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

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

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

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

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

Most recent items first, undated at the end.

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

*by*Parshakov, Petr

**Modeling and forecasting crude oil price volatility: Evidence from historical and recent data**

*by*Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

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

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

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

*by*Baumeister, Christiane & Kilian, Lutz

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

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

**Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals**

*by*Katarzyna Maciejowska & Rafal Weron

**Sister models for load forecast combination**

*by*Bidong Liu & Jiali Liu & Tao Hong

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

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

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Bayesian Nonparametric Calibration and Combination of Predictive Distributions**

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Finding SPF Percentiles Closest to Greenbook**

*by*Tae-Hwy Lee & Yiyao Wang

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

*by*Selen Baser Andic & Fethi Ogunc

**Forecast Combination, Non-linear Dynamics, and the Macroeconomy**

*by*Christopher Gibbs

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

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

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

*by*Roland Döhrn & Philipp an de Meulen

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

*by*Mihaela Simionescu

**Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision**

*by*Michael P. Clements &

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

**Forecasting the US CPI: Does Nonlinearity Matter?**

*by*Marcos Álvarez-Díaz & Rangan Gupta

**Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data**

*by*Thomas Lux & Mawuli Segnon & Rangan Gupta

**Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications**

*by*Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

**Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile**

*by*Medel, Carlos

**The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model**

*by*Medel, Carlos & Pincheira, Pablo

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

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

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

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

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

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

*by*Bentour, El Mostafa

**Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR**

*by*Jonas Dovern & Martin Feldkircher & Florian Huber

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

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

**Austerity in 2009-2013**

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

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

*by*Ahmad Farid Osman & Maxwell L. King

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

*by*Anil Alpman

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

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

**Dissecting the Purchasing Managers’ Index: Are all relevant components included? Are all included components relevant?**

*by*Boriss Siliverstovs

**Short-term forecasting with mixed-frequency data: A MIDASSO approach**

*by*Boriss Siliverstovs

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

*by*Tim Schwarzmüller

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

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

**Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies**

*by*Germán López Espinosa

**Forecasting Moscow Ambulance Trips**

*by*Filipp Bykov & Vladimir A. Gordin

**Forest reliance across poverty groups in Tanzania**

*by*Dokken, Therese & Angelsen, Arild

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

*by*Meyer, Brent & Tasci, Murat

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

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

**Lessons for forecasting unemployment in the United States: use flow rates, mind the trend**

*by*Meyer, Brent & Tasci, Murat

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

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

**The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling**

*by*Joshua C.C. Chan

**Monetary Policy with Diverse Private Expectations**

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

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

*by*Baumeister, Christiane & Kilian, Lutz

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

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

**Austerity in 2009-2013**

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

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

*by*Gustavo Nicolás Páez

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

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

**Monetary Policy with Diverse Private Expectations**

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

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

*by*Kajal Lahiri & Liu Yang

**Does it Pay for Women to Volunteer?**

*by*Robert M. Sauer

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

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

**Forecasting GDP with global components. This time is different**

*by*Hilde C. Bjørnland & Francesco Ravzzolo & Leif Anders Thorsrud

**Bayesian nonparametric calibration and combination of predictive distributions**

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**House Price Forecasts with Factor Combinations**

*by*Charles Rahal

**Can Oil Prices Forecast Exchange Rates?**

*by*Domenico Ferraro & Ken Rogoff & Barbara Rossi

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

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

**Volatility spillovers in EMU sovereign bond markets**

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

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

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

**Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting**

*by*Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg

**EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area**

*by*Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

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

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

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

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

**Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation**

*by*Dana Kloudova

**Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models**

*by*Dimitra Lamprou

**Modelling Stock Market Volatility: Evidence from India**

*by*Karunanithy Banumathy & Ramachandran Azhagaiah

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

*by*Jan Klacso

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

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

**Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: Methods and results**

*by*Massiani, Jérôme

**Does the Greenspan era provide evidence on leadership in the FOMC?**

*by*El-Shagi, Makram & Jung, Alexander

**Capital requirements for over-the-counter derivatives central counterparties**

*by*Lin, Li & Surti, Jay

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

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

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

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

**A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices**

*by*Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong

**A common jump factor stochastic volatility model**

*by*Laurini, Márcio Poletti & Mauad, Roberto Baltieri

**Forecasting excess stock returns with crude oil market data**

*by*Liu, Li & Ma, Feng & Wang, Yudong

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

*by*Weron, Rafał & Zator, Michał

**Efficient modeling and forecasting of electricity spot prices**

*by*Ziel, Florian & Steinert, Rick & Husmann, Sven

**Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case**

*by*Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo

**Real option valuation of power transmission investments by stochastic simulation**

*by*Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

**A spot-forward model for electricity prices with regime shifts**

*by*Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael

**Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices**

*by*He, Ling T. & Casey, K.M.

**Nested forecast model comparisons: A new approach to testing equal accuracy**

*by*Clark, Todd E. & McCracken, Michael W.

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**Reinforced urn processes for credit risk models**

