## 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.

**Forecasting euro area recessions in real-time**

*by*Pirschel, Inske

**One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable**

*by*Marcin Chlebus

**Forecasting oil price realized volatility: A new approach**

*by*Degiannakis, Stavros & Filis, George

**Forecast future production of municipal waste on the basis of a panel data model in Algeria**

*by*Djemaci, Brahim

**Global or domestic? Which shocks drive inflation in European small open economies?**

*by*Aleksandra Hałka & Jacek Kotłowski

**Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia**

*by*Jorge Barrientos Marín & Mónica Toro Martínez

**Dynamiczne wlasnosci miar ubostwa energetycznego**

*by*Maciej Lis & Agata Miazga & Michal Ramsza

**Inflation as a global phenomenon - some implications for policy analysis and forecasting**

*by*Kabukcuoglu, Ayse & Martinez-Garcia, Enrique

**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**

*by*Baumeister, Christiane & Kilian, Lutz

**Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us**

*by*Christiane Baumeister & Lutz Kilian

**A Bayesian VAR benchmark for COMPASS**

*by*Domit, Sílvia & Monti, Francesca & Sokol, Andrej

**Adaptive models and heavy tails**

*by*Petrella, Ivan & Delle Monache, Davide

**A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről**

*by*Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás

**Online Monitoring of Russia's Economic Outlook**

*by*Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun

**Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition**

*by*Tsuchiya, Yoichi

**Can commodity returns forecast Canadian sector stock returns?**

*by*Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

**Heterogeneous agents, the financial crisis and exchange rate predictability**

*by*Buncic, Daniel & Piras, Gion Donat

**Assessing inflation risk in non-life insurance**

*by*Bohnert, Alexander & Gatzert, Nadine & Kolb, Andreas

**A refined asymptotic framework for dividend yield in predictive regressions**

*by*Deng, Kaihua

**Forecasters’ Disagreement about How the Economy Operates, and the Role of Long-run Relationships**

*by*Michael Clements & &

**Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test**

*by*Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar

**Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test**

*by*Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

**Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test**

*by*Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

**South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach**

*by*Mehmet Balcilar & Rangan Gupta & Clement Kyei

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

*by*Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

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

*by*Marcos Álvarez-Díaz & Rangan Gupta

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

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

**Classification Models Via Tabu Search: An Application to Early Stage Venture Classification**

*by*Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir

**Underwriting cycle in Russia and macroeconomic indicators**

*by*Tetin, Ilya

**Rough Sets And Discriminant Analysis Techniques For Business Default Forecasting**

*by*Cabedo, José David & Tirado, José Miguel

**Evaluation des Eurozone Economic Outlook**

*by*Korbinian Breitrainer & Atanas Hristov

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

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

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

*by*Marczak, Martyna & Proietti, Tommaso

**Tests Of Non-Causality In A Frequency Band**

*by*Schreiber, Sven & Breitung, Jörg

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

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

**Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR**

*by*Pirschel, Inske

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

*by*Dovern, Jonas & Feldkircher, Martin & Huber, Florian

**Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System**

*by*von Schweinitz, Gregor & Sarlin, Peter

**A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations**

*by*Dimpfl, Thomas & Langen, Tobias

**The real-time predictive content of asset price bubbles for macro forecasts**

*by*Beckers, Benjamin

**Foreign PMIs: A reliable indicator for Swiss exports**

*by*Hanslin Grossmann, Sandra & Scheufele, Rolf

**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

**Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area**

*by*Schwarzmüller, Tim

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

*by*Müller, Christian

**A data-cleaning augmented Kalman filter for robust estimation of state space models**

*by*Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano

**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

**Forty years of oil price fluctuations: Why the price of oil may still surprise us**

*by*Baumeister, Christiane & Kilian, Lutz

**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 macroeconomic reverse stress test**

*by*Grundke, Peter & Pliszka, Kamil

**European economic sentiment indicator: An empirical reappraisal**

*by*Petar Sorić & Ivana Lolić & Mirjana Čižmešija

**TIPS Liquidity Premium and Quantitative Easing**

*by*Laura Coroneo

**Comparing predictive accuracy in small samples**

*by*Laura Coroneo & Fabrizio Iacone

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

**Electric load forecasting with recency effect: A big data approach**

*by*Pu Wang & Bidong Liu & Tao Hong

**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

**Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data**

*by*Peter Huber & Harald Oberhofer & Michael Pfaffermayr

**Speculative Bubbles in Urban Housing Markets in Germany**

*by*Konstantin Kholodilin

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Using Land-Use Modelling to Statistically Downscale Population Projections to Small Areas**

*by*Michael P. Cameron & William Cochrane

**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

**Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation**

*by*Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina

**Macroeconomic Factors and Equity Premium Predictability**

*by*Buncic, Daniel & Tischhauser, Martin

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

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

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

**Causal relations between knowledge-intensive business services and regional employment growth**

*by*Brenner T. & Capasso M. & Duschl M. & Frenken K. & Treibich T.G.

