Research classified by Journal of Economic Literature (JEL) codes

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

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

1. > Econometrics > Forecasting

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This topic is covered by the following reading lists:

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

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Most recent items first, undated at the end.

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2015 Estimation of skill of Russian mutual fund managers
by Parshakov, Petr

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

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

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

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

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

2015 Bivariate GARCH models for single asset returns
by Tomasz Skoczylas

2015 Finding SPF Percentiles Closest to Greenbook
by Tae-Hwy Lee & Yiyao Wang

2015 Variable Selection for Inflation : A Pseudo Out-of-sample Approach
by Selen Baser Andic & Fethi Ogunc

2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

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

2015 A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania
by Mihaela Simionescu

2015 Multivariate Forecasting with BVARs and DSGE Models
by Berg, Tim Oliver

2015 Stock-Flow Dynamic Projection
by LI, XI HAO & Gallegati, Mauro

2015 A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models
by Bonga-Bonga, Lumengo & Mwamba, Muteba

2015 Profiting from Mimicking Strategies in Non-Anonymous Markets
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar

2015 A ranking of VAR and structural models in forecasting
by Bentour, El Mostafa

2015 Demand Estimation with Machine Learning and Model Combination
by Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang

2015 Austerity in 2009-2013
by Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi

2015 A new approach to forecasting based on exponential smoothing with independent regressors
by Ahmad Farid Osman & Maxwell L. King

2015 Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata
by Anil Alpman

2015 Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?
by Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

2015 Think national, forecast local: A case study of 71 German urban housing markets
by Boriss Siliverstovs & Konstantin A. Kholodilin

2015 Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area
by Tim Schwarzmüller

2015 Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium
by Moscarola, Flavia Coda & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena

2015 Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend
by Meyer, Brent & Tasci, Murat

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

2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Understanding the Decline in the Price of Oil since June 2014
by Baumeister, Christiane & Kilian, Lutz

2015 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K

2015 Austerity in 2009-2013
by Alesina, Alberto F & Barbiero, Omar & Favero, Carlo A. & Giavazzi, Francesco & Paradisi, Matteo

2015 Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?
by Gustavo Nicolás Páez

2015 A Non-linear Forecast Combination Procedure for Binary Outcomes
by Kajal Lahiri & Liu Yang

2015 Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
by Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega

2015 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi

2015 Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models
by Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani

2015 Volatility spillovers in EMU sovereign bond markets
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Understanding volatility dynamics in the EU-ETS market
by Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante

2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions
by Tim Bollerslev & Andrew J. Patton & Wenjing Wang

2015 The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession
by Jan Klacso

2015 Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries
by Pablo M. Pincheira & Carlos A. Medel

2015 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona

2015 The information content of option-implied information for volatility forecasting with investor sentiment
by Seo, Sung Won & Kim, Jun Sik

2015 Reinforced urn processes for credit risk models
by Peluso, Stefano & Mira, Antonietta & Muliere, Pietro

2014 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
by Anandamayee Majumdar & Rangan Gupta

2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
by Goodness C. Aye & Frederick W. Deale & Rangan Gupta

2014 Forecasting the U.S. Real House Price Index
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

2014 Forecasting the Price of Gold Using Dynamic Model Averaging
by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

2014 The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series
by Putko, Boris & Didenko, Alexander & Dubovikov, Mikhail

2014 Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index
by Okan EREN

2014 Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment
by Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT

2014 Study Of Discrete Choice Models And Fuzzy Rule Based Systems In The Prediction Of Economic Crisis Periods In Usa
by Giovanis, Eleftherios

2014 Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
by Stefan Bruder

2014 Short-run fertility effects of parental leave benefits: Evidence from a structural model
by Stichnoth, Holger

2014 Completed fertility effects of family policy measures: Evidence from a life-cycle model
by Abiry, Raphael & Reuss, Karsten & Stichnoth, Holger

2014 Assessing the Macroeconomic Forecasting Performance of Boosting
by Wohlrabe, Klaus & Teresa, Buchen

2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
by Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna

2014 A money-based indicator for deflation risk
by Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel

2014 Forecasting German key macroeconomic variables using large dataset methods
by Pirschel, Inske & Wolters, Maik

2014 Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy
by Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian

2014 Outperforming IMF Forecasts by the Use of Leading Indicators
by Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

2014 Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?
by Zeng, Jing

2014 MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area
by Schumacher, Christian

2014 EU climate and energy policy beyond 2020: Are additional targets and instruments for renewables economically reasonable?
by Sijm, Jos & Lehmann, Paul & Chewpreecha, Unnada & Gawel, Erik & Mercure, Jean-Francois & Pollitt, Hector & Strunz, Sebastian

2014 Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID
by Bush, C. Anthony

2014 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
by Rossen, Anja

2014 Outlier detection in structural time series models: The indicator saturation approach
by Marczak, Martyna & Proietti, Tommaso

2014 Anticipating business-cycle turning points in real time using density forecasts from a VAR
by Schreiber, Sven

2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

2014 A calibration procedure for analyzing stock price dynamics in an agent-based framework
by Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market
by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

2014 Combination of forecasts across estimation windows: An application to air travel demand
by Jungmittag, Andre

2014 Do media data help to predict German industrial production?
by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

2014 Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
by Warne, Anders & Coenen, Günter & Christoffel, Kai

2014 A general approach to recovering market expectations from futures prices with an application to crude oil
by Baumeister, Christiane & Kilian, Lutz

2014 Risk-adjusted option-implied moments
by Brinkmann, Felix & Korn, Olaf

2014 Animal spirits and the business cycle: Empirical evidence from moment matching
by Jang, Tae-Seok & Sacht, Stephen

2014 Forecast-error-based estimation of forecast uncertainty when the horizon is increased
by Knüppel, Malte

2014 MIDAS and bridge equations
by Schumacher, Christian

2014 13 lucky tips to juggle the analytics of forecasting
by Tao Hong

2014 Evaluating the performance of VaR models in energy markets
by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

2014 Forecasting the occurrence of electricity price spikes in the UK power market
by Pawel Maryniak & Rafal Weron

2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

2014 Modelling price spikes in electricity markets - the impact of load, weather and capacity
by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron

2014 Electricity price forecasting: A review of the state-of-the-art with a look into the future
by Rafal Weron

2014 A note on using the Hodrick-Prescott filter in electricity markets
by Rafal Weron & Michal Zator

2014 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
by Jakub Nowotarski & Rafal Weron

2014 A review of electricity price forecasting: The past, the present and the future
by Rafal Weron

2014 Forecasting Global Equity Indices using Large Bayesian VARs
by Florian Huber & Tamas Krisztin & Philipp Piribauer

2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova

2014 Business confidence and forecasting of housing prices and rents in large German cities
by Konstantin Kholodilin

2014 Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?
by Mthuli Ncube & Zuzana Brixiova & Qingwei Meng

2014 Generalized Momentum Asset Allocation Model
by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

2014 Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
by Tomasz Skoczylas

2014 A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
by Roberto Casarin

2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability
by Buncic, Daniel & Piras, Gion Donat

2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
by Buncic, Daniel & Moretto, Carlo

2014 Model comparisons in unstable environments
by Raffaella Giacomini & Barbara Rossi

2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
by Barbara Rossi & Tatevik Sekhposyan

2014 Alternative tests for correct specification of conditional predictive densities
by Barbara Rossi & Tatevik Sekhposyan

2014 Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy
by Coccia M. & Wang L.

2014 Eliciting and aggregating individual expectations: An experimental study
by Peeters R.J.A.P. & Wolk K.L.

2014 Combining distributions of real-time forecasts: An application to U.S. growth
by Götz T.B. & Hecq A.W. & Urbain J.R.Y.J.

2014 A composite leading cycle indicator for Uruguay
by Pablo Galaso & Sandra Rodriguez

2014 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro
by Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi

2014 Forecasting Realized Volatility Using Subsample Averaging
by Tae-Hwy Lee & Huiyu Huang

2014 Forecasting Value-at-Risk Using High Frequency Information
by Tae-Hwy Lee & Huiyu Huang

2014 Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters
by Tae-Hwy Lee & Yiyao Wang

2014 Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
by Tae-Hwy Lee & Yundong Tu & Aman Ullah

2014 Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
by Tae-Hwy Lee & Yundong Tu & Aman Ullah

2014 A statistical test for forecast evaluation under a discrete loss function
by Francisco Javier Eransus & Alfonso Novales Cinca

2014 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
by Francisco Javier Eransus & Alfonso Novales Cinca

2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer

2014 Consumer Attitudes and the Epidemiology of Inflation Expectations
by Ehrmann, M. & Pfajfar, D. & Santoro, E.

2014 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR
by Simone Auer

2014 Counter-Cyclical Capital Buffers and Interest-Rate Policy as Complements – The Experience of South Africa
by Roy Havemann

2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
by Martyna Marczak & Tommaso Proietti

2014 Exponential Smoothing, Long Memory and Volatility Prediction
by Tommaso Proietti

2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel

2014 Maximum entropy estimator for the predictability of energy commodity market time series
by Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

2014 Technical Document for Price Adjustment
by Zheng Tian & Mulugeta Kahsai & Randall Jackson

2014 A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries
by Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir

2014 Stabilising expenditure rule in Poland – stochastic simulations for 2014-2040
by Korniluk, Dominik

2014 Growth Horizons for a Changing Asian Regional Economy
by Roland-Holst, David & Sugiyarto, Guntur

2014 Exchange Rate Predictability in a Changing World
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel

2014 Forecast Models for Private Consumption
by Peussa, Aleksandr

2014 Big Data: Google Searches Predict Unemployment in Finland
by Tuhkuri, Joonas

2014 Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
by Michael P. Clements

2014 Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
by Michael P. Clements & Ana Beatriz Galvão

2014 The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States
by Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler

2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012
by Barrera, Carlos

2014 Precios de viviendas en Lima
by Orrego, Fabrizio

2014 Adaptive Models and Heavy Tails
by Davide Delle Monache & Ivan Petrella

2014 Financial Conditions and Density Forecasts for US Output and Inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2014 Fat-tails in VAR Models
by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

2014 Autoregressive augmentation of MIDAS regressions
by Cláudia Duarte

2014 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
by Mehmet Balcilar & Rangan Gupta & Charl Jooste

2014 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan
by Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

2014 Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece
by Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
by Barrera-Chaupis, Carlos

2014 Nowcasting Tourist Arrivals to Prague: Google Econometrics
by Zeynalov, Ayaz

2014 On the Selection of Common Factors for Macroeconomic Forecasting
by Giovannelli, Alessandro & Proietti, Tommaso

2014 Emissions and abatement costs for the passenger cars sector in Greece
by Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

2014 On Forecasting Conflict in Sudan: 2009-2012
by Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed

2014 Modeling and Forecasting Volatility – How Reliable are modern day approaches?
by Mehta, Anirudh & Kanishka, Kunal

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data
by Fantazziini, Dean

2014 Communicating uncertainty - a fan chart for HICP projections
by Gatt, William

2014 Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
by Guérin, Pierre & Leiva-Leon, Danilo

2014 On the Sources of Uncertainty in Exchange Rate Predictability
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

2014 Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
by Ardakani, Omid & Kishor, N. Kundan

2014 The mortgage spread as a predictor of real-time economic activity
by Hännikäinen, Jari

2014 Macro Stress-Testing Credit Risk in Romanian Banking System
by Ruja, Catalin

2014 Multi-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

2014 A fast-forward look at tertiary education attainment in Europe 2020
by Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

2014 De novo acerca da sazonalidade nos nascimentos em Portugal
by Caleiro, António

2014 Exponential Smoothing, Long Memory and Volatility Prediction
by Proietti, Tommaso

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 On foreign aid distortions to governance
by Asongu, Simplice

2014 Dynamic State-Space Models
by Karapanagiotidis, Paul

2014 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Hännikäinen, Jari

2014 Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
by Halkos, George & Kevork, Ilias

2014 The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach
by Franco, Ray John Gabriel & Mapa, Dennis S.

2014 Multi-step forecasting in the presence of breaks
by Hännikäinen, Jari

2014 General correcting formulae for forecasts
by Harin, Alexander

2014 Theoretical guidelines for a partially informed forecast examiner
by Tsyplakov, Alexander

2014 Model Averaging in Predictive Regressions
by Liu, Chu-An & Kuo, Biing-Shen

2014 The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
by Caporin, Massimiliano & Fontini, Fulvio

2014 Data-based priors for vector autoregressions with drifting coefficients
by Korobilis, Dimitris

2014 Exchange Rate Predictability in a Changing World
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

2014 Forecasting Distress in European SME Portfolios
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

2014 Determinants of financial distress in u.s. large bank holding companies
by zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang

2014 Income growth and happiness: Reassessment of the Easterlin Paradox
by Beja Jr., Edsel

2014 Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
by Demiralay, Sercan & Ulusoy, Veysel

2014 A new Pearson-type QMLE for conditionally heteroskedastic models
by Zhu, Ke & Li, Wai Keung

2014 Security Assessment and Optimization of Energy Supply
by Tomasz Jasinski & Agnieszka Scianowska

2014 Assessing Point Forecast Accuracy by Stochastic Error Distance
by Francis X. Diebold & Minchul Shin

2014 Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
by Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

2014 Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
by Dean Fantazzini & Mario Maggi

2014 Factor High-Frequency Based Volatility (HEAVY) Models
by Kevin Sheppard

2014 Robust Approaches to Forecasting
by Jennifer Castle & David Hendry & Michael P. Clements

2014 Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach
by Thomas Chalaux & Cyrille Schwellnus

2014 Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
by Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

2014 Understanding Uncertainty Shocks and the Role of Black Swans
by Anna Orlik & Laura Veldkamp

2014 How frequently should we re-estimate DSGE models?
by Marcin Kolasa & Michał Rubaszek

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
by M. Atikur Rahman Khan & D.S. Poskitt

2014 Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao

2014 A Model Validation Procedure
by Julia Polak & Maxwell L. King & Xibin Zhang

2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Rob J Hyndman & Alan Lee & Earo Wang

2014 Boosting multi-step autoregressive forecasts
by Souhaib Ben Taieb & Rob J Hyndman

2014 An Emerging Market Financial Conditions Index: A VAR Approach
by Rémy Charleroy & Michael A. Stemmer

2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
by Georges Dionne & Maria Pacurar & Xiaozhou Zhou

2014 Does Reforming Old Age Security: Effects and Alternatives
by Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand

2014 Effets des tendances à long terme de l'obésité sur l'utilisation de soins de santé au Québec
by Aurélie Côté-Sergent

2014 ICT and Non-ICT investments: short and long run macro dynamics
by Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio

2014 Forecasting Natural Population Change: the Case of Latvia
by Aleksejs Melihovs

2014 Focused Information Criterion for Series Estimation in Partially Linear Models
by Naoya Sueishi & Arihiro Yoshimura

2014 Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?
by Heiner Mikosch & Ying Zhang

2014 A Note on the Representative Adaptive Learning Algorithm
by Jaqueson Galimberti & Michele Berardi

2014 Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?
by Jing Zeng

2014 Explaining the Variation in the Value of Building Energy Efficiency Certificates: A Quantitative Meta-Analysis
by Isaac Ankamah-Yeboah & Katrin Rehdanz

2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market
by Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke

2014 Consumer’s Willingness to Pay for Green Electricity: A Meta-Analysis of the Literature
by Swantje Sundt & Katrin Rehdanz

2014 Forecasting German Key Macroeconomic Variables Using Large Dataset Methods
by Inske Pirschel & Maik Wolters

2014 Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach
by Stéphane Dées & Jochen Güntner

2014 Outperforming IMF Forecasts by the Use of Leading Indicators
by Katja Drechsel & S. Giesen & Axel Lindner

2014 Out-Of-Sample Comparisons of Overfit Models
by Calhoun, Gray

2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
by Benoît Sévi

2014 Forecasting the density of oil futures
by Florian Ielpo & Benoît Sévi

2014 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
by Rangan Gupta & Anandamayee Majumdar

2014 DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

2014 Forecasting the U.S. Real House Price Index
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

2014 Forecasting the Price of Gold Using Dynamic Model Averaging
by Goodness Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
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2014 Predicting and Capitalizing on Stock Market Bears in the U.S
by Bertrand Candelon & Jameel Ahmed & Stefan Straetmans

2014 The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
by Julien Chevallier & Stéphane Goutte

2014 The risk of financial crises: Is it in real or financial factors?
by Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg

2014 Home Victory for Brazil in the 2014 FIFA World Cup
by Achim Zeileis & Christoph Leitner & Kurt Hornik

2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava

2014 Forecasting with a mismatch-enhanced labor market matching function
by Hutter, Christian & Weber, Enzo

2014 Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
by Thijs Benschopa & Brenda López Cabrera & &

2014 Localising Forward Intensities for Multiperiod Corporate Default
by Dedy Dwi Prastyo & Wolfgang Karl Härdle & &

2014 Adaptive Order Flow Forecasting with Multiplicative Error Models
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2014 Modelling spatiotemporal variability of temperature
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2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle

2014 Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach
by Ranganathan, Shyam & Bali Swain, Ranjula

2014 A Dynamical Systems Approach To Modeling Human Development
by Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David

2014 http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2014/memo-27-2014.pdf
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2014 A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
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2014 Analysis of aggregated inflation expectations based on the ECB SPF survey
by Oinonen, Sami & Paloviita, Maritta

2014 Analysis of forecast errors in micro-level survey data
by Paloviita, Maritta & Viren, Matti

2014 Real-Time Information Content of Macroeconomic Data and Uncertainty: An Application to the Euro Area
by Katharina Glass & Ulrich Fritsche

2014 A money-based indicator for deflation risk
by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

2014 Stochastic Volatility Estimation with GPU Computing
by António Alberto Santos & João Andrade

2014 Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas
by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

2014 On the Sources of Uncertainty in Exchange Rate Predictability
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Data-based priors for vector autoregressions with drifting coefficients
by Dimitris Korobilis

2014 Exchange Rate Predictability in a Changing World
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective
by Bruno Lanz & Simon Dietz & Tim Swanson

2014 Russian Industrial Enterprises in 2013
by Sergey Tsukhlo

2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
by Schöni, Olivier & Seger, Lukas

2014 Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares
by Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo

2014 Analyzing data revisions with a dynamic stochastic general equilibrium model
by Croushore, Dean & Sill, Keith

2014 Dynamic prediction pools: an investigation of financial frictions and forecasting performance
by Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank

2014 What predicts U.S. recessions?
by Liu, Weiling & Moench, Emanuel

2014 Evaluating Conditional Forecasts from Vector Autoregressions
by Clark, Todd E. & McCracken, Michael W.

2014 Inflation Uncertainty and Disagreement in Bond Risk Premia
by D'Amico, Stefania & Orphanides, Athanasios

2014 The Importance of Updating: Evidence from a Brazilian Nowcasting Model
by Bragoli, Daniela & Metelli, Luca & Modugno, Michele

2014 Unspanned macroeconomic factors in the yield curve
by Coroneo, Laura & Giannone, Domenico & Modugno, Michele

2014 A multi-country approach to forecasting output growth using PMIs
by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem

2014 Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR
by Auer, Simone

2014 Evaluating Conditional Forecasts from Vector Autoregressions
by Clark, Todd E. & McCracken, Michael W.

2014 Have Standard VARs Remained Stable since the Crisis?
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano

2014 Nowcasting U.S. Headline and Core Inflation
by Knotek, Edward S. & Zaman, Saeed

2014 GDPNow: A Model for GDP "Nowcasting"
by Higgins, Patrick C.

2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 Range-based Volatility Estimation and Forecasting
by Daniel Bencik

2014 Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
by Jozef Baruník & Tomáš Køehlík

2014 The potential growth impact of structural reforms in the EU. A benchmarking exercise
by Janos Varga & Jan in 't Veld

2014 Identifying Booms and Busts in House Prices under Heterogeneous Expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij

2014 Labour mobility and labour market adjustment in the EU
by Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini

2014 The role of survey data in nowcasting euro area GDP growth
by Alessandro Girardi & Andreas Reuter & Christian Gayer

2014 Exploiting the monthly data-flow in structural forecasting
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin

2014 The Costs of Error in Setting Reference Rates for Reduced Deforestation
by Patrick Doupe

2014 Generalised Density Forecast Combinations
by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price

2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
by Matteo Luciani

2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
by Martha Banbura & Domenico Giannone & Michèle Lenza

2014 Fundamentals and Exchange Rate Forecastability with Machine Learning Methods
by Michalski , Tomasz & Amat , Christophe

2014 Optimal forecasts from Markov switching models
by Tom Boot & Andreas Pick

2014 Does the Stability and Growth Pact induce a bias in the EC's fiscal forecasts
by Niels Gilbert & Jasper de Jong

2014 Identifying booms and busts in house prices under heterogeneous expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij

2014 Speculative Price Bubbles in Urban Housing Markets in Germany
by Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht

2014 Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
by Johannes Mayr & Dirk Ulbricht

2014 Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
by Guglielmo Maria Caporale & Marinko Skare

2014 Do Media Data Help to Predict German Industrial Production?
by Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

2014 Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities
by Konstantin A. Kholodilin & Boriss Siliverstovs

2014 Outliers in multivariate Garch models
by Aurea Grané & Belén Martín-Barragán & Helena Veiga

2014 Forecasting the intraday market price of money
by Andrea Monticini & Francesco Ravazzolo

2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
by Banbura, Marta & Giannone, Domenico & Lenza, Michele

2014 Joint Confidence Sets for Structural Impulse Responses
by Inoue, Atsushi & Kilian, Lutz

2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2014 Markov-Switching Mixed-Frequency VAR Models
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano

2014 Economic theory and forecasting: lessons from the literature
by Giacomini, Raffaella

2014 Can we Automate Earnings Forecasts and Beat Analysts?
by Ball, Ryan & Ghysels, Eric & Zhou, Huan

2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

2014 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil
by Baumeister, Christiane & Kilian, Lutz

2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

2014 Are there Gains from Pooling Real-Time Oil Price Forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K

2014 Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
by Hsu, Po-Hsuan & Taylor, Mark P

2014 Forecasting with DSGE models with financial frictions
by Kolasa, Marcin & Rubaszek, Michał

2014 Time variation in the dynamic effects of unanticipated changes in tax policy
by Joris de Wind

2014 Reduced-rank time-varying vector autoregressions
by Joris de Wind & Luca Gambetti

2014 Emerging Structural Pressures in European Labour Markets
by G.A. Meagher & R.A.Wilson & E.Yerushalmi

2014 Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model
by G.A. Meagher & Felicity Pang & R.A. Wilson

2014 Duration Models to Evaluate First Employment Law’s Impact in Colombia
by Wilmer Javier Ríos Piñerez & Carlos Andrés Yanes Guerra

2014 What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption
by Andrés Ramírez Hassan & Jhonatan Cardona Jiménez & Raul Pericchi Guerra

2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
by Andrés Ramírez Hassan & Johnatan Cardona Jiménez

2014 Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
by Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas

2014 On Forecast Evaluation
by Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

2014 Pronósticos para una economía menos volátil: El caso colombiano
by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
by Ignacio Lozano & Alexander Guarín

2014 The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
by Tomas Adam & Miroslav Plasil

2014 Forecasting Czech GDP Using Mixed-Frequency Data Models
by Michal Franta & David Havrlant & Marek Rusnak

2014 Evaluating a Structural Model Forecast: Decomposition Approach
by Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva

2014 Exploiting the monthly data-flow in structural forecasting
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin

2014 A Multi-Country Approach to Forecasting Output Growth Using PMIs
by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran

2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
by Tim Oliver Berg & Steffen Henzel

2014 Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
by Pablo Duarte & Bernd Süssmuth

2014 Asymptotic Properties of Imputed Hedonic Price Indices
by Olivier Schöni

2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer

2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

2014 Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors
by Felix Ward

2014 ICT and Non-ICT investments: short and long run macro dynamics
by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

2014 The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time
by A. Girardi & R. Golinelli & C. Pappalardo

2014 Exploiting the monthly data flow in structural forecasting
by Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia

2014 Generalised density forecast combinations
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon

2014 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2014 Density forecasts with MIDAS models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

2014 Model Comparisons in Unstable Environments
by Raffaella Giacomini & Barbara Rossi

2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
by Atsushi Inoue & Lu Jin & Barbara Rossi

2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
by Barbara Rossi & Tatevik Sekhposyany

2014 Alternative Tests for Correct Specification of Conditional Predictive Densities
by Barbara Rossi & Tatevik Sekhposyan

2014 Variable Selection in Predictive MIDAS Models
by C. Marsilli

2014 Fixed-Income Pricing in a Non-Linear Interest-Rate Model
by J-P. Renne

2014 Nowcasting global economic growth: A factor-augmented mixed-frequency approach
by L. Ferrara & C. Marsilli

2014 A Quadratic Kalman Filter
by Monfort, A. & Renne, J.-P. & Roussellet, G.

2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

2014 Quantile aggregation of density forecasts
by Fabio Busetti

2014 Financial indicators and density forecasts for US output and inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2014 Surprise! Euro area inflation has fallen
by Marianna Riggi & Fabrizio Venditti

2014 Firms' energy costs and competitiveness in Italy
by Ivan Faiella & Alessandro Mistretta

2014 The structure of sub-natural public debt: Liquidity vs credit risk
by Javier J. Pérez & Rocío Prieto

2014 Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model
by Muriel Nguiffo-Boyom