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

**Commodity price changes and the predictability of economic policy uncertainty**

*by*Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng

**Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected**

*by*Mayr, Johannes & Ulbricht, Dirk

**Predictability dynamics of Islamic and conventional equity markets**

*by*Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk

**Measuring Uncertainty**

*by*Kyle Jurado & Sydney C. Ludvigson & Serena Ng

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

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

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

*by*Anandamayee Majumdar & Rangan Gupta

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

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

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

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

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

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

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

*by*Okan EREN

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

*by*Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT

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

*by*Giovanis, Eleftherios

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

*by*Stefan Bruder

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

*by*Stichnoth, Holger

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

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

**Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany**

*by*Teresa, Buchen & Wohlrabe, Klaus

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

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

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

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

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

*by*Pirschel, Inske & Wolters, Maik

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

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

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

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

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

*by*Zeng, Jing

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

*by*Schumacher, Christian

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

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

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

*by*Bush, C. Anthony

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

*by*Rossen, Anja

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

*by*Marczak, Martyna & Proietti, Tommaso

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

*by*Schreiber, Sven

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

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

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

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

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

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

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

*by*Jungmittag, Andre

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

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

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

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

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

*by*Baumeister, Christiane & Kilian, Lutz

**Risk-adjusted option-implied moments**

*by*Brinkmann, Felix & Korn, Olaf

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

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

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

*by*Knüppel, Malte

**MIDAS and bridge equations**

*by*Schumacher, Christian

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

*by*Tao Hong

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

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

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

*by*Pawel Maryniak & Rafal Weron

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

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

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

*by*Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

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

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

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

*by*Rafal Weron

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

*by*Rafal Weron & Michal Zator

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

*by*Jakub Nowotarski & Rafal Weron

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

*by*Rafal Weron

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

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

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

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

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

*by*Konstantin Kholodilin

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

*by*Mthuli Ncube & Zuzana Brixiova & Qingwei Meng

**Generalized Momentum Asset Allocation Model**

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

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

*by*Tomasz Skoczylas

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

*by*Roberto Casarin

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

*by*Buncic, Daniel & Piras, Gion Donat

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

*by*Buncic, Daniel & Moretto, Carlo

**Model comparisons in unstable environments**

*by*Raffaella Giacomini & Barbara Rossi

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

*by*Barbara Rossi & Tatevik Sekhposyan

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

*by*Barbara Rossi & Tatevik Sekhposyan

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

*by*Coccia M. & Wang L.

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

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

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

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

**A composite leading cycle indicator for Uruguay**

*by*Pablo Galaso & Sandra Rodriguez

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

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

**Forecasting Realized Volatility Using Subsample Averaging**

*by*Tae-Hwy Lee & Huiyu Huang

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

*by*Tae-Hwy Lee & Huiyu Huang

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

*by*Tae-Hwy Lee & Yiyao Wang

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

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

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

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

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

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

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

*by*Manabu Asai & Michael McAleer

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

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

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

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

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

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

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

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

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

*by*Simone Auer

**Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation**

*by*Kloudová Dana

**Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector**

*by*Nils Wittmann & Eppinger Marcus

**Forecasting The Runoff Data Using Adaptive Neuro Fuzzy Inference Systems (ANFIS)**

*by*Alpaslan YARAR & Mustafa ONÜÇYILDIZ & Nuri PEKÇET

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

*by*Roy Havemann

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

*by*Martyna Marczak & Tommaso Proietti

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

*by*Tommaso Proietti

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

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

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

*by*Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

**Technical Document for Price Adjustment**

*by*Zheng Tian & Mulugeta Kahsai & Randall Jackson

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

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

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

*by*Korniluk, Dominik

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

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

**Exchange Rate Predictability in a Changing World**

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

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

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

**Forecast Models for Private Consumption**

*by*Peussa, Aleksandr

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

*by*Tuhkuri, Joonas

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

*by*Michael P. Clements

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

*by*Michael P. Clements & Ana Beatriz Galvão

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

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

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

*by*Barrera, Carlos

**Precios de viviendas en Lima**

*by*Orrego, Fabrizio

**Adaptive Models and Heavy Tails**

*by*Davide Delle Monache & Ivan Petrella

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

*by*Piergiorgio Alessandri & Haroon Mumtaz

**Fat-tails in VAR Models**

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

**Financial conditions and density forecasts for US output and inflation**

*by*Piergiorgio Alessandri & Haroon Mumtaz

**Autoregressive augmentation of MIDAS regressions**

*by*Cláudia Duarte

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

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

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

**Identifying structural breaks in stochastic mortality models**

*by*O'Hare, Colin & Li, Youwei

**Predicting the direction of US stock markets using industry returns**

*by*Pönkä, Harri

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

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

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

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

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

*by*Barrera-Chaupis, Carlos

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

*by*Zeynalov, Ayaz

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

*by*Giovannelli, Alessandro & Proietti, Tommaso

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

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

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

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

*by*Yves Jégourel & Samuel Maveyraud

**Evaluating Combined Non-Replicable Forecasts**

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

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

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

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

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

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

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

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

*by*Boriss Siliverstovs

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

*by*Ralf Brüggemann & Jana Riedel

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

*by*Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

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

*by*Colombino, Ugo

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

*by*Colombino, Ugo

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

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

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

*by*Katja Drechsel & Rolf Scheufele

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

*by*Osamu Nakamura

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

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

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

*by*Maurizio Bovi

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

*by*Christian Proano

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

*by*Pierre L. Siklos

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

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

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

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

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

*by*Matthias Ritter & Oliver Mußhoff & Martin Odening

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

*by*Albrecht Ritschl & Samad Sarferaz

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

*by*Julia Schaumburg

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

*by*Lundholm, Michael

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

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

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

*by*Wegmann , Bertil & Villani, Mattias

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

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

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

*by*Ulrich Fritsche & Ullrich Heilemann

**A Hypothetical Cohort Model of Human Development**

*by*Jana Asher & Beth Osborne Daponte

**Alternative Policies for US Economic Recovery**

*by*Byron Gangnes

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

*by*Peter Fuleky & Carl Bonham

**Alternative Policies for US Economic Recovery**

*by*Byron Ganges

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

*by*William D. Larson

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

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

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

*by*Giovanni De Luca & Giampiero Gallo

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

*by*Francesco D’Amuri & Juri Marcucci

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

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

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

*by*Boril Šopov & Jakub Seidler

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

*by*Frédéric Karamé & Alexandra Olmedo

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

*by*Frédéric Karamé

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

*by*Janos Varga and Jan in 't Veld

**Evaluating Combined Non-Replicable Forecast**

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

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

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

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

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

**Combining Non-Replicable Forecasts**

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

**Ranking multivariate GARCH models by problem dimension**

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

**Are Forecast Updates Progressive?**

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

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

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

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

*by*Janine Aron & John Muellbauer

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

*by*Albrecht Ritschl & Samad Salferaz

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

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

**Appreciating the Renminbi**

*by*Rod Tyers & Ying Zhang

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

*by*Don Harding

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

*by*Francesco Ravazzolo & Shaun P. Vahey

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

*by*Roxana Halbleib & Valerie Voev

**Understanding Models' Forecasting Performance**

*by*Barbara Rossi & Tatevik Sekhposyan

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

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

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

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Exchange Rates Forecast Commodity Prices?**

