## 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.

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

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

*by*Thomas Lux & Mawuli K. Segnon & Rangan Gupta

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

*by*Parshakov, Petr

**Life-cycle incidence of family policy measures in Germany: Evidence from a dynamic microsimulation model**

*by*Bonin, Holger & Reuss, Karsten & Stichnoth, Holger

**The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area**

*by*Kitlinski, Tobias & an de Meulen, Philipp

**With or without you: Do financial data help to forecast industrial production?**

*by*Kitlinski, Tobias

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

*by*Döhrn, Roland & an de Meulen, Philipp

**Radical uncertainty: Sources, manifestations and implications**

*by*Müller, Christian

**EuroMInd-D: A density estimate of monthly gross domestic product for the euro area**

*by*Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi

**Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility**

*by*Ghonghadze, Jaba & Lux, Thomas

**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.

**A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response**

*by*Stephen Chick & Martin Forster & Paolo Pertile

**A hybrid model for GEFCom2014 probabilistic electricity price forecasting**

*by*Katarzyna Maciejowska & Jakub Nowotarski

**Improving short term load forecast accuracy via combining sister forecasts**

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

**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

**Market Sentiment and Paradigm Shifts**

*by*Liya Chu & Xue-Zhong He & Kai Li & Jun Tu

**Global Equity Market Volatility Spillovers: A Broader Role for the United States**

*by*Buncic, Daniel & Gisler, Katja I. M.

**Finding SPF Percentiles Closest to Greenbook**

*by*Tae-Hwy Lee & Yiyao Wang

**The Impact of Jumps and Leverage in Forecasting Co-Volatility**

*by*Manabu Asai & Michael McAleer

**A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?**

*by*Chia-Lin Chang & Juan-�ngel Jim�nez-Mart�n & Esfandiar Maasoumi & Michael McAleer & Teodosio P�rez-Amaral