**A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand**

*by*Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

**Finding SPF Percentiles Closest to Greenbook**

*by*Tae-Hwy Lee & Yiyao Wang

**DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa**

*by*Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

**Oil price forecastability and economic uncertainty**

*by*Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini

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

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

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

*by*Manabu Asai & Michael McAleer

**Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms**

*by*Yongchen Zhao

**Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors**

*by*Kajal Lahiri & George Monokroussos & Yongchen Zhao

**Forecasting Value-at-Risk under Temporal and Portfolio Aggregation**

*by*Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk

**Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance**

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

**Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies**

*by*David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**

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

**What do Professional Forecasters actually predict?**

*by*Didier Nibbering & Richard Paap & Michel van der Wel

**Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction**

*by*Michael S. Delgado & Raymond J.G.M. Florax

**Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models**

*by*Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & Andr� Lucas

**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

**The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey**

*by*Hatice Gokce Karasoy & Caglar Yunculer

**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

**Short-term Forecasting of Real GDP Using Monthly Data**

*by*Juraj Hucek & Alexander Karsay & Marian Vavra

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Small-scale nowcasting models of GDP for selected CESEE countries**

*by*Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth

**Modelling and forecasting rig rates on the Norwegian Continental Shelf**

*by*Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen

**Monetary Policy with Diverse Private Expectations**

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

**Hedge fund predictability and optimal asset allocation**

*by*Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos

**Forecasting South African Gold Sales: The Box-Jenkins Methodology**

*by*Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng

**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

**Using Google Trend Data To Predict The Italian Unemployment Rate**

*by*Alessia Naccarato & Andrea Pierini & Stefano Falorsi

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

*by*Mihaela Simionescu

**Nowcasting Indonesia**

*by*Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni

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

*by*Michael P. Clements &

**A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**A Time Varying DSGE Model with Financial Frictions**

*by*Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

**Large Vector Autoregressions with Asymmetric Priors**

*by*Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices**

*by*Alicia N. Rambaldi & Ryan R. J. McAllister & Cameron S. Fletcher

**Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth**

*by*Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich

**Macroeconomic Forecasting Starting from Survey Nowcasts**

*by*João Valle e Azevedo & Inês Gonçalves

**On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test**

*by*Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

**Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model**

*by*Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba

**Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data**

*by*Rangan Gupta & Mark E. Wohar

**The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach**

*by*Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei

**Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR**

*by*Rangan Gupta & Eric Olson & Mark E. Wohar

**The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test**

*by*Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar

**Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test**

*by*Mehmet Balcilar & Rangan Gupta & Clement Kyei

**Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve**

*by*Rangan Gupta & Hylton Hollander & Rudi Steinbach

**The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk**

*by*Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta

**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

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

*by*Rangan Gupta & Kevin Kotze

**Forecasting tourist arrivals to Turkey**

*by*Yılmaz, Engin

**Nowcasting in Real Time Using Popularity Priors**

*by*Monokroussos, George

**The role of component-wise boosting for regional economic forecasting**

*by*Lehmann, Robert & Wohlrabe, Klaus

**Forecasting Tourist Arrivals Using Origin Country Macroeconomics**

*by*Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George

**An econometric investigation of forecasting liquefied petroleum gas in Ghana**

*by*Yeboah Asuamah, Samuel

**Looking into the Black Box of Boosting: The Case of Germany**

*by*Lehmann, Robert & Wohlrabe, Klaus

**Forecasting Revisions of German Industrial Production**

*by*Wohlrabe, Klaus & Bührig, Pascal

**Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets**

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

**Forecasting German Car Sales Using Google Data and Multivariate Models**

*by*Fantazzini, Dean & Toktamysova, Zhamal

**Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach**

*by*Medel, Carlos A.

**Quantum microeconomics theory**

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

**Selection of an estimation window in the presence of data revisions and recent structural breaks**

*by*Hännikäinen, Jari

**Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies**

*by*Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio

**Inequality Constrained State Space Models**

*by*Qian, Hang

**Forecasting with Temporal Hierarchies**

*by*Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios

**Modeling and Applied Research in Sustainable Development**

*by*Zeng, Xiangyu & Zeng, Zhezhao

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

**A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62**

*by*Medel, Carlos A.

**Forecasting Inflation in Tunisia Using Dynamic Factors Model**

*by*AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib

**Oil – The Earth’s blood, a paper on how to recover its critical declining prices by using a hedge vaccine through a leading core of countries termed as VIRUS**

*by*Cazotto, Gabriel

**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

**Towards more gender equality in Austria**

*by*Volker Ziemann

**Austria's separate gender roles model was popular in the past, but is becoming a constraint for comprehensive wellbeing**