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

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

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

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

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

**The power of weather**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

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

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

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market**

*by*Idier, Julien & Avouyi-Dovi, Sanvi

**Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment**

*by*Antonis A. Michis

**Forecasting Issues: Ideas of Decomposition and Combination**

*by*Marina Theodosiou

**First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth**

*by*C. MINODIER

**How Useful Are Estimated DSGE Model Forecasts for Central Bankers?**

*by*Edge, Rochelle M & Gürkaynak, Refet S.

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

*by*Aron, Janine & Muellbauer, John

**Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?**

*by*Aron, Janine & Muellbauer, John

**Nowcasting**

*by*Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

**New methods for forecasting inflation, applied to the US**

*by*Aron, Janine & Muellbauer, John

**The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy**

*by*Wieland, Volker & Wolters, Maik H

**Is Economic Recovery a Myth? Robust Estimation of Impulse Responses**

*by*Teulings, Coen N & Zubanov, Nick

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

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

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

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

**Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach**

*by*Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

**Measuring Output Gap Uncertainty**

*by*Garratt, Anthony & Mitchell, James & Vahey, Shaun

**Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns**

*by*Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

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

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

**On the forecasting accuracy of multivariate GARCH models**

*by*LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators**

*by*Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

**Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem**

*by*Élise PAYZAN LE NESTOUR

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

*by*Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

**Is Economic Recovery a Myth? Robust Estimation of Impulse Responses**

*by*Coenraad N. Teulings & Nick Zubanov

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

*by*Janine Aron & John Muellbauer

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

*by*Albrecht Ritschl & Samad Salferaz

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

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Equilibrium policy simulations with random utility models of labour supply**

*by*Ugo Colombino

**Evaluating Combined Non-Replicable Forecasts**

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

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

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

**Modeling the Effect of Oil Price on Global Fertilizer Prices**

*by*Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

**Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents**

*by*Chia-Lin Chang & Sung-Po Chen & Michael McAleer

**Great Expectatrics: Great Papers, Great Journals, Great Econometrics**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Combining Non-Replicable Forecasts**

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

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

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

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

**Are Forecast Updates Progressive?**

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

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

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand**

*by*Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

**Are Some Forecasters Really Better Than Others?**

*by*D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

**Combining predictive densities using Bayesian filtering with applications to US economics data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Conditional forecasts in DSGE models**

*by*Junior Maih

**Weights and pools for a Norwegian density combination**

*by*Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

**Simple rules versus optimal policy: what fits?**

*by*Ida Wolden Bache & Leif Brubakk & Junior Maih

**Forecast densities for economic aggregates from disaggregate ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Volatility and the Hedging Effectiveness of China Fuel Oil Futures**

*by*Wei Chen & J L Ford

**Interest rate pass-through in the major European economies - the role of expectations**

*by*Anindya Banerjee & Victor Bystrov & Paul Mizen

**The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?**

*by*Fabio Canova & Filippo Ferroni

**Econometrics and Decision Making: Effects of Presentation Mode**

*by*Robin Hogarth & Emre Soyer

**Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market**

*by*Avouyi-Dovi, S. & Idier, J.

**Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective**

*by*Guillermo Benavides

**Forecast Revisions of Mexican Inflation and GDP Growth**

*by*Carlos Capistrán & Gabriel López-Moctezuma

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

**Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?**

*by*Raúl Ibarra-Ramírez

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

*by*Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani

**Real time forecasts of inflation: the role of financial variables**

*by*Libero Monteforte & Gianluca Moretti

**A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast**

*by*Claudia Miani & Stefano Siviero

**Estimating DSGE models with unknown data persistence**

*by*Gianluca Moretti & Giulio Nicoletti

**Nowcasting Spanish GDP growth in real time: "One and a half months earlier"**

*by*David de Antonio Liedo & Elena Fernández Muñoz

**‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession**

*by*Marco J. Lombardi & Philipp Maier

**Semi-Structural Models for Inflation Forecasting**

*by*Maral Kichian & Fabio Rumler & Paul Corrigan

**On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment**

*by*Nikita Perevalov & Philipp Maier

**Forecasting the Path of USS CO2 Emissions Using State-Level Information**

*by*Maximillian Auffhammer & Ralf Steinhauser

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

*by*Yin Liao & Heather Anderson & Farshid Vahid

**What Drives Commodity Prices?**

*by*Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini

**Bias Correction and Out-of-Sample Forecast Accuracy**

*by*Hyeongwoo Kim & Nazif Durmaz

**The Model Confidence Set**

*by*Peter R. Hansen & Asger Lunde & James M. Nason

**A Comprehensive Look at Financial Volatility Prediction by Economic Variables**

*by*Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

**The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts**

*by*Rasmus Tangsgaard Varneskov & Valeri Voev

**The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data**

*by*Rasmus Tangsgaard Varneskov

**The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks**

*by*Leonidas Tsiaras

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

**Forecasting with nonlinear time series models**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market**

*by*Klaus Grobys

**Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании**

*by*Harin, Alexander

**Random Walk Theory and Exchange Rate Dynamics in Transition Economies**

*by*Nikola Gradojević & Vladimir Djaković & Goran Andjelić

**Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia**

*by*Ginters BUSS

**On the Importance of the Arrival of New Information**

*by*Rómulo Chumacero

**A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates**

*by*Manish Kumar

**Modelling the Daily Currency in Circulation in Turkey**

*by*Halil Guler & Anil Talasli

**Estimating Value-At-Risk (Var) Using TIVEX-POT Models**

*by*Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising

**Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices**

*by*John FRY

**The Effects Of Real Exchange Rate On Trade Balance In Cote D'Ivoire: Evidence From The Cointegration Analysis And Error-Correction Models**

*by*Drama Bedi Guy HERVE & Yao SHEN & Amzath AMED

**ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A**

*by*Wiktor Patena

**Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models**

*by*Seung, Chang K. & Ahn, Sung K.