**The Impact of Jumps and Leverage in Forecasting Co-Volatility**

*by*Manabu Asai & Michael McAleer

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

*by*Selen Baser Andic & Fethi Ogunc

**Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inﬂation**

*by*Christopher G. Gibbs

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

*by*Christopher Gibbs

**Monetary Policy with Diverse Private Expectations**

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

**Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?**

*by*Luca Fanelli & Marco M. Sorge

**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

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

*by*Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

**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 &

**Macroeconomic Forecasting Starting from Survey Nowcasts**

*by*João Valle e Azevedo & Inês Gonçalves

**The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach**

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

**Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis**

*by*Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar

**A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices**

*by*Stelios Bekiros & Rangan Gupta & Clement Kyei

**The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach**

*by*Rangan Gupta & Kevin Kotze

**The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method**

*by*Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

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

*by*Marcos Álvarez-Díaz & Rangan Gupta

**Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach**

*by*Naser, Hanan & Alaali, Fatema

**Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis**

*by*Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis

**Nowcasting Regional GDP: The Case of the Free State of Saxony**

*by*Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus

**Information money fields of cyclic oscillations in nonlinear dynamic economic system**

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

**Information money fields of cyclic oscillations in nonlinear dynamic economic system**

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

**Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər**

*by*Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

**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

**Asia’s Evolving Role in Global Wine Markets**

*by*Kym Anderson & Glyn Wittwer

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

*by*Jonas Dovern & Martin Feldkircher & Florian Huber

**Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?**

*by*Patrice Ollivaud & Cyrille Schwellnus

**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

**FloGARCH : Realizing long memory and asymmetries in returns volatility**

*by*Harry Vander Elst

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

*by*Ahmad Farid Osman & Maxwell L. King

**A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction**

*by*Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

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

*by*Anil Alpman

**The Financial Econometrics of Price Discovery and Predictability**

*by*Seema Narayan & Russell Smyth

**Forecasting VARs, Model Selection, and Shrinkage**

*by*Kascha, Christian & Trenkler, Carsten

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

**The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates**

*by*Radim Gottwald

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

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

**Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach**

*by*Wojciech Charemza & Carlos Díaz & Svetlana Makarova

**Business Tendency Surveys and Macroeconomic Fluctuations**

*by*Daniel Kaufmann & Rolf Scheufele

**Real-Time Forecasting with a MIDAS VAR**

*by*Heiner Mikosch & Stefan Neuwirth

**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

**Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net**

*by*Sandra Stankiewicz

**Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates**

*by*Jing Zeng

**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

**Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?**

*by*P. Sarlin & Gregor von Schweinitz

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

*by*Germán López Espinosa

**Measuring the Connectedness of the Global Economy**

*by*Matthew Greenwood-Nimmo & Viet Hoang Nguyen

**Forecasting Moscow Ambulance Trips**

*by*Filipp Bykov & Vladimir A. Gordin

**Forest reliance across poverty groups in Tanzania**

*by*Dokken, Therese & Angelsen, Arild

**Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates**

*by*Reese, Simon

**Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model**

*by*Porshakov , Alexey & Deryugina , Elena & Ponomarenko , Alexey & Sinyakov , Andrey

**Real-time forecasting with a MIDAS VAR**

*by*Mikosch, Heiner & Neuwirth , Stefan

**A comparative Study of Volatility Breaks**

*by*Grote, Claudia & Bertram, Philip

**Can A Subset Of Forecasters Beat The Simple Average In The Spf?**

*by*Constantin Burgi

**Application of periodic autoregressive process to the modeling of the Garonne river ﬂows**

*by*PEREAU Jean-Christophe & URSU Eugen

**The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures**

*by*António Alberto Santos

**Do Phillips curves conditionally help to forecast inflation?**

*by*Dotsey, Michael & Fujita, Shigeru & Stark, Tom

**Consumers' Attitudes and Their Inflation Expectations**

*by*Ehrmann, Michael & Pfajfar, Damjan & Santoro, Emilianio

**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

**A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?**

*by*Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

**The Impact of Jumps and Leverage in Forecasting Co-Volatility**

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

**Efficient estimation of Bayesian VARMAs with time-varying coefficients**

*by*Joshua C.C. Chan & Eric Eisenstat

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

*by*Joshua C.C. Chan

**FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility**

*by*Harry-Paul Vander Elst

**Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth**

*by*Cai Fang, Lu Yang

**Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth**

*by*Cai Fang, Lu Yang

**Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth**

*by*Cai Fang, Lu Yang

**The formation of European inflation expectations: One learning rule does not fit all**

*by*Christina Strobach & Carin van der Cruijsen

**War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I**

*by*Konstantin A. Kholodilin

**The role of term structure in an estimated DSGE model with learning**

*by*Pablo Aguilar & Jesús Vázquez

**Monetary Policy with Diverse Private Expectations**

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

**Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique**

*by*Thierry Kamionka & Xavier VU NGOC

**Asia’s Evolving Role in Global Wine Markets**

*by*Anderson, Kym & Wittwer, Glyn

**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

**Autoregressive moving average infinite hidden markov-switching models**

*by*Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

**La formación de expectativas de inflación en Colombia**

*by*Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo

**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

**Nowcasting Regional GDP: The Case of the Free State of Saxony**

*by*Steffen Henzel & Robert Lehmann & Klaus Wohlrabe

**Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation**

*by*Kajal Lahiri & Liu Yang

**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

**CBO's Economic Forecasting Record: 2015 Update**

*by*Congressional Budget Office

**Shaping the manufacturing industry performance in Turkey: MIDAS approach**

*by*Ibrahim Turhan & Ahmet Sensoy & Erk Hacihasanoglu

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

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

**Identification and real-time forecasting of Norwegian business cycles**

*by*Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

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

*by*Hilde C. Bjørnland & Francesco Ravazzolo & 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

**Alternative Tests for Correct Specification of Conditional Predictive Densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Short term inflation forecasting: the M.E.T.A. approach**

*by*Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti

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

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

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

*by*Pierre Guérin & Danilo Leiva-Leon

**Eurozona | Evaluando la capacidad predictiva del MIDAS**

*by*Diego Torres Torres

**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

**Identification and estimation of non-Gaussian structural vector autoregressions**

*by*Markku Lanne & Mika Meitz & Pentti Saikkonen

**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

**Modelling And Predicting The Indirect Taxes In Romania**

*by*SIMIONESCU, Mihaela

**European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis**

*by*DUMITRESCU, Sorin

**The Norwegian Winter Herring Fishery: A Story of Technological Progress and Stock Collapse**

*by*Daniel V. Gordon & RÃ¶gnvaldur Hannesson

**Incorporating Outcome Uncertainty and Prior Outcome Beliefs in Stated Preferences**

*by*Thomas Lundhede & Jette Bredahl Jacobsen & Nick Hanley & Niels Strange & Bo Jellesmark Thorsen