*by*Rauf Gönenç & Béatrice Guérard & Isabelle Hassler & Andreas Wörgötter

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

*by*Patrice Ollivaud & Cyrille Schwellnus

**The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons**

*by*Hunt Allcott & Judd B. Kessler

**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

**Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies**

*by*Aleksandra HaÅ‚ka & Karol Szafranek

**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

**Forecasting with Temporal Hierarchies**

*by*George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos

**Forecasting hierarchical and grouped time series through trace minimization**

*by*Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman

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

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

**A fully non-parametric heteroskedastic model**

*by*Matthieu Garcin & Clément Goulet

**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

**Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "**

*by*Tomasz Wozniak

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

**Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?**

*by*Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA

**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

**ISBEM: An econometric model for the Italian State Budget Expenditures**

*by*Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi

**Suite of Latvia's GDP forecasting models**

*by*Andrejs Bessonovs

**Forecasting Lithuanian Inflation**

*by*Julius Stakenas

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

*by*Wojciech Charemza & Carlos Díaz & Svetlana Makarova

**Dissecting Models’ Forecasting Performance**

*by*Boriss Siliverstovs

**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

**Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting**

*by*Ayse Kabukcuoglu & Enrique Martínez-García

**Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model**

*by*Fady Barsoum

**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

**Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?**

*by*Cockx, Bart & Baert, Stijn

**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

**Factor structural time series models for official statistics with an application to hours worked in Germany**

*by*Weigand, Roland & Wanger, Susanne & Zapf, Ines

**Copula-Based Factor Model for Credit Risk Analysis**

*by*Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Karl Wolfgang & Härdle

**Forecasting the oil price using house prices Mechanism and the Business Cycle**

*by*Rainer Schulz & Martin Wersing & &

**Forecasting Russian Macroeconomic Indicators with BVAR**

*by*Boris B. Demeshev & Oxana A. Malakhovskaya

**Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting**

*by*Lucas, André & Zhang, Xin

**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

**Is China fudging its figures? Evidence from trading partner data**

*by*Fernald , John & Hsu , Eric & Spiegel , Mark M.

**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

**Predicting Recessions in Germany With Boosted Regression Trees**

*by*Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch

**A comparative Study of Volatility Breaks**

*by*Grote, Claudia & Bertram, Philip

**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**

*by*Neil R. Ericsson

**Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates**

*by*William Larson

**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 impact of trade liberalisation on labour markets and poverty in Sri Lanka**

*by*Tilak Liyanaarachchi & Athula Naranpanawa & Jayatilleke S. Bandara

**On the Forecasting of Financial Volatility Using Ultra-High Frequency Data**

*by*António A. F. Santos

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

*by*António Alberto Santos

**Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula**

*by*Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

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

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

**Exploring the use of anonymized consumer credit information to estimate economic conditions: an application of big data**

*by*Wilshusen, Stephanie M.

**Exploiting the monthly data flow in structural forecasting**

*by*Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia

**Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR**

*by*McCracken, Michael W. & Owyang, Michael T. & Sekhposyan, Tatevik

**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**

*by*Ericsson, Neil R.

**Forecasting with Sufficient Dimension Reductions**

*by*Barbarino, Alessandro & Bura, Efstathia

**The Accuracy of Forecasts Prepared for the Federal Open Market Committee**

*by*Chang, Andrew C. & Hanson, Tyler J.

**Consumers' Attitudes and Their Inflation Expectations**

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

**Is China fudging its figures? Evidence from trading partner data**

*by*Fernald, John G. & Hsu, Eric & Spiegel, Mark M.

**Forecasting Inflation: Phillips Curve Effects on Services Price Measures**

*by*Tallman, Ellis W. & Zaman, Saeed

**Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint**

*by*Pasaogullari, Mehmet

**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

**Foreign exchange predictability during the financial crisis: implications for carry trade profitability**

*by*Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

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

*by*Meyer, Brent & Tasci, Murat

**Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri**

*by*Murat Mahmutoğlu & Fahriye Öztürk

**Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri**

*by*Murat Mahmutoğlu & Fahriye Öztürk

**Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri**

*by*Murat Mahmutoğlu & Fahriye Öztürk

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

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

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

*by*Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS

**Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance**

*by*Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.

**Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies**

*by*Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.

**Stochastic levels and duration dependence in US unemployment**

*by*de Bruijn, L.P. & Franses, Ph.H.B.F.

**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.

**Large Bayesian VARs: A flexible Kronecker error covariance structure**

*by*Joshua C.C. Chan

**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

**Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data**

*by*Yves Dominicy & Harry-Paul Vander Elst

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

*by*Harry-Paul Vander Elst

**Living in a Stochastic World and Managing Complex Risks**

*by*Dacorogna, Michel & Kratz, Marie

**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

**Computer technology and probable job destructions in Japan: an evaluation**

*by*Benjamin David

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

*by*Christina Strobach & Carin van der Cruijsen

**The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts**

*by*Benjamin Beckers

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

*by*Konstantin A. Kholodilin

**Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model**

*by*Holger Bonin & Karsten Reuss & Holger Stichnoth

**An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach**

*by*José M. Belbute & Alfredo Marvão Pereira

**Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?**

*by*Bart Cockx & Stijn Baert

**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

**Inflation forecasting models for Uganda: is mobile money relevant?**

*by*Janine Aron & John Muellbauer & Rachel Sebudde

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

*by*Thierry Kamionka & Xavier VU NGOC

**Predictable Recoveries**

*by*Cai, Xiaoming & Den Haan, Wouter & Pinder, Jonathan

**Structural Analysis with Multivariate Autoregressive Index Models**

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

**Inflation forecasting models for Uganda: is mobile money relevant?**

*by*Aron, Janine & Muellbauer, John & Sebudde, Rachel

**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-FranÃ§ois & Dufays, Arnaud

**The Europe 2020 Strategy and Skill Mismatch**

*by*G.A. Meagher & R.A. Wilson & Hector Pollitt

**Indicador mensual de actividad económica (IMAE) para el Valle del Cauca**

*by*Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez

**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

**Evaluating a Structural Model Forecast: Decomposition Approach**

*by*Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva

**Labour Market Modelling within a DSGE Approach**

*by*Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek

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

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

**Predictable Recoveries**

*by*Xiaoming Cai & Wouter Den Haan & Jonathan Pinder

**An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach**

*by*José Belbute & Alfredo M. Pereira

**Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound**

*by*Tim Oliver Berg

**Looking into the Black Box of Boosting: The Case of Germany**

*by*Robert Lehmann & Klaus Wohlrabe

**Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?**

*by*Bart Cockx & Stijn Baert

**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

**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

**Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis**

*by*Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew

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

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

**Forecasting commodity currencies: the role of fundamentals with short-lived predictive content**

*by*Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro

**Using low frequency information for predicting high frequency variables**

*by*Claudia Foroni & Pierre Guérin & Massimiliano Marcellino

**Dynamic predictive density combinations for large data sets in economics and finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**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