**The intersections between TRIZ and forecasting methodology**

*by*Georgeta BARBULESCU & Gabriela IONESCU

**Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy**

*by*Miron, Dumitru & Tudor, Cristiana

**Macromodel Simulations for the Romanian Economy**

*by*Dobrescu, Emilian

**Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach**

*by*Dospinescu, Andrei Silviu

**Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model**

*by*Albulescu, Claudiu Tiberiu

**Prediction Based On Time Series. Applications In Quality Control**

*by*Isaic Maniu, Alexandru & Voda, Viorel Gh.

**Forecasting Based On Open Var Model**

*by*Pecican, Eugen St.

**Positive Evolution In Economic Forecasting. Case Study: The Evolution Of A Company’S Capital**

*by*POPESCU, Ion & UNGUREANU, Laura & MATEI, Viorel & VELTER, Victor

**Forecast of facilities stock for the consequences elimination of the anthropogenic accidents**

*by*Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey

**Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market**

*by*Varshavsky, Leonid

**The impact of oil price dynamics on the macroeconomic indicators of the Russian economy**

*by*Melnikov, Roman

**Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework**

*by*Mamonov, Mikhail

**The price of Moscow apartments**

*by*Magnus, Jan & Peresetsky, Anatoly

**Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data**

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

**An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China**

*by*Yang Shao & Jian-guo Zheng

**Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano**

*by*Del Carpio, Carlos & Zevallos, Mauricio

**Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models**

*by*Jacek Osiewalski & Anna Pajor

**Forecasting the Polish Zloty with Non-Linear Models**

*by*Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch

**Slowdown or Recession? Forecasts Based on Composite Leading Indicator**

*by*Miroslav Klúcik & Jana Juriová

**Simulation approach in stock control of products with sporadic demand**

*by*Jakub Dyntar & Eva Kemrová & Ivan Gros

**Combining VAR Forecast Densities Using Fast Fourier Transform**

*by*Jakub Ryšánek

**Forecasting Exports Of Industrial Goods From Punjab - An Application Of Univariate Arima Model**

*by*Gulshan Kumar & Sanjeev Gupta

**Study On Identifying The Consultancy Needs Of The Members Of The Territorial Pact And The County Partnerships In The Centre Region**

*by*Alina-Teodora Ciuhureanu & Hortensia Gorski & Nicolae Balteş

**On Tests For Long-Term Dependence: India’s International Tourism Market**

*by*Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri

**A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand**

*by*Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta

**International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach**

*by*Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip

**International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach**

*by*Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip

**Poisson Processes And Compound Poisson Processes In Insurance Management**

*by*Dominika Crnjac Milic

**Performance Assessment In Operating Dry Ports**

*by*Ciortescu Cezar-Gabriel

**The Determinats Of The Unemployment Rate - Empirical Evidence From Romania**

*by*Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin

**The Effects Of Financing Sources Costs Over The Financial And Operational Risk**

*by*Chirila Emil

**Use Of Econometric Instruments In Determining The Financial Resources Needed For Professional Skills Development Projects**

*by*Dogar Cristian & Kelemen Andrei

**Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?**

*by*Jesús Crespo Cuaresma & Tomáš Slacík

**Fiscal Marksmanship in Pakistan**

*by*Muhammad Zakaria & Shujat Ali

**On The Road to Euro: How Synchronized Is Estonia with the Euro zone?**

*by*Zuzana Brixiova & Margaret H. Morgan & Andreas Wörgötter

**A monetáris restrikció hatása strukturális VAR keretben**

*by*Ábel, István & Kóbor, Ádám

**A Variance Ratio Test of Random Walk in Energy Spot Markets**

*by*Chin Wen Cheong

**Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi**

*by*Esin FIRUZAN

**Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices**

*by*Giancarlo Lutero & Marco Marini

**The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector**

*by*Enache, Calcedonia

**Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market**

*by*Vít Bubák

**Game-Theoretic Modeling of Electricity Markets in Central Europe**

*by*Martin Hrubý & Petr Čambala & Jan Toufar

**Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio**

*by*Adriano Pareto & Annamaria Urbano

**Heat waves or Meteor showers: Empirical evidence from the stock markets**

*by*Boppana Nagarjuna & Varadi Vijay Kumar

**Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008**

*by*AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

**Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV**

*by*Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos

**Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera**

*by*Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel

**Un modelo SETAR para el PIB colombiano**

*by*Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

**Zur Güte der ifo Dresden Konjunkturprognosen**

*by*Gerit Vogt

**Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques**

*by*Laurent Ferrara

**Determinants of the receipts from shipping services: the case of Greece**

*by*Zacharias Bragoudakis & Stelios Panagiotou

**The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment**

*by*Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu

**O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado**

*by*Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart

**Efficient Yield Curve Estimation and Forecasting in Brazil**

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

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

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*by*Lee , Jim & Crowley, Patrick M

**Disagreement among Forecasters in G7 Countries**

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*by*Delphine Bassilière & Francis Bossier & Frédéric Verschueren

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*by*Andrea Bastianin

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*by*António Caleiro

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*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Survey Data as Coicident or Leading Indicators**