**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

**Conditional equity risk premia and realized variance jump risk**

*by*Zhanglong Wang & Kent Wang & Zheyao Pan

**Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd**

*by*Corina SAMAN

**Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence**

*by*Aidil Rizal SHAHRIN

**A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania**

*by*Simionescu, Mihaela

**Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)**

*by*Karen Poghosyan

**Credit Value Adjustment and Economic Motivation to Trade on PXE**

*by*Igor Paholok

**The Improvement of Unemployment Rate Predictions Accuracy**

*by*Mihaela Simionescu

**Credit Value Adjustment and Economic Motivation to Trade on PXE**

*by*Igor Paholok

**Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries**

*by*Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz

**Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market**

*by*Travkin, A.

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

*by*Karunanithy Banumathy & Ramachandran Azhagaiah

**Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos econométricos mediante la combinación de la descomposición clásica de series y el análisis factorial dinámico: Una aplicación para el modelo Wharton-UAM**

*by*MORAL CARCEDO, JULIAN & PEREZ GARCÍA, JULIAN

**Forecasting Accuracy of a Multi-Country Macroeconometric Model for the Former Yugoslavia/Capacidad predictiva de los modelos estructurales frente a modelos de series temporales. Aplicación a un sistema multi-país en la antigua Yugoslavia**

*by*WEYERSTRASS, KLAUS

**High-Mixed-Frequency Dynamic Latent Factor Forecasting Models for GDP in the Philippines/Modelos de factores dinámicos latentes con datos mixtos de alta frecuencia aplicados a la predicción del PIB en Filipinas**

*by*MARIANO, ROBERTO S. & OZMUCUR, SULEYMAN

**Modelización econométrica regional en España: Una revisión aplicada del enfoque unirregional y multirregional/Regional Econometric Modeling in Spain: An Applied Review of Single-Regional and Multiregional Approaches**

*by*LÓPEZ, ANA M.

**Acerca del poder predictivo de Klein/On the Predictive Power of Klein**

*by*COUTIÑO, ALFREDO

**Modelling and Predicting the Fiscal Pressure Indicator in the European Union**

*by*Mihaela Simionescu & Mirela Niculae

**Internal Validation of Temporal Disaggregation: A Cloud Chamber Approach**

*by*Christian Mueller-Kademann

**The Accuracy Of General Government Balance Forecasts In Romania**

*by*Mihaela SIMIONESCU

**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

**Estimating a DSGE model for Japan in a data-rich environment**

*by*Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi

**Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times**

*by*Temesvary, Judit

**Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates**

*by*Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

**Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes**

*by*Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

**Hedge fund return predictability; To combine forecasts or combine information?**

*by*Panopoulou, Ekaterini & Vrontos, Spyridon

**Mixture pair-copula-constructions**

*by*Weiß, Gregor N.F. & Scheffer, Marcus

**Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates**

*by*Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F.

**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

**Predicting the equity premium with the demand for gold coins and bars**

*by*Baur, Dirk G. & Löffler, Gunter

**A common jump factor stochastic volatility model**

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

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

*by*Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María

**Predictability of price movements in deregulated electricity markets**

*by*Uritskaya, Olga Y. & Uritsky, Vadim M.

**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.

**Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction**

*by*Duong, Diep & Swanson, Norman R.