2014 Targeting Inflation from Below - How Do Inflation Expectations Behave?
by Michael Ehrmann

2014 Are There Gains from Pooling Real-Time Oil Price Forecasts?
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

2014 What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
by Ron Alquist & Gregory Bauer & Antonio Diez de los Rios

2014 Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
by Rodrigo Sekkel

2014 Consumer Attitudes and the Epidemiology of Inflation Expectations
by Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro

2014 Improving Overnight Loan Identification in Payments Systems
by Mark Rempel

2014 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Christiane Baumeister & Pierre Guérin & Lutz Kilian

2014 Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
by Maxime Leboeuf & Louis Morel

2014 Adaptive Models and Heavy Tails
by Davide Delle Monache & Ivan Petrella

2014 Matrix Box-Cox Models for Multivariate Realized Volatility
by Weigand, Roland

2014 Matrix Box-Cox Models for Multivariate Realized Volatility
by Roland Weigand

2014 Long- and short-run price asymmetries in the Italian energy market: the case of gasoline and heating gasoil
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 On foreign aid distortions to governance
by Asongu Simplice

2014 EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
by Marta Gómez-Puig & Simón Sosvilla-Rivero

2014 On foreign aid distortions to governance
by Simplice Anutechia Asongu

2014 Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach
by Gustavo Fruet Dias & Fotis Papailias

2014 Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models
by Gustavo Fruet Dias & George Kapetanios

2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
by Martyna Marczak & Tommaso Proietti

2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
by Markku Lanne & Henri Nyberg

2014 Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange
by Asger Lunde & Kasper V. Olesen

2014 A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories
by Wei-Bin Zhang

2014 Remittance. Forecasting Methodology And Instruments
by GHERBOVEŢ, Sergiu

2014 Modelling And Predicting The Real Money Demand In Romania
by PELINESCU, Elena & SIMIONESCU, Mihaela

2014 Assessing The Forecasts Accuracy Of The Weight Of Fiscal Revenues In Gdp For Romania
by SIMIONESCU, Mihaela

2014 A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe
by LUPU, Radu & CALIN, Adrian Cantemir

2014 Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
by Drew Creal & Bernd Schwaab & Siem Jan Koopman & André Lucas

2014 Mapping Poverty At Regional Level In Greece
by Panagiotis ARTELARIS & George KANDYLIS

2014 Directional accuracy for inflation and unemployment rate predictions in Romania
by Mihaela Simionescu

2014 Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models
by Nikolaos D. Geomelos & Evangelos Xideas

2014 Euro area labour markets: Different reaction to shocks?
by Beatrice Pierluigi & Jan Bruha & Roberta Serafini

2014 Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce
by Piotr Wdowiński

2014 Consumption of Wood Products and Dependence on Imports
by Jayita Bit & Sarmila Banerjee

2014 Routes and Trends of Romanian Core Economic Variables
by Oana Simona HUDEA (CARAMAN)

2014 Features of the methods of entrepreneurial activity forecasting application on the market of agricultural machinery
by Irina Morozova & Tatiana Litvinova

2014 What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities
by Mihaela Simionescu

2014 Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
by Emilian Dobrescu

2014 Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
by Melike Bildirici & Özgür Ömer Ersin

2014 A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting
by Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

2014 Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models
by Simionescu, Mihaela

2014 Adequacy of Lagrange Multiplier Test
by Lee , Mei-Yu

2014 Comparing «Realized volatility» models in the VaR calculation for the Russian equity market
by Shcherba, Alexandr

2014 Risks in hospitals. Assessment and Management
by Ioana Alexandra Bradea

2014 Precios de viviendas en Lima
by Orrego, Fabrizio

2014 Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
by Grigory Franguridi

2014 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
by Anna Staszewska-Bystrova & Peter Winker

2014 Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches
by Milan Bašta

2014 Macroeconomic Modelling of a Firm´s Default
by Michal Řičař

2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
by Milan Bašta

2014 New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflación en Rumanía y Bulgaria usando simulaciones Monte Carlo y Bootstrap
by Simionescu, Mihaela

2014 Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries
by Tomáš Slacík & Katharina Steiner & Julia Wörz

2014 M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
by Mihaela Simionescu

2014 A factor-augmented model of markup on mortgage loans in Poland
by Victor Bystrov

2014 Efficiency measurement in Turkish manufacturing sector using data envelopment analysis (DEA) and artificial neural networks (ANN)
by Ömer Akgöbek. & Emre Yakut.

2014 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
by Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed

2014 Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework
by Luciano Vereda & Hélio Lopes & Jessica Kubrusly & Adrian Pizzinga & Taofik Mohammed Ibrahim

2014 Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
by Nyitrai, Tamás

2014 Leadership Functions in Modern Business Organizations
by Vadim Dumitrascu

2014 Leadership and Organizational Positioning
by Vadim Dumitrascu

2014 A Comparative Analysis Of Real And Predicted Inflation Convergence In Cee Countries During The Economic Crisis
by Mihaela Simionescu

2014 Empirical econometric analysis of relationship between fiscal- monetary policies and output on Saarc countries
by Mohammed Nur Hussain

2014 Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?
by Oliver Holtemöller

2014 Binnenwirtschaft trägt Konjunktur in Deutschland
by Arbeitskreis Konjunktur des IWH

2014 Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy
by Matteo Richiardi & Ambra Poggi

2014 Factor-based prediction of industry-wide bank stress
by Grover, Sean P. & McCracken, Michael W.

2014 Chinese Online Unemployment-Related Searches and Macroeconomic Indicators
by Zhi Su

2014 Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts
by Alexander HARIN

2014 Forecasting House Prices in the United States with Multiple Structural Breaks
by Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury

2014 Forecasting welfare caseloads: The case of the Japanese public assistance program
by Hayashi, Masayoshi

2014 On the characteristics of dynamic correlations between asset pairs
by Jacobs, Michael & Karagozoglu, Ahmet K.

2014 A new approach to model and forecast volatility based on extreme value of asset prices
by Kumar, Dilip & Maheswaran, S.

2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
by Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang

2014 Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test
by Tsuchiya, Yoichi

2014 Non-renewable resource prices: A robust evaluation from the stationarity perspective
by Presno, María José & Landajo, Manuel & Fernández, Paula

2014 The international business cycle and gold-price fluctuations
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

2014 When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods
by Zietz, Joachim & Traian, Anca

2014 Estimating the output gap in real time: A factor model approach
by Aastveit, Knut Are & Trovik, Tørres

2014 Fiscal policy analysis in the euro area: Expanding the toolkit
by Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J.

2014 The unbeatable random walk in exchange rate forecasting: Reality or myth?
by Moosa, Imad & Burns, Kelly

2014 Real-time GDP forecasting for Japan: A dynamic factor model approach
by Urasawa, Satoshi

2014 Generating currency trading rules from the term structure of forward foreign exchange premia
by Sager, Michael & Taylor, Mark P.

2014 Forecasting exchange rates out-of-sample with panel methods and real-time data
by Ince, Onur

2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

2014 Monetary policy regimes: Implications for the yield curve and bond pricing
by Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico

2014 A new set of improved Value-at-Risk backtests
by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik

2014 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

2014 Out-of-sample density forecasts with affine jump diffusion models
by Yun, Jaeho

2014 Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
by Bernales, Alejandro & Guidolin, Massimo

2014 The determinants of U.S. banks’ international activities
by Temesvary, Judit

2014 Performance evaluation of optimized portfolio insurance strategies
by Zieling, Daniel & Mahayni, Antje & Balder, Sven

2014 Discrete stochastic autoregressive volatility
by Cordis, Adriana S. & Kirby, Chris

2014 The empirical similarity approach for volatility prediction
by Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema

2014 The rise and fall of technical trading rule success
by Taylor, Nick

2014 Modeling and predicting the CBOE market volatility index
by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel

2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
by Bekiros, Stelios D.

2014 The interactions between China and US stock markets: New perspectives
by Ye, George L.

2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

2014 Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
by Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian

2014 Conditional least squares and copulae in claims reserving for a single line of business
by Pešta, Michal & Okhrin, Ostap

2014 The information content of Basel III liquidity risk measures
by Hong, Han & Huang, Jing-Zhi & Wu, Deming

2014 Overnight information flow and realized volatility forecasting
by Todorova, Neda & Souček, Michael

2014 Corporate yield spreads and real interest rates
by Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C.

2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
by Kumar, Dilip & Maheswaran, S.

2014 Persistence of ex-ante volatility and the cross-section of stock returns
by Simlai, Prodosh

2014 Forecasting the oil–gasoline price relationship: Do asymmetries help?
by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

2014 Are there gains from pooling real-time oil price forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

2014 An empirical comparison of alternative schemes for combining electricity spot price forecasts
by Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał

2014 A compressed sensing based AI learning paradigm for crude oil price forecasting
by Yu, Lean & Zhao, Yang & Tang, Ling

2014 Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach
by An, Lian & Jin, Xiaoze & Ren, Xiaomei

2014 ‘Green’ productivity growth in China's industrial economy
by Chen, Shiyi & Golley, Jane

2014 What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
by Hahn, Warren J. & DiLellio, James A. & Dyer, James S.

2014 Component estimation for electricity prices: Procedures and comparisons
by Lisi, Francesco & Nan, Fany

2014 Modelling the general dependence between commodity forward curves
by Zolotko, Mikhail & Okhrin, Ostap

2014 Causality and predictability in distribution: The ethanol–food price relation revisited
by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

2014 High-order moments and extreme value approach for value-at-risk
by Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun

2014 Forecasting the intraday market price of money
by Monticini, Andrea & Ravazzolo, Francesco

2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

2014 Bandwidth selection by cross-validation for forecasting long memory financial time series
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis

2014 Modelling stock volatilities during financial crises: A time varying coefficient approach
by Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula

2014 Modelling changes in the unconditional variance of long stock return series
by Amado, Cristina & Teräsvirta, Timo

2014 A new index of financial conditions
by Koop, Gary & Korobilis, Dimitris

2014 Forecasting inflation using commodity price aggregates
by Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric

2014 Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting
by Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman

2014 A predictability test for a small number of nested models
by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

2014 Bootstrapping factor-augmented regression models
by Gonçalves, Sílvia & Perron, Benoit

2014 Theory-coherent forecasting
by Giacomini, Raffaella & Ragusa, Giuseppe

2014 Testing for structural stability of factor augmented forecasting models
by Corradi, Valentina & Swanson, Norman R.

2014 Adaptive dynamic Nelson–Siegel term structure model with applications
by Chen, Ying & Niu, Linlin

2014 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
by Jensen, Mark J. & Maheu, John M.

2014 Time-varying sparsity in dynamic regression models
by Kalli, Maria & Griffin, Jim E.

2014 News and monetary shocks at a high frequency: A simple approach
by Matheson, Troy & Stavrev, Emil

2014 Forecasting with a parsimonious subset VAR model
by Cheong, Chongcheul & Lee, Hyunchul

2014 A note on the representative adaptive learning algorithm
by Berardi, Michele & Galimberti, Jaqueson K.

2014 Time scale evaluation of economic forecasts
by Michis, Antonis A.

2014 Non-linear volatility dynamics and risk management of precious metals
by Demiralay, Sercan & Ulusoy, Veysel

2014 The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
by Hunzinger, Chadd B. & Labuschagne, Coenraad C.A.

2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

2014 Macro effects of capital requirements and macroprudential policy
by Akram, Q. Farooq

2014 Enhanced index tracking with multiple time-scale analysis
by Li, Qian & Bao, Liang

2014 Semiconductor industry cycles: Explanatory factors and forecasting
by Aubry, Mathilde & Renou-Maissant, Patricia

2014 State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth
by Higgins, Matthew L. & Mishra, Sagarika

2014 Forecasting exchange rates using panel model and model averaging
by Garratt, Anthony & Mise, Emi

2014 The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
by Todorova, Neda & Souček, Michael

2014 Forecasting tourism demand to Catalonia: Neural networks vs. time series models
by Claveria, Oscar & Torra, Salvador

2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
by Lee, Yongwoong & Poon, Ser-Huang

2014 On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
by Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello

2014 Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review
by Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi

2014 Stark steigende Immobilienpreise in Deutschland: aber keine gesamtwirtschaftlich riskante Spekulationsblase
by Konstantin Kholodilin & Claus Michelsen & Dirk Ulbricht

2014 Von einer Explosion der Mieten kann keine Rede sein: Sechs Fragen an Konstantin Kholodilin
by Corporate author

2014 Mietpreisbremse: Wohnungsmarktregulierung bringt mehr Schaden als Nutzen
by Konstantin A. Kholodilin & Dirk Ulbricht

2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
by Josef Stráský & Jaromír Baxa

2014 Análisis de la heurística en la contratación empresarial a través de una cartera de derivados reales
by Silvia Bou Ysàs & Magda Cayón Costa & Albert Hernández

2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
by Ignacio Lozano & Alexander Guarín

2014 An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
by Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez

2014 The Soundness Of The Banking System During The Global Financial Crisis
by Ioana-Iuliana TOMULEASA

2014 Evaluation der ifo Konjunkturprognosen
by Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser

2014 Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen
by Robert Lehmann & Michael Weber

2014 State dependence of aggregated risk aversion: Evidence for the German stock market
by Marc Hansen & Helmut Herwartz & Malte Rengel

2014 Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model
by Miklós Virág & Tamás Nyitrai

2014 The Computational Intelligence Techniques For Predictions - Artificial Neural Networks
by Mary Violeta Bar

2014 Improving The Inflation Rate Forecasts Of Romanian Experts Using A Fixed-Effects Models Approach
by Mihaela SIMIONESCU

2014 A Hybrid Forecasting Approach
by Emilian Dobrescu

2013 Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
by Ying Chen & Linlin Niu

2013 Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
by Carlo A. Favero & Linlin Niu & Luca Sala

2013 Development of postal services until 2020
by Rantala, Olavi

2013 Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta

2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini

2013 Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
by Goodness C. Aye & Rangan Gupta

2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

2013 Do we need a global VAR model to forecast inflation and output in South Africa?
by Annari de Waal & Renee van Eyden & Rangan Gupta

2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
by Goodness C. Aye & Pami Dua & Rangan Gupta

2013 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne

2013 Identifying a financial conditions index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta

2013 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar

2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
by Riane de Bruyn & Rangan Gupta & Renee van Eyden

2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg

2013 Money-based Inflation Risk Indicator: A Regime Switching Model
by E. Deryugina & A. Ponomarenko.

2013 The Role of Technological Change in the Long-run Global Economy Forecasting
by A. Apokin.

2013 Evaluating Phillips Curve Based Inflation Forecasts in Europe: A Note
by Carsten Croonenbroeck

2013 Sanayi Üretim Endeksinin Durağanlık Özellikleri
by Hasan Murat ERTUĞRUL & Uğur SOYTAŞ

2013 Ein Grundsicherungsabstandsgebot für die Gesetzliche Rentenversicherung? Ergebnisse einer Mikrosimulation
by Traub, Stefan & Finkler, Sebastian

2013 The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2013 Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany
by Menz, Jan-Oliver & Poppitz, Philipp

2013 Does Central Bank Staff Beat Private Forecasters?
by Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian

2013 Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast
by Theobald, Thomas

2013 Forecasting business-cycle turning points with (relatively large) linear systems in real time
by Schreiber, Sven

2013 Atypical behavior of credit: Evidence from a monetary VAR
by Afanasyeva, Elena

2013 Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 Forecasting the real price of oil in a changing world: A forecast combination approach
by Baumeister, Christiane & Kilian, Lutz

2013 Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis
by Baumeister, Christiane & Kilian, Lutz

2013 Evaluating point and density forecasts of DSGE models
by Wolters, Maik H.

2013 Households' disagreement on inflation expectations and socioeconomic media exposure in Germany
by Menz, Jan-Oliver & Poppitz, Philipp

2013 The empirical (ir)relevance of the interest rate assumption for central bank forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2013 Fuzzy interaction regression for short term load forecasting
by Tao Hong & Pu Wang

2013 Long term probabilistic load forecasting and normalization with hourly information
by Tao Hong & Jason Wilson & Jingrui Xie

2013 Computing electricity spot price prediction intervals using quantile regression and forecast averaging
by Jakub Nowotarski & Rafal Weron

2013 Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
by Katarzyna Maciejowska & Rafal Weron

2013 An empirical comparison of alternate schemes for combining electricity spot price forecasts
by Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron

2013 Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron

2013 Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
by Katarzyna Maciejowska & Rafal Weron

2013 Projecting Long-Term Primary Energy Consumption
by Zsuzsanna Csereklyei & Stefan Humer

2013 Forecasting GDP at the regional level with many predictors
by Robert Lehmann & Klaus Wohlrabe

2013 Designing the housing market for 2030 ? a foresight and econometric approach
by João Marques & Miguel Viegas & Monique Borges & Eduardo Anselmo

2013 The pricing of options on WIG20 using GARCH models
by Szymon Kamiński

2013 SP surveys for electric and alternative fuel vehicles: are we doing the right thing?
by Jérôme Massiani

2013 The use of Stated Preferences to forecast alternative fuel vehicles market diffusion: Comparisons with other methods and proposal for a Synthetic Utility Function
by Jérôme Massiani

2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
by Barbara Rossi & Tatevik Sekhposyan

2013 Conditional predictive density evaluation in the presence of instabilities
by Barbara Rossi & Tatevik Sekhposyan

2013 Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
by Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller

2013 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral

2013 Analyzing Fixed-event Forecast Revisions
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer

2013 Using information markets in grantmaking. An assessment of the issues involved and an application to Italian banking foundations
by Edoardo Gaffeo

2013 GDP Growth and Credit Data
by Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu

2013 Comparing the BER’s forecasts
by Nicolaas van der Wath

2013 A new index of financial conditions
by Gary Koop & Dimitris Korobilis

2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
by Marco Huwiler & Daniel Kaufmann

2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
by Vincenzo Candila

2013 Important Channels of Transmission Monetary Policy Shock in South Africa
by Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

2013 Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
by Diep Duong & Norman Swanson

2013 Mining Big Data Using Parsimonious Factor and Shrinkage Methods
by Hyun Hak Kim & Norman Swanson

2013 Testing for Structural Stability of Factor Augmented Forecasting Models
by Valentina Corradi & Norman Swanson

2013 Macroeconomic Regimes
by L. BAELE & G. BEKAERT & S. CHO & K. INGHELBRECHT & A. MORENO

2013 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries
by Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti

2013 Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility
by Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan

2013 Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
by Huber, Peter & Oberhofer, Harald & Pfaffermayr , Michael

2013 Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
by Matías Mayor & Roberto Patuelli

2013 On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets
by Sotiris Tsolacos & Chris Brooks & Ogonna Nneji

2013 Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011
by Chang, Jillie & Del Río, Andrea

2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
by Barrera, Carlos

2013 An Empirical BVAR-DSGE Model of the Australian Economy
by Sean Langcake & Tim Robinson

2013 Tracking global fuel supply, CO2 emissions and sustainable development
by Liam Wagner & Ian Ross & John Foster & Ben Hankamer

2013 Macroeconomic Forecasting Using Low-Frequency Filters
by João Valle e Azevedo & Ana Pereira

2013 An Econometric Analysis of Population Change in Arkansas
by Fullerton, Thomas M., Jr. & Ramirez, David A. & Walke, Adam G.

2013 Border Region Bridge and Air Transport Predictability
by Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath

2013 SBAM: An algorithm for pair matching
by Stephensen, Peter & Markeprand, Tobias

2013 Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence
by Tierney, Heather L.R.

2013 Oil Prices, Drought Periods and Growth Forecasts in Morocco
by Bentour, El Mostafa

2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
by Dimitris, Korobilis

2013 Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence
by Tierney, Heather L.R.

2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Bifurcation Analysis of an Endogenous Growth Model
by Barnett, William & Ghosh, Taniya

2013 A factor-augemented model of markup on mortgage loans in Poland
by Bystrov, Victor

2013 Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks
by Chen, Shiu-Sheng

2013 Further evidence on bear market predictability: The role of the external finance premium
by Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi

2013 Estimating International Migration on the Base of Small Area Techniques
by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

2013 Comparisons of Chinese and Indian Energy Consumption Forecasting Models
by Arora, Vipin

2013 Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes
by Teneng, Dean

2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
by Rendón, Stephanie

2013 Structural Breaks, Price and Income Elasticity, and Forecast of the Monthly Italian Electricity Demand
by Dicembrino, Claudio & Trovato, Giovanni

2013 Forecasting Stock Market Volatility: A Forecast Combination Approach
by Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan

2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
by Lehmann, Robert & Wohlrabe, Klaus

2013 GDP Growth and Credit Data
by Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif

2013 Are Forecast Updates Progressive?
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael

2013 The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis
by El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri

2013 Análisis de elasticidades en el mercado automotor colombiano (2009 - 2011) mediante un modelo logit anidado
by Sánchez Navarro, Dennis

2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

2013 A New Index of Financial Conditions
by Koop, Gary & Korobilis, Dimitris

2013 Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
by Tsyplakov, Alexander

2013 Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works
by Albers, Scott & Albers, Andrew L.

2013 A Hybrid Approach for Forecasting of Oil Prices Volatility
by Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya

2013 Impact of playoffs on seasonal uncertainty in Czech ice hockey Extraliga
by Lahvicka, Jiri

2013 Foundations of the economic and social history of the United States: Metaphysical
by Albers, Scott

2013 Foundations of the economic and social history of the United States: Apologia
by Albers, Scott

2013 Forecasting the optimal order quantity in the newsvendor model under a correlated demand
by Halkos, George & Kevork, Ilias

2013 Advantages of Non-Normality in Testing Cointegration Rank
by Felix Chan

2013 Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes
by Kevin Sheppard & Lily Liu & Andrew J. Patton

2013 Estimating New Zealand’s Output Gap Using a Small Macro Model
by Kam Leong Szeto

2013 Real-Time Forecasting with a Mixed-Frequency VAR
by Frank Schorfheide & Dongho Song

2013 Bayesian Variable Selection for Nowcasting Economic Time Series
by Steven L. Scott & Hal R. Varian

2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez

2013 Measuring Uncertainty about Long-Run Prediction
by Ulrich Mueller & Mark W. Watson

2013 Does domestic output gap matter for inflation in a small open economy?
by Aleksandra Hałka & Jacek Kotłowski

2013 Are individual survey expectations internally consistent?
by Maritta Paloviita & Matti Viren

2013 Bayesian Inference and Model Comparison for Random Choice Structures
by William J. McCausland & A.A.J. Marley

2013 Bayesian inference and model comparison for ramdom choice structures
by McCAUSLAND, William & MARLEY, A. A. J.

2013 Comparing variable selection techniques for linear regression: LASSO and Autometrics
by Camila Epprecht & Dominique Guegan & Álvaro Veiga

2013 Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis
by Chiara Pederzoli & Costanza Torricelli

2013 Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
by Kei Kawakami

2013 Biofuels and Food Prices: Searching for the Causal Link
by Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA

2013 Food versus Fuel: Causality and Predictability in Distribution
by Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA

2013 DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
by Rangan Gupta &  Patrick Kanda & Mampho Modise & Alessia Paccagnini

2013 Food versus Fuel: Causality and Predictability in Distribution
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Biofuels and Food Prices: Searching for the Causal Link
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 A new methodology for a quarterly measure of the Output Gap
by Marco Cacciotti & Cecilia Frale & Serena Teobaldo

2013 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

2013 Using Newspapers for Tracking the Business Cycle: A comparative study for Germany and Switzerland
by David Iselin & Boriss Siliverstovs

2013 Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes
by Fady Barsoum & Sandra Stankiewicz

2013 Der Einfluss des Erdölpreises auf die Energiesteuerprognose
by Jens Boysen-Hogrefe

2013 A Gravity Model of Migration between ENC and EU
by Ramos, Raul & Surinach, Jordi

2013 Mobility in an Enlarging European Union: Projections of Potential Flows from EU's Eastern Neighbors and Croatia
by Fertig, Michael & Kahanec, Martin

2013 Using the EU-SILC to Model the Impact of the Economic Crisis on Inequality
by O'Donoghue, Cathal & Loughrey, Jason & Morrissey, Karyn

2013 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
by Katja Drechsel & R. Scheufele

2013 Bank lending in a cointegrated VAR model
by Filippo Maria Pericoli & Roberto Galli & Cecilia Frale & Stefania Pozzuoli

2013 A new methodology for a quarterly measure of the output gap
by Marco Cacciotti & Cecilia Frale & Serena Teobaldo

2013 T-DYMM : the treasury dynamic microsimulation model of the Italian pension system
by Alessandra Caretta & Sara Flisi & Cecilia Frale & Michele Raitano & Simone Tedeschi

2013 Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
by Emiliano Magrini & Ayca Donmez

2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

2013 Extending Extended Logistic Regression for Ensemble Post-Processing: Extended vs. Separate vs. Ordered vs. Censored
by Jakob W. Messner & Georg J. Mayr & Daniel S. Wilks & Achim Zeileis

2013 Automatic and Probabilistic Foehn Diagnosis with a Statistical Mixture Model
by David Plavcan & Georg J. Mayr & Achim Zeileis