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

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

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

*by*Matthias Hartmann & Helmut Herwartz

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

*by*Janos Varga & Jan in 't Veld

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

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

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

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

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

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

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

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

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

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

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**Model Comparisons in Unstable Environments**

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*by*Nhat Le

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**Automated financial multi-path GETS modelling**

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

*by*Janine Aron & John Muellbauer

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*by*Ritschl, Albrecht & Sarferaz, Samad

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

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

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

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

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

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

*by*Aron, Janine & Muellbauer, John

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

*by*Davis, Lucas W & Kilian, Lutz

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

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

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**Consistent ranking of multivariate volatility models**

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*by*Yinhua Mai & Xiujian Peng

**Bootstrap Confidence Bands for Forecast Paths**

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*by*Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

**Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach**

*by*Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo

**Forecasting stock market volatility with macroeconomic variables in real time**

*by*Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

**Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?**

*by*Domenico Giannone & Lucrezia Reichlin

**(Un)Predictability and Macroeconomic Stability**

*by*Antonello D'Agostino & Domenico Giannone & Paolo Surico

**The Cyclical Behaviour of Shadow and Regular Employment**

*by*Maurizio Bovi

**The Dark, and Independent, Side of the Italian Labour Market**

*by*Maurizio Bovi

**The Behavioral Equilibrium Exchange Rate of the Czech Koruna**

*by*Martin Melecky & Lubos Komarek

**Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates**

*by*Martin Melecky

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities**

*by*Tony Guida & Olivier Matringe

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**The Degree of Stability of Price Diffusion**

*by*Cornelis A. Los

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate**

*by*Sutthisit Jamdee & Cornelis A. Los

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

**How Do People Learn by Listening to Others? Experimental Evidence from Thailand**

*by*Andrew Healy

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Zacharias Bragoudakis

**A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios**

*by*Hsiang-Tai Lee & Jonathan Yoder

**Forecasting Spot Electricity Prices With Time Series Models**

*by*Rafal Weron & Adam Misiorek

**What causes the forecasting failure of Markov-Switching models? A Monte Carlo study**

*by*Marie Bessec & Othman Bouabdallah

**Nonlinearity, Nonstationarity and Spurious Forecasts**

*by*Vadim Marmer

**Modeling and forecasting electricity loads: A comparison**

*by*Rafal Weron & Adam Misiorek

**The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend**

*by*Stanislav Radchenko

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Employment Effects of Foreign Direct Investment in Central and Eastern Europe**

*by*Ingo Geishecker & Gabor Hunya

**Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?**

*by*Hui Feng

**On the Rationality of the General Public**

*by*GEBHARD KIRCHGÄSSNER

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Fabio Trojani & Francesco Audrino

**Survey Expectations**

*by*M. Hashem Pesaran & Martin Weale

**Curve Forecasting by Functional Autoregression**

*by*A. Onatski & V. Karguine

**Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area**

*by*James Mitchell

**High Frequency Multiplicative Component Garch**

*by*Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle

**Real-time data for Norway: Output gap revisions and challenges for monetary policy**

*by*TOM BERNHARDSEN & Ã˜YVIND EITRHEIM

**Forecasting Aggregates by Disaggregates**

*by*Kirstin Hubrich & David F. Hendry

**Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?**

*by*Carlos CapistrÃ¡n-Carmona

**Measuring Fiscal Sustainability**

*by*Vito Polito & Mike Wickens

**Variable Selection using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case**

*by*Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising

**Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case**

*by*Cláudia Duarte & António Rua

**Were There Regime Switches in U.S. Monetary Policy?**

*by*Christopher A. Sims & Tao Zha

**Methods for Scenario-building: it’s importance for policy analysis**

*by*Moniz, António

**Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003**

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

**Economic Growth in Uzbekistan: Sources and Potential**

*by*Lord, Montague

**Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones**

*by*Cabrera-Castellanos, Luis F.

**Borderplex Economic Outlook: 2005-2007**

*by*Fullerton, Thomas M., Jr. & Tinajero, Roberto

**بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي**

*by*Sarfaraz, Leyla & Afsar, Amir

**Econometric analysis and forecasting of Latvia's balance of payments**

*by*Benkovskis, Konstantins

**ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts**

*by*Lahiri, Kajal & Liu, Fushang

**Is there too much certainty when measuring uncertainty**

*by*da Silva Filho, Tito Nícias Teixeira

**Forecasting international bandwidth capability**

*by*Madden, Gary G & Coble-Neal, Grant

**Volatility Forecasting**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Model Uncertainty and Endogenous Volatility**

*by*Wiliam Branch & George W. Evans

**Monetary policy and asset prices: To respond or not?**

*by*Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

**Nonrenewable Resource Prices: Deterministic or Stochastic Trends?**

*by*Junsoo Lee & John A. List & Mark Strazicich

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference**

*by*Todd E. Clark & Kenneth D. West

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & TAREK, Jouini

**Time Series Forecasting: The Case for the Single Source of Error State Space**

*by*J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds

**Forecasting age-specific breast cancer mortality using functional data models**

*by*Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig

**Demand Forecasting: Evidence-based Methods**

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

**Robust forecasting of mortality and fertility rates: a functional data approach**

*by*Rob J. Hyndman & Md. Shahid Ullah

**Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases**

*by*D. S. Poskitt

**Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study**

*by*Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos

**Another Look at Measures of Forecast Accuracy**

*by*Rob J. Hyndman & Anne B. Koehler

**25 Years of IIF Time Series Forecasting: A Selective Review**

*by*Jan G. De Gooijer & Rob J. Hyndman

**Rating Forecasts for Television Programs**

*by*Denny Meyer & Rob J. Hyndman

**The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy**

*by*Costanza Torricelli & Marianna Brunetti

**Discounting the distant future: How much does model selection affect the certainty equivalent rate?**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Declining Discount Rates: Evidence from the UK**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange**

*by*Georges Dionne & Pierre Duchesne & Maria Pacurar

**Forecasting Canadian Time Series with the New-Keynesian Model**

*by*Ali Dib & Mohamed Gammoudi & Kevin Moran

**Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data**

*by*Aleksejs Melihovs & Svetlana Rusakova

**Innovación y convergencia con la Unión Europea: Diseño de un modelo de convergencia en el desarrollo de la sociedad de la información**

*by*PEREZ-GARCIA, JULIAN

**Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations**

*by*Ali al-Nowaihi & Sanjit Dhami

**On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Herbert Brücker & Boriss Siliverstovs

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Brücker, Herbert & Siliverstovs, Boriss

**Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction**

*by*Jumah, Adusei & Kunst, Robert M.