**COMFORT: A common market factor non-Gaussian returns model**

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

*by*Alberto Bagnai

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

*by*Don Harding

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

*by*Buchen, Teresa & Wohlrabe, Klaus

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

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

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

*by*Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo

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

*by*Jesus Felipe & Utsav Kumar & Arnelyn Abdon

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

*by*Stephen Hall & Kavita Sirichand

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

*by*Stephen Hall & Kavita Sirichand

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

*by*Yves Jégourel & Samuel Maveyraud

**Evaluating Combined Non-Replicable Forecasts**

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

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

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

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

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

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

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

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

*by*Boriss Siliverstovs

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

*by*Ralf Brüggemann & Jana Riedel

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

*by*Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

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

*by*Colombino, Ugo

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

*by*Colombino, Ugo

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

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

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

*by*Katja Drechsel & Rolf Scheufele

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

*by*Osamu Nakamura

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

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

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

*by*Maurizio Bovi

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

*by*Christian Proano

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

*by*Pierre L. Siklos

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

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

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

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

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

*by*Matthias Ritter & Oliver Mußhoff & Martin Odening

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

*by*Albrecht Ritschl & Samad Sarferaz

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

*by*Julia Schaumburg

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

*by*Lundholm, Michael

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

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

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

*by*Wegmann , Bertil & Villani, Mattias

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

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

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

*by*Ulrich Fritsche & Ullrich Heilemann

**A Hypothetical Cohort Model of Human Development**

*by*Jana Asher & Beth Osborne Daponte

**Alternative Policies for US Economic Recovery**

*by*Byron Gangnes

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

*by*Peter Fuleky & Carl Bonham

**Alternative Policies for US Economic Recovery**

*by*Byron Ganges

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

*by*William D. Larson

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

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

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

*by*Giovanni De Luca & Giampiero Gallo

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

*by*Francesco D’Amuri & Juri Marcucci

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

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

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

*by*Boril Šopov & Jakub Seidler

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

*by*Frédéric Karamé & Alexandra Olmedo

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

*by*Frédéric Karamé

**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. & Jiménez-Martín, J.A. & Pérez-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**

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

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

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*by*George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

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*by*Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy

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*by*Laurent Ferrara & Dominique Guegan

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

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

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**Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?**

*by*Steffen Henzel

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

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**The Information Content of KOF Indicators on Swiss Current Account Data Revisions**

*by*Jan Jacobs & Jan-Egbert Sturm

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*by*M. Hashem Pesaran & Paolo Zaffaroni

**Forecasting Random Walks Under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

**A VECX Model of the Swiss Economy**

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

**Forecasting Economic and Financial Variables with Global VARs**

*by*M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith

**Path Forecast Evaluation**

*by*Oscar Jorda & Massimiliano Marcellino

**Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market**

*by*Eduardo Mendes & Les Oxley & Marco Reale

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*by*D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

**Identifying and Forecasting House Price Dynamics in Ireland**

*by*D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard

**Are sectoral stock prices useful for predicting euro area GDP?**

*by*Andersson, Magnus & D'Agostino, Antonello

**Asymmetries in Inflation Expectation Formation Across Demographic Groups**

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

**Forecasting Random Walks Under Drift Instability**

*by*Pesaran, M.H. & Pick, A.

**Optimal Asset Allocation with Factor Models for Large Portfolios**

*by*Pesaran, M.H. & Zaffaroni, P.

**A VECX* Model of the Swiss Economy**

*by*Assenmacher-Wesche, K. & Pesaran, M.H.

**Model Averaging in Risk Management with an Application to Futures Markets**

*by*Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

**Forecasting Economic and Financial Variables with Global VARs**

*by*Pesaran, M.H. & Schuermann, T. & Smit, L.V.

**The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach**

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

**Estimating the output gap in real time: A factor model approach**

*by*Knut Are Aastveit & Tørres G. Trovik

**Combining inflation density forecasts**

*by*Christian Kascha & Francesco Ravazzolo

**The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**What horizon for targeting inflation?**

*by*Q. Farooq Akram.

**Business surveys modelling with Seasonal-Cyclical Long Memory models**

*by*Ferrara, L. & Guégan, D.

**Monthly forecasting of French GDP: A revised version of the OPTIM model**

*by*Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

**Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise**

*by*Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C.

**An Inflation Forecasting Model for the Euro Area**

*by*Chauvin, V. & Devulder, A.

**Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts**

*by*Carlos Capistrán & Gabriel López-Moctezuma

**Uncertainty and the price of risk in a nominal convergence process**

*by*Ricardo Gimeno & José Manuel Marqués

**A Structural VAR Approach to Core Inflation in Canada**

*by*Sylvain Martel

**Bank lending effect on German commercial property prices**

*by*Gruber, Johannes & Lee, Gabriel

**Disagreement and Biases in Inflation Expectations**

*by*Carlos Capistrán & Allan Timmermann

**The cyclical component factor model**

*by*Christian M. Dahl & Henrik Hansen & John Smidt

**American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution**

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**Modelling and Forecasting Multivariate Realized Volatility**

*by*Roxana Chiriac & Valeri Voev

**Option Pricing using Realized Volatility**

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**Explaining The Great Moderation: It Is Not The Shocks**