**Housing Market Forecasting with Factor Combinations**

*by*Charles Rahal

**House Price Forecasts with Factor Combinations**

*by*Charles Rahal

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**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

**GDP Nowcasting: Assessing business cycle conditions in Argentina**

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

**Nowcasting BRIC+M in Real Time**

*by*Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha

**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

**Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models**

*by*Cesar Carrera & Alan Ledesma

**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

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

*by*Tommaso Proietti

**Rough electricity: a new fractal multi-factor model of electricity spot prices**

*by*Mikkel Bennedsen

**Which pricing approach for options under GARCH with non-normal innovations?**

*by*Jean-Guy Simonato & Lars Stentoft

**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

**Non-Negativity, Zero Lower Bound and Affine Interest Rate Models**

*by*Roussellet, Guillaume

**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 Costs of Error in Setting Reference Rates for Reduced Deforestation**

*by*Patrick Doupe

**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

**The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012**

*by*Alexandros M. Goulielmos

**Cheater detection in Real Time Bidding system – panel approach**

*by*Michał Bernardelli

**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

**La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura**

*by*Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA

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

*by*Zhanglong Wang & Kent Wang & Zheyao Pan

**Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland**

*by*Witold Koziñski & Tomasz Œwist

**Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence**

*by*Emilian Dobrescu

**Net Indirect Taxes and Sectoral Structure of Economy**

*by*Emilian Dobrescu

**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

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

*by*Parshakov, Petr

**Long-term Portfolio Allocation Based on Long-term Macro forecasts**

*by*Éric Jondeau & Michael Rockinger

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

*by*Karen Poghosyan

**Influence of the Intermediate Goods Market on the Success of Economic Activity Forecasts**

*by*Václav Rybáček

**The Improvement of Unemployment Rate Predictions Accuracy**

*by*Mihaela Simionescu

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

*by*Igor Paholok

**Estimating the Value-at-Risk from High-frequency Data**

*by*Pavol Krasnovský

**Security Assessment And Optimization Of Energy Supply (Neural Networks Approach)**

*by*Tomasz Jasinski & Agnieszka Scianowska

**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

**The importance of updating: Evidence from a Brazilian nowcasting model**

*by*Daniela Bragoli & Luca Metelli & Michele Modugno

**Does the post-crisis weakness of global trade solely reflect weak demand?**

*by*Patrice Ollivaud & Cyrille Schwellnus

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

*by*Travkin, A.

**The Phillips curve – history of thought and empirical evidence**

*by*Szabolcs Szentmihályi & Balázs Világi

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

*by*Karunanithy Banumathy & Ramachandran Azhagaiah

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

*by*Steffen R. Henzel & Robert Lehmann & Klaus Wohlrabe

**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

**The Insecure Future of the World Economic Growth**

*by*Ron W. NIELSEN

**Mathematics of Predicting Growth**

*by*Ron W. NIELSEN

**Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions**

*by*Ron W. NIELSEN

**Háztartás-formálódás a MIDAS modellben**

*by*Gál, Róbert Iván & Törzsök, Árpád

**Modellpontok szerepe a nyugdíj-hatásvizsgálatban**

*by*Kovács, Erzsébet & Vékás, Péter & Rétallér, Orsolya

**Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben**

*by*Vékás, Péter

**A magyar nyugdíjrendszer fenntarthatóságáról**

*by*Vékás, Péter & Bajkó, Attila & Maknics, Anita & Tóth, Krisztián

**Ein Kurzfristindikatormodell für Prognosen der internationalen Konjunktur**

*by*Stefan Neuwirth

**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

**Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment Abstract : Microsimulation models seek to represent real-world processes and can generate extensive amounts of synthetic data. The parameters that drive the data generation process are often estimated by statistical models, such as linear regression models. There are many models that could be considered for this purpose. We compare six potential models, discuss the assumptions of these models, and perform an empirical assessment that compares synthetic data simulated from these models with observed data. We chose six regression-style models that can be easily implemented in standard statistical software: an ordinary least squares regression model with a lagged dependent variable, two random effects models (with and without an autoregressive order 1within-unit error structure), a fixed effects model, a hybrid model combining features from both fixed and random effects models, and a dynamic panel model estimated with system generalised method of moments. The criterion for good performance was the proximity of fit of simulated data to the observed data on various characteristics. We found evidence of violated assumptions in our data for all the models but found that, for the majority of data characteristics assessed, all the models produced synthetic data that were a reasonable approximation to the observed data, with some models performing better or worse for particular characteristics. We hope more modellers will consider and test the assumptions of models used for parameter estimation and experiment with different model specifications resulting in higher quality microsimulation models and other research applications**