2013 Extending Extended Logistic Regression to Effectively Utilize the Ensemble Spread
by Jakob W. Messner & Georg J. Mayr & Achim Zeileis & Daniel S. Wilks

2013 Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression
by Jakob W. Messner & Achim Zeileis & Jochen Broecker & Georg J. Mayr

2013 Constructing a new leading indicator for unemployment from a survey among German employment agencies
by Hutter, Christian & Weber, Enzo

2013 Labour market forecasting : is disaggregation useful?
by Weber, Enzo & Zika, Gerd

2013 Automated Valuation Modelling: A Specification Exercise
by Rainer Schulz & Martin Wersing & Axel Werwatz &

2013 Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills
by Konstantin Fursov & Ian Miles

2013 Do unobserved components models forecast inflation in Russia?
by Bulat Gafarov

2013 Predicting the Spread of Financial Innovations: An Epidemiological Approach
by Hull, Isaiah

2013 Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s
by Lundbäck, Mattias

2013 Financial and economic downturns in OECD countries
by Haavio, Markus & Mendicino , Caterina & Punzi , Maria Teresa

2013 Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
by Gianni Amisano & Roberta Colavecchio

2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
by Peter Fuleky & Carl S. Bonham

2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
by Peter Fuleky & Carl S. Bonham

2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
by Peter Fuleky & Carl

2013 Using Forecasting to Detect Corruption in International Football
by J. James Reade & Sachiko Akie

2013 Equity Premia Predictability in the EuroZone
by Nuno Silva

2013 Quality of the Administration of Value-Added Tax in OECD countries and Russia
by Alexander Knobel & Sergey Sinelnikov-Murylev & Ilya Sokolov

2013 Russian Industrial Enterprises (on the Basis of the Surveys) in 2012
by Sergey Tsukhlo

2013 A 14-Variable Mixed-Frequency VAR Model
by Beauchemin, Kenneth

2013 Food versus Fuel: Causality and Predictability in Distribution
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Biofuels and Food Prices: Searching for the Causal Link
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 A survey of econometric methods for mixed-frequency data
by Claudia Foroni & Massimiliano Marcellino

2013 Estimating the drivers and projecting long-term public health expenditure in the European Union: Baumol's "cost disease" revisited
by João Medeiros & Christoph Schwierz

2013 How to Identify and Forecast Bull and Bear Markets?
by Kole, H.J.W.G. & van Dijk, D.J.C.

2013 Risk Modelling and Management: An Overview
by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.

2013 Greece in recession: economic predictions, mispredictions and policy implications
by Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis

2013 Unemployment and output dynamics in CIS countries: Okun's law revisited
by Ibragimov Marat & Jovlon Karimov & Elena Permyakova

2013 A Heterogenous Agent Foundation for Tests of Asset Price Bubbles
by Vipin Arora & Shuping Shi

2013 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
by Joshua C.C. Chan

2013 Long term Projections of the World Economy – A Review
by Alison Stegman & Warwick J. McKibbin

2013 Quantifying Australia's "Three Speed" Boom
by Aaron Walker & Rod Tyers

2013 Nowcasting Norway
by Mattéo Luciani & Lorenzo Ricci

2013 Unspanned Macroeconomic Factors in the Yields Curve
by Laura Coroneo & Domenico Giannone & Michèle Modugno

2013 Through the Looking Glass: Indirect Inference via Simple Equilibria
by Calvet , Laurent & Czellar, Veronika

2013 There is a VaR Beyond Usual Approximations
by Kratz , Marie

2013 Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
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2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
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2013 German Energiewende and the Heating Market - Impact and Limits of Policy
by Klaas Bauermann

2013 Testing for the Systemically Important Financial Institutions: a Conditional Approach
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2013 Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?
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2013 Global liquidity as an early warning indicator of asset price booms: G5 versus broader measures
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2013 A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
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2013 Forecasting the Risk of Speculative Assets by Means of Copula Distributions
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2013 Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?
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2013 A Small Macroeconometric Model for the Cyprus Economy
by Aris Spanos & Niki Papadopoulou

2013 A monthly estimation method of ILO unemployment: a state-space framework
by T. DEROYON & A. MONTAUT & P.-A. PIONNIER

2013 Forecasting distress in European SME portfolios
by Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe

2013 Home Away From Home? Safe Haven Effects and London House Prices
by Badarinza, Cristian & Ramadorai, Tarun

2013 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
by Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

2013 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing

2013 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Baumeister, Christiane & Kilian, Lutz

2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
by Andreasen, Martin M. & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

2013 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
by Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo

2013 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
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2013 Elaboración de proyecciones de mediano plazo de actividad económica regional 2013 – 2017
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2013 Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá
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2013 Un indicador Líder para la actividad económica de Colombia
by Edgar Vicente MARCILLO YÉPEZ

2013 Estimación del producto potencial en Colombia:
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2013 Combinación de brechas del producto colombiano
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2013 Selección Estratégica de Activos bajo No-normalidad: Análisis del Rendimiento de un Portafolio de Inversión
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2013 Nowcasting Czech GDP in Real Time
by Marek Rusnak

2013 Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank
by Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner

2013 Modeling Multivariate Data Revisions
by Jan P. A. M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm

2013 Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
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2013 Trend-Cycle Decomposition: Implications from an Exact Structural Identification
by Mardi Dungey & Jan P. A. M. Jacobs & Jing Jian & Simon van Norden

2013 MIRAGE-e: A General Equilibrium Long-term Path of the World Economy
by Lionel Fontagné & Jean Fouré & Maria Priscila Ramos

2013 Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?
by Robert Lehmann & Klaus Wohlrabe

2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
by Tim Oliver Berg & Steffen Henzel

2013 Renewed Momentum in the German Housing Market: Boom or Bubble?
by Xi Chen & Michael Funke

2013 Credit Shocks and Macroeconomic Fluctuations in Emerging Markets
by Houssa Romain & Jolan Mohimont & Chris Otrok

2013 Forecasting Exchange Rates: An Investor Perspective
by Michael Melvin & John Prins & Duncan Shand

2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
by Teresa Buchen & Klaus Wohlrabe

2013 Mobility in an enlarging European Union: Projections of potential flows from EU's eastern neighbors and Croatia
by Michael Fertig & Martin Kahanec

2013 Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia
by Adama BAH

2013 Risk Modeling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2013 Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
by M. Mayer & R. Patuelli

2013 New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan
by Naoko Hara & Shotaro Yamane

2013 Measuring return and volatility spillovers in euro area financial markets
by Dimitrios P. Louzis

2013 Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
by Barbara Rossi & Tatevik Sehkposyan

2013 Conditional Predictive Density Evaluation in the Presence of Instabilities
by Barbara Rossi & Tatevik Sehkposyan

2013 Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
by Ferrara, L. & Marsilli, C. & Ortega, J-P.

2013 The financial content of inflation risks in the euro area
by Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I.

2013 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
by Bec, F. & Mogliani, M.

2013 In Defense of Early Warning Signals
by Bussière, M.

2013 Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model
by Rocío Elizondo

2013 Uncertainty and heterogeneity in factor models forecasting
by Matteo Luciani & Libero Monteforte

2013 Tracking world trade and GDP in real time
by Roberto Golinelli & Giuseppe Parigi

2013 Food versus Fuel: Causality and Predictability in Distribution
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Biofuels and Food Prices: Searching for the Causal Link
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian

2013 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou

2013 What Central Bankers Need to Know about Forecasting Oil Prices
by Christiane Baumeister & Lutz Kilian

2013 Forecasting with Many Models: Model Confidence Sets and Forecast Combination
by Jon D. Samuels & Rodrigo Sekkel

2013 Short-Run Forecasting of Argentine GDP Growth
by Marcos Dal Bianco & Jaime Martinez-Martín & Maximo Camacho

2013 Measuring Persistence in Volatility Spillovers
by Conrad, Christian & Weber, Enzo

2013 Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data
by Onur Ince

2013 Gibbs Samplers for VARMA and Its Extensions
by Joshua C.C. Chan & Eric Eisenstat

2013 What Drives Commodity Prices?
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini

2013 Analyzing Oil Futures with a Dynamic Nelson-Siegel Model
by Niels S. Hansen & Asger Lunde

2013 A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
by Nima Nonejad

2013 Diffusion Indexes with Sparse Loadings
by Johannes Tang Kristensen

2013 Thresholds and Smooth Transitions in Vector Autoregressive Models
by Kirstin Hubrich & Timo Teräsvirta

2013 Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression
by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk

2013 Bond return predictability in expansions and recessions
by Tom Engsted & Stig V. Møller & Magnus Sander

2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2013 Validation in Computable General Equilibrium Modeling
by Dixon, Peter B. & Rimmer, Maureen T.

2013 Business Cycles Indicators and Short-term Forecasts of Polish Industry Production Index
by Pawel M. Kolba, Radoslaw Kotkowski

2013 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek

2013 Stock Market Volatility and Macroeconomic Fundamentals
by Robert F. Engle & Eric Ghysels & Bumjean Sohn

2013 Closing the Gap between Risk Estimation and Decision Making: Efficient Management of Trade-Related Invasive Species Risk
by Robert P. Lieli & Michael Springborn

2013 Commodity Prices, Convenience Yields, and Inflation
by Nikolay Gospodinov & Serena Ng

2013 Banking Retail Consumer Finance Data Generator – Credit Scoring Data Repository
by Karol Przanowski

2013 Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
by Shu-Ching Cheng & Tsung-Pao Wu

2013 Updating the Romanian Economic Macromodel
by Emilian Dobrescu

2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
by Pincheira, Pablo

2013 Fractal Analysis of the Gold Market in China
by Kedong YIN & Hengda ZHANG & Wenbo ZHANG & Qian WEI

2013 Pair copula constructions in portfolio optimization ploblem
by Travkin, Alexandr

2013 Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)
by Penikas, Henry & Savelyeva, Alina

2013 Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
by Zamkov, Oleg & Peresetsky, Anatoly

2013 Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050
by Markéta Arltová & Jitka Langhamrová & Jana Langhamrová

2013 Forecasting economic crisis using gradient measurement of development and log-logistic function
by Rafal Siedlecki & Daniel Papla

2013 La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación || The Sample of Firms in Business Failure Prediction Models: Influence on Classification Results
by García-Gallego, Ana & Mures-Quintana, María-Jesús

2013 Advantages and Disadvantages of Using Neural Networks for Predictions
by Ciobanu Dumitru & Vasilescu Maria

2013 Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland
by Boriss Siliverstovs

2013 New indicators for tracking growth in real time
by Troy D. Matheson

2013 The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets
by Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige

2013 No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index
by RICO BELDA, PAZ

2013 One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
by Abdul Jalil Khan & Parvez Azim

2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
by Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg

2013 Az MTA KRTK KTI munkaerő-piaci előrejelző rendszere
by Galasi, Péter & Cseres-Gergely, Zsombor & Bakó, Tamás

2013 Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland
by David Iselin & Boriss Siliverstovs

2013 High Speed Economy
by Vadim Dumitrascu & Roxana Arabela Dumitrascu

2013 Modified Scheffé’s Prediction Bands
by Anna Staszewska-Bystrova

2013 Modelling The Development Of The Integration Processes Direction In The Baking Industry
by Tetyana Kublikova & Svetlana Stupak

2013 Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr
by AK Konjunktur

2013 Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi
by Emrah Talas & Fatih Cakmak

2013 How informative are in-sample information criteria to forecasting? The case of Chilean GDP
by Carlos A. Medel

2013 A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?
by Elsy Gómez-Ramos & Francisco Venegas-Martínez

2013 Conditional Predictive Ability of Exchange Rates in Long Run Regressions
by Pablo Pincheira

2013 A new equilibrium simulation procedure with discrete choice models
by Ugo Colombine

2013 Modelling Private Wealth Accumulation and Spend-down in the Italian Microsimulation Model CAPP_DYN: A Life-Cycle Approach
by Simone Tedeschi & Elena Pisano & Carlo Mazzaferro & Marcello Morciano

2013 Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
by Hisham Handal Abdelbaki

2013 The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity
by Seyed Hossein Iranmanesh & Hamidreza Mostafaei & Shaghayegh Kordnoori

2013 Analysis and forecast of employees’ mobility on the labor market in Romania using Markov chains
by Mariana Balan & Carmen Uzlau & Corina Maria Ene

2013 Prediction Of The Prefectural Economy In Japan Using A Stochastic Model
by Hiroshi Sakamoto

2013 Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques
by Anders Bredahl Kock & Timo Teräsvirta

2013 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
by Saša ŽIKOVIÆ & Randall K. FILER

2013 Revisions to the Czech National Accounts: Properties and Predictability
by Marek RUSNAK

2013 Impatto territoriale delle riforme dell’istruzione sul fabbisogno di insegnanti
by Alessandro Belmonte & Aline Pennisi

2013 Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani
by Massimiliano Agovino & Antonio Garofalo

2013 ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
by Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov

2013 Paul Krugman Denies Having Concurred With an Administration Forecast: A Note
by David O. Cushman

2013 Irrational fads, short-term memory emulation, and asset predictability
by Bekiros, Stelios D.

2013 GFC-robust risk management strategies under the Basel Accord
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

2013 Estimating demand variables of maritime container transport: An aggregate procedure for the Mediterranean area
by Russo, Francesco & Musolino, Giuseppe

2013 A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg

2013 Oil exports and the Iranian economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

2013 Alternative econometric implementations of multi-factor models of the U.S. financial markets
by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato

2013 Fiscal forecast errors: Governments versus independent agencies?
by Merola, Rossana & Pérez, Javier J.

2013 What affects the cool-off duration under price limits?
by Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi

2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
by Liao, Yin

2013 Can US economic variables predict the Chinese stock market?
by Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen

2013 GFC-robust risk management under the Basel Accord using extreme value methodologies
by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo

2013 Fast clustering of GARCH processes via Gaussian mixture models
by Aielli, Gian Piero & Caporin, Massimiliano

2013 Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio

2013 Currency hedging strategies using dynamic multivariate GARCH
by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel

2013 Are forecast updates progressive?
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael

2013 Bayesian forecasting of federal funds target rate decisions
by van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick

2013 Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
by Kawakami, Kei

2013 The extreme value in crude oil and US dollar markets
by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

2013 Money growth and inflation: A regime switching approach
by Amisano, Gianni & Fagan, Gabriel

2013 Predictability of currency carry trades and asset pricing implications
by Bakshi, Gurdip & Panayotov, George

2013 Rational inattentiveness in a forecasting experiment
by Goecke, Henry & Luhan, Wolfgang J. & Roos, Michael W.M.

2013 Corporate social responsibility and earnings forecasting unbiasedness
by Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro

2013 Predicting bear and bull stock markets with dynamic binary time series models
by Nyberg, Henri

2013 Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
by Weiß, Gregor N.F. & Supper, Hendrik

2013 Multidimensional risk and risk dependence
by Polanski, Arnold & Stoja, Evarist & Zhang, Ren

2013 Return sign forecasts based on conditional risk: Evidence from the UK stock market index
by Chevapatrakul, Thanaset

2013 Nonparametric correlation models for portfolio allocation
by Aslanidis, Nektarios & Casas, Isabel

2013 On the role of the estimation error in prediction of expected shortfall
by Lönnbark, Carl

2013 On the predictability of stock prices: A case for high and low prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

2013 Forecasting EUR–USD implied volatility: The case of intraday data
by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart

2013 SAFE: An early warning system for systemic banking risk
by Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J.

2013 Forecasting the return distribution using high-frequency volatility measures
by Hua, Jian & Manzan, Sebastiano

2013 Dynamic factor Value-at-Risk for large heteroskedastic portfolios
by Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason

2013 Predicting stock returns: A regime-switching combination approach and economic links
by Zhu, Xiaoneng & Zhu, Jie

2013 Mortality surface by means of continuous time cohort models
by Jevtić, Petar & Luciano, Elisa & Vigna, Elena

2013 Sources of disagreement in inflation forecasts: An international empirical investigation
by Siklos, Pierre L.

2013 Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching
by Spiliopoulos, Leonidas

2013 Forecasting VaR using analytic higher moments for GARCH processes
by Alexander, Carol & Lazar, Emese & Stanescu, Silvia

2013 Behavioural asymmetries in the G7 foreign exchange market
by Christodoulakis, George & Mamatzakis, Emmanuel

2013 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
by Degiannakis, Stavros & Floros, Christos & Dent, Pamela

2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
by Vivian, Andrew & Wohar, Mark E.

2013 Economic feasibility of biodiesel production from Macauba in Brazil
by Lopes, Daniela de Carvalho & Steidle Neto, Antonio José & Mendes, Adriano Aguiar & Pereira, Débora Tamires Vítor

2013 Electricity demand analysis and forecasting: A panel cointegration approach
by El-Shazly, Alaa

2013 Filtering and forecasting commodity futures prices under an HMM framework
by Date, Paresh & Mamon, Rogemar & Tenyakov, Anton

2013 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał

2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
by Awartani, Basel & Maghyereh, Aktham Issa

2013 Risk spillovers in international equity portfolios
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo

2013 An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
by Miller, Thomas W. & Rapach, David E.

2013 Multi-period credit default prediction with time-varying covariates
by Orth, Walter

2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
by Varneskov, Rasmus & Voev, Valeri

2013 Time-varying combinations of predictive densities using nonlinear filtering
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

2013 Conditional predictive density evaluation in the presence of instabilities
by Rossi, Barbara & Sekhposyan, Tatevik

2013 Forecasting a long memory process subject to structural breaks
by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng

2013 Optimal forecasts in the presence of structural breaks
by Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail

2013 Moving average stochastic volatility models with application to inflation forecast
by Chan, Joshua C.C.

2013 Adaptively combined forecasting for discrete response time series
by Zhang, Xinyu & Lu, Zudi & Zou, Guohua

2013 Determining the MSE-optimal cross section to forecast
by Arbués, Ignacio

2013 On loss functions and ranking forecasting performances of multivariate volatility models
by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

2013 Forecasting regional GDP with factor models: How useful are national and international data?
by Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre

2013 The Great Recession and the inflation puzzle
by Matheson, Troy & Stavrev, Emil

2013 A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
by Atak, Alev & Kapetanios, George

2013 Generalized adaptive expectations revisited
by Sorge, Marco M.

2013 Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
by Wang, Shin-Huei & Vasilakis, Chrysovalantis

2013 The yield spread puzzle and the information content of SPF forecasts
by Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen

2013 Bayesian forecasting with highly correlated predictors
by Korobilis, Dimitris

2013 A global map of coastal recreation values: Results from a spatially explicit meta-analysis
by Ghermandi, Andrea & Nunes, Paulo A.L.D.

2013 Reexamining the time-varying volatility spillover effects: A Markov switching causality approach
by Zheng, Tingguo & Zuo, Haomiao

2013 Forecasting volatility with the realized range in the presence of noise and non-trading
by Bannouh, Karim & Martens, Martin & van Dijk, Dick

2013 Has the Basel Accord improved risk management during the global financial crisis?
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio

2013 Equity and CDS sector indices: Dynamic models and risk hedging
by Caporin, Massimiliano

2013 The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
by Henzel, Steffen R. & Mayr, Johannes

2013 Macroeconomic effects of fiscal policy changes: A case of South Africa
by Akanbi, Olusegun Ayodele

2013 Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis
by Van Hoa, Tran & Limskul, Kitti

2013 Short-term inflation forecasting models for Turkey and a forecast combination analysis
by Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati

2013 A DSGE-VAR model for forecasting key South African macroeconomic variables
by Gupta, Rangan & Steinbach, Rudi

2013 Forecasting the yield curve and the role of macroeconomic information in Turkey
by Kaya, Huseyin

2013 A comparison of spatial error models through Monte Carlo experiments
by Kato, Takafumi

2013 Macroeconomic Variables and South African Stock Return Predictability
by Gupta, Rangan & Modise, Mampho P.

2013 Asymmetries in the revenue–expenditure nexus: A tale of three countries
by Paleologou, Suzanna-Maria

2013 The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035
by Zaman, Khalid & Khilji, Bashir Ahmad

2013 Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process
by Degiannakis, Stavros & Livada, Alexandra

2013 Do corporate executives have accurate predictions for the economy? A directional analysis
by Tsuchiya, Yoichi

2013 Modeling diverse expectations in an aggregated New Keynesian Model
by Kurz, Mordecai & Piccillo, Giulia & Wu, Howei

2013 Are the representative agent’s beliefs based on efficient econometric models?
by Bovi, Maurizio

2013 Labor market matching and unemployment in urban China
by Liu, Yang

2013 Prediction of CO2 Emissions in Iran using Grey and ARIMA Models
by Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam

2013 A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia
by Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari

2013 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
by Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi

2013 Wohnimmobilien in Großstädten: Kaufpreise steigen auch 2014 schneller als Mieten
by Konstantin A. Kholodilin & Boriss Siliverstovs

2013 Non Linear Analysis of S&P Index
by Michael Hanias, Lykourgos Magafas, P. Konstantaki

2013 Desagregacion multivariada del PIB sectorial del departamento de Bolivar
by Ivonne Perez Correa & Juan Miguel Martinez Buendia

2013 Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar
by Julio César Alonso & Andrés Mauricio Arcila

2013 Combinación de brechas del producto colombiano
by Paulo M. Sánchez & Luis Fernando Melo

2013 Desaceleración económica e inflación de activos financieros en Colombia
by Mateo Clavijo

2013 Konjunkturprognosen heute – Möglichkeiten und Probleme
by Wolfgang Nierhaus

2013 Nowcasting GDP growth with credit data: Evidence from an emerging market economy
by Ergun Ermis oglu & Yasin Akcelik & Arif Oduncu

2013 On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model
by CIOBANU Dumitru & BAR Mary Violeta

2013 An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange
by Vesna Bucevska

2013 Financial conditions and economic activity: a statistical approach
by Magdalena Erdem & Kostas Tsatsaronis

2013 Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012
by S. Delle Chiaie.

2013 Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012
by DELLE CHIAIE, S.