*by*Domenico Giannone & Michele Lenza & Lucrezia Reichlin

**Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?**

*by*Graham Elliott & Ivana Komunjer & Allan Timmermann

**Alternative Measures of Core Inflation in Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**Polynomial Interpolation and Applications to Autoregressive Models**

*by*Mateescu, George Daniel

**An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy**

*by*Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei

**Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend**

*by*Kudrov, Alexander

**An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results**

*by*Rozhkovskaya, Ekaterina

**Stock market crashes modeling: stochastic cusp catastrophe application**

*by*Miloslav Vošvrda & Jozef Baruník

**Vulnerabilities in an economy to extensive pressures on the exchange rate**

*by*Michal Pazou

**Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II**

*by*Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á.

**Crude Oil Prices and the USD/EUR Exchange Rate**

*by*Andreas Breitenfellner & Jesus Crespo Cuaresma

**An Analysis of Credit to the Household Sector in Austria**

*by*Friedrich Fritzer & Lukas Reiss

**Value-at-Risk for Greek Stocks**

*by*Timotheos Angelidis & Alexandros Benos

**A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről**

*by*Kristóf, Tamás

**Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia**

*by*Klaus Weyerstrass & Reinhard Neck

**Assessing the Rationality of Survey Expectations: The Probability Approach**

*by*Jörg Breitung

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*by*Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle

**A Cointegration Test To Verify The Housing Bubble**

*by*Bala Arshanapalli & William Nelson

**Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India**

*by*Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

**Property tax and speculative bubble: An empirical analysis of Tianjin**

*by*LI Wei

**How Do Neural Networks Enhance the Predictability of Central European Stock Returns?**

*by*Jozef Baruník

**Application of the American Real Flexible Switch Options Methodology A Generalized Approach**

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*by*Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman

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*by*Li, Ming-Yuan Leon

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*by*da Veiga, Bernardo & Chan, Felix & McAleer, Michael

**Forecasting Market Crashes: Does Density Specification Matter?**

*by*BRIO, Esther B. & PEROTE, Javier

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*by*Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs

**Extremum Estimation when the Predictors are Estimated from Large Panels**

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**Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia**

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**La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación**

*by*Juan Camilo Santana

**Medienberichte als Konjunkturindikator**

*by*Jan Grossarth-Maticek & Johannes Mayr

**OPTIM: a quarterly forecasting tool for French GDP**

*by*Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

**OPTIM : un outil de prévision trimestrielle du PIB de la France**

*by*BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

**Analysis of the Labour Market in Bulgaria through a Error Correction Model**

*by*Anita Staneva

**Economic Effects Of Cee Countries Integration Into The European Union**

*by*Gheorghe Zaman

**Economic Forecasting**

*by*Graham Elliott & Allan Timmermann

**ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst**

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**The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance**

*by*Zhang, Shidong & Lowinger, Thomas C.

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**Harmonic Regression Models: A Comparative Review with Applications**

*by*Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane

**Projecting the Medium-Term: Outcomes and Errors for GDP Growth**

*by*Kappler, Marcus

**Asymmetry and Spillover Effects in the North American Equity Markets**

*by*Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.

**Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance**

*by*Herwartz, Helmut & Golosnoy, Vasyl

**Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach**

*by*Koetter, Michael & Porath, Daniel

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

*by*Marcellino, Massimiliano & Schumacher, Christian

**Quantifying risk and uncertainty in macroeconomic forecasts**

*by*Knüppel, Malte & Tödter, Karl-Heinz

**Measuring the Fiscal Stance**

*by*Vito Polito & Mike Wickens

**Option Pricing under Stochastic Volatility and Trading Volume**

*by*Sadayuki Ono

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*by*Michal Rubaszek & Pawel Skrzypczynski

**Testing rationality of price expectations on the basis of contingency tables**

*by*Emilia Tomczyk

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

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

*by*Francesco Audrino & Fabio Trojani

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Realized Correlation Tick-by-Tick**

*by*Fulvio Corsi & Francesco Audrino

**Aggregation of regional economic time series with different spatial correlation structures**

*by*Giuseppe Arbia & Marco Bee & Giuseppe Espa

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*by*John M Maheu & Thomas H McCurdy

**Learning, Forecasting and Structural Breaks**

*by*John M Maheu & Stephen Gordon

**How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters**

*by*Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

**Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models**

*by*Konrad Banachewicz & Andr� Lucas

**The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**Forecasting key macroeconomic variables from a large number of predictors: A state space approach**