*by*Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis

**Spot On or Way Off? Validating Results of the AVID Microsimulation Model Retrospectively**

*by*Dina Frommert

**How Frequently Should We Reestimate DSGE Models?**

*by*Marcin Kolasa & Michal Rubaszek

**Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF**

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**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

**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, SÃ©bastien & 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

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*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

**Modelos univariados de series de tiempo para predecir la inflación de corto plazo**

*by*Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente

**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

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

*by*Robin Hogarth and 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

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

*by*Guillermo Benavides

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

*by*Boppana Nagarjuna & Varadi Vijay Kumar

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

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

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

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

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

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

**Un modelo SETAR para el PIB colombiano**

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

**Zur Güte der ifo Dresden Konjunkturprognosen**

*by*Gerit Vogt

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

*by*Laurent Ferrara

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

*by*Zacharias Bragoudakis & Stelios Panagiotou

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

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

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

*by*Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal

**Assessing The Future Migration Potential Of The Eu Candidate Countries**

*by*Assoc. Prof. Ph.D Vesna Bucevska

**Interdependence And Forecasting Of S&P500, Oil, Euro / Dollar And 10-Year U.S. Interest Rate Markets: An Attempt Of Modelling Through The Volatility**

*by*Ahmed KSAIER & Isabelle CRISTIANI-D’ORNANO

**Direct Versus Indirect Forecasting of the Defined Real Exchange Rate of South Africa**

*by*Marinda Pretorius & Ilsé Botha

**Environmental Quality, Stimulating Factor Consumption in the XXI Century**

*by*Giani Grădinaru

**Forecasting Yield Curves Using Analyst's Views**

*by*Leonardo Nogueira

**Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment**

*by*Costas Milas & Ruthira Naraidoo

**Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions**

*by*Rangan Gupta & Alain Kabundi

**The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Guss 2020 - Perspektiven für die deutsche Gießereiindustrie**

*by*Hans-Günther Vieweg & Michael Reinhard

**Short-Run Oil Price Drivers: South America's Energy Integration**

*by*Mercado, Alejandro F. & Aliaga, F. Javier

**Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama**

*by*Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL

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

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Forecasting Private Consumption: Survey-based Indicators vs. Google Trends**

*by*Schmidt, Torsten & Vosen, Simeon

**Modeling the dynamics of EU economic sentiment indicators : an interaction-based approach**

*by*Ghonghadze, Jaba & Lux, Thomas

**Modelling and forecasting liquidity supply using semiparametric factor dynamics**

*by*Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

**MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area**

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

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

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

**Efficient estimation of forecast uncertainty based on recent forecast errors**

*by*Knüppel, Malte

**Calibration of the subdiffusive Black–Scholes model**

*by*Sebastian Orzel & Aleksander Weron

**The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study**

*by*Klaus Prettner & Robert M. Kunst

**Option trading strategies based on semi-parametric implied volatility surface prediction**

*by*Francesco Audrino & Dominik Colangelo

**Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach**

*by*Francesco Audrino & Kameliya Filipova

**Optimal Risk Management Before, During and After the 2008-09 Financial Crisis**

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

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

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

**Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?**

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

**Modelling the Growth and Volatility in Daily International Mass Tourism to Peru**

*by*Jose Angelo Divino & Michael McAleer

**Modelling Sustainable International Tourism Demand to the Brazilian Amazon**

*by*Jose Angelo Divino & Michael McAleer

**State-Uncertainty preferences and the Risk Premium in the Exchange rate market**

*by*Juan-Angel Jimenez-Martin & Alfonso Novales Cinca

**A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk**

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

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*by*Alfredo García-Hiernaux

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*by*Xin Jin & John M Maheu

**A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria**

*by*Victor Aguirregabiria

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*by*Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek

**Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach**

*by*Tim Willems

**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**

*by*Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

**UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?**

*by*Gary Koop & Dimitris Korompilis

**Forecasting realized (co)variances with a block structure Wishart autoregressive model**

*by*Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

**A VECX* model of the Swiss economy**

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

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

*by*Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

**Composite Leading Indicators for Ukraine: An Early Warning Model**

*by*Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer

**Could we have predicted the recent downturn in the South African Housing Market?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Managing Disinflation under Uncertainty**

*by*Mewael F. Tesfaselassie & Eric Schaling

**A Large Factor Model for Forecasting Macroeconomic Variables in South Africa**

*by*Rangan Gupta & Alain Kabundi

**Forecasting Private Consumption: Survey-based Indicators vs. Google Trends**

*by*Torsten Schmidt & Simeon Vosen

**Indicatori privind ConvergenÅ£a RealÄƒ ÅŸi aplicaÅ£iilor acestora**

*by*Pecican, Eugen Stefan

**Short-Run Oil Price Drivers: South America’s Energy Integration**

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**Constructing Consumer Sentiment Index for U.S. Using Google Searches**