2013 A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro
by Milena Lipovina-Božović

2013 Using Mathematical Models Of Dynamic Programming For Environmental Investment Projects
by DORU IOAN ARDELEAN & TANIA ANGELICA LAZAR

2013 Using Predictive Modeling to Improve Direct Marketing Performance
by Todor Krastevich

2013 About Possibility Of Usage Methodological Approaches To Bankruptcy Prediction
by Ruslan Druzin

2013 Combining term structure of interest rate forecasts: The Brazilian case
by Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro

2013 Application of support vector machines on the basis of the first Hungarian bankruptcy model
by Miklós Virag & Tamás Nyitrai

2013 Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
by Serena Ng & Jonathan H. Wright

2013 Exchange Rate Predictability
by Barbara Rossi

2013 Uncertainty and Economic Activity: Evidence from Business Survey Data
by R?diger Bachmann & Steffen Elstner & Eric R. Sims

2013 What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
by John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian

2013 Forecasting the Recovery from the Great Recession: Is This Time Different?
by Kathryn M. E. Dominguez & Matthew D. Shapiro

2013 Growth Forecast Errors and Fiscal Multipliers
by Olivier J. Blanchard & Daniel Leigh

2012 Predicting BRICS Stock Returns Using ARFIMA Models
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford

2012 Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
by Renee van Eyden & Goodness C. Aye & Rangan Gupta

2012 Structural Breaks and Predictive Regressions Models of South African Equity Premium
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

2012 Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabilità come criteri di comparazione
by Moosa, EImad A. & Burns, Kelly

2012 The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data
by Dennis S. Mapa & Michael Daniel C. Lucagbo & Heavenly Joy P. Garcia

2012 Russia’s Modernization and High Technology Clusters in the Sphere of Nanotechnologies
by A. Balyakin & V. Zhulego.

2012 Risk Measurement with a Safety Belt: Pareto Meets Chebyshev
by Karl-Heinz Tödter

2012 The Financial Crisis from a Forecaster’s Perspective
by Katja Drechsel & Rolf Scheufele

2012 Döviz kuru volatilitesi modelleri: Türkiye uygulaması
by Timur Han GÜR & Hasan Murat ERTUĞRUL

2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
by Pincheira, Pablo & García, Álvaro

2012 Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
by TIWARI, AVIRAL KUMAR & ISLAM, FARIDUL

2012 Bootstrap joint prediction regions
by Michael Wolf & Dan Wunderli

2012 Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area
by Sacht, Stephen & Jang, Tae-Seok

2012 Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)
by Quaas, Georg & Köster, Robert

2012 Forecasting and policy making
by Wieland, Volker & Wolters, Maik Hendrik

2012 Evaluating point and density forecasts of DSGE models
by Wolters, Maik Hendrik

2012 Evaluating Phillips curve based inflation forecasts in Europe: A note
by Croonenbroeck, Carsten & Stadtmann, Georg

2012 Identification of animal spirits in a bounded rationality model: An application to the euro area
by Jang, Tae-Seok & Sacht, Stephen

2012 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron

2012 Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach
by Adam Jêdrzejczyk

2012 Macroeconomic Shock Synchronization in the East African Community
by Albert Mafusire & Zuzana Brixiova

2012 Combining predictive densities using Bayesian filtering with applications to US economic data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Bayesian Graphical Models for Structural Vector Autoregressive Processes
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

2012 Efficient Gibbs Sampling for Markov Switching GARCH Models
by Monica Billio & Roberto Casarin & Anthony Osuntuyi

2012 Risk Spillovers in International Equity Portfolios
by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo

2012 On the Predictability of Stock Prices: a Case for High and Low Prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

2012 Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines
by Audrino, Francesco & Meier, Pirmin

2012 The changing relationship between commodity prices and equity prices in commodity exporting
by Barbara Rossi

2012 Out-of-sample forecast tests robust to the choice of window size
by Barbara Rossi & Atsushi Inoue

2012 Macroeconomic Regimes
by Lieven Baele & et al.

2012 Interpreting the Hours-Technology time-varying relationship
by Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2012 Balance of payments flows and exchange rate prediction in Japan
by Müller-Plantenberg, Nikolas

2012 Bayesian semiparametric multivariate GARCH modeling
by Mark J Jensen & John M Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J Jensen & John M Maheu

2012 Are individual survey expectations internally consistent?
by Maritta Paloviita and Matti Viren

2012 Analyzing the relationships between survey forecasts for different variables and countries
by Maritta Paloviita and Matti Viren

2012 News on Inflation and the Epidemiology of Inflation Expectations
by Pfajfar, D. & Santoro, E.

2012 Nowcasting Turkish GDP Growth
by Huseyin Cagri Akkoyun & Mahmut Gunay

2012 Nowcasting Unemployment Rate in Turkey : Let's Ask Google
by Meltem Gulenay Chadwick & Gonul Sengul

2012 Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis
by Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli

2012 On the correspondence between data revision and trend-cycle decomposition
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon

2012 Fiscal Space in the Euro zone
by Frantisek Hajnovic & Juraj Zeman

2012 The Impact of Population Ageing on House Prices: A Micro-simulation Approach
by Yu Chen & Kenneth Gibb & Chris Leishman & Robert Wright

2012 A New Model of Trend Inflation
by Joshua Chan & Gary Koop & Simon Potter

2012 Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software
by Juthasit Rohitratana & Jorn Altmann

2012 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
by Katja Drechsel & Rolf Scheufele

2012 Risk spillovers in international equity portfolios
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

2012 Scenarios for the Agricultural Sector in South and East Mediterranean Countries by 2030
by Saad Belghazi

2012 Using Internet Data to Account for Special Events in Economic Forecasting
by Torsten Schmidt & Simeon Vosen

2012 Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
by Alessandro Giovannelli

2012 Corporate Social Responsibility and Earnings Forecasting Unbiasedness
by Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli

2012 The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach
by Claudio Dicembrino & Pasquale Lucio Scandizzo

2012 The influence of spatial effects on wind power revenues under direct marketing rules
by Grothe, Oliver & Müsgens, Felix

2012 Bayesian Forecasting with Highly Correlated Predictors
by Dimitris Korobilis

2012 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J. Jensen & John M. Maheu

2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
by Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu

2012 Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
by Nikola Gradojevic & Camillo Lento

2012 Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
by Yong Song

2012 ROM Simulation: Applications to Stress Testing and VaR
by Carol Alexander & Daniel Ledermann

2012 Predicting quarterly aggregates with monthly indicators
by Winkelried, Diego

2012 El ciclo común y los grupos homogéneos en la inflación
by Barrera, Carlos

2012 Proyección de precios de exportación utilizando tipos de cambio: Caso peruano
by Ferreyra, Jesús & Vásquez, José

2012 Estimating Information Rigidity using Firms’ Survey Data
by Carrera, César

2012 Least Squares Model Averaging by Prediction Criterion
by Tian Xie

2012 European Union Economy System Dynamic Model Development
by Skribans, Valerijs

2012 CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm
by Bławat, Bogusław

2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
by Teneng, Dean

2012 On the modeling of exchange rate: some evidence from Pakistan
by Rashid, Abdul & Husain, Fazal

2012 Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis
by Doran, Justin & Fingleton, Bernard

2012 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

2012 Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo
by Lúcio Godeiro, Lucas

2012 Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
by Matkovskyy, Roman

2012 A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica
by Leon, Jorge

2012 The influence of variable selection methods on the accuracy of bankruptcy prediction models
by du Jardin, Philippe

2012 Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry
by Slavescu, Ecaterina & Panait, Iulian

2012 Predicting crises: Five essays on the mathematic prediction of economic and social crises
by Albers, Scott

2012 The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model
by Mezgebo, Taddese

2012 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal

2012 A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
by Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

2012 Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?
by Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim

2012 Does BIC Estimate and Forecast Better than AIC?
by Medel, Carlos A. & Salgado, Sergio C.

2012 Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
by Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

2012 Economic scenario of United States of America before and after 2012 U.S. Presidential Election
by Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti

2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
by Khalfaoui, R & Boutahar, M

2012 Prediction for the 2012 United States Presidential Election using Multiple Regression Model
by Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

2012 Consumer confidence and consumption forecast: a non-parametric approach
by Bruno, Giancarlo

2012 Using Monte Carlo simulation to calculate match importance: the case of English Premier League
by Lahvicka, Jiri

2012 The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data
by Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy

2012 What Drives Commodity Prices?
by Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti

2012 A tutorial note on the properties of ARIMA optimal forecasts
by Galimberti, Jaqueson K.

2012 Zeitpunktsignale zum aktiven Portfoliomanagement
by Czinkota, Thomas

2012 Real-time forecasting in a data-rich environment
by LIEBERMANN, JOELLE

2012 Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
by Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z.

2012 Forecasting national recessions using state-level data
by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.

2012 Modelli di scoring per il rischio paese
by Doretti, Marco

2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
by Karapanagiotidis, Paul

2012 On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave
by Albers, Scott & Albers, Andrew L.

2012 Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area
by Jang, Tae-Seok & Sacht, Stephen

2012 Testing for predictability in a noninvertible ARMA model
by Lanne, Markku & Meitz, Mika & Saikkonen, Pentti

2012 Forecasting ENSO with a smooth transition autoregressive model
by Ubilava, David & Helmers, C Gustav

2012 Forecasting inflation in Asian economies
by Liew, Freddy

2012 Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology
by Cayton, Peter Julian A. & Mapa, Dennis S.

2012 Exogenous and endogenous crashes as phase transitions in complex financial systems
by Fry, John

2012 Evaluating point and density forecasts of DSGE models
by Wolters, Maik Hendrik

2012 Timing asset market peaks: the role of the liquidity risk cycle of the banking system
by Weber, Patrick

2012 ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
by Medel, Carlos A.

2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
by Medel, Carlos A.

2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
by Xu Cheng & Bruce E. Hansen

2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
by Xu Cheng & Bruce E. Hansen

2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
by Francis X. Diebold

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
by Neil Shephard & Arnaud Doucet

2012 Portugal - Assessing the Risks Around the Speed of Fiscal Consolidation in an Uncertain Environment
by Stéphane Sorbe

2012 Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts
by Elena Rusticelli

2012 Measuring GDP Forecast Uncertainty Using Quantile Regressions
by Thomas Laurent & Tomasz Koźluk

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
by Arnaud Doucet & Neil Shephard

2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
by Cristina Amado & Timo Terasvirta

2012 Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator
by Christian R. Proaño & Thomas Theobald

2012 Prior Selection for Vector Autoregressions
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri

2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
by Francis X. Diebold

2012 Factor Model Forecasts of Exchange Rates
by Charles Engel & Nelson C. Mark & Kenneth D. West

2012 Prediction Markets for Economic Forecasting
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2012 Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
by Robert Novy-Marx

2012 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi

2012 Can we beat the random walk in forecasting CEE exchange rates?
by Jakub Muck & Pawel Skrzypczynski

2012 Energy and Capital in a New-Keynesian Framework
by Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham

2012 Prévoir sans persistance
by Christophe Boucher & Bertrand Maillet

2012 Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index
by Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi

2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak

2012 Evaluating the forecast quality of GDP components: An application to G7
by Paulo Júlio & Pedro M. Esperança

2012 Evaluating FOMC forecast ranges: an interval data approach
by Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker

2012 Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence
by Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral

2012 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2012 A real time Evaluation of Employment Forecasts in Switzerland
by Michael Graff & Massimo Mannino & Michael Siegenthaler

2012 Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession: Evidence for Russia
by Boriss Siliverstovs & Sergey Smirnov & Sergey Tsukhlo

2012 The R-word Index for Switzerland
by David Iselin & Boriss Siliverstovs

2012 Keeping a Finger on the Pulse of the Economy: Nowcasting Swiss GDP in Real-Time Squared
by Boriss Siliverstovs

2012 Forecasting Covariance Matrices: A Mixed Frequency Approach
by Roxana Halbleib & Valeri Voev

2012 Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating
by Ralf Brüggemann & Jing Zeng

2012 Lasso-type and Heuristic Strategies in Model Selection and Forecasting
by Ivan Savin & Peter Winker

2012 Does It Pay for Women to Volunteer?
by Sauer, Robert M.

2012 A Citation-Analysis of Economic Research Institutes
by Ketzler, Rolf & Zimmermann, Klaus F.

2012 Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies
by Colombino, Ugo

2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

2012 Does Central Bank Staff Beat Private Forecasters?
by Makram El-Shagi & Sebastian Giesen & A. Jung

2012 A Federal Long-run Projection Model for Germany
by Oliver Holtemöller & Maike Irrek & Birgit Schultz

2012 No linealidad y asimetría en el proceso generador del Índice IBEX35
by Paz Rico Belda

2012 Uncertainty and Heterogeneity in factor models forecasting
by Matteo Luciani & Libero Monteforte

2012 Revisions in official data and forecasting
by Cecilia Frale & Valentina Raponi

2012 History Repeating: Spain Beats Germany in the EURO 2012 Final
by Achim Zeileis & Christoph Leitner & Kurt Hornik

2012 Do changes in distance-to-default anticipate changes in the credit rating?
by Nidhi Aggarwal & Manish Singh & Susan Thomas

2012 Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis
by Thomas Theobald

2012 Monthly recession predictions in real time: A density forecast approach for German industrial production
by Katja Rietzler & Sabine Stephan

2012 Credit Risk Contagion and the Global Financial Crisis
by Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov

2012 A Framework for Extracting the Probability of Default from Stock Option Prices
by Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov

2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

2012 Manual sobre Modelos de Equilibrio General Computado para Economías de LAC con Énfasis en el Análisis Económico del Cambio Climático
by Omar Chisari & Javier Maquieyra & Sebastian Miller

2012 Forecasting Inflation Risks in Latin America: A Technical Note
by Rodrigo Mariscal & Andrew Powell

2012 Some Comments on a Macro-Finance Model with Stochastic Volatility
by Márcio Laurini & João Frois Caldeira

2012 A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models
by Márcio Laurini

2012 International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin

2012 Modelling general dependence between commodity forward curves
by Mikhail Zolotko & Ostap Okhrin & &

2012 Copula Dynamics in CDOs
by Barbara Choros-Tomczyk & Wolfgang Karl Härdle & Ludger Overbeck &

2012 Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

2012 Quantile Regression in Risk Calibration
by Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang

2012 On the role of the estimation error in prediction of expected shortfall
by Lönnbark, Carl

2012 Essays on Credit Markets and Banking
by Holmberg, Ulf

2012 Forecasting with Bayesian Vector Autoregressions
by Karlsson, Sune

2012 Conditional posteriors for the reduced rank regression model
by Karlsson, Sune

2012 Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
by Li, Yushu

2012 Inflation and output growth uncertainty in individual survey expectations
by Paloviita, Maritta & Viren, Matti

2012 Forecasting with a noncausal VAR model
by Nyberg , Henri & Saikkonen, Pentti

2012 Macroeconomic Modelling of Sustainable Development and the Links between the Economy and the Environment
by Prof. Dr. Bernd Meyer

2012 Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands
by Paul E. Carrillo & Erik Robert De Wit & William D. Larson

2012 Forecasting Data Vintages
by Tara M. Sinclair

2012 Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle
by Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

2012 Nonparametric prediction of stock returns guided by prior knowledge
by Michael Scholz & Jens Perch Nielsen & Stefan Sperlich

2012 Bayesian forecasting with highly correlated predictors
by Dimitris Korobilis

2012 Russian Industrial Enterprises in 2011
by Sergey Tsukhlo

2012 Working Paper 03-12 - Track record of the FPB’s short-term forecasts : An update
by Ludovic Dobbelaere & Igor Lebrun

2012 Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005
by Joël CARIOLLE

2012 Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005
by Joël CARIOLLE

2012 Savings from Natural Resource Revenues in Developing Countries : Principles and Policy Rules
by Paul COLLIER

2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
by Frédéric Karamé

2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak

2012 Granger-causal analysis of VARMA-GARCH models
by Tomasz Wozniak

2012 Common Drifting Volatility in Large Bayesian VARs
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

2012 A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables
by Claudia FORONI & Massimiliano MARCELLINO

2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
by Matthieu Droumaguet & Tomasz Wozniak

2012 Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries
by João Medeiros

2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
by Christian Buelens

2012 Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading
by Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C.

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

2012 Indeterminacy and Forecastability
by Ippei Fujiwara & Yasuo Hirose

2012 Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation
by Richard Dennis

2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
by Yin Liao

2012 On the correspondence between data revision and trend-cycle decomposition
by Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden

2012 Optimal Combination of Survey Forecasts
by Cristina Conflitti & Christine De Mol & Domenico Giannone

2012 Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?
by Benoît Chèze & Julien Chevallier & Pascal Gastineau

2012 Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
by Jos Jansen & Xiaowen Jin & Jasper de Winter

2012 Forecasting the Prices and Rents for Flats in Large German Cities
by Konstantin A. Kholodilin & Andreas Mense

2012 The Prospects of the Baby Boomers: Methodological Challenges in Projecting the Lives of an Aging Cohort
by Christian Westermeier & Anika Rasner & Markus M. Grabka

2012 On the volatility-volume relationship in energy futures markets using intraday data
by Chevallier, Julien & Sévi, Benoît

2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien

2012 Monitoring Forecasting Combinations with Semiparametric Regression Models
by Antonis Michis

2012 Groundbreaking technological applications of nanotechnology in biomedicine: detecting emerging pathways from scientific and technological outputs
by Mario Coccia & Ugo Finardi

2012 Joint macro/micro evaluations of accrued-to-date pension liabilities: an application to French reforms
by D. BLANCHET & S. LE MINEZ

2012 Projecting the future cost of the French elderly disabled allowance using a microsimulation model
by C. MARBOT & D. ROY

2012 What Central Bankers Need to Know about Forecasting Oil Prices
by Baumeister, Christiane & Kilian, Lutz

2012 Now-casting and the real-time data flow
by Banbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia

2012 A Citation-Analysis of Economic Research Institutes
by Ketzler, Rolf & Zimmermann, Klaus F

2012 Optimal Combination of Survey Forecasts
by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico

2012 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Kilian, Lutz & Vigfusson, Robert J.

2012 Common Drifting Volatility in Large Bayesian VARs
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2012 U-MIDAS: MIDAS regressions with unrestricted lag polynomials
by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian

2012 Forecasting long memory processes subject to structural breaks
by WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng

2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

2012 Redes Neuronales Artificiales En Las Ciencias Económicas
by Viviana María Oquendo Patiño

2012 Great expectations? Evidence from Colombia´s exchange rate survey
by Juan José Echavarría & Mauricio Villamizar

2012 Pronósticos de corto plazo en tiempo real para la actividad económica colombiana
by Deicy J. Cristiano & Manuel D. Hernández & José David Pulido

2012 An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
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2012 Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
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2012 Model effect on projected mortality indicators
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2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
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2012 Forecasting extreme electricity spot prices
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2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
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2012 Forecasting GDP at the Regional Level with Many Predictors
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2012 The Yield Spread Puzzle and the Information Content of SPF Forecasts
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2012 An Empirical Growth Model for Major Oil Exporters
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2012 Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method
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2012 Forecasting with Unobserved Heterogeneity
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2012 Indirect estimation of agent-based models.An application to a simple diffusion model
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2012 Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy
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2012 Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method
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2012 Mortality Surface by Means of Continuous Time Cohort Models
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2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
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2012 Real-time forecasting in a data-rich environment
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2012 An Empirical Growth Model for Major Oil Exporters
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2012 Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions
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2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
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2012 Oil price density forecasts: Exploring the linkages with stock markets
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2012 Nowcasting German GDP: A comparison of bridge and factor models
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2012 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
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2012 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
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2012 A dynamic default dependence model
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2012 The predictive power of Google searches in forecasting unemployment
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2012 Do food commodity prices have asymmetric effects on Euro-Area inflation?
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2012 Selecting predictors by using Bayesian model averaging in bridge models
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2012 Forecasting world output: the rising importance of emerging economies
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2012 Forecasting economic activity with higher frequency targeted predictors
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2012 The dynamics of hours worked and technology
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2012 Fiscal forecast errors: governments vs independent agencies?
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2012 Tracking the future on the web: construction of leading indicators using internet searches
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2012 Short-Term Forecasting of the Japanese Economy Using Factor Models
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2012 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
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2012 Entwicklung des integrierten Mikrosimulationsmodells EITDsim
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2012 Anticipating Long-Term Stock Market Volatility
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2012 Estimation and Testing for Fractional Cointegration
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2012 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
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2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
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2012 Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
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2012 Choice of Sample Split in Out-of-Sample Forecast Evaluation
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2012 Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
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2012 Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?
by Johannes Tang Kristensen

2012 Housing price forecastability: A factor analysis
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2012 Model Selection in Kernel Ridge Regression
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2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
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2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
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2012 Euro Integration Reserve Currency?
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2012 Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania
by Mihaela Bratu

2012 Disagreement Among Forecasters in G7 Countries
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2012 Multivariate Forecast Evaluation and Rationality Testing
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2012 The new approaches in econometric research of financial markets. Distributed volatility
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2012 Improving the accuracy of consensus forecasts for the EURO area
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2012 Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data
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2012 What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model
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2012 Evaluating Individual and Mean Non-Replicable Forecasts
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2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
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2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
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2012 Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
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2012 Forecasting International Tourism Demand: The Evidence Of Macedonia
by Petrevska, Biljana

2012 Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic
by BRATU SIMIONESCU, Mihaela

2012 Assessment of probabilistic forecasts: Proper scoring rules and moments
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2012 Data frequency and mutual fund performance measures
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2012 The Accuracy Of Unemployment Rate Forecasts In Romania And The Actual Economic Crisis
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2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
by Justyna Wróblewska

2012 Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
by Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek

2012 The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy
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2012 Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania
by Alina Hagiu

2012 The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods
by Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh

2012 The Horizon of Prediction for Exchange Rate Eur-Leu
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2012 Using Artificial Neural Network to predict the NASDAQ evolution
by Ilie Constantin & Ilie Margareta & Topalu Ana-Maria

2012 Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy
by Bratu (Simionescu) Mihaela

2012 A Comparison Between Two Predictive Models of Artificial Intelligence
by Ciobanu Dumitru & Bar Mary Violeta

2012 The Impact of Open Market Variables on FDI. Case of Romania
by Ene Sebastian & Chilarez Danut

2012 Simulating the Evolution of Romanian's Pupils and Students Considering the Country's Economic Activity
by ILIE Margareta & ILIE Constantin & ANTOHI Ionut

2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
by Slãvescu Ecaterina Oana & Panait Iulian

2012 The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development
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2012 Cuda Based Computational Methods For Macroeconomic Forecasts
by Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU

2012 Modelos de Índice de Difusão para prever a taxa de crescimento do PIB agrícola brasileiro [Diffusion index models to forecast GDP growth rate Brazilian agriculture]
by Roberto Tatiwa Ferreira & José Nilo de Oliveira Júnior & Ivan Castelar

2012 Identifying imbalances in the Hungarian banking system (‘early warning’ system)
by Dániel Holló

2012 Using confidence indicators for the assessment of the cyclical position of the economy
by Olivér Miklós Rácz

2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
by Jian Wu & Zhengjun Zhang & Yong Zhao

2012 Az állami költségvetés makrogazdasági kockázatainak elemzése
by Báger, Gusztáv & Galbács, Péter & Pulay, Gyula

2012 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
by Boriss Siliverstovs & Konstantin A. Kholodilin

2012 Mittelfristige Projektion der wirtschaftlichen Entwicklung
by Oliver Holtemöller & Katja Drechsel & Brigitte Loose

2012 Wachstumsprojektion 2025 für die deutschen Länder: Produktion je Einwohner divergiert
by Oliver Holtemöller & Maike Irrek

2012 Análisis de la participación laboral de la mujer en el mercado ecuatoriano
by Juan Carlos García & Patricia Cortez

2012 Un Gran VAR Bayesiano para la Economia Chilena
by Wildo González

2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
by Sabine Zinn

2012 The evaluation of health policies through dynamic microsimulation methods
by Eugenio Zucchelli & Andrew M Jones & Nigel Rice

2012 How Informative Are Central Bank Assessments of Macroeconomic Risks?
by Malte Knüppel & Guido Schultefrankenfeld

2012 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea

2012 Forecasting Term Structure of HIBOR Swap Rates
by Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin

2012 Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns
by Gozde Unal & Derya Korman

2012 Intelligent Financial Forecasting, The key for a Successful Management
by Logica Banica & Daniela Pirvu & Alina Hagiu

2012 Does Internal Immigration Always Lead to Urban Unemployment in Emerging Economies? : A Structural Approach Based on Data from China
by LIU, YANG

2012 Aspects Regarding The Optimization Of The Quality Of Managerial Decisions - Solving An Optimization Problem In The Sense Of Sustainability With Winqsb
by Amelia BUCUR

2012 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek

2012 Independent Spike Models: Estimation and Validation
by Erik Lindström & Fredric Regland

2012 International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions
by Ales Kresta & Tomas Tichy

2012 Using Stated Preferences to Forecast the Market Diffusion of Alternative Fuel Vehicles
by Jérome Massiani

2012 The Influence of Service Quality Factors in the Preferences Concerning the Use of Car and Bus
by Laura Eboli & Gabriella Mazzulla

2012 Bütçe Açıklarının Cari İşlemler Dengesi Üzerine Etkileri: İkiz Açıklar Hipotezinin Türkiye Açısından Değerlendirilmesi
by Metin BAYRAK & Ömer ESEN

2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
by Karen Poghosyan & Jan R. Magnus

2012 Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?
by David O. Cushman

2012 Morgan Stanley Capital International Turkiye Endeksinin Yapay Sinir Aglari ile Ongorusu
by Nuray GUNERI TOSUNOGLU & Yasemin KESKIN BENLI

2012 Diffusion of Telecommunication Services in Turkey
by Mehmet KARACUKA & A.Nazif CATIK

2012 An Olympic Level Playing Field? The Contest for Olympic Success as a Public Good
by Loek Groot

2012 Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
by Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin

2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
by Chen, Sichong

2012 Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

2012 Nowcasting German GDP: A comparison of bridge and factor models
by Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier

2012 Macroeconometric study of Ukraine's growth and reform
by Klein, Lawrence R. & Kushnirsky, Fyodor I. & Maksymenko, Svitlana V.

2012 Macro has progressed
by Kozicki, Sharon

2012 Using capabilities to project growth, 2010–2030
by Felipe, Jesus & Kumar, Utsav & Abdon, Arnelyn

2012 Prediction in the lognormal regression model with spatial error dependence
by Kato, Takafumi

2012 Diversification and risk-adjusted performance: A quantile regression approach
by Lee, Bong Soo & Li, Ming-Yuan Leon

2012 Forecasting government bond yields with large Bayesian vector autoregressions
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2012 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
by Guidolin, Massimo & Hyde, Stuart

2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien

2012 Economic value, competition and financial distress in the European banking system
by Cipollini, Andrea & Fiordelisi, Franco

2012 Human capital accumulation in emerging Asia, 1970–2030
by Lee, Jong-Wha & Francisco, Ruth

2012 A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
by Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J.

2012 Explaining young mortality
by O’Hare, Colin & Li, Youwei

2012 Identifying critical mass in the global cellular telephony market
by Grajek, Michał & Kretschmer, Tobias

2012 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
by Siriopoulos, Costas & Fassas, Athanasios

2012 The information content of a limit order book: The case of an FX market
by Kozhan, Roman & Salmon, Mark

2012 Crude oil price analysis and forecasting using wavelet decomposed ensemble model
by He, Kaijian & Yu, Lean & Lai, Kin Keung

2012 Forecasting Italian electricity zonal prices with exogenous variables
by Gianfreda, Angelica & Grossi, Luigi

2012 On the volatility–volume relationship in energy futures markets using intraday data
by Chevallier, Julien & Sévi, Benoît

2012 Model based Monte Carlo pricing of energy and temperature Quanto options
by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit

2012 A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
by Xu, Bing & Ouenniche, Jamal

2012 Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs
by Hickey, Emily & Loomis, David G. & Mohammadi, Hassan

2012 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
by Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong

2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
by Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
by Benavides, Guillermo & Capistrán, Carlos

2012 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

2012 On the intraday periodicity duration adjustment of high-frequency data
by Wu, Zhengxiao

2012 Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
by Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter

2012 A model-based indicator of the fiscal stance
by Polito, Vito & Wickens, Mike

2012 Early warning systems for currency crises: The Turkish case
by Ari, Ali

2012 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank

2012 Information criteria for impulse response function matching estimation of DSGE models
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

2012 In-sample tests of predictive ability: A new approach
by Clark, Todd E. & McCracken, Michael W.

2012 The dynamics of US inflation: Can monetary policy explain the changes?
by Canova, Fabio & Ferroni, Filippo

2012 Forecasting with the New Keynesian Phillips curve: Evidence from survey data
by Jean-Baptiste, Frédo

2012 Testing forecasting model versatility
by Taylor, Nicholas

2012 MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
by Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak

2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
by Karamé, F.