**Portfolio Value at Risk Based on Independent Components Analysis**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach**

*by*Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago

**Inference in Vector Autoregressive Models with an Informative Prior on the Steady State**

*by*Villani, Mattias

**Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**Evaluating a Central Bank’s Recent Forecast Failure**

*by*Nymoen, Ragnar

**Consumption and population age structure**

*by*Erlandsen, Solveig & Nymoen, Ragnar

**Forecasting economic variables with nonlinear models**

*by*Teräsvirta, Timo

**Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler**

*by*Michael Groemling

**Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)**

*by*Eric Meyermans & Patrick Van Brusselen

**A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Indirect Robust Estimation of the Short-term interest Rate Process**

*by*Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

**Real time estimates of GDP growth**

*by*de Groot, E.A. & Franses, Ph.H.B.F.

**Testable implications of forecast optimality**

*by*Andrew J. Patton & Allan Timmermann

**Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting**

*by*Libor Krkoska & Utku Teksoz

**How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?**

*by*Rossi, Barbara & Giacomini, Raffaella

**Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs**

*by*Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis

**Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?**

*by*Tilman Brück & Andreas Stephan

**Forecast Errors and the Macroeconomy: A Non-Linear Relationship?**

*by*Ulrich Fritsche & Jörg Döpke

**What causes the forecasting failure of Markov-switching models ? A Monte Carlo study**

*by*Bouabdallah, Othman & Bessec, Marie

**Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets**

*by*George Kouretas & Leonidas Zarangas

**Individual responses to BTS and the Forecasting of Manufactured Production**

*by*O. BIAU & H. ERKEL-ROUSSE & N. FERRARI

**A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral**

*by*B. HEITZ

**Firm'investment forecast: An indicator of changes in expectations in industrial investment survey**

*by*N. FERRARI

**Forecast Combinations**

*by*Timmermann, Allan G

**Measuring Fiscal Sustainability**

*by*Polito, Vito & Wickens, Michael R.

**How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation**

*by*Inoue, Atsushi & Kilian, Lutz

**Short-Run Italian GDP Forecasting and Real-Time Data**

*by*Golinelli, Roberto & Parigi, Giuseppe

**Modelling and Forecasting Fiscal Variables for the euro Area**

*by*Favero, Carlo A. & Marcellino, Massimiliano

**Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management**

*by*Pesaran, M Hashem & Zaffaroni, Paolo

**Data Revisions Are Not Well-Behaved**

*by*Aruoba, Boragan

**Forecast Combination and Model Averaging Using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases**

*by*Giannone, Domenico & Reichlin, Lucrezia & Small, David

**Monetary Policy in Real Time**

*by*Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

**Leading Indicators: What Have We Learned?**

*by*Marcellino, Massimiliano

**Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration**

*by*van Tol, Michel R & Wolff, Christian C

**On the Fit and Forecasting Performance of New Keynesian Models**

*by*Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

**The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time**

*by*Orphanides, Athanasios & van Norden, Simon

**Forecasting exchange rates: a robust regression approach**

*by*PREMINGER, Arie & FRANCK, Raphael

**The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation**

*by*Marek Hlavacek & Michael Konak & Josef Cada

**The Behavioural Equilibrium Exchange Rate of the Czech Koruna**

*by*Lubos Komarek & Martin Melecky

**Asymptotic distribution of a simple linear estimator for VARMA models in echelon form**

*by*Jean-Marie Dufour & Tarek Jouini

**New Composite Leading Indicators for Hungary and Poland**

*by*Harm Bandholz

**Testable Implications of Forecast Optimality**

*by*Andrew J. Patton & Allan Timmermann

**Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators**

*by*Javier J. Pérez

**Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series**

*by*Pami Dua & Lokendra Kumawat

**Survey Expectations**

*by*Pesaran, M.H. & Weale, M.

**Forecasting Distributions with Experts Advice**

*by*Sancetta, A.

**The European Union GDP Forecast Rationality under Asymmetric Preferences**

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

**Monetary policy and asset prices: To respond or not?**

*by*Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim

**Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?**

*by*Andrea Nobili

**Cross-country differences in monetary policy transmission**

*by*Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés

**Forecasting Canadian GDP: Region-Specific versus Countrywide Information**

*by*Frédérick Demers & David Dupuis

**MUSE: The Bank of Canada's New Projection Model of the U.S. Economy**

*by*Marc-André Gosselin & René Lalonde

**Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares**

*by*José Airton Mendonça de Melo & Paulo de Melo Jorge Neto

**Are Business Cycles All Alike In Europe?**

*by*Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte

**Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?**

*by*Heather Anderson & Fashid Vahid

**Forecasting the macro economy**

*by*Robert Ewing & David Gruen & John Hawkins

**A Quarterly Macroeconometric Model of the Turkish Economy**

*by*Cem Aysoy & Ahmet N. Kipici

**Franco: una mente mai ferma**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach**

*by*MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R.

**Az első hazai csődmodell újraszámítása neurális hálók segítségével**

*by*Virág, Miklós & Kristóf, Tamás

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Some approachs to forecasting economic indicators**

*by*Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

**Forecasting the UK Unemployment Rate: Model Comparisons**

*by*Floros, Ch.

**Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005**

*by*Octavio José Salcedo Parra & Marco Aguilera Prado

**Gauging Employment: Is the Professional Wisdom Wrong?**

*by*George C. Perry

**Les scores de la Banque de France : leur développement, leurs applications, leur maintenance**

*by*BARDOS, M.

**Investments and Economic Growth Based on Endogenous Factors**

*by*Ivan Stoykov

**Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison**

*by*Mikael Petitjean & Pierre Giot

**How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone**

*by*Simon van Norden

**Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules**

*by*Tina Yu & Shu-Heng Chen

**Data Revisions in General Equilibrium**

*by*S. Boragan Aruoba

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination**

*by*Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo

**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**

*by*Norman R. Swanson & Valentina Corradi

**Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model**

*by*Yasutomo Murasawa & Roberto S. Mariano

**How Can We Define the Long Memory Concept? An Econometric Survey**

*by*Dominique Guegan

**Causality: Some New Thoughts on an Old Topic**

*by*Clive Granger

**Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index**

*by*Jonathan Dark

**Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers**

*by*Andy C. C. Kwan & John A. Cotsomitis

**Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana

**Principal Components Model Of The Romanian Economy. Gdp – Production Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona

**Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?**

*by*Schmidt, Robert & Leitner, Johannes

**Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models**

*by*Lux, Thomas & Kaizoji, Taisei

**Forecast quality and simple instrument rules: a real-time data approach**

*by*Glück, Heinz & Schleicher, Stefan P.

**Real-time Data for Norway: Challenges for Monetary Policy**

*by*Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein

**Real-time data and business cycle analysis in Germany**

*by*Döpke, Jörg

**Regional Econometric Housing Start Forecast Accuracy in Florida**

*by*Thomas M. Fullerton Jr. & Carol T. West

**Underground Shocks Ground Zero Responses**

*by*Maurizio Bovi

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Learning, inflation expectations and optimal monetary policy**

*by*Eric Schaling

**Is money informative? Evidence from a large model used for policy analysis**

*by*Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

**Model-Free Impulse Responses**

*by*Oscar Jorda

**Narrowing the US twin deficits: simulations with a world macroeconometric model**

*by*Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi

**System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets**

*by*Cornelis A Los

**Economic Performance in a Cross-Section of U.S. Native American Economies**

*by*Voxi Heinrich S Amavilah

**Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands**

*by*Voxi Heinrich S Amavilah

**Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change**

*by*Voxi Heinrich S Amavilah & Richard T. Newcomb

**Long-Run Regressions: Theory and Application to US Asset Markets**

*by*Charlotte S. Hansen & Bjorn E. Tuypens

**Genetic Algorithms: Genesis of Stock Evaluation**

*by*Rama Prasad Kanungo

**On aggregation bias in fixed-event forecast efficiency tests**

*by*Gultekin Isiklar

**Is it really long memory we see in financial returns?**

*by*Thomas Mikosch

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Space-Time Lags: Specification Strategy In Spatial Regression Models**

*by*Fernando A. López Hernández & Coro Chasco Yrigoyen

**Confessions of an International Forecaster**

*by*Thomas M Fullerton Jr

**Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach**

*by*Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

**Policy Makers Priors and Inflation Density Forecasts**

*by*Marco Vega

**Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia**

*by*Coro Chasco-Yrigoyen & Fernando López-Hernández

**Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**A Framework for Forecasting the Components of the Consumer Price**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies**

*by*Voxi Heinrich Amavilah

**Assessing the Demand for Food in Europe by the Year 2010**

*by*Leon Podkaminer

**Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1**

*by*Jan Hanousek & Filip Palda

**Energy Consumption in China: Past Trends and Future Directions**

*by*Paul Crompton & Yanrui Wu

**What explains the Great Moderation in the US? A structural analysis**

*by*Fabio Canova

**Long-Term Fixed-Income Market Structure**

*by*Luca Grilli

**Un approccio metrico per lo studio dei dati finanziari**

*by*Luca Grilli

**Time-series regression models to study the short-term effects of environmental factors on health**

*by*Tobías, Aureli & Saez, Marc

**Achieving Universal Primary Education: Can Kenya Afford it?**

*by*Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi

**Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment**

*by*Gustavo A. Marrero

**Prognose uni- und multivariater Zeitreihen**

*by*Manfred Deistler & Klaus Neusser

**Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting**

*by*Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F.

**Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation**

*by*Daniel Ramirez A. & Juan M. GÃ³mez G.

**Data Uncertainty in General Equilibrium**

*by*S. Boragan Aruoba

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**Bagging Time Series Models**

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**Forecasting Time Series Subject to Multiple Structural Breaks**

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**Real Time Econometrics**

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**Model-Free Impulse Responses**

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**A Model of the Irish Housing Sector**

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**‘Forecasting Time Series Subject to Multiple Structural Breaks’**

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**‘Real Time Econometrics’**

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**Oil wealth and real exchange rates: The FEER for Norway**

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**Modelling inflation in the Euro Area**

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**Inflation and the Markup in the Euro Area**

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**A Forecasting Model for Inventory Investments in Canada**

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**Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates**

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**Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados**

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**New methodological approaches to the construction of currency crashes models**

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**Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach**

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**Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia**

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**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**

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**Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland**

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**Agricultural Reform in Slovakia**

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**The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)**

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**The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting**

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**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**

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**Understanding Economic Forecasts**

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**Methodology Of Scenario Forecasting Of Russia’S Economic Development**

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**Scenarios Of Economic Development In Romania – Medium To Long-Term Forecasting Models**

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**Possible Evolutions Of The Romanian Economy (Macromodel Estimations)**

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**Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania**