*by*Della Penna, Nicolas & Huang, Haifang

**A New Look at Copper Markets: A Regime-Switching Jump Model**

*by*Chan, Wing Hong & Young, Denise

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment**

*by*Costas Milas & Ruthira Naraidoo

**Forecasting Inflation Using Dynamic Model Averaging**

*by*Gary Koop & Dimitris Korobilis

**Inflation Volatility and Forecast Accuracy**

*by*Jamie Hall & Jarkko Jääskelä

**Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy**

*by*Vlad Pavlov & Stan Hurn

**An Econometric Analysis of Some Models for Constructed Binary Time Series**

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**A State Space Approach to Extracting the Signal from Uncertain Data**

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*by*Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani

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*by*Acevedo Rueda, Rafael Alexis

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*by*du Jardin, Philippe

**Non-linear relation between industrial production and business surveys data**

*by*Bruno, Giancarlo

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

*by*Todd, Prono

**Forecasting output growth by the yield curve: the role of structural breaks**

*by*He, Zhongfang

**Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables**

*by*Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine

**Estimating Value-at-Risk (VaR) using TiVEx-POT Models**

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

**Microenvironment-specific Effects in the Application Credit Scoring Model**

*by*Khudnitskaya, Alesia S.

**Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation**

*by*Tierney, Heather L.R.

**Forecasting wholesale electricity prices: A review of time series models**

*by*Weron, Rafal

**VAR forecasting using Bayesian variable selection**

*by*Korobilis, Dimitris

**Optimal Risk Management Before, During and After the 2008-09 Financial Crisis**

*by*McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio

**Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)**

*by*Meyler, Aidan & Rubene, Ieva

**Būvniecības nozares prognozēšanas modelis**

*by*Skribans, Valerijs

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Puzzle solver**

*by*Christian, Mueller-Kademann

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

*by*NR, Bhanumurthy & Kumawat, Lokendra

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

*by*El Bouhadi, Abdelhamid & Achibane, Khalid

**Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku**

*by*Skribans, Valerijs

**Влияние Трудовой Эмиграции На Рынок Труда В Латвии**

*by*Skribans, Valerijs

**Predicting unemployment in short samples with internet job search query data**

*by*Francesco, D'Amuri

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

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

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

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

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

*by*Tierney, Heather L.R.

**Bubbles and contagion in English house prices**

*by*Fry, J. M.

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

*by*Bušs, Ginters

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

*by*Lendjoungou, Francis

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

*by*Kim, Hyeongwoo & Durmaz, Nazif

**Forecasting credit growth rate in Romania: from credit boom to credit crunch?**

*by*Albulescu, Claudiu Tiberiu

**Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach**

*by*Bušs, Ginters

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

*by*Buncic, Daniel

**Predicting Elections from Biographical Information about Candidates**

*by*Armstrong, J. Scott & Graefe, Andreas

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

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

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

*by*Kishor, N. Kundan

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

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

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

*by*Bezemer, Dirk J

**General correcting formula of forecasting?**

*by*Harin, Alexander

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

*by*Boainain, Pedro G. & Valls Pereira, Pedro L.

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

*by*Gan, Jumwu

**Общая Корректирующая Формула Прогнозирования**

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**Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?**

*by*Manzan, Sebastiano & Zerom, Dawit

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

*by*Buncic, Daniel

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

*by*Renfro, Charles G

**Bootstrap prediction intervals for threshold autoregressive models**

*by*Jing, Li

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

*by*Khumalo, Bhekuzulu

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

*by*Maria M. De Mello

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting**

*by*Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

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

*by*Janine Aron

**A defence of the FOMC**

*by*Martin Ellison & Thomas J. Sargent

**Estonia and Euro Adoption: Small Country Challenges of Joining EMU**

*by*Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter

**Measuring output gap uncertainty**

*by*Anthony Garratt & James Mitchell & Shaun P. Vahey

**Forecasting national activity using lots of international predictors: an application to New Zealand**

*by*Sandra Eickmeier & Tim Ng

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

*by*Chris Bloor & Troy Matheson

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

*by*Yoichi Okita & Wade D. Pfau & Giang Thanh Long

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

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

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**Optimal Probabilistic Forecasts for Counts**

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**Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions**

*by*George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid

**Forecasting time series with complex seasonal patterns using exponential smoothing**

*by*Alysha M De Livera & Rob J Hyndman

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

*by*Dominique Guegan & Patrick Rakotomarolahy

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

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

**Modelling and Forecasting Mobile Telecommunication Services: The case of Greece**

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

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

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

*by*Martin Mandler

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

*by*Martin Mandler

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

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

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

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

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

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**On the Accuracy of the Probability Method for Quantifying Beliefs about Inflation**

*by*Thomas Maag

**Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time**

*by*Boriss Siliverstovs

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

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

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

*by*Jaba Ghonghadze & Thomas Lux

**Oil Exports and the Iranian Economy**

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

**Oil Exports and the Iranian Economy**

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

**Non-linear relation between industrial production and business surveys data**

*by*Giancarlo Bruno

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

*by*Klaus Schmidt-Hebbel.