2012 Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function
by Tsuchiya, Yoichi

2012 Has US inflation really become harder to forecast?
by Lanne, Markku & Luoto, Jani

2012 Conditional forecasts on SVAR models using the Kalman filter
by Camba-Mendez, Gonzalo

2012 Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis
by Hartmann, Matthias & Herwartz, Helmut

2012 When are adaptive expectations rational? A generalization
by Shepherd, Ben

2012 German business cycle forecasts, asymmetric loss and financial variables
by Krüger, Jens J. & Hoss, Julian

2012 Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
by Mandler, Martin

2012 Forecasting performance of grey prediction for education expenditure and school enrollment
by Tang, Hui-Wen Vivian & Yin, Mu-Shang

2012 Structural breaks and GARCH models of stock return volatility: The case of South Africa
by Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel

2012 Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan
by Naz, Farah & Mohsin, Asma & Zaman, Khalid

2012 Nowcasting the French index of industrial production: A comparison from bridge and factor models
by Brunhes-Lesage, Véronique & Darné, Olivier

2012 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Gomes, S. & Jacquinot, P. & Pisani, M.

2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
by Tiwari, Aviral Kumar

2012 The Halle Economic Projection Model
by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf

2012 A Bayesian method of combining judgmental and model-based density forecasts
by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

2012 Do disaggregated CPI data improve the accuracy of inflation forecasts?
by Ibarra, Raul

2012 Real-time forecasts of economic activity for Latin American economies
by Liu, Philip & Matheson, Troy & Romeu, Rafael

2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
by Gupta, Rangan & Modise, Mampho P.

2012 Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model
by Heilemann, Ullrich & Findeis, Hagen

2012 Leverage as a predictor for real activity and volatility
by Kollmann, Robert & Zeugner, Stefan

2012 Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall
by Pierre Rostan & Alexandra Rostan

2012 Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply
by Hamidreza Mostafaei & Shaghayegh Kordnoori

2012 Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model
by Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

2012 An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector
by OZKAN, Filiz & OZKAN, Omer

2012 Wohnungspreise und Mieten steigen 2013 in vielen deutschen Großstädten weiter
by Konstantin A. Kholodilin & Andreas Mense

2012 German Cities to See Further Rises in Housing Prices and Rents in 2013
by Konstantin A. Kholodilin & Andreas Mense

2012 Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis
by Mioara CHIRITA

2012 The Comparison of GDP Strategies Forecasting in Romania
by Mihaela BRATU SIMIONESCU

2012 Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento
by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

2012 Comparison of sales forecasting models for an innovative agro-industrial product: Bass model versus logistic function
by Orakanya Kanjanatarakul & Komsan Suriya

2012 Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)
by Mathieu Plane

2012 Prévoir sans persistance
by Christophe Boucher & Bertrand Maillet

2012 Combinación de pronósticos.Una aplicación a la inflación de Bolivia
by Julio Humérez Quiroz

2012 Neural Network Principles To Classify Economic Data
by STEFAN Raluca-Mariana & SERBAN Mariuta

2012 Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27
by BANU Ilie & BUTIUC Ioana-Madalina

2012 Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
by FERRARA, L.

2012 Determining the Financial Failure in Enterprises Using Grey Relational Analysis and Logistic Regression Analysis & an Application
by Metin Bas & Zeki Cakmak

2012 The key to competitiveness: Forecast
by Zoltán Kovács

2012 Investigating The Evolution Of Ron/Eur Exchange Rate: The Choice Of Appropriate Model
by Liviu-Stelian BEGU & Silvia Spataru & Erika Marin

2012 A Seasonal Fuzzy Time Series Forecasting Method Based On Gustafson-Kessel Fuzzy Clustering
by Faruk ALPASLAN & Ozge CAGCAG

2012 Are GDP Revisions Predictable? Evidence for Switzerland
by Boriss Siliverstovs

2012 Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
by Mikhail Anufriev & Cars Hommes

2012 Why Are Target Interest Rate Changes So Persistent?
by Olivier Coibion & Yuriy Gorodnichenko

2012 Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models
by Sergey Slobodyan & Raf Wouters

2012(XXII) A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel
by Mihaela BRATU (SIMIONESCU)

2011 A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
by Catik, A. Nazif & Karaçuka, Mehmet

2011 Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
by Rangan Gupta & Yuxiang Ye & Christopher Sako

2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
by Riane de Bruyn & Rangan Gupta & Lardo stander

2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

2011 Macroeconomic Variables and South African Stock Return Predictability
by Rangan Gupta & Mampho P. Modise

2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
by Pierre Perron & Rasmus T. Varneskov

2011 Behavioral Finance and Technical Analysis
by Dehnad, Kosrow

2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
by Karathanassis, G.A. & Sogiakas, V.I.

2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
by Michael Pohl

2011 Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system
by Maciel, Leandro S.

2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by GUPTA, RANGAN & KABUNDI, ALAIN

2011 Cointegrated VARMA models and forecasting US interest rates
by Christian Kascha & Carsten Trenkler

2011 Forecasting under Model Uncertainty
by Wolters, Maik H.

2011 Multi-period credit default prediction with time-varying covariates
by Orth, Walter

2011 The accuracy of a forecast targeting central bank
by Falch, Nina Skrove & Nymoen, Ragnar

2011 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
by Rossen, Anja

2011 Ratingverfahren: Diskriminanzanalyse versus Logistische Regression
by Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz

2011 Reversibilität und Irreversibilität: Mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus
by Herold, Jörg & Ahrens, Bernd

2011 Zeitvarianz und Zeitinvarianz - mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus
by Herold, Jörg & Polzin, Kerstin

2011 U-MIDAS: MIDAS regressions with unrestricted lag polynomials
by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian

2011 Evaluating the calibration of multi-step-ahead density forecasts using raw moments
by Knüppel, Malte

2011 Evaluating macroeconomic risk forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2011 How informative are central bank assessments of macroeconomic risks?
by Knüppel, Malte & Schultefrankenfeld, Guido

2011 Classical time-varying FAVAR models - estimation, forecasting and structural analysis
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

2011 Multidimensional Levy walk and its scaling limits
by Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz

2011 Assessment of growth for countries of European Union
by Ewa Syczewska

2011 Developing Efficient Activation Approaches and Identifying Elements for Regional Cooperation in the Western Balkans
by Vladimir Gligorov & Renate Haupfleisch & Mario Holzner & Katja Korolkova & Monika Natter & Hermine Vidovic

2011 On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
by David E. Giles & Hui Feng & Ryan T. Godwin

2011 A Global Map of Costal Recreation Values: results from a spatially explicit meta-analysis
by Andrea Ghermandi & Paulo A.L.D. Nunes

2011 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
by Audrino, Francesco & Hu, Yujia

2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
by Audrino, Francesco

2011 Can oil prices forecast exchange rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi

2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer

2011 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee:

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
by Yong Song

2011 Structural versus Matching Estimation : Transmission Mechanisms in Armenia
by Poghosyan, K. & Boldea, O.

2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
by Poghosyan, K. & Magnus, J.R.

2011 Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models
by Rachida Ouysse

2011 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korobilis

2011 Forecasting with Medium and Large Bayesian VARs
by Gary Koop

2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Forecasting the European Carbon Market
by Gary Koop & Lise Tole

2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
by Gary Koop & Luca Onorante

2011 On the Predictability of Stock Prices: a Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo

2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou

2011 Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
by Yu-chin Chen & Wen-Jen Tsay

2011 Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset
by Carlo Altavilla & Matteo Ciccarelli

2011 Effects of climatic conditions and agro-ecological settings on the productive efficiencies of small-holder farmers in Ethopia
by Temesgen Tadesse Deressa

2011 Forecasting House Prices in Germany
by Philipp an de Meulen & Martin Micheli & Torsten Schmidt

2011 Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
by Ansgar Belke & Christian Gokus

2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
by Norman R. Swanson & Andres Fernandez

2011 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso

2011 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso

2011 Information in the Revision Process of Real-Time Datasets
by Norman R. Swanson & Valentina Corradi & Andres Fernandez

2011 QSBO as a forecasting tool
by O'Connor, Peter & Yang, Qing

2011 Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis
by Grothe, Oliver & Schnieders, Julius

2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
by Dimitris Korobilis

2011 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2011 Does Information Content of Option Prices Add Value for Asset Allocation?
by Vladimir Zdorovenin & Jacques Pézier

2011 Forecasting Equicorrelation
by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith

2011 Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
by Michael P. Clements & Ana Beatriz Galv�o

2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
by Paulo Soares Esteves

2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
by Paulo M.M. Rodrigues & Nazarii Salish

2011 Rational vs. Professional Forecasts
by João Valle e Azevedo & João Tovar Jalles

2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
by Sandra Gomes & P. Jacquinot & M. Mohr & M. Pisani

2011 The Opportunistic approach to monetary policy and financial markets
by Kasai Ndahiriwe & Ruthira Naraidoo

2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
by Fantazzini, Dean & Geraskin, Petr

2011 Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais
by Lúcio Godeiro, Lucas

2011 Modeling the time-varying skewness via decomposition for out-of-sample forecast
by Liu, Xiaochun

2011 A study on the volatility forecast of the US housing market in the 2008 crisis
by Li, Kui-Wai

2011 Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa
by Kasai, Ndahiriwe & Naraidoo, Ruthira

2011 Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии
by Skribans, Valerijs

2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
by Francisco, Ramirez

2011 The case for higher frequency inflation expectations
by Guzman, Giselle C.

2011 Are foreign currency markets interdependent? evidence from data mining technologies
by Malliaris, A.G. & Malliaris, Mary

2011 The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.

2011 When are adaptive expectations rational? A generalization
by Shepherd, Ben

2011 Development of System Dynamic Model of Latvia’s Economic Integration in the EU
by Skribans, Valerijs

2011 Forecasting and tracking real-time data revisions in inflation persistence
by Tierney, Heather L.R.

2011 Forecasting seasonality in prices of potatoes and onions: challenge between geostatistical models, neuro fuzzy approach and Winter method
by Amiri, Arshia & Bakhshoodeh, Mohamad & Najafi, Bahaeddin

2011 Global food and energy markets: volatility transmission and impulse response effects
by Onour, Ibrahim & Sergi, Bruno

2011 Forecasting the role of public expenditure in economic growth Using DEA-neural network approach
by Amiri, Arshia & Ventelou, Bruno

2011 The Golden Mean, the Arab Spring and a 10-step analysis of American economic history
by Albers, Scott & Albers, Andrew L.

2011 Nowcasting Irish GDP
by D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

2011 Are some forecasters really better than others?
by D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

2011 China, India and the future of the global economy
by Kwasnicki, Witold

2011 Estabilidad política y tributación
by Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral

2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
by Tommaso, Proietti & Helmut, Luetkepohl

2011 Parametric inference and forecasting in continuously invertible volatility models
by Wintenberger, Olivier & Cai, Sixiang

2011 Evaluating density forecasts: a comment
by Tsyplakov, Alexander

2011 Developing a short-term comparative optimization forecasting model for operational units’ strategic planning
by Filippou, Miltiades & Zervopoulos, Panagiotis

2011 Multi-period credit default prediction with time-varying covariates
by Orth, Walter

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by Korobilis, Dimitris

2011 Are realized volatility models good candidates for alternative Value at Risk prediction strategies?
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.

2011 Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
by Lanne, Markku & Nyberg, Henri & Saarinen, Erkka

2011 GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy
by Bessonovs, Andrejs

2011 Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
by Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan

2011 Forecasting Performance of Alternative Error Correction Models
by Iqbal, Javed

2011 Managementul riscului de creditare: realizari actuale, analiza critica, sugestii
by NUCU, Anca Elena

2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
by Benjamin Kauper & Karl-Kuno Kunze

2011 Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models
by Marcus Ruge

2011 A Dynamic Macroeconometric Model of Pakistan’s Economy
by Muhammad Arshad Khan & Musleh ud Din

2011 Dynamic Conditional Correlation: On properties and estimation
by Gian Piero Aielli

2011 On the Predictability of Stock Prices: A Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris

2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
by Gian Piero Aielli & Massimiliano Caporin

2011 Modeling and forecasting realized range volatility
by Massimiliano Caporin & Gabriel G. Velo

2011 Forecasting breaks and forecasting during breaks
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

2011 A Dynamic Factor Model for World Trade Growth
by Stéphanie Guichard & Elena Rusticelli

2011 What Drives Inflation in the Major OECD Economies?
by Diego Moccero & Shingo Watanabe & Boris Cournède

2011 Evaluating density forecasts: model combination strategies versus the RBNZ
by Chris McDonald & Leif Anders Thorsrud

2011 Tracking India Growth in Real Time
by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni

2011 International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009
by Herbert Brücker & Philipp J.H. Schroeder

2011 Macroeconomic Regimes
by Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno

2011 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

2011 Predictivistic Bayesian Forecasting System
by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek

2011 Forecasting the Polish zloty with non-linear models
by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch

2011 Forecasting Under Strucural Break Uncertainty
by Jing Tian & Heather M. Anderson

2011 The value of feedback in forecasting competitions
by George Athanasopoulos & Rob J Hyndman

2011 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
by Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe

2011 Coherent mortality forecasting: the product-ratio method with functional time series models
by Rob J Hyndman & Heather Booth & Farah Yasmeen

2011 Assessing the information content of option-based volatility forecasts using fuzzy regression methods
by Silvia Muzzioli & Bernard De Baets

2011 Heuristic model selection for leading indicators in Russia and Germany
by Ivan Savin & Peter Winker

2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Revisions in ocial data and forecasting
by Cecilia Frale & Valentina Raponi

2011 Efficient Aggregation of Panel Qualitative Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale

2011 A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
by Meilan Yan & Maximilian J. B. Hall & Paul Turner

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang

2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
by Michael McAleer & Massimiliano Caporin

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Are GDP Revisions Predictable? Evidence for Switzerland
by Boriss Siliverstovs

2011 Disagreement, Uncertainty and the True Predictive Density
by Fabian Krüger & Ingmar Nolte

2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
by Colombino, Ugo

2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
by Colombino, Ugo

2011 The Financial Crisis from a Forecaster’s Perspective
by Katja Drechsel & Rolf Scheufele

2011 Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis
by Osamu Nakamura

2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
by Costantini, Mauro & Kunst, Robert M.

2011 Some Computational Aspects of Gaussian CARMA Modelling
by Tómasson, Helgi

2011 A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]
by Nuno Boavida

2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

2011 Multivariate Volatility Modeling of Electricity Futures
by Luc Bauwens & Christian M. Hafner & Diane Pierret

2011 A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
by Daisuke Nagakura & Toshiaki Watanabe

2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models
by Toshiaki Watanabe

2011 Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
by Tin Cheuk Leung & Kwok Ping Tsang

2011 Nowcasting Chinese GDP: Information Content of Economic and Financial Data
by Matthew S. Yiu & Kenneth K. Chow

2011 New Liu Estimators for the Poisson Regression Model: Method and Application
by Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi

2011 What explains risk premia in crude oil futures?
by Melolinna, Marko

2011 Tracking Chinese CPI inflation in real time
by Mehrotra, Aaron & Funke, Michael & Yu, Hao

2011 Medium-Term Industrial Labor Demand Forecast for Hungary
by John Sutherland Earle & Almos Telegdy

2011 Long-Term Industrial Labor Demand Forecast for Hungary
by John Sutherland Earle & Almos Telegdy

2011 Quantifying survey expectations: What's wrong with the probability approach?
by Breitung, Jörg & Schmeling, Maik

2011 Tracking Chinese CPI inflation in real time
by Michael Funke & Hao Yu & Aaron Mehrota

2011 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl S. Bonham

2011 Differences in Early GDP Component Estimates Between Recession and Expansion
by Tara M. Sinclair & H.O. Stekler

2011 A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach
by Yueqing Jia

2011 Examining the Quality of Early GDP Component Estimates
by Tara M. Sinclair & H.O. Stekler

2011 Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model
by Jason West

2011 A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets
by Jason West

2011 Fitting Broadband Diffusion by Cable Modem in Portugal
by Rui Pascoal & Jorge Marques

2011 Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
by Paul Mizen & Serafeim Tsoukas

2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
by Deschamps, Philippe J.

2011 Oil Price Forecast Evaluation with Flexible Loss Functions
by Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

2011 Towards the Optimal Management of the Northeast Arctic Cod Fishery
by Andries Richter & Paulo A.L.D. Nunes

2011 A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis
by Andrea Ghermandi & Paulo A.L.D. Nunes

2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
by Milan Rippel & Ivo Jánský

2011 Modelling Long-Term Electricity Contracts at EEX
by Robert Flasza & Milan Rippel & Jan Šolc

2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
by Stelios Bekiros

2011 Markov-Switching MIDAS Models
by Pierre Guerin & Massimiliano Marcellino

2011 Evaluating the Rationality of Managers' Sales Forecasts
by de Bruijn, B. & Franses, Ph.H.B.F.

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Casarin, R. & Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Santos, P.A. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.

2011 Analyzing Fixed-event Forecast Revisions
by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Caporin, M. & McAleer, M.J.

2011 Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection
by Luc Bovens & Wlodek Rabinowicz

2011 Measuring Output Gap Nowcast Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey

2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos

2011 Leverage as a Predictor for Real Activity and Volatility
by Robert Kollmann & Stefan Zeugner

2011 Forecasting growth in eastern Europe and central Asia
by Franziska Ohnsorge & Yevgeniya

2011 Advances in Forecasting Under Instability
by Barbara Rossi

2011 Forecast Optimality Tests in the Presence of Instabilities
by Barbara Rossi & Tatevik Sekhposyan

2011 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi

2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
by Barbara Rossi & Atsushi Inoue

2011 On the volatility-volume relationship in energy futures markets using intraday data
by Julien Chevallier & Benoît Sévi

2011 Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices
by Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij

2011 Optimal Forecasts in the Presence of Structural Breaks
by M Hashem Pesaran & Andreas Pick & Mikhail Pranovich

2011 Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models
by Jasper de Winter

2011 How do inflation expectations form? New insights from a high-frequency survey
by Gabriele Galati & Peter Heemeijer & Richhild Moessner

2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos

2011 Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions
by Ansgar Belke & Christian Gokus

2011 Do jumps help in forecasting the density of returns?
by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît

2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
by Chevallier, Julien

2011 Combining benchmarking and chain-linking for short-term regional forecasting
by Ángel Cuevas & Enrique M. Quilis & Antoni Espasa

2011 Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models
by M. BACHELET & M. BEFFY & D. BLANCHET

2011 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
by Baumeister, Christiane & Kilian, Lutz

2011 Can Oil Prices Forecast Exchange Rates?
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

2011 Incorporating theoretical restrictions into forecasting by projection methods
by Giacomini, Raffaella & Ragusa, Giuseppe

2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
by Inoue, Atsushi & Rossi, Barbara

2011 Real-Time Forecasts of the Real Price of Oil
by Baumeister, Christiane & Kilian, Lutz

2011 Forecasting the Price of Oil
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J.

2011 Leverage as a Predictor for Real Activity and Volatility
by Kollmann, Robert & Zeugner, Stefan

2011 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

2011 Bayesian VARs: Specification Choices and Forecast Accuracy
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2011 Markov-switching MIDAS models
by Guérin, Pierre & Marcellino, Massimiliano

2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
by Patton, Andrew J & Timmermann, Allan G

2011 Is economic recovery a myth? Robust estimation of impulse responses
by Coen Teulings & Nick Zubanov

2011 VAR forecasting using Bayesian variable selection
by KOROBILIS, Dimitris

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by KOROBILIS, Dimitris

2011 Multivariate volatility modeling of electricity futures
by bauwens, Luc & hafner, Christian & pierret, Diane

2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

2011 Labour Market Forecasting, Reliability and Workforce Development
by G.A.Meagher & Felicity Pang

2011 Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano
by Milena Hoyos & Mario Galindo

2011 Montecarlo simulation of long-term dependent processes: a primer
by Carlos León Rincón & Alejandro Reveiz

2011 Forecasting With Many Predictors. An Empirical Comparison
by Eliana González

2011 Data Revisions and the Output Gap
by Juan Manuel Julio

2011 Modeling Data Revisions
by Juan Manuel Julio Román

2011 Determinants of the Exchange Rate in Colombia under Inflation Targeting
by Fredy Alejandro Gamboa Estrada

2011 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Osvald Vasicek

2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
by Luis García-Álvarez & Richard Luger

2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Inflation uncertainty revisited: A proposal for robust measurement
by Christian Grimme & Steffen Henzel & Elisabeth Wieland

2011 How Informative are the Subjective Density Forecasts of Macroeconomists?
by Geoff Kenny & Thomas Kostka & Federico Masera

2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
by Carlo Altavilla & Matteo Ciccarelli

2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
by Pami Dua & Rajiv Ranjan

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters
by Liebermann, Joelle

2011 Oil Prices, External Income, and Growth: Lessons from Jordan
by Mohaddes, K. & Raissi, M.

2011 Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
by Pesaran, M.H. & Pick, A. & Pranovich, M.

2011 Oil and US GDP: A Real-Time out-of Sample Examination
by Francesco Ravazzolo & Philip Rothman

2011 Nowcasting GDP in Real-Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, S. & Idier, J.

2011 Investment forecasting with business survey data
by Leandro D�Aurizio & Stefano Iezzi

2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
by Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani

2011 FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
by Cecilia Frale & Libero Monteforte

2011 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian

2011 Forecasting the Price of Oil
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2011 Mixed Frequency Forecasts for Chinese GDP
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2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
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2011 What we can learn from pricing 139,879 Individual Stock Options
by Lars Stentoft

2011 Forecasting with Option Implied Information
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2011 Return Predictability, Model Uncertainty, and Robust Investment
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2011 American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
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2011 Conservatism in Corporate Valuation
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2011 Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search
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2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
by Anders Bredahl Kock & Timo Teräsvirta

2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
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2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
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2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
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2011 Financial Valuation And Econometrics
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2011 Advances in Economic Forecasting
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2011 Elastic Labour Supply and Home Production in a Monetary Growth Model
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2011 The accuracy of a forecast targeting central bank
by Skrove Falch, Nina & Nymoen, Ragnar

2011 The Real-Time Predictive Content of the KOF Economic Barometer
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2011 Company Valuation. How to Deal with a Range of Values?
by Wiktor Patena

2011 Contributions to the Development of a General Methodology for Innovation and Forecasting
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2011 How Good are the Growth and Inflation Forecasts for Slovenia?
by Jagric, Timotej & Beko, Jani

2011 Possible Evolutions of Investment Rate – Error Correction Models Scenarios
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2011 Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information
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2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
by Matei, Marius

2011 Russian USE and olympiads as instruments for university admission selection
by Peresetsky, Anatoly & Davtian, Misak

2011 Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation
by Mihaela Bratu

2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
by Armas, Adrián & Vallejos , Lucy & Vega, Marco

2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
by Alexei Kolokolov

2011 Modeling multivariate parametric densities of financial returns (in Russian)
by Alexey Balaev

2011 Un'analisi quantitativa delle politiche di rientro dal disavanzo pubblico in Italia
by Francesco Carlucci

2011 Forecasting Yield Curves in an Adaptive Framework
by Ying Chen & Bo Li

2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
by Justyna Wróblewska

2011 Selected Methods of the Prediction of PX Index Trend Reversal
by Jiří Trešl

2011 Monetary Policy and Price of Oil
by Jan Hošek & Luboš Komárek & Martin Motl

2011 Models of Factors Driving the Czech Export
by David Havrlant & Roman Hušek

2011 Yield Curve Dynamics - Regional Common Factor Model
by Boril Šopov & Jakub Seidler

2011 Growth effect of aid and its volatility: An individual country study in South Asian economies
by Vesna Bucevska

2011 Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional = A Proposal for Reforming the Spanish Pension System Based on a Notional Defined Contribution Model
by Valero, Diego & Artís, Manuel & Ayuso, Mercedes & García, Jaime

2011 Ifrs Compliance Regarding Information Disclosed By Companies In Consolidated Financial Statements - Case Study On Ias 23 Borrowing Costs Applicability-
by Tiron - Tudor Adriana & Fekete Szilvester & Dragu Ioana - Maria

2011 Substantiation Of The Public Debt Sustainability Using Kalman Filter
by Bolos Marcel & Otgon Cristian & Pop Razvan

2011 Structure of the Forward-Looking Model of the Japanese Economy and Simulation Results
by Daisuke Ishikawa & Nobutoshi Kitaura & Junji Ueda & Shintaro Nakagawa

2011 MPM – The Magyar Nemzeti Bank’s monetary policy model
by Ágnes Horváth & Csaba Köber & Katalin Szilágyi

2011 Information or Institution? On the Determinants of Forecast Accuracy
by Roland Doehrn & Christoph M. Schmidt

2011 Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

2011 Combining Survey Forecasts and Time Series Models: The Case of the Euribor
by Fabian Krueger & Frieder Mokinski & Winfried Pohlmeier

2011 Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
by Christian Schumacher

2011 Practice and Prospects of Medium-term Economic Forecasting
by Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
by Roxana Halbleib & Valeri Voev

2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
by Andrés Galvis

2011 Interest Rate Forecasts: A Pathology
by Charles A. E. Goodhart & Charles Wen Bin Lim

2011 Seeing the Invisible and Making Sense of It. Scanning, Networks and Scenario Analysis
by Yanuar Nugroho & Ozcan Saritas

2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

2011 How to Measure the Quality of Credit Scoring Models
by Martin Rezac & Frantisek Rezac

2011 An Empirical Small Labor Market Model for the Czech Economy
by Jan Brùha

2011 Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios: 2011–2040
by Harpaul Alberto Kohli & Phillip Basil

2011 Travesía hacia 2020: escenarios predictivos para Andalucía
by Eduardo Bericat Alastuey & José M. Echavarren Fernández

2011 Uncertainty, turbulence and scenarios
by Rafael Ramírez & Madeleine Forssell

2011 Incertidumbre, turbulencias y escenarios
by Rafael Ramírez & Madeleine Forssell

2011 Interest rate setting at the ECB: Individual preferences and collective decision making
by Cancelo, José Ramón & Varela, Diego & Sánchez-Santos, José Manuel

2011 Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
by Bouwman, Kees E. & Jacobs, Jan P.A.M.