*by*Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

**The NOK/euro exhange rate after inflation targeting: The interest rate rules**

*by*Roger Bjørnstad & Eilev S. Jansen

**“It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects**

*by*Jean-Michel Dalle & Paul A. David

**Learning About the Term Structure and Optimal Rules for Inflation Targeting**

*by*Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger

**Free Trade and New Economic Powers: The Worldview of Peter Mandelson**

*by*Fiorella Triscritti

**The Economics of the Mega-Greenhouse Effect: A Conceptual Framework**

*by*John M. Gowdy & Roxana Julia

**The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches**

*by*Fattouh, Bassam

**Modeling and predicting the CBOE market volatility index**

*by*Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth

**Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman**

*by*Jacques Pezier

**Forecasting with Factors: The Accuracy of Timeliness**

*by*Christian Gillitzer & Jonathan Kearns

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

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth**

*by*Michael P. Clements & Ana Beatriz Galv�o

**Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models**

*by*Andrea Carriero

**Wavelet Analysis and Denoising: New Tools for Economists**

*by*Iolanda Lo Cascio

**Changes in Predictive Ability with Mixed Frequency Data**

*by*Ana Beatriz Galv�o

**A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK**

*by*Andrea Carriero & Massimiliano Marcellino

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**Model Uncertainty and Endogenous Volatility**

*by*George W. Evans & William A. Branch

**Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition**

*by*Serge Hayward

**Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand**

*by*I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam

**Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts**

*by*Kevin Lee & Anthony Garratt

**Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions**

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

**Forecasting Practice: Decision Support System to Assist Judgmental Forecasting**

*by*Gauresh Rajadhyaksha & Abhijeet Dwivedi

**Earnings forecast bias - a statistical analysis**

*by*Michalon, Karine & Lardic, Sandrine & Dossou, François

**Impulse Analyses Of The Romanian Inflation**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

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

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

**A Model To Forecast The Monthly Inflation In Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

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

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

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

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

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

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

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

**Dealing with Unexpected Shocks to the Budget**

*by*Elena Gennari & Raffaela Giordano & Sandro Momigliano

**Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi**

*by*Kıvılcım M. ÖZCAN & Suat AYDIN

**A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models**

*by*Profillidis, V. & Botzoris, G.

**Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales**

*by*Johnson, Christian A. & Padilla, Miguel A.

**An econometric study of the beef meat sector in Cyprus**

*by*Panayiotis Diacos & Spyros Hadjidakis

**The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange**

*by*Aktham I. Maghyereh & Sadeg J. Abul

**Firm's R & D Behavior Under Rational Expectations**

*by*Dimitrios D. Thomakos & Prasad S. Bhattacharya

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

*by*Stephan, Andreas & Brück, Tilman

**The volatility of realized volatility**

*by*Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

**Volatility forecasting**

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

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

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

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

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

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

*by*Domenico Giannone & Lucrezia Reichlin

**(Un)Predictability and Macroeconomic Stability**

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

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

*by*Maurizio Bovi

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

*by*Maurizio Bovi

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

*by*Martin Melecky & Lubos Komarek

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

*by*Martin Melecky

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

*by*Barbara Rossi

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

*by*Tony Guida & Olivier Matringe

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**The Degree of Stability of Price Diffusion**

*by*Cornelis A. Los

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

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

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

*by*Sutthisit Jamdee & Cornelis A. Los

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

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

*by*Andrew Healy

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

*by*Zacharias Bragoudakis

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

*by*Hsiang-Tai Lee & Jonathan Yoder

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

*by*Rafal Weron & Adam Misiorek

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

*by*Marie Bessec & Othman Bouabdallah

**Nonlinearity, Nonstationarity and Spurious Forecasts**

*by*Vadim Marmer

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

*by*Rafal Weron & Adam Misiorek

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

*by*Stanislav Radchenko

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

*by*Barbara Rossi

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

*by*Ingo Geishecker & Gabor Hunya

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

*by*Hui Feng

**On the Rationality of the General Public**

*by*GEBHARD KIRCHGÄSSNER

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

*by*Fabio Trojani & Francesco Audrino

**Model-based Measurement of Actual Volatility in High-Frequency Data**

*by*B. Jungbacker & S.J. Koopman

**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**

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