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

*by*Claudiu Tiberiu Albulescu

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

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

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

*by*Costantini, Mauro & Pappalardo, Carmine

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

*by*C. L. Chua & G. C. Lim & Sarantis Tsiaplias

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

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

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

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

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

*by*Wolfgang HÃ¤rdle & Alena Mysickova

**Combination of multivariate volatility forecasts**

*by*Alessandra Amendola & Giuseppe Storti

**Volatility Forecasting: The Jumps Do Matter**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno

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

*by*Isao Ishida & Toshiaki Watanabe

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

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

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*by*Lönnbark, Carl

**Value at Risk for Large Portfolios**

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**Uncertainty of Multiple Period Risk Measures**

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

*by*Zagaglia, Paolo

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

*by*Giordani, Paolo & Villani, Mattias

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

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

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

*by*Demyanyk , Yuliya & Hasan, Iftekhar

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

*by*Lee , Jim & Crowley, Patrick M

**Disagreement among Forecasters in G7 Countries**

*by*Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

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

*by*Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs

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

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

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

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

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

*by*Tara Sinclair & Frederick L. Joutz

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

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

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

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

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*by*Delphine BassiliÃ¨re & Francis Bossier & FrÃ©dÃ©ric Verschueren

**Semiparametric vector MEM**

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

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

*by*Fabrizio Cipollini & Giampiero M. Gallo

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

*by*Andrea Bastianin

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

*by*António Caleiro

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

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Survey Data as Coicident or Leading Indicators**

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

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

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

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

*by*Matthias Hartmann & Helmut Herwartz

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

*by*Janos Varga & Jan in 't Veld

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

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

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

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

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

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

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

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

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

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

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

*by*Guo Li & Lee Sanning & Sherrill Shaffer

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

*by*Don Harding & Adrian Pagan

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

*by*Daniel Buncic

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

*by*Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

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

*by*Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Model Comparisons in Unstable Environments**

*by*Raffaella Giacomini & Barbara Rossi

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

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

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

*by*Tatevik Sekhposyan & Barbara Rossi

**Volatility under Bounded Rationality**

*by*Nhat Le

**Forecasting Random Walks under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

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

*by*Kerstin Bernoth & Andreas Pick

**Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables**

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

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

*by*Eric Girardin & Konstantin A. Kholodilin

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

*by*Kerstin Bernoth & Andreas Pick

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

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Automated financial multi-path GETS modelling**

*by*Genaro Sucarrat & Alvaro Escribano

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

*by*Alvaro Cartea & Dimitrios Karyampas

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

*by*Janine Aron & John Muellbauer

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

*by*Ritschl, Albrecht & Sarferaz, Samad

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

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

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

*by*Ahmadi, Pooyan Amir & Ritschl, Albrecht

**A defence of the FOMC**

*by*Ellison, Martin & Sargent, Thomas J

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

*by*Cai, Xiaoming & Den Haan, Wouter

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

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

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

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

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

*by*Kilian, Lutz & Kim, Yun Jung

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

*by*Hicks, Bruce & Kilian, Lutz

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

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

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

*by*Aron, Janine & Muellbauer, John

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

*by*Davis, Lucas W & Kilian, Lutz

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

*by*Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G

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

*by*HEINEN, AndrÃ©as & VALDESOGO, Alfonso

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

*by*BAUWENS, Luc & ROMBOUTS, Jeroen

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

*by*SANIN, Maria Eugenia & VIOLANTE, Francesco

**Consistent ranking of multivariate volatility models**

*by*LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

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

*by*Yinhua Mai & Xiujian Peng

**Bootstrap Confidence Bands for Forecast Paths**

*by*Anna Staszewska-Bystrova

**Metodos de pronostico**

*by*Ignacio Velez-Pareja

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

*by*Dennys MarrugoTorrente

**Un modelo SETAR para el PIB Colombiano**

*by*Milena Hoyos & Johanna Ramos & Lorena Vivas

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

*by*José Mauricio Salazar Sáenz

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

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

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

*by*E. Otranto

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

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

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

*by*Camilo SERRANO & Martin HOESLI

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

*by*Christina Ziegler

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

*by*Steffen Henzel & Johannes Mayr

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

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Oil Exports and the Iranian Economy**

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

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

*by*Sasa Zikovic & Randall Filer

**Oil Exports and the Iranian Economy**

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

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

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

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

*by*Evarist Stoja & Arnold Polanski

**Combining VAR and DSGE forecast densities**

*by*Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey

**Evaluating ensemble density combination - forecasting GDP and inflation**

*by*Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud

**Real-Time Inflation Forecasting in a Changing World**

*by*Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

**Macro modelling with many models**

*by*Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

**Forecasting inflation in France**

*by*Célérier, C.

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

*by*Bellégo, C. & Ferrara, L.

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

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

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

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

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

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

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

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**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

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

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*by*Sonali Das & Rangan Gupta & Alain Kabundi

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

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*by*Sara Serra & José R. Maria

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

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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**

*by*Costantini, Mauro & Pappalardo, Carmine

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*by*Oliver Blaskowitz & Helmut Herwartz

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*by*Oliver Blaskowitz & Helmut Herwartz

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*by*Wolfgang Reichmuth & Samad Sarferaz

**Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality**

*by*Wolfgang Reichmuth & Samad Sarferaz

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*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**The Accuracy of Long-term Real Estate Valuations**

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

**Adaptive Forecasting of the EURIBOR Swap Term Structure**

*by*Oliver Blaskowitz & Helmut Herwatz

**Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns**

*by*Shiyi Chen & Kiho Jeong & Wolfgang Härdle

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*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