2011 Cost-based Phillips Curve forecasts of inflation
by Mazumder, Sandeep

2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
by Serinaldi, Francesco

2011 American option pricing with discrete and continuous time models: An empirical comparison
by Stentoft, Lars

2011 Relationship between portfolio diversification and value at risk: Empirical evidence
by Kiani, Khurshid M.

2011 Mean absolute percentage error and bias in economic forecasting
by McKenzie, Jordi

2011 Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
by Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong

2011 Semiparametric EGARCH model with the case study of China stock market
by Yang, Hu & Wu, Xingcui

2011 A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model
by Varga, Janos & in 't Veld, Jan

2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
by Chevallier, Julien

2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
by Akanbi, Olusegun A. & Du Toit, Charlotte B.

2011 A macroeconometric framework for monetary policy evaluation: A case study of Pakistan
by Hassan, Rubina & Shahzad, Mirza Muhammad

2011 Comparing Neural Networks and ARMA Models in Artificial Stock Market
by Jiri Krtek & Miloslav Vošvrda

2011 Estimating Stochastic Cusp Model Using Transition Density
by Jan Voříšek

2011 Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach
by Zhihong Chen & Azhar Iqbal & Huiwen Lai

2011 Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
by L. Ferrara.

2011 Transport Fleet Sizing By Using Make And Buy Decision-Making
by Djurdjica Stojanović & Svetlana Nikoličić & Milica Miličić

2011 Structure And Use Of The Medium-Term Projection Model In The National Bank Of Serbia
by Mirko Đukić & Jelena Momčilović & Ljubica Trajčev

2011 Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina
by Laura D’Amato & Lorena Garegnani & Emilio Blanco

2011 The Forecasting Performance of Seasonal and Nonlinear Models
by Houda Ben Hadj Boubaker

2011 Combinação de Previsões de Volatilidade: Um Estudo
by Rosangela Cavaleri & Eduardo Pontual Ribeiro

2011 The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation
by Mihaela Bratu

2011 Simulation of carbon-dioxide emission by option model
by Tamás Nagy

2011 Alternative bvar models for forecasting inflation
by H. Heidari

2011 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
by M. Y. L. Li & S. M. F. Yen

2011 Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances
by Constanta Iacob & Maria Criveanu & Oana Staiculescu

2011 Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach
by John Mwamba

2011 Frontiers of Real-Time Data Analysis
by Dean Croushore

2011 Implementing Anti-discrimination Policies in Statistical Profiling Models
by Devin G. Pope & Justin R. Sydnor

2011 Professional Forecasters' View of Permanent and Transitory Shocks to GDP
by Spencer D. Krane

2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
by Mihaela BRATU

2010 Impact of Labor Market Institutions on Unemployment: Results from a Global Panel
by Vandenberg, Paul

2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
by Rangan Gupta & Mampho P. Modise

2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
by Rangan Gupta & Rudi Steinbach

2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
by Mehmet Balcilar & Rangan Gupta & Zahra Shah

2010 Forecasting Monetary Rules in South Africa
by Ruthira Naraidoo & Ivan Paya

2010 Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
by Ruthira Naraidoo & Kasai Ndahiriwe

2010 Un modèle à équations simultanées du cycle des bureaux en région parisienne
by Malle, Richard

2010 Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes Brandenburg
by Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg

2010 A Model Of Formation Of Asset Beubbles
by DEHNAD, KOSROW

2010 The attractiveness of countries for FDI. A fuzzy approach
by Murat, Marina & Pirotti, Tommaso

2010 Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
by Capistrán, Carlos & López-Moctezuma, Gabriel

2010 Predicción de errores de proyección de inflación en Chile
by Bentancor, Andrea & Pincheira, Pablo

2010 The evolution of durable goods demand during China’s transition. An empirical analysis of household survey data from 1989 to 2006
by Andreas Beerli

2010 Forecasting international stock market correlations: does anything beat a CCC?
by Manner, Hans & Reznikova, Olga

2010 Using wavelets for time series forecasting: Does it pay off?
by Schlüter, Stephan & Deuschle, Carola

2010 A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes
by Hu, Tun-I & Fildes, Robert

2010 Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus
by Herold, Jörg & Völker, Lutz

2010 Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie
by Klein, Martin

2010 The diversity of forecasts from macroeconomic models of the U.S. economy
by Wieland, Volker & Wolters, Maik H.

2010 Forecast uncertainty and the Bank of England interest rate decisions
by Schultefrankenfeld, Guido

2010 How useful is the carry-over effect for short-term economic forecasting?
by Tödter, Karl-Heinz

2010 Empirical simultaneous confidence regions for path-forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

2010 The evaluation of health policies through microsimulation methods
by Zucchelli, E & Jones, A.M & Rice, N

2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
by Klemens Hauzenberger & Robert Stehrer

2010 Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators
by Francesco Audrino & Fulvio Corsi & Kameliya Filipova

2010 The dynamics of US inflation: Can monetary policy explain the changes?
by Fabio Canova & Filippo Ferroni

2010 Econometrics and decision making: Effects of presentation mode
by Robin Hogarth & Emre Soyer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
by Don Harding

2010 Modelling Realized Covariances and Returns
by Xin Jin & John M Maheu

2010 Modelling Conditional Heteroscedasticity in Nonstationary Series
by Cizek, P.

2010 Robust Forecasting of Non-Stationary Time Series
by Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.

2010 Robust Control Charts for Time Series Data
by Croux, C. & Gelper, S. & Mahieu, K.

2010 Wealth effects on consumption in financial crises: the case of Norway
by Eilev S. Jansen

2010 Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
by Fulvio Corsi & Davide Pirino & Roberto Reno'

2010 Time Series Analysis of Global Airline Passengers Transportation Industry
by Radoslaw R. Okulski & Almas Heshmati

2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
by Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

2010 Forecasting Monetary Policy Rules in South Africa
by Ruthira Naraidoo & Ivan Paya

2010 A monthly consumption indicator for Germany based on internet search query data
by Torsten Schmidt & Simeon Vosen

2010 Information or Institution? – On the Determinants of Forecast Accuracy
by Roland Döhrn & Christoph M. Schmidt

2010 Practice and Prospects of Medium-term Economic Forecasting
by Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass

2010 Indicators Of Real Convergence And Their Application
by Pecican, Eugen Stefan

2010 Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes
by Matei, Marius

2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
by Feldkircher, Martin

2010 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
by Gogas, Periklis & Pragidis, Ioannis

2010 VAR Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis

2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
by Elena Andreou & Eric Ghysels & Andros Kourtellos

2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
by Theodore Panagiotidis

2010 Analytic Moments for GARCH Processes
by Carol Alexander & Emese Lazar & Silvia Stanescu

2010 Redes neuronales para predecir el tipo de cambio diario
by Barrera, Carlos R.

2010 Modelling Inflation in Australia
by David Norman & Anthony Richards

2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
by Ralf Becker & Adam Clements & Robert O'Neill

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
by Don Harding

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2010 A Wavelet Approach for Factor-Augmented Forecasting
by António Rua

2010 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Sandra Gomes & P. Jacquinot & M. Pisani

2010 Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico
by Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G.

2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
by Branimir, Jovanovic & Magdalena, Petrovska

2010 The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa
by Mustapha, Nazeem & Djolov, George

2010 The impact of the global economic crisis on non-oil operations of ports in Iran
by Ahmadzadeh Mashinchi, Sina

2010 An inflation expectations horserace
by Guzman, Giselle C.

2010 Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008
by Buda, Rodolphe

2010 How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran
by Khiabani, Nasser

2010 Latvia’s incoming in European Union economic effect estimation
by Skribans, Valerijs

2010 Were Fed’s active monetary policy actions necessary?
by Pang, Iris Ai Jao

2010 Forecasting Hong Kong economy using factor augmented vector autoregression
by Pang, Iris Ai Jao

2010 Comparisons of different monetary policies in China with yield curve information
by Pang, Iris Ai Jao

2010 Municipal Non-Residential Real Property Valuation Forecast Accuracy
by Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.

2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
by Bessonovs, Andrejs

2010 Has U.S. Inflation Really Become Harder to Forecast?
by Lanne, Markku & Luoto, Jani

2010 Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana
by Skribans, Valerijs

2010 Cross Border Business Cycle Impacts on the El Paso Housing Market
by Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P.

2010 Real-time nowcasting of GDP: Factor model versus professional forecasters
by Liebermann, Joelle

2010 Why the determinacy condition is a weak criterion in rational expectations models
by Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza

2010 Darbaspēka migrācijas ietekme uz darba tirgu Latvijā
by Skribans, Valerijs

2010 Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches
by de Silva, Ashton J

2010 Construction industry forecasting system dynamic model
by Skribans, Valerijs

2010 Gaussian and non-Gaussian models for financial bubbles via econophysics
by Fry, J. M.

2010 Investments model development with the system dynamic method
by Skribans, Valerijs

2010 Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
by Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi

2010 The 2010 Midterm Election for the US House of Representatives
by Hibbs, Douglas A.

2010 Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach
by Cadogan, Godfrey

2010 Revealing the arcane: an introduction to the art of stochastic volatility models
by Tsyplakov, Alexander

2010 Development of the Latvian energy sector system dynamic model
by Skribans, Valerijs

2010 Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?
by Ege, Yazgan & Huseyin, Kaya

2010 Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
by Fry, J. M.

2010 A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions
by Mamatzakis, E & Christodoulakis, G

2010 Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde
by Skribans, Valerijs

2010 Optimal Forecasting of Noncausal Autoregressive Time Series
by Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

2010 Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance
by Cadogan, Godfrey

2010 A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
by Regnard, Nazim & Zakoian, Jean-Michel

2010 Real-Time Data Revisions and the PCE Measure of Inflation
by Tierney, Heather L.R.

2010 Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии
by Skribans, Valerijs

2010 Estimating Infrastructural Investment Needs for India
by Chandan, Sharma & Bhanumurthy, N R

2010 The interest rate spread as a forecasting tool of greek industrial production
by Gogas, Periklis & Pragkidis, Ioannis

2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
by Buss, Ginters

2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
by Guidi, Francesco & Gupta, Rakesh

2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
by Bušs, Ginters

2010 A Note on the Oil Price Trend and GARCH Shocks
by Jing, Li & Thompson, Henry

2010 Real-Time Data Revisions and the PCE Measure of Inflation
by Tierney, Heather L.R.

2010 Modelling the Currency in Circulation for the State of Qatar
by Balli, Faruk & Elsamadisy, Elsayed

2010 Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model
by Todd, Prono

2010 Threshold Cointegration in BRENT crude futures market
by Mamatzakis, E & Remoundos, P

2010 A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China
by Su, Dongwei & He, Xingxing

2010 Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products
by Zhichao Guo & Yuanhua Feng & Xiangyong Tan

2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

2010 Modelling and forecasting wind speed intensity for weather risk management
by Massimiliano Caporin & Juliusz Pres

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Janine Aron & John Muellbauer

2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
by Andrew Coleman & Özer Karagedikli

2010 Medium-term projection model of the National Bank of Serbia
by Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev

2010 ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
by Joshua Angrist & Ivan Fernandez-Val

2010 Policy Analysis with Incredible Certitude
by Charles F. Manski

2010 Commodity prices, commodity currencies, and global economic developments
by Jan J. J. Groen & Paolo A. Pesenti

2010 Probabilistic Forecasts of Volatility and its Risk Premia
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

2010 Short-term load forecasting based on a semi-parametric additive model
by Shu Fan & Rob Hyndman

2010 VARs, Cointegration and Common Cycle Restrictions
by Heather M Anderson & Farshid Vahid

2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
by Yin Liao & Heather M. Anderson & Farshid Vahid

2010 Automatic forecasting with a modified exponential smoothing state space framework
by Alysha M De Livera

2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
by George Athanasopoulos & Ashton de Silva

2010 Alternative methods for forecasting GDP
by Dominique Guegan & Patrick Rakotomarolahy

2010 Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems
by Dominique Guegan & Justin Leroux

2010 A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques
by Dominique Guegan & Patrick Rakotomarolahy

2010 The attractiveness of countries for FDI. A fuzzy approach
by Marina Murat & Tommaso Pirotti

2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
by Theodore Panagiotidis

2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
by Branimir Jovanovic & Magdalena Petrovska

2010 On the Forecasting Accuracy of Multivariate GARCH Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2010 CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits
by Alberto Bagnai

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
by Don Harding

2010 Forecasting with many predictors - Is boosting a viable alternative?
by Buchen, Teresa & Wohlrabe, Klaus

2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina

2010 Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
by Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo

2010 Using Capabilities to Project Growth, 2010-30
by Jesus Felipe & Utsav Kumar & Arnelyn Abdon

2010 Economic Value of Stock and Interest Rate Predictability in the UK
by Stephen Hall & Kavita Sirichand

2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
by Stephen Hall & Kavita Sirichand

2010 An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?
by Yves Jégourel & Samuel Maveyraud

2010 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US
by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

2010 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
by Boriss Siliverstovs & Konstantin A. Kholodilin

2010 Assessing Predictive Content of the KOF Barometer in Real Time
by Boriss Siliverstovs

2010 Nonlinear Interest Rate Reaction Functions for the UK
by Ralf Brüggemann & Jana Riedel

2010 Practice and prospects of medium-term economic forecasting
by Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
by Colombino, Ugo

2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
by Colombino, Ugo

2010 A First Look on the New Halle Economic Projection Model
by Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele

2010 Should We Trust in Leading Indicators? Evidence from the Recent Recession
by Katja Drechsel & Rolf Scheufele

2010 Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model
by Osamu Nakamura

2010 Short-Term Congestion Forecasting in Wholesale Power Markets
by Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching

2010 Heterogeneous Expectations and the Predictive Power of Econometric Models
by Maurizio Bovi

2010 Recession Forecasting with Dynamic Probit Models under Real Time Conditions
by Christian Proano

2010 Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
by Pierre L. Siklos

2010 Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
by Kunst, Robert M. & Franses, Philip Hans

2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

2010 Meteorological forecasts and the pricing of weather derivatives
by Matthias Ritter & Oliver Mußhoff & Martin Odening

2010 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Albrecht Ritschl & Samad Sarferaz

2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
by Julia Schaumburg

2010 Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
by Lundholm, Michael

2010 Density-Conditional Forecasts in Dynamic Multivariate Models
by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.

2010 Bayesian Inference in Structural Second-Price common Value Auctions
by Wegmann , Bertil & Villani, Mattias

2010 How helpful are spatial effects in forecasting the growth of Chinese provinces?
by Girardin , Eric & Kholodilin, Konstantin A.

2010 Too Many Cooks? The German Joint Diagnosis and Its Production
by Ulrich Fritsche & Ullrich Heilemann

2010 A Hypothetical Cohort Model of Human Development
by Jana Asher & Beth Osborne Daponte

2010 Alternative Policies for US Economic Recovery
by Byron Gangnes

2010 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl Bonham

2010 Alternative Policies for US Economic Recovery
by Byron Ganges

2010 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
by William D. Larson

2010 Forecasting the Intermittent Demand for Slow-Moving Items
by Ralph D. Snyder & J. Keith Ord & Adrian Beaumont

2010 A Time-varying Mixing Multiplicative Error Model for Realized Volatility 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

2010 “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
by Francesco D’Amuri & Juri Marcucci

2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

2010 Yield Curve Dynamics: Regional Common Factor Model
by Boril Šopov & Jakub Seidler

2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
by Frédéric Karamé & Alexandra Olmedo

2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
by Frédéric Karamé

2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by A. Carriero & G. Kapetanios & M. Marcellino

2010 The Potential Impact of EU Cohesion Policy Spending in the 2007-13 Programming Period: A Model-Based
by Janos Varga and Jan in 't Veld

2010 Evaluating Combined Non-Replicable Forecast
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

2010 Does Disagreement Amongst Forecasters have Predictive Value?
by Legerstee, R. & Franses, Ph.H.B.F.

2010 Combining Non-Replicable Forecasts
by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.

2010 Ranking multivariate GARCH models by problem dimension
by Caporin, M. & McAleer, M.J.

2010 Are Forecast Updates Progressive?
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

2010 Modelling and forecasting UK mortgage arrears and possessions
by Janine Aron & John Muellbauer

2010 Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931
by Albrecht Ritschl & Samad Salferaz

2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly

2010 Appreciating the Renminbi
by Rod Tyers & Ying Zhang

2010 Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
by Don Harding

2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
by Francesco Ravazzolo & Shaun P. Vahey

2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
by Roxana Halbleib & Valerie Voev

2010 Understanding Models' Forecasting Performance
by Barbara Rossi & Tatevik Sekhposyan

2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

2010 Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
by Barbara Rossi & Tatevik Sekhposyan

2010 Can Exchange Rates Forecast Commodity Prices?
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

2010 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
by Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc

2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
by M. Hashem Pesaran & Andreas Pick & Allan Timmermann

2010 The power of weather
by Christian Huurman & Francesco Ravazzolo & Chen Zhou

2010 Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US
by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

2010 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
by Boriss Siliverstovs & Konstantin A. Kholodilin

2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
by Idier, Julien & Avouyi-Dovi, Sanvi

2010 Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment
by Antonis A. Michis

2010 Forecasting Issues: Ideas of Decomposition and Combination
by Marina Theodosiou

2010 First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth
by C. MINODIER

2010 How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
by Edge, Rochelle M & Gürkaynak, Refet S.

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Aron, Janine & Muellbauer, John

2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
by Aron, Janine & Muellbauer, John

2010 Nowcasting
by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

2010 New methods for forecasting inflation, applied to the US
by Aron, Janine & Muellbauer, John

2010 The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
by Wieland, Volker & Wolters, Maik H

2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
by Teulings, Coen N & Zubanov, Nick

2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

2010 Measuring Output Gap Uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun

2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

2010 Commodity prices, commodity currencies, and global economic developments
by Groen, Jan J. J. & Pesenti, Paolo

2010 On the forecasting accuracy of multivariate GARCH models
by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

2010 Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem
by Élise PAYZAN LE NESTOUR

2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
by Coenraad N. Teulings & Nick Zubanov

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Janine Aron & John Muellbauer

2010 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Albrecht Ritschl & Samad Salferaz

2010 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2010 Equilibrium policy simulations with random utility models of labour supply
by Ugo Colombino

2010 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Modeling the Effect of Oil Price on Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

2010 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer

2010 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley

2010 Combining Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2010 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

2010 Are Some Forecasters Really Better Than Others?
by D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

2010 Volatility and the Hedging Effectiveness of China Fuel Oil Futures
by Wei Chen & J L Ford

2010 Interest rate pass-through in the major European economies - the role of expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen

2010 The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?
by Fabio Canova & Filippo Ferroni

2010 Econometrics and Decision Making: Effects of Presentation Mode
by Robin Hogarth & Emre Soyer

2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
by Avouyi-Dovi, S. & Idier, J.

2010 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
by Guillermo Benavides

2010 Forecast Revisions of Mexican Inflation and GDP Growth
by Carlos Capistrán & Gabriel López-Moctezuma

2010 Forecast Combinations
by Marco Aiolfi & Carlos Capistrán & Allan Timmermann

2010 Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?
by Raúl Ibarra-Ramírez

2010 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani

2010 Real time forecasts of inflation: the role of financial variables
by Libero Monteforte & Gianluca Moretti

2010 A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast
by Claudia Miani & Stefano Siviero

2010 Estimating DSGE models with unknown data persistence
by Gianluca Moretti & Giulio Nicoletti

2010 Nowcasting Spanish GDP growth in real time: "One and a half months earlier"
by David de Antonio Liedo & Elena Fernández Muñoz

2010 ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession
by Marco J. Lombardi & Philipp Maier

2010 Semi-Structural Models for Inflation Forecasting
by Maral Kichian & Fabio Rumler & Paul Corrigan

2010 On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment
by Nikita Perevalov & Philipp Maier

2010 Forecasting the Path of USS CO2 Emissions Using State-Level Information
by Maximillian Auffhammer & Ralf Steinhauser

2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
by Yin Liao & Heather Anderson & Farshid Vahid

2010 What Drives Commodity Prices?
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini

2010 Bias Correction and Out-of-Sample Forecast Accuracy
by Hyeongwoo Kim & Nazif Durmaz

2010 The Model Confidence Set
by Peter R. Hansen & Asger Lunde & James M. Nason

2010 A Comprehensive Look at Financial Volatility Prediction by Economic Variables
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
by Rasmus Tangsgaard Varneskov & Valeri Voev

2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
by Rasmus Tangsgaard Varneskov

2010 The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
by Leonidas Tsiaras

2010 Forecast Combinations
by Marco Aiolfi & Carlos Capistrán & Allan Timmermann

2010 Forecasting with nonlinear time series models
by Anders Bredahl Kock & Timo Teräsvirta

2010 Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market
by Klaus Grobys

2010 Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании
by Harin, Alexander

2010 Random Walk Theory and Exchange Rate Dynamics in Transition Economies
by Nikola Gradojević & Vladimir Djaković & Goran Andjelić

2010 Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia
by Ginters BUSS

2010 On the Importance of the Arrival of New Information
by Rómulo Chumacero

2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
by Manish Kumar

2010 Modelling the Daily Currency in Circulation in Turkey
by Halil Guler & Anil Talasli

2010 Estimating Value-At-Risk (Var) Using TIVEX-POT Models
by Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising

2010 Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices
by John FRY

2010 The Effects Of Real Exchange Rate On Trade Balance In Cote D'Ivoire: Evidence From The Cointegration Analysis And Error-Correction Models
by Drama Bedi Guy HERVE & Yao SHEN & Amzath AMED

2010 ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A
by Wiktor Patena

2010 Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models
by Seung, Chang K. & Ahn, Sung K.

