financial Studies (CFS).
      • Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch, 2005. "The Volatility of Realized Volatility," CFS Working Paper Series 2005/33, Center for Financial Studies.
    • Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S., 2006. "Accurate Value-at-Risk forecast with the (good old) normal-GARCH model," CFS Working Paper Series 2006/23, Center for Financial Studies (CFS).
      • Christoph Hartz & Stefan Mittnik & Marc S. Paolella, 2006. "Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model," CFS Working Paper Series 2006/23, Center for Financial Studies.
    • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
      • Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
      • Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies.
      • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
    • Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
      • Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
      • Volker Wieland & Maik Wolters, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CFS Working Paper Series 2010/08, Center for Financial Studies.
      • Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
    • Abdul Abiad, 2014. "Early Warning Systems: A Survey and a Regime-Switching Approach," Annals of Economics and Finance, Society for AEF, vol. 15(2), pages 993-1052, November.
    • Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004. "Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes," Economic Working Papers at Centro de Estudios Andaluces E2004/42, Centro de Estudios Andaluces.
      • Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004. "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series 0307, European Central Bank.
    • Peter Christoffersen & Stefano Mazzotta, 2004. "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers 2004s-16, CIRANO.
      • Christoffersen, Peter & Mazzotta, Stefano, 2004. "The informational content of over-the-counter currency options," Working Paper Series 0366, European Central Bank.
    • Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina & Roma, Moreno & Skudelny, Frauke, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 0374, European Central Bank.
    • Berben, Robert-Paul & Locarno, Alberto & Morgan, Julian & Vallés, Javier, 2004. "Cross-country differences in monetary policy transmission," Working Paper Series 0400, European Central Bank.
      • Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005. "Cross-country differences in monetary policy transmission," Working Papers 0502, Banco de España;Working Papers Homepage.
    • Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2005. "Yield curve prediction for the strategic investor," Working Paper Series 0472, European Central Bank.
    • Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 0482, European Central Bank.
    • Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
      • Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Raf, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 0491, European Central Bank.
      • Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
    • Javier J. Pérez, 2005. "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces E2005/14, Centro de Estudios Andaluces.
      • Pérez, Javier J., 2005. "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series 0497, European Central Bank.
    • Berben, Robert-Paul & Mestre, Ricardo & Mitrakos, Theodoros & Morgan, Julian & Zonzilos, Nikolaos G., 2005. "Inflation persistence in structural macroeconomic models (RG10)," Working Paper Series 0521, European Central Bank.
    • Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
    • Tomáš Bunčák, . "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-20.
    • Nikola Radivojevic & Jelena Jovovic, . "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
    • Henry S. Farber, 2003. "Is Tomorrow Another Day? The Labor Supply Of New York Cab Drivers," Working Papers 110, Princeton University, Department of Economics, Center for Economic Policy Studies..
    • Mateusz BuczyÅ„ski & Marcin Chlebus, . "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
      • Mateusz Buczyński & Marcin Chlebus, 2019. "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers 2019-12, Faculty of Economic Sciences, University of Warsaw.
    • Martina Lubyová & Miroslav Štefánik & Pavol Baboš & Daniel Gerbery & Veronika Hvozdíková & Katarína Karasová & Ivan Lichner & Tomáš Miklošovic & Marek Radvanský & Eva Rublíková & Ivana Studená, . "Labour Market in Slovakia 2017+," Books, Institute of Economic Research, Slovak Academy of Sciences, edition 1, number 003.
    • Karol Frank & Martin Hudcovský & Veronika Hvozdíková & Tomáš Jeck & Karol Morvay & Ivana Šikulová, . "Hospodársky vývoj Slovenska v roku 2021," Books, Institute of Economic Research, Slovak Academy of Sciences, edition 1, number 004.
    • Karol Frank & Martin Hudcovský & Veronika Hvozdíková & Tomáš Jeck & Karol Morvay & Ivana Šikulová, . "Hospodársky vývoj Slovenska v roku 2021," Books, Institute of Economic Research, SAS, edition 1, number 005.
    • Martina Lubyová & Miroslav Štefánik & Pavol Baboš & Daniel Gerbery & Veronika Hvozdíková & Katarína Karasová & Ivan Lichner & Tomáš Miklošovic & Marek Radvanský & Eva Rublíková & Ivana Studená, . "Labour Market in Slovakia 2017+," Books, Institute of Economic Research, SAS, edition 1, number 007.
    • Michael Louis George, 2007. "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," Working Papers 0607, Institute of Business Entropy.
    • Michael Louis George, 2007. "United States Patent Application Publication - Predictive Cost Reduction Based on a Thermodynamic Model," Working Papers 0608, Institute of Business Entropy.