**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

**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

**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

**Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay**

*by*Elizabeth Bucacos

**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

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

*by*M. Hashem Pesaran & Paolo Zaffaroni

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

*by*Mikael Petitjean & Pierre Giot

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

*by*Simon van Norden

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

*by*Tina Yu & Shu-Heng Chen

**Data Revisions in General Equilibrium**

*by*S. Boragan Aruoba

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

*by*Marco Del Negro & Frank Schorfheide

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

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

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

*by*Norman R. Swanson & Valentina Corradi

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

*by*Yasutomo Murasawa & Roberto S. Mariano

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

*by*Dominique Guegan

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

*by*Clive Granger

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

*by*Jonathan Dark

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Schmidt, Robert & Leitner, Johannes

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

*by*Lux, Thomas & Kaizoji, Taisei

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

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

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

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

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

*by*Döpke, Jörg

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

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

**Underground Shocks Ground Zero Responses**

*by*Maurizio Bovi

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

*by*Jonathan B. Hill

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

*by*Eric Schaling

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

*by*Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

**Model-Free Impulse Responses**

*by*Oscar Jorda

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

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

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

*by*Cornelis A Los

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

*by*Voxi Heinrich S Amavilah

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

*by*Voxi Heinrich S Amavilah

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

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

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

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

**Genetic Algorithms: Genesis of Stock Evaluation**

*by*Rama Prasad Kanungo

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

*by*Gultekin Isiklar

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

*by*Thomas Mikosch

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

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

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

**Confessions of an International Forecaster**

*by*Thomas M Fullerton Jr

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

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

**Policy Makers Priors and Inflation Density Forecasts**

*by*Marco Vega

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

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

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

*by*Jonathan B. Hill

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

*by*Janine Aron & John Muellbauer & Coen Pretorius

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

*by*Voxi Heinrich Amavilah

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

*by*Leon Podkaminer

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

*by*Jan Hanousek & Filip Palda

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

*by*Paul Crompton & Yanrui Wu

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

*by*Fabio Canova

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

*by*Luca Grilli

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

*by*Luca Grilli

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

*by*Tobías, Aureli & Saez, Marc

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

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

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

*by*Gustavo A. Marrero

**Prognose uni- und multivariater Zeitreihen**

*by*Manfred Deistler & Klaus Neusser

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

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

**Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity**

*by*Martin Martens & Dick van Dijk & Michiel de Pooter

**Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements**

*by*Siem Jan Koopman & Borus Jungbacker & Eugenie Hol

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

*by*Marco Del Negro & Frank Schorfheide

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

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

**Data Uncertainty in General Equilibrium**

*by*S. Boragan Aruoba

**Forecasting Chilean Industrial Production and Sales with Automated Procedures**

*by*ROMULO A. CHUMACERO

**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**

*by*Geetesh Bhardwaj & Norman Swanson

**Why Did the Welfare Caseload Decline?**

*by*Jacob Alex Klerman & Caroline Danielson

**Forecasting with Measurement Errors in Dynamic Models**

*by*Richard Harrison & George Kapetanios & Tony Yates

**Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models**

*by*George Kapetanios & Tony Yates

**Is the Currency Risk Priced in Equity Markets?**

*by*Francesco Giurda & Elias Tzavalis

**Is there a flight to quality due to inflation uncertainty?**

*by*Guler, Bulent & Ozlale, Umit

**A P* Model of Inflation in Puerto Rico**

*by*Rodríguez, Carlos A.

**A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough**

*by*Mapa, Dennis S.

**Modelling and forecasting the volatility of the portuguese stock index PSI-20**

*by*Caiado, Jorge

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**A Comparison of Multi-step GDP Forecasts for South Africa**

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

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**Real Time Econometrics**

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**A Model of the Irish Housing Sector**

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

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

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

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

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

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

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

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

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**Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange**

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**Optimal f and Portfolio Return Optimisation in US Futures Markets**

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**Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited**

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**Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model**

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**Latvijas būvniecības nozares attīstības prognoze**

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**Modeling urban evolution by identifying spatiotemporal patterns and applying methods of artificial intelligence.Case study: Athens, Greece**

*by*Photis, Yorgos N. & Manetos, Panos & Grekoussis, George

**Construction demand: a model of research and forecast for Latvia from 2002 to 2025**

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**Estimating contribution of factors to long-term growth in Romania**

*by*Albu, Lucian-Liviu

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**Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics**

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**Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices**

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**Testing for Longer Horizon Predictability of Return Volatility with an Application to the German**

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**Indicator Models of Real GDP Growth in Selected OECD Countries**

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**Geometric Return and Portfolio Analysis**

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**Coherent Predictions of Low Count Time Series**

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**Invertibility Conditions for Exponential Smoothing Models**

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**Forecasting Industrial Production and the Early Detection of Turning Points**

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**Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary**

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**Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence**

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**Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria**

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**Testing for Relative Predictive Accuracy: A Critical Viewpoint**

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**Temporal Aggregation of the Returns of a Stock Index Series**

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**Forecasting industrial production with linear, nonlinear, and structural change models**

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**Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy**

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*by*Carlos A. Rodríguez Ramos

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**Properties of Optimal Forecasts**

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**The Transmission Mechanism in a Changing World**

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**Leading Indicators for Euro Area Inflation and GDP Growth**

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**SAFE: a quarterly model of the Dutch economy for short-term analyses**

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**El Metodo Delphi**

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**A Leading Index For The Colombian Economic Activity**

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