2010 The intersections between TRIZ and forecasting methodology
by Georgeta BARBULESCU & Gabriela IONESCU

2010 Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy
by Miron, Dumitru & Tudor, Cristiana

2010 Macromodel Simulations for the Romanian Economy
by Dobrescu, Emilian

2010 Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach
by Dospinescu, Andrei Silviu

2010 Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model
by Albulescu, Claudiu Tiberiu

2010 Prediction Based On Time Series. Applications In Quality Control
by Isaic Maniu, Alexandru & Voda, Viorel Gh.

2010 Forecasting Based On Open Var Model
by Pecican, Eugen St.

2010 Positive Evolution In Economic Forecasting. Case Study: The Evolution Of A Company’S Capital
by POPESCU, Ion & UNGUREANU, Laura & MATEI, Viorel & VELTER, Victor

2010 Forecast of facilities stock for the consequences elimination of the anthropogenic accidents
by Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey

2010 Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market
by Varshavsky, Leonid

2010 The impact of oil price dynamics on the macroeconomic indicators of the Russian economy
by Melnikov, Roman

2010 Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework
by Mamonov, Mikhail

2010 The price of Moscow apartments
by Magnus, Jan & Peresetsky, Anatoly

2010 Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2010 An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China
by Yang Shao & Jian-guo Zheng

2010 Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano
by Del Carpio, Carlos & Zevallos, Mauricio

2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
by Jacek Osiewalski & Anna Pajor

2010 Forecasting the Polish Zloty with Non-Linear Models
by Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch

2010 Slowdown or Recession? Forecasts Based on Composite Leading Indicator
by Miroslav Klúcik & Jana Juriová

2010 Simulation approach in stock control of products with sporadic demand
by Jakub Dyntar & Eva Kemrová & Ivan Gros

2010 Combining VAR Forecast Densities Using Fast Fourier Transform
by Jakub Ryšánek

2010 Forecasting Exports Of Industrial Goods From Punjab - An Application Of Univariate Arima Model
by Gulshan Kumar & Sanjeev Gupta

2010 Study On Identifying The Consultancy Needs Of The Members Of The Territorial Pact And The County Partnerships In The Centre Region
by Alina-Teodora Ciuhureanu & Hortensia Gorski & Nicolae Balteş

2010 On Tests For Long-Term Dependence: India’s International Tourism Market
by Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri

2010 A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand
by Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta

2010 International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach
by Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip

2010 International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach
by Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip

2010 Poisson Processes And Compound Poisson Processes In Insurance Management
by Dominika Crnjac Milic

2010 Performance Assessment In Operating Dry Ports
by Ciortescu Cezar-Gabriel

2010 The Determinats Of The Unemployment Rate - Empirical Evidence From Romania
by Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin

2010 The Effects Of Financing Sources Costs Over The Financial And Operational Risk
by Chirila Emil

2010 Use Of Econometric Instruments In Determining The Financial Resources Needed For Professional Skills Development Projects
by Dogar Cristian & Kelemen Andrei

2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
by Jesús Crespo Cuaresma & Tomáš Slacík

2010 Fiscal Marksmanship in Pakistan
by Muhammad Zakaria & Shujat Ali

2010 On The Road to Euro: How Synchronized Is Estonia with the Euro zone?
by Zuzana Brixiova & Margaret H. Morgan & Andreas Wörgötter

2010 A monetáris restrikció hatása strukturális VAR keretben
by Ábel, István & Kóbor, Ádám

2010 A Variance Ratio Test of Random Walk in Energy Spot Markets
by Chin Wen Cheong

2010 Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi
by Esin FIRUZAN

2010 Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices
by Giancarlo Lutero & Marco Marini

2010 The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector
by Enache, Calcedonia

2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
by Vít Bubák

2010 Game-Theoretic Modeling of Electricity Markets in Central Europe
by Martin Hrubý & Petr Čambala & Jan Toufar

2010 Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio
by Adriano Pareto & Annamaria Urbano

2010 Heat waves or Meteor showers: Empirical evidence from the stock markets
by Boppana Nagarjuna & Varadi Vijay Kumar

2010 Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008
by AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

2010 Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV
by Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos

2010 Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera
by Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel

2010 Un modelo SETAR para el PIB colombiano
by Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

2010 Zur Güte der ifo Dresden Konjunkturprognosen
by Gerit Vogt

2010 Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
by Laurent Ferrara

2010 Determinants of the receipts from shipping services: the case of Greece
by Zacharias Bragoudakis & Stelios Panagiotou

2010 The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment
by Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu

2010 O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado
by Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart

2010 Efficient Yield Curve Estimation and Forecasting in Brazil
by Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal

2010 Assessing The Future Migration Potential Of The Eu Candidate Countries
by Assoc. Prof. Ph.D Vesna Bucevska

2010 Interdependence And Forecasting Of S&P500, Oil, Euro / Dollar And 10-Year U.S. Interest Rate Markets: An Attempt Of Modelling Through The Volatility
by Ahmed KSAIER & Isabelle CRISTIANI-D’ORNANO

2010 Direct Versus Indirect Forecasting of the Defined Real Exchange Rate of South Africa
by Marinda Pretorius & Ilsé Botha

2010 Environmental Quality, Stimulating Factor Consumption in the XXI Century
by Giani Grădinaru

2009 Forecasting Yield Curves Using Analyst's Views
by Leonardo Nogueira

2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
by Costas Milas & Ruthira Naraidoo

2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
by Rangan Gupta & Alain Kabundi

2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 Macro stress testing with a macroeconomic credit risk model : Application to the French manufacturing sector
by Bardos, Mireille & Moquet, Jeremy & Kendaoui, Ludovic & Jardet, Caroline & Avouyi-Dovi, Sanvi

2009 Guss 2020 - Perspektiven für die deutsche Gießereiindustrie
by Hans-Günther Vieweg & Michael Reinhard

2009 Short-Run Oil Price Drivers: South America's Energy Integration
by Mercado, Alejandro F. & Aliaga, F. Javier

2009 Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama
by Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL

2009 Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

2009 MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian

2009 Pooling versus model selection for nowcasting with many predictors: an application to German GDP
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian

2009 Efficient estimation of forecast uncertainty based on recent forecast errors
by Knüppel, Malte

2009 Calibration of the subdiffusive Black–Scholes model
by Sebastian Orzel & Aleksander Weron

2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
by Klaus Prettner & Robert M. Kunst

2009 Option trading strategies based on semi-parametric implied volatility surface prediction
by Francesco Audrino & Dominik Colangelo

2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach
by Francesco Audrino & Kameliya Filipova

2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
by Jose Angelo Divino & Michael McAleer

2009 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
by Jose Angelo Divino & Michael McAleer

2009 State-Uncertainty preferences and the Risk Premium in the Exchange rate market
by Juan-Angel Jimenez-Martin & Alfonso Novales Cinca

2009 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Forecasting linear dynamical systems using subspace methods
by Alfredo García-Hiernaux

2009 Modelling Realized Covariances
by Xin Jin & John M Maheu

2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria
by Victor Aguirregabiria

2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korompilis

2009 Forecasting realized (co)variances with a block structure Wishart autoregressive model
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

2009 A VECX* model of the Swiss economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

2009 Composite Leading Indicators for Ukraine: An Early Warning Model
by Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer

2009 Could we have predicted the recent downturn in the South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 Managing Disinflation under Uncertainty
by Mewael F. Tesfaselassie & Eric Schaling

2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2009 Forecasting Private Consumption: Survey-based Indicators vs. Google Trends
by Torsten Schmidt & Simeon Vosen

2009 Indicatori privind Convergenţa Reală şi aplicaţiilor acestora
by Pecican, Eugen Stefan

2009 Short-Run Oil Price Drivers: South America’s Energy Integration
by Mercado, Alejandro & Aliaga, Javier

2009 Constructing Consumer Sentiment Index for U.S. Using Google Searches
by Della Penna, Nicolas & Huang, Haifang

2009 A New Look at Copper Markets: A Regime-Switching Jump Model
by Chan, Wing Hong & Young, Denise

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Gary Koop & Dimitris Korobilis

2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
by Costas Milas & Ruthira Naraidoo

2009 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2009 Inflation Volatility and Forecast Accuracy
by Jamie Hall & Jarkko Jääskelä

2009 Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy
by Vlad Pavlov & Stan Hurn

2009 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Don Harding & Adrian Pagan

2009 A State Space Approach to Extracting the Signal from Uncertain Data
by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard

2009 Back to basics: Data revisions
by Fátima Cardoso & Cláudia Duarte

2009 Are ATM/POS Data Relevant When Nowcasting Private Consumption?
by Paulo Soares Esteves

2009 Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
by Maximiano Pinheiro & António Rua & Francisco Craveiro Dias

2009 Eficiencia gerencial: propuesta metodológica para su medición y evaluación en el sector eléctrico de Venezuela
by Acevedo Rueda, Rafael Alexis

2009 Bankruptcy prediction models: How to choose the most relevant variables?
by du Jardin, Philippe

2009 Non-linear relation between industrial production and business surveys data
by Bruno, Giancarlo

2009 Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model
by Todd, Prono

2009 Forecasting output growth by the yield curve: the role of structural breaks
by He, Zhongfang

2009 Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables
by Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine

2009 Estimating Value-at-Risk (VaR) using TiVEx-POT Models
by Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese

2009 Microenvironment-specific Effects in the Application Credit Scoring Model
by Khudnitskaya, Alesia S.

2009 Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation
by Tierney, Heather L.R.

2009 Forecasting wholesale electricity prices: A review of time series models
by Weron, Rafal

2009 VAR forecasting using Bayesian variable selection
by Korobilis, Dimitris

2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio

2009 Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)
by Meyler, Aidan & Rubene, Ieva

2009 Būvniecības nozares prognozēšanas modelis
by Skribans, Valerijs

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Koop, Gary & Korobilis, Dimitris

2009 Puzzle solver
by Christian, Mueller-Kademann

2009 External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model
by NR, Bhanumurthy & Kumawat, Lokendra

2009 The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
by El Bouhadi, Abdelhamid & Achibane, Khalid

2009 Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku
by Skribans, Valerijs

2009 Влияние Трудовой Эмиграции На Рынок Труда В Латвии
by Skribans, Valerijs

2009 Predicting unemployment in short samples with internet job search query data
by Francesco, D'Amuri

2009 Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach
by Beneki, Christina & Eeckels, Bruno & Leon, Costas

2009 "Google it!" Forecasting the US unemployment rate with a Google job search index
by D'Amuri, Francesco/FD & Marcucci, Juri/JM

2009 Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data
by Tierney, Heather L.R.

2009 Bubbles and contagion in English house prices
by Fry, J. M.

2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
by Bušs, Ginters

2009 Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone
by Lendjoungou, Francis

2009 Bias Correction and Out-of-Sample Forecast Accuracy
by Kim, Hyeongwoo & Durmaz, Nazif

2009 Forecasting credit growth rate in Romania: from credit boom to credit crunch?
by Albulescu, Claudiu Tiberiu

2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach
by Bušs, Ginters

2009 Understanding forecast failure of ESTAR models of real exchange rates
by Buncic, Daniel

2009 Predicting Elections from Biographical Information about Candidates
by Armstrong, J. Scott & Graefe, Andreas

2009 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott

2009 Data Revisions in India and its Implications for Monetary Policy
by Kishor, N. Kundan

2009 Business Aviation in Germany: An empirical and model-based analysis
by Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter

2009 “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models
by Bezemer, Dirk J

2009 General correcting formula of forecasting?
by Harin, Alexander

2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
by Boainain, Pedro G. & Valls Pereira, Pedro L.

2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
by Gan, Jumwu

2009 Общая Корректирующая Формула Прогнозирования
by Harin, Alexander

2009 Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?
by Manzan, Sebastiano & Zerom, Dawit

2009 Understanding forecast failure in ESTAR models of real exchange rates
by Buncic, Daniel

2009 Building and Using a Small Macroeconometric Model: Klein Model I as an Example
by Renfro, Charles G

2009 Bootstrap prediction intervals for threshold autoregressive models
by Jing, Li

2009 Revisiting the Derivative: Implications on the Rate of Change Analysis
by Khumalo, Bhekuzulu

2009 Cointegration And The Forecast Accuracy Of Var Models
by Maria M. De Mello

2009 Testing Predictive Ability and Power Robustification
by Kyungchul Song

2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
by Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
by Janine Aron

2009 A defence of the FOMC
by Martin Ellison & Thomas J. Sargent

2009 Estonia and Euro Adoption: Small Country Challenges of Joining EMU
by Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter

2009 Measuring output gap uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey

2009 Forecasting national activity using lots of international predictors: an application to New Zealand
by Sandra Eickmeier & Tim Ng

2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
by Chris Bloor & Troy Matheson

2009 A Stochastic Forecast Model For Japan'S Population
by Yoichi Okita & Wade D. Pfau & Giang Thanh Long

2009 DSGE Model-Based Forecasting of Non-modelled Variables
by Frank Schorfheide & Keith Sill & Maxym Kryshko

2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Lucas W. Davis & Lutz Kilian

2009 Optimal Probabilistic Forecasts for Counts
by Brendan P.M. McCabe & Gael M. Martin & David Harris

2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid

2009 Forecasting time series with complex seasonal patterns using exponential smoothing
by Alysha M De Livera & Rob J Hyndman

2009 The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting
by Dominique Guegan & Patrick Rakotomarolahy

2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach
by David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis

2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
by Theologos Dergiades & Apostolos Dasilas

2009 Labour Market Dynamics in EU: a Bayesian Markov Chain Approach
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Martin Mandler

2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
by Martin Mandler

2009 Forecasting the Spanish economy with an Augmented VAR-DSGE model
by Gonzalo Fernandez-de-Córdoba & José L. Torres

2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2009 On Marginal Likelihood Computation in Change-point Models
by Luc Bauwens & Jeroen V.K. Rombouts

2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
by Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs

2009 On the Accuracy of the Probability Method for Quantifying Beliefs about Inflation
by Thomas Maag

2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
by Boriss Siliverstovs

2009 Do forecasters inform or reassure? Evaluation of the German real-time data
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach
by Jaba Ghonghadze & Thomas Lux

2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem

2009 Non-linear relation between industrial production and business surveys data
by Giancarlo Bruno

2009 Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?
by Klaus Schmidt-Hebbel.

2009 Forecasting Romanian Financial System Stability using a Stochastic Simulation Model
by Claudiu Tiberiu Albulescu

2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
by Costantini, Mauro & Kunst, Robert M.

2009 A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
by Costantini, Mauro & Pappalardo, Carmine

2009 A Latent Variable Approach to Forecasting the Unemployment Rate
by C. L. Chua & G. C. Lim & Sarantis Tsiaplias

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

2009 Stochastic Population Forecast for Germany and its Consequence for the German Pension System
by Wolfgang Härdle & Alena Mysickova

2009 Combination of multivariate volatility forecasts
by Alessandra Amendola & Giuseppe Storti

2009 Volatility Forecasting: The Jumps Do Matter
by Fulvio Corsi & Davide Pirino & Roberto Reno

2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
by Isao Ishida & Toshiaki Watanabe

2009 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan

2009 On risk prediction
by Lönnbark, Carl

2009 Value at Risk for Large Portfolios
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt

2009 Uncertainty of Multiple Period Risk Measures
by Lönnbark, Carl

2009 Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model
by Zagaglia, Paolo

2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
by Giordani, Paolo & Villani, Mattias

2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
by Li, Feng & Villani, Mattias & Kohn, Robert

2009 Financial crises and bank failures: a review of prediction methods
by Demyanyk , Yuliya & Hasan, Iftekhar

2009 Evaluating the stresses from ECB monetary policy in the euro area
by Lee , Jim & Crowley, Patrick M

2009 Disagreement among Forecasters in G7 Countries
by Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
by Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs

2009 Forecasting long memory time series under a break in persistence
by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at
by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

2009 Can the Fed Predict the State of the Economy?
by Tara Sinclair & Frederick L. Joutz

2009 Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule
by Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber

2009 Can the Fed Predict the State of the Economy?
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler

2009 Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques
by Delphine Bassilière & Francis Bossier & Frédéric Verschueren

2009 Semiparametric vector MEM
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2009 Automated Variable Selection in Vector Multiplicative Error Models
by Fabrizio Cipollini & Giampiero M. Gallo

2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
by Andrea Bastianin

2009 Um teste a relacao entre os niveis de confianca e de desemprego em Portugal
by António Caleiro

2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

2009 Survey Data as Coicident or Leading Indicators
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

2009 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

2009 Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment
by Matthias Hartmann & Helmut Herwartz

2009 A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model
by Janos Varga & Jan in 't Veld

2009 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
by Rombouts, J.V.K. & Verbeek, M.J.C.M.

2009 It Pays to Violate: How Effective are the Basel Accord Penalties?
by da Veiga, B. & Chan, F. & McAleer, M.J.

2009 Forecasting Realized Volatility with Linear and Nonlinear Models
by McAleer, M.J. & Medeiros, M.C.

2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

2009 How Accurate are Government Forecast of Economic Fundamentals?
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2009 Statistical Opacity In The U.S. Banking Industry
by Guo Li & Lee Sanning & Sherrill Shaffer

2009 An Econometric Analysis Of Some Models For Constructed Binary Time Series
by Don Harding & Adrian Pagan

2009 Understanding forecast failure of ESTAR models of real exchange rates
by Daniel Buncic

2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors
by Lucia Alessi & Matteo Barigozzi & Marco Capasso

2009 Model Comparisons in Unstable Environments
by Raffaella Giacomini & Barbara Rossi

2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi

2009 Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
by Tatevik Sekhposyan & Barbara Rossi

2009 Volatility under Bounded Rationality
by Nhat Le

2009 Forecasting Random Walks under Drift Instability
by M. Hashem Pesaran & Andreas Pick

2009 Forecasting the fragility of the banking and insurance sector
by Kerstin Bernoth & Andreas Pick

2009 Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables
by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi

2009 Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?
by Eric Girardin & Konstantin A. Kholodilin

2009 Forecasting the Fragility of the Banking and Insurance Sector
by Kerstin Bernoth & Andreas Pick

2009 Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Automated financial multi-path GETS modelling
by Genaro Sucarrat & Alvaro Escribano

2009 The relationship between the volatility of returns and the number of jumps in financial markets
by Alvaro Cartea & Dimitrios Karyampas

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
by Janine Aron & John Muellbauer

2009 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Ritschl, Albrecht & Sarferaz, Samad

2009 The role of central bank transparency for guiding private sector forecasts
by Ehrmann, Michael & Eijffinger, Sylvester C W & Fratzscher, Marcel

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Ahmadi, Pooyan Amir & Ritschl, Albrecht

2009 A defence of the FOMC
by Ellison, Martin & Sargent, Thomas J

2009 Predicting recoveries and the importance of using enough information
by Cai, Xiaoming & Den Haan, Wouter

2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
by Kilian, Lutz & Kim, Yun Jung

2009 Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?
by Hicks, Bruce & Kilian, Lutz

2009 Pooling versus model selection for nowcasting with many predictors: An application to German GDP
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
by Aron, Janine & Muellbauer, John

2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Davis, Lucas W & Kilian, Lutz

2009 Variable Selection and Inference for Multi-period Forecasting Problems
by Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G

2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
by HEINEN, Andréas & VALDESOGO, Alfonso

2009 On marginal likelihood computation in change-point models
by BAUWENS, Luc & ROMBOUTS, Jeroen

2009 Understanding volatility dynamics in the EU-ETS market: lessons from the future
by SANIN, Maria Eugenia & VIOLANTE, Francesco

2009 Consistent ranking of multivariate volatility models
by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

2009 Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis
by Yinhua Mai & Xiujian Peng

2009 Bootstrap Confidence Bands for Forecast Paths
by Anna Staszewska-Bystrova

2009 Metodos de pronostico
by Ignacio Velez-Pareja

2009 Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia
by Dennys MarrugoTorrente

2009 Un Modelo Setar Para El Pib Colombiano
by Milena Hoyos & Johanna Ramos & Lorena Vivas

2009 Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia
by José Mauricio Salazar Sáenz

2009 A Dynamic Factor Model For The Colombian Inflation
by Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas

2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
by E. Otranto

2009 Implementing the New Structural Model of the Czech National Bank
by Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek

2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
by Camilo SERRANO & Martin HOESLI

2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
by Christina Ziegler

2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
by Steffen Henzel & Johannes Mayr

2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni

2009 Oil Exports and the Iranian Economy
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
by Sasa Zikovic & Randall Filer

2009 Oil Exports and the Iranian Economy
by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.

2009 Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy
by Akhter Faroque & William Veloce & Jean-Francois Lamarche

2009 Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
by Evarist Stoja & Arnold Polanski

2009 Forecasting inflation in France
by Célérier, C.

2009 Forecasting Euro-area recessions using time-varying binary response models for financial
by Bellégo, C. & Ferrara, L.

2009 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector
by Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J.

2009 Are disaggregate data useful for factor analysis in forecasting French GDP?
by Barhoumi, K. & Darné, O. & Ferrara, L.

2009 A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
by José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia

2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico
by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations
by Jose Gonzalo Rangel & Robert F. Engle

2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
by Guillermo Benavides & Carlos Capistrán

2009 Comparing forecast accuracy: A Monte Carlo investigation
by Fabio Busetti & Juri Marcucci & Giovanni Veronese

2009 A quarterly fiscal database for the euro area based on intra-annual fiscal information
by Joan Paredes & Diego J. Pedregal & Javier J. Pérez

2009 Is there a signalling role for public wages? Evidence for the euro area based on macro data
by Javier J. Pérez & A. Jesús Sánchez

2009 Short-term monitoring of the Spanish Government balance with mixed-frequencies models
by Teresa Leal & Diego J. Pedregal & Javier J. Pérez

2009 Extraction of financial market expectations about inflation and interest rates from a liquid market
by Ricardo Gimeno & José Manuel Marqués

2009 Modelling export and import demand functions: the Spanish case
by Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello

2009 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M. Maheu

2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

2009 Individual prediction of automobile bodily injury claims liabilities
by Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona)

2009 On the Economic Evaluation of Volatility Forecasts
by Valeri Voev

2009 Forecasting long memory time series under a break in persistence
by Florian Heinen & Philipp Sibbertsen & Robinson Kruse

2009 Forecasting with Universal Approximators and a Learning Algorithm
by Anders Bredahl Kock

2009 Forecasting inflation with gradual regime shifts and exogenous information
by Andrés González & Kirstin Hubrich & Timo Teräsvirta

2009 Forecast Evaluation of Explanatory Models of Financial Variability
by Sucarrat, Genaro

2009 The Australian Treasury’s fiscal aggregate projection model
by David Woods & Mary Farrugia & Mitchell Pirie

2009 What Explains The Great Moderation in the U.S.? A Structural Analysis
by Fabio Canova

2009 Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility
by Adnan Kasman

2009 Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy
by Sarfaraz SYED & Ali SHAH

2009 A Duration-Dependent Regime Switching Model for an Open Emerging Economy
by Ozun, Alper & Turk, Mehmet

2009 Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead
by Matei, Marius

2009 A Neural Network Model for Time-Series Forecasting
by Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin

2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
by Stefanescu, Stefan

2009 Structural Fund Absorption: A New Challenge For Romania?
by Zaman, Gheorghe & Georgescu, George

2009 Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development
by Varshavsky , Leonid

2009 Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
by Sasa Zikovic & Bora Aktan

2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
by Anna Pajor

2009 Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
by Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz

2009 Assessing the Accuracy of Event Forecasts
by Ching-Chuan Tsong

2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag

2009 Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu
by Ebru Caglayan & Tugba Dayioglu

2009 Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama
by Namýk Kemal ERDOGAN & Nevin UZGOREN

2009 Interdependencies between Expected Default Frequency and the Macro Economy
by Per Asberg Sommar & Hovick Shahnazarian

2009 Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
by Khurshid M. Kiani

2009 Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado
by Teresa Leal Linares & Javier J. Pérez

2009 Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model
by Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha

2009 Data Mining. New Trends, Applications and Challenges
by Bart Baesens

2009 The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets
by Lake E. A. & Katrakilidis C.

2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner

2009 Could the jump diffusion technique enhance the effectiveness of futures hedging models?
by Li, Ming-Yuan Leon

2009 Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
by Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith

2009 MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis
by F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA

2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
by Konstantin A. Kholodilin & Stefan Kooths

2009 Geben Konjunkturprognosen eine gute Orientierung?
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia
by JUAN DAVID VELÁSQUEZ & CARLOS JAIME FRANCO & HERNÁN ALONSO GARCÍA

2009 ¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?
by JULIO CÉSAR ALONSO & JUAN CARLOS GARCÍA

2009 Modelación de la inversión en Centroamérica y la República Dominicana
by José R. Sánchez-Fung

2009 Econometric Models for Oil Price Forecasting: A Critical Survey
by Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa

2009 Estimation précoce de la croissance. De la régression LARS au modèle à facteurs
by Françoise Charpin

2009 Hedge fund and market risk: new concepts and models, beyond VaR
by Maria Debora Braga

2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
by Rangan Gupta & Alain Kabundi

2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by Rangan Gupta & Alain Kabundi

2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive G. Bowsher & Roland Meeks

2008 Can earnings forecast be improved by taking into account the forecast bias?
by Lardic, Sandrine & Dossou, François & Michalon, Karine

2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
by Zhongjun Qu & Pierre Perron

2008 China’s Real Exchange Rate Puzzle
by Tyers, Rod & Golley, Jane

2008 Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması
by Emin AVCI & Murat ÇİNKO

2008 Türkiye turizm sektörünün talep analizi
by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU

2008 Ratings trends and market meat in Romania in the context of the current food crisis
by Toderoiu, Filon & MATEESCU, Mihaela

2008 Choosing between alternative measures of core inflation using bounded rationality and cognitive biases
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2008 CO2 Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour?
by Bühler, Georg & Jochem, Patrick

2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
by Sucarrat, Genaro

2008 Does money still matter for U.S. output?
by Berger, Helge & Österholm, Pär

2008 Does global liquidity matter for monetary policy in the Euro area?
by Berger, Helge & Harjes, Thomas

2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
by Wang, Mu-Chun

2008 Short-term forecasting of electricity prices: Do we need a different model for each hour?
by Adam Misiorek

2008 Forecasting inflation with dynamic factor model – the case of Poland
by Jacek Kotlowski

2008 Explanations of the inconsistencies in survey respondents'forecasts
by Clements, Michael P.

2008 Rounding of probability forecasts : The SPF forecast probabilities of negative output growth
by Clements, Michael P.