*by*Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara

**Annual And Medium-Term Analyses And Forecasts Based On „Dobrescu” Macromodel Of The Romanian Economy**

*by*Scutaru, Cornelia & Iordan, Mioara & Marin, Dinu & Stancu, Stelian & Ciumara, Roxana & Fomin, Petre

**The Romanian Growth Potential – A Cge Analysis**

*by*Croitoru, Lucian & Tarhoaca, Cornel

**Factors And Mechanisms Of Economic Growth In Transition Economies Of Different Types (Case Of Romania)**

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**Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version)**

*by*Dobrescu, Emilian

**The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

**Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange**

*by*Darasteanu, Catalin Cristian

**The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

**The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast**

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**Resource Requirements In The Adjustment Process:A Macroeconometric Simulation Study Of The Nigerian Economy**

*by*GODWIN CHUKWUDUM NWAOBI

**Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions**

*by*Liew Khim Sen & Ahmad Zubaidi Baharumshah

**Stock Market Valuation In The United States**

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**Tests of Conditional Predictive Ability**

*by*Raffaella Giacomini & Halbert White

**Housing Demand in Portugal**

*by*Pedro Guedes Carvalho

**The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico**

*by*Carlos A. Rodríguez Ramos

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*by*Fabio Canova & Luca Gambetti

**Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a**

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**Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931**

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**Learning, Inflation Reduction and Optimal Monetary Policy**

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**A linear demand system within a Seemingly Unrelated Time Series Equation framework**

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**Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium**

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**Determinants of Land-Use Change In the United States 1982-1997**

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**Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange**

*by*Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson

**Optimal f and Portfolio Return Optimisation in US Futures Markets**

*by*John Anderson & Robert W Faff

**Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited**

*by*Álvaro A. Novo & Maximiano Pinheiro

**Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models**

*by*Ricardo Mourinho Félix & Luís Catela Nunes

**Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model**

*by*Heinen, Andreas

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*by*Bruno, Giancarlo & Lupi, Claudio

**Latvijas būvniecības nozares attīstības prognoze**

*by*Skribans, Valerijs

**Modeling urban evolution by identifying spatiotemporal patterns and applying methods of artificial intelligence.Case study: Athens, Greece**

*by*Photis, Yorgos N. & Manetos, Panos & Grekoussis, George

**Construction demand: a model of research and forecast for Latvia from 2002 to 2025**

*by*Skribans, Valerijs

**Estimating contribution of factors to long-term growth in Romania**

*by*Albu, Lucian-Liviu

**Scenarios of economic development in Romania - medium to long-term forecasting models**

*by*Albu, Lucian-Liviu & Roudoi, Andrei

**Fear Trading**

*by*Ardia, David

**Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics**

*by*Peter F. Christoffersen & Francis X.Diebold

**Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices**

*by*Christopher Bowdler & Heino Bohn Nielsen

**Testing for Longer Horizon Predictability of Return Volatility with an Application to the German**

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**Indicator Models of Real GDP Growth in Selected OECD Countries**

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**Geometric Return and Portfolio Analysis**

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**Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand**

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**Modelling structural change: the case of New Zealand**

*by*Olivier Basdevant & David Hargreaves

**Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices**

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**Stock market valuation in the United States**

*by*Patrick Bisciari & Alain Durré & Alain Nyssens

**Coherent Predictions of Low Count Time Series**

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**Invertibility Conditions for Exponential Smoothing Models**

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**Empirical Information Criteria for Time Series Forecasting Model Selection**

*by*Md B. Billah & R.J. Hyndman & A.B. Koehler

**Stochastic models underlying Croston's method for intermittent demand forecasting**

*by*Lydia Shenstone & Rob J. Hyndman

**Forecasting Industrial Production and the Early Detection of Turning Points**

*by*Bruno, Giancarlo & Lupi, Claudio

**Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary**

*by*Viktor Várpalotai

**Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence**

*by*Antonio Rubia Serrano & Trino-Manuel Ñíguez

**Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria**

*by*Trino-Manuel Ñíguez

**Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data**

*by*Bruno Giancarlo & Lupi Claudio

**Testing for Relative Predictive Accuracy: A Critical Viewpoint**

*by*Kunst, Robert M.

**Temporal Aggregation of the Returns of a Stock Index Series**

*by*Brännäs, Kurt

**Business Survey Data: Do They Help in Forecasting the Macro Economy?**

*by*Hansson, Jesper & Jansson, Per & Löf, Mårten

**Learning, inflation expectations and optimal monetary policy**

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**Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers**

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**A Multiple Indicators Model For Volatility Using Intra-Daily Data**

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**Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components**

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**The Error of Prediction for a Simultaneous Equation Model**

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**On the Bass diffusion theory, empirical models and out-of-sample forecasting**

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

**Predicting Customer Lifetime Value in Multi-Service Industries**

*by*Donkers, A.C.D. & Verhoef, P.C. & de Jong, M.G.

**Forecasting industrial production with linear, nonlinear, and structural change models**

*by*Siliverstovs, B. & van Dijk, D.J.C.

**Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy**

*by*van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty**

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**The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico**

*by*Carlos A. Rodríguez Ramos

**Economic Implications of Bull and Bear Regimes in UK Stock Returns**

*by*Guidolin, Massimo & Allan Timmermann

**Forecasting with measurement errors in dynamic models**

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**The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts**

*by*Marrocu, Emanuela & Gianna Boero

**Recursive Predictability Tests for Real-Time Data**

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**Forecasting Inflation in the Netherlands and the Euro Area**

*by*A.H.J. den Reijer & P.J.G. Vlaar

**Forecasting inflation: An art as well as a science!**

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**Housing Market in Portugal revisited. A spatial analysis for 275 counties**

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**Properties of Optimal Forecasts**

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**The Transmission Mechanism in a Changing World**

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**Dating and Forecasting the Spanish Business Cycle**

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**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**

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