2008 Valuation of open space: Hedonic house price analyses in the Dutch Randstad region
by Dekkers, J. & Koomen, E.

2008 Volatility forecasting: the jumps do matter
by Fulvio Corsi & Davide Pirino & Roberto Renò

2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process
by Francesco Audrino & Marcelo C. Medeiros

2008 Modeling Tick-by-Tick Realized Correlations
by Fulvio Corsi & Francesco Audrino

2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects
by Fulvio Corsi & Francesco Audrino

2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
by Chunming Yuan

2008 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M Maheu

2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
by Alonso Gomez & John M Maheu & Alex Maynard

2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
by Daniel Buncic

2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
by Young-Bae Kim

2008 Neural Network Models for Inflation Forecasting: An Appraisal
by Ali Choudhary & Adnan Haider

2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
by Roger Hammersland & Dag Henning Jacobsen

2008 Classical identification: A viable road for data to inform structural modeling
by Roger Hammersland

2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive Bowsher & Roland Meeks

2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Inflation Forecasting with Inflation Sentiment Indicators
by Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann

2008 Understanding Errors in EIA Projections of Energy Demand
by Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D.

2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
by Andrew Hodge & Tim Robinson & Robyn Stuart

2008 Combining Multivariate Density Forecasts Using Predictive Criteria
by Hugo Gerard & Kristoffer Nimark

2008 Forecasting with Dynamic Models using Shrinkage-based Estimation
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2008 A Review of Forecasting Techniques for Large Data Sets
by Jana Eklund & George Kapetanios

2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
by Jan J.J. Groen & George Kapetanios

2008 On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information
by Maximiano Pinheiro & Paulo Soares Esteves

2008 Forecasting investment: A fishing contest using survey data
by Sara Serra & José R. Maria

2008 Forecasting Using Targeted Diffusion Indexes
by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

2008 Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area
by Carlo Altavilla & Matteo Ciccarelli

2008 Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches
by S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan

2008 Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints
by Gelhausen, Marc Christopher

2008 Predicting elections from politicians’ faces
by Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm

2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
by Lanne, Markku & Luoma, Arto & Luoto, Jani

2008 The Cyclicity as Evolution Form of Economic Activities
by UNGUREANU, Laura

2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214
by Olenev, Nicholas

2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies
by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar

2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
by Nwaobi, Godwin

2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
by Buncic, Daniel

2008 Liquidity-Induced Dynamics in Futures Markets
by Fagan, Stephen & Gencay, Ramazan

2008 Can financial ratios predict the Malaysian stock return?
by Lee, Chin & Lee, Weng Hong

2008 Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
by Rumyantsev, Mikhail I.

2008 Bankruptcy prediction and neural networks: The contribution of variable selection methods
by du Jardin, Philippe

2008 Forecasting Using Functional Coefficients Autoregressive Models
by Bruno, Giancarlo

2008 Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal
by Raihan, Selim

2008 Using sentiment surveys to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Using sentiment to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006
by Buda, Rodolphe

2008 Detecting and forecasting business cycle turning points
by Harding, Don

2008 Capital flow to China and the issue of hot money: an empirical investigation
by Lai, Jennifer /J.T.

2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
by Omay, Tolga

2008 An Early Warning Signals Approach for Currency Crises: The Turkish Case
by Ari, Ali

2008 Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
by Giovanis, Eleftherios

2008 A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
by Giovanis, eleftheios

2008 Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
by Giovanis, Eleftherios

2008 Neuro-Fuzzy approach for the predictions of economic crisis
by Giovanis, Eleftherios

2008 Implied Volatility with Time-Varying Regime Probabilities
by Lanne, Markku & Ahoniemi, Katja

2008 Forecasting in vector autoregressions with many predictors
by Korobilis, Dimitris

2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
by Maldonado, Diego & Pazmiño, Mariela

2008 Exchange Rates Predictability in Developing Countries
by Sarmidi, Tamat

2008 Nyquist Frequency in Sequentially Sampled Data
by Faghih, Nezameddin & Faghih, Ali

2008 How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case
by Courtioux, Pierre

2008 The Role of Trends and Detrending in DSGE Models
by Andrle, Michal

2008 Estimating components of ICT expenditure: a model-based approach with applicability to short time-series
by Cooper, Russel & Madden, Gary G

2008 Infrastructure for Sustainable Growth: A Demand Projection Exercise for India
by Majumder, Rajarshi

2008 Benchmark forecasts for climate change
by Green, Kesten C & Armstrong, J Scott & Soon, Willie

2008 Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
by Guidi, Francesco

2008 Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data
by Nikolsko-Rzhevskyy, Alex

2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
by Visser, Marcel P.

2008 Forecasting macroeconomic variables using a structural state space model
by de Silva, Ashton

2008 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso

2008 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
by Weron, Rafal & Misiorek, Adam

2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
by Baptista, Ricardo F. de F. & Valls Pereira, Pedro L.

2008 A panel data analysis for the greenhouse effects in fifteen countries of European Union
by Giovanis, Eleftherios

2008 Modeling Trade Direction
by Rosenthal, Dale W.R.

2008 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
by Attiya Y. Javid & Eatzaz Ahmad

2008 Forecasting temperature indices with timevarying long-memory models
by Massimiliano Caporin & Juliusz Pres

2008 Multi-sector inflation forecasting - quarterly models for South Africa
by Janine Aron & John Muellbauer

2008 Forecasting with Equilibrium-correction Models during Structural Breaks
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
by Fabio Rumler & Maria Teresa Valderrama

2008 Estimating a Supply Block for Poland
by Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard

2008 Incorporating judgement with DSGE models
by Jaromír Beneš & Andrew Binning & Kirdan Lees

2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
by Chris Bloor & Troy Matheson

2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive G. Bowsher & Roland Meeks

2008 Forecast Evaluation of Small Nested Model Sets
by Kirstin Hubrich & Kenneth D. West

2008 Phillips Curve Inflation Forecasts
by James H. Stock & Mark W. Watson

2008 Efficient Prediction of Excess Returns
by Jon Faust & Jonathan H. Wright

2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
by Kenneth S. Rogoff & Vania Stavrakeva

2008 Can Exchange Rates Forecast Commodity Prices?
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi

2008 Global Forces and Monetary Policy Effectiveness
by Jean Boivin & Marc Giannoni

2008 Forecast with judgment and models
by Francesca Monti

2008 Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler

2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
by Ralph D. Snyder & Anne B. Koehler

2008 Density forecasting for long-term peak electricity demand
by Rob J Hyndman & Shu Fan

2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

2008 The tourism forecasting competition
by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

2008 GDP nowcasting with ragged-edge data : A semi-parametric modelling
by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy

2008 Business surveys modelling with seasonal-cyclical long memory models
by Laurent Ferrara & Dominique Guegan

2008 Forecasting chaotic systems : the role of local Lyapunov exponents
by Dominique Guegan & Justin Leroux

2008 Effect of noise filtering on predictions : on the routes of chaos
by Dominique Guegan

2008 Estimation of k-factor GIGARCH process : a Monte Carlo study
by Abdou Kâ Diongue & Dominique Guegan

2008 Measuring bank capital requirements through Dynamic Factor analysis
by Andrea Cipollini & Giuseppe Missaglia

2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities
by Csaba Csávás

2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
by Matteo Pelagatti & Valeria Negri

2008 Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?
by George Christodoulakis & Emmanuel Mamatzakis

2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
by Catherine Kyrtsou & Michel Terraza

2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

2008 Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators
by Konstantins Benkovskis

2008 Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
by G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze

2008 The information content of KOF indicators on Swiss current account data revisions
by Jan P.A.M. Jacobs & Sturm Jan-Egbert

2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
by Christian Conrad & Menelaos Karanasos

2008 Managing Disinflation under Uncertainty
by Mewael F. Tesfaselassie & Eric Schaling

2008 Forecasting Using Functional Coefficients Autoregressive Models
by Giancarlo Bruno

2008 Nonlinear Exchange Rate Predictability
by Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez

2008 Forecasting the maximum compensation offer in the automobile BI claims negotiation proces
by Mercedes Ayuso & Miguel Santolino

2008 Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data
by Claudio Agostini & Phillip Brown & Andrei Roman

2008 Poverty and Inequality among Ethnic Groups in Chile
by Claudio Agostini & Phillip Brown & Andrei Roman

2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
by Costantini, Mauro & Pappalardo, Carmine

2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
by Dominique Guégan & Justin Leroux

2008 Regional unemployment forecasts with spatial interdependencies
by Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

2008 Testing directional forecast value in the presence of serial correlation
by Oliver Blaskowitz & Helmut Herwartz

2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
by Oliver Blaskowitz & Helmut Herwartz

2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
by Wolfgang Reichmuth & Samad Sarferaz

2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
by Wolfgang Reichmuth & Samad Sarferaz

2008 Measuring and Modeling Risk Using High-Frequency Data
by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

2008 The Accuracy of Long-term Real Estate Valuations
by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
by Oliver Blaskowitz & Helmut Herwatz

2008 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle

2008 House Prices and Replacement Cost: A Micro-Level Analysis
by Rainer Schulz & Axel Werwatz

2008 Value-at-Risk and Expected Shortfall when there is long range dependence
by Wolfgang Härdle & Julius Mungo

2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
by Tom Pak-wing Fong & Chun-shan Wong

2008 Comparing Forecast Performance of Exchange Rate Models
by Lillie Lam & Laurence Fung & Ip-wing Yu

2008 A Corrected Value-at-Risk Predictor
by Lönnbark, Carl

2008 Macroeconomic Impact on Expected Default Frequency
by Åsberg Sommar, Per & Shahnazarian, Hovick

2008 Business surveys and inflation forecasting in China
by Kaaresvirta, Juuso & Mehrotra, Aaron

2008 Forecasting Inflation in China
by Mehrotra , Aaron & Sánchez-Fung, José R.

2008 Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler

2008 Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
by Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid

2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

2008 Comparison of Volatility Measures: a Risk Management Perspective
by Christian T. Brownlees & Giampiero Gallo

2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
by Vít Bubák

2008 Path Forecast Evaluation
by Òscar Jordà & Massimiliano Marcellino

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino

2008 A Monthly Indicator of the Euro Area GDP
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

2008 Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
by Massimiliano Marcellino & Christian Schumacher

2008 Estimating critical mass in the global cellular telephony market
by Michal Grajek & Tobias Kretschmer

2008 Flexible Decision Support in Dynamic Interorganizational Networks
by Collins, J. & Ketter, W. & Gini, M.

2008 Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map
by Kagie, M. & van Wezel, M.C. & Groenen, P.J.F.

2008 Experts' Stated Behavior
by Boulaksil, Y. & Franses, Ph.H.B.F.

2008 A decision rule to minimize daily capital charges in forecasting value-at-risk
by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

2008 The ten commandments for optimizing value-at-risk and daily capital charges
by McAleer, M.J.

2008 Modelling sustainable international tourism demand to the Brazilian Amazon
by Divino, J.A. & McAleer, M.J.

2008 Model selection for forecast combination
by Franses, Ph.H.B.F.

2008 Modeling monetary policy in real time:Does discreteness matter?
by Sirchenko Andrey

2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
by Christian Schulz

2008 Short-Term Forecasts of Euro Area GDP Growth
by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler

2008 Large Bayesian VARs
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin

2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
by Tatevik Sekhposyan & Barbara Rossi

2008 Forecast Comparisons in Unstable Environments
by Giacomini, Raffaella & Rossi, Barbara

2008 Can Exchange Rates Forecast Commodity Prices?
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

2008 A methodology for population projections: an application to Spain
by Andrés M. Alonso & Daniel Peña & Julio Rodríguez

2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez

2008 Measuring causality between volatility and returns with high-frequency data
by Jean-Marie Dufour & René García & Abderrahim Taamouti

2008 Short and long run causality measures: theory and inference
by Jean-Marie Dufour & Abderrahim Taamouti

2008 General to specific modelling of exchange rate volatility : a forecast evaluation
by Luc Bauwens & Genaro Sucarrat

2008 Multi-sector inflation forecasting - quarterly models for South Africa
by Janine Aron & John Muellbauer

2008 Are Prices Really Affected by Mergers?
by X. BOUTIN & L. JANIN

2008 Path Forecast Evaluation
by Jordà, Òscar & Marcellino, Massimiliano

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2008 A Monthly Indicator of the Euro Area GDP
by Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso

2008 Short-term Forecasts of Euro Area GDP Growth
by Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard

2008 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP
by Marcellino, Massimiliano & Schumacher, Christian

2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

2008 Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts
by Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

2008 Investigating uncertainty in macroeconomic forecasts by stochastic simulation
by Debby Lanser & Henk Kranendonk

2008 An easy test for two stationary long processes being uncorrelated via AR approximations
by WANG , Shin-Huei & HSIAO, Cheng

2008 Modelling the Economic Effects of Population Ageing
by James Giesecke & G.A. Meagher

2008 Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia
by Eliana Rocío González Molano

2008 An estimation of the pattern of diffusion of mobile phones: the case of Colombia
by Luis Fernando Gamboa & Jesus Otero

2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
by Nikolay Robinzonov & Klaus Wohlrabe

2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
by Steffen Henzel

2008 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information
by Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser

2008 The Information Content of KOF Indicators on Swiss Current Account Data Revisions
by Jan Jacobs & Jan-Egbert Sturm

2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni

2008 Forecasting Random Walks Under Drift Instability
by M. Hashem Pesaran & Andreas Pick

2008 A VECX Model of the Swiss Economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2008 Forecasting Economic and Financial Variables with Global VARs
by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith

2008 Path Forecast Evaluation
by Oscar Jorda & Massimiliano Marcellino

2008 Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market
by Eduardo Mendes & Les Oxley & Marco Reale

2008 Now-casting Irish GDP
by D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

2008 Identifying and Forecasting House Price Dynamics in Ireland
by D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard

2008 Are sectoral stock prices useful for predicting euro area GDP?
by Andersson, Magnus & D'Agostino, Antonello

2008 Asymmetries in Inflation Expectation Formation Across Demographic Groups
by Pfajfar, D. & Santoro, E.

2008 Forecasting Random Walks Under Drift Instability
by Pesaran, M.H. & Pick, A.

2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by Pesaran, M.H. & Zaffaroni, P.

2008 A VECX* Model of the Swiss Economy
by Assenmacher-Wesche, K. & Pesaran, M.H.

2008 Model Averaging in Risk Management with an Application to Futures Markets
by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

2008 Forecasting Economic and Financial Variables with Global VARs
by Pesaran, M.H. & Schuermann, T. & Smit, L.V.

2008 The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
by Akhter Faroque & William Veloce & Jean-Francois Lamarche

2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
by Ferrara, L. & Guégan, D.

2008 Monthly forecasting of French GDP: A revised version of the OPTIM model
by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

2008 Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
by Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C.

2008 An Inflation Forecasting Model for the Euro Area
by Chauvin, V. & Devulder, A.

2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
by Carlos Capistrán & Gabriel López-Moctezuma

2008 Uncertainty and the price of risk in a nominal convergence process
by Ricardo Gimeno & José Manuel Marqués

2008 A Structural VAR Approach to Core Inflation in Canada
by Sylvain Martel

2008 Bank lending effect on German commercial property prices
by Gruber, Johannes & Lee, Gabriel

2008 Disagreement and Biases in Inflation Expectations
by Carlos Capistrán & Allan Timmermann

2008 The cyclical component factor model
by Christian M. Dahl & Henrik Hansen & John Smidt

2008 American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
by Lars Stentoft

2008 Modelling and Forecasting Multivariate Realized Volatility
by Roxana Chiriac & Valeri Voev

2008 Option Pricing using Realized Volatility
by Lars Stentoft

2008 Explaining The Great Moderation: It Is Not The Shocks
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin

2008 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Graham Elliott & Ivana Komunjer & Allan Timmermann

2008 Alternative Measures of Core Inflation in Romania
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2008 Polynomial Interpolation and Applications to Autoregressive Models
by Mateescu, George Daniel

2008 An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy
by Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei

2008 Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend
by Kudrov, Alexander

2008 An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results
by Rozhkovskaya, Ekaterina

2008 Stock market crashes modeling: stochastic cusp catastrophe application
by Miloslav Vošvrda & Jozef Baruník

2008 Vulnerabilities in an economy to extensive pressures on the exchange rate
by Michal Pazou

2008 Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II
by Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á.

2008 Crude Oil Prices and the USD/EUR Exchange Rate
by Andreas Breitenfellner & Jesus Crespo Cuaresma

2008 An Analysis of Credit to the Household Sector in Austria
by Friedrich Fritzer & Lukas Reiss

2008 Value-at-Risk for Greek Stocks
by Timotheos Angelidis & Alexandros Benos

2008 A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
by Kristóf, Tamás

2008 Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia
by Klaus Weyerstrass & Reinhard Neck

2008 Assessing the Rationality of Survey Expectations: The Probability Approach
by Jörg Breitung

2008 Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?
by Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle

2008 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

2008 Property tax and speculative bubble: An empirical analysis of Tianjin
by LI Wei

2008 How Do Neural Networks Enhance the Predictability of Central European Stock Returns?
by Jozef Baruník

2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach
by Zdenìk Zmeškal

2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation
by Martin Hrubý

2008 Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana
by Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman

2008 Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
by Li, Ming-Yuan Leon

2008 Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
by da Veiga, Bernardo & Chan, Felix & McAleer, Michael

2008 Forecasting Market Crashes: Does Density Specification Matter?
by BRIO, Esther B. & PEROTE, Javier

2008 Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus
by Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs

2008 Extremum Estimation when the Predictors are Estimated from Large Panels
by Jushan Bai & Serena Ng

2008 Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano
by Elkin Castaño & Karoll Gómez & Santiago Gallón

2008 Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia
by Sergio Botero Botero & Jovan Alfonso Cano Cano

2008 La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación
by Juan Camilo Santana

2008 Medienberichte als Konjunkturindikator
by Jan Grossarth-Maticek & Johannes Mayr

2008 OPTIM: a quarterly forecasting tool for French GDP
by Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

2008 OPTIM : un outil de prévision trimestrielle du PIB de la France
by BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

2008 Analysis of the Labour Market in Bulgaria through a Error Correction Model
by Anita Staneva

2008 Economic Effects Of Cee Countries Integration Into The European Union
by Gheorghe Zaman

2008 Economic Forecasting
by Graham Elliott & Allan Timmermann

2007 ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst
by Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus

2007 The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance
by Zhang, Shidong & Lowinger, Thomas C.

2007 Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi
by Serpil TÜRKYILMAZ & Mustafa ÖZER

2007 İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü
by Işıl AKGÜN & Hülya SAYYAN

2007 Harmonic Regression Models: A Comparative Review with Applications
by Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane

2007 Projecting the Medium-Term: Outcomes and Errors for GDP Growth
by Kappler, Marcus

2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.

2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
by Herwartz, Helmut & Golosnoy, Vasyl

2007 Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach
by Koetter, Michael & Porath, Daniel

2007 Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
by Marcellino, Massimiliano & Schumacher, Christian

2007 Quantifying risk and uncertainty in macroeconomic forecasts
by Knüppel, Malte & Tödter, Karl-Heinz

2007 Measuring the Fiscal Stance
by Vito Polito & Mike Wickens

2007 Option Pricing under Stochastic Volatility and Trading Volume
by Sadayuki Ono

2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski

2007 Testing rationality of price expectations on the basis of contingency tables
by Emilia Tomczyk

2007 Forecasting Implied Volatility Surfaces
by Francesco Audrino & Dominik Colagelo

2007 A general multivariate threshold GARCH model with dynamic conditional correlations
by Francesco Audrino & Fabio Trojani

2007 Splines for Financial Volatility
by Francesco Audrino & Peter Bühlmann

2007 Realized Correlation Tick-by-Tick
by Fulvio Corsi & Francesco Audrino

2007 Aggregation of regional economic time series with different spatial correlation structures
by Giuseppe Arbia & Marco Bee & Giuseppe Espa

2007 How useful are historical data for forecasting the long-run equity return distribution?
by John M Maheu & Thomas H McCurdy

2007 Learning, Forecasting and Structural Breaks
by John M Maheu & Stephen Gordon

2007 How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters
by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
by Roger Bjørnstad & Eilev S. Jansen

2007 “It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects
by Jean-Michel Dalle & Paul A. David

2007 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger

2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
by Fiorella Triscritti

2007 The Economics of the Mega-Greenhouse Effect: A Conceptual Framework
by John M. Gowdy & Roxana Julia

2007 The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches
by Fattouh, Bassam

2007 Modeling and predicting the CBOE market volatility index
by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth

2007 Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman
by Jacques Pezier

2007 Forecasting with Factors: The Accuracy of Timeliness
by Christian Gillitzer & Jonathan Kearns

2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2007 Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
by Michael P. Clements & Ana Beatriz Galv�o

2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero

2007 Wavelet Analysis and Denoising: New Tools for Economists
by Iolanda Lo Cascio

2007 Changes in Predictive Ability with Mixed Frequency Data
by Ana Beatriz Galv�o

2007 A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
by Andrea Carriero & Massimiliano Marcellino

2007 Pooling Forecasts in Linear Rational Expectations Models
by Gregor W. Smith

2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
by Wagatha, Matthias

2007 Random Utility Pseudo Panel Model and Application on Car Ownership Forecast
by Huang, Biao

2007 The Use of Pseudo Panel Data for Forecasting Car Ownership
by Huang, Biao

2007 Joint Modeling of Call and Put Implied Volatility
by Ahoniemi, Katja & Lanne, Markku

2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie

2007 Does global liquidity help to forecast US inflation?
by D'Agostino, A & Surico, P

2007 Federal Reserve Information During the Great Moderation
by D'Agostino, A & Whelan, K

2007 Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
by Karathanassis, George & Sogiakas, Vasilios

2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
by Gomez-Sorzano, Gustavo

2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
by Nandwa, Boaz & Mohan, Ramesh

2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
by Bandyopadhyay, Arindam

2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
by Bandyopadhyay, Arindam

2007 Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach
by George, Michael

2007 Exact prediction of inflation and unemployment in Germany
by Kitov, Ivan

2007 Exact prediction of inflation and unemployment in Canada
by Kitov, Ivan

2007 Singular Spectrum Analysis: Methodology and Comparison
by Hassani, Hossein

2007 К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
by Rumyantsev, Mikhail I.

2007 Global warming: Forecasts by scientists versus scientific forecasts
by Green, Kesten C. & Armstrong, J. Scott

2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by Cipollini, Andrea & Missaglia, Giuseppe

2007 Volatilidad del Precio de la Mezcla Mexicana de Exportación
by Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio

2007 Structural breaks and energy efficiency in Fiji
by Rao, B. Bhaskara & Rao, Gyaneshwar

2007 Inflation in Croatia with outlook to future
by Paunić, Alida

2007 Are there differences between unconditional and conditional demand estimates? implications for future research and policy
by Hidayat, Budi

2007 Modelling real GDP per capita in the USA: cointegration test
by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana

2007 Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
by Ari, Ali & Dagtekin, Rustem

2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
by Mandler, Martin

2007 Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
by Weron, Rafal & Misiorek, Adam

2007 Martingales, Detrending Data, and the Efficient Market Hypothesis
by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H.

2007 Параллельное Программирование В Matlab М Его Приложения
by Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

2007 Passengers' Airport Choice
by Gelhausen, Marc Christopher

2007 Altitude or hot air?
by Chumacero, Romulo

2007 Inflation Forecasting in Pakistan using Artificial Neural Networks
by Haider, Adnan & Hanif, Muhammad Nadeem

2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Mandler, Martin

2007 A multiple regression model for inflation rate in Romania in the enlarged EU
by Falnita, Eugen & Sipos, Ciprian

2007 Optimal forecasting model selection and data characteristics
by Fildes, Robert & Madden, Gary & Tan, Joachim

2007 Appreciating the Renminbi
by Rod Tyers & Iain Bain

2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
by Jennifer Castle & David Hendry

2007 An Analysis of Tax Revenue Forecast Errors
by Martin Keene & Peter Thomson

2007 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys
by Troy Matheson

2007 Nowcasting and predicting data revisions in real time using qualitative panel survey data
by Troy Matheson & James Mitchell & Brian Silverstone

2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
by Jon Faust & Jonathan H. Wright

2007 Does Age Structure Forecast Economic Growth?
by David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay

2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski

2007 Optimal combination forecasts for hierarchical time series
by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos

2007 A state space model for exponential smoothing with group seasonality
by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar

2007 Automatic time series forecasting: the forecast package for R
by Rob J. Hyndman & Yeasmin Khandakar

2007 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?
by Gael M. Martin & Andrew Reidy & Jill Wright

2007 An Assessment of Alternative State Space Models for Count Time Series
by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin

2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting
by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder

2007 Non-linear exponential smoothing and positive data
by Muhammad Akram & Rob J. Hyndman & J. Keith Ord

2007 Hierarchical forecasts for Australian domestic tourism
by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman

2007 Forecasting electricity spot market prices with a k-factor GIGARCH process
by Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal

2007 The European Union preferential trade with developing countries. Total trade restrictiveness and the case of sugar
by Conforti, Piero & Ford, Deep & Hallam, David & Rapsomanikis, George & Salvatici, Luca

2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by Andrea Cipollini & Giuseppe Missaglia

2007 Leading indicator properties of US high-yield credit spreads
by Andrea Cipollini & Nektarios Aslanidis

2007 A real-time analysis of the Swiss trade account
by Jan Jacobs & Jan-Egbert Sturm

2007 Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
by Domenico Giannone & Lucrezia Reichlin & David H Small

2007 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
by Damjan Pfajfar & Emiliano Santoro

2007 Leading indicator properties of the US corporate spreads
by Nektarios Aslanidis & Andrea Cipollini

2007 The predictive content of the real interest rate gap for macroeconomic variables in the euro area
by Jean-Stéphane MESONNIER

2007 Modelling good and bad volatility
by Matteo Pelagatti

2007 Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP
by António José Morgado & Luis Catela Nunes & Susana Salvado

2007 Forecast Content And Content Horizons For Some Important Macroeconomic Time Series
by John W. Galbraith & Greg Tkacz

2007 Non-negativity Conditions for the Hyperbolic GARCH Model
by Christian Conrad

2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem

2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?
by Tobias Knedlik & Rolf Scheufele

2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps
by Maurizio Bovi

2007 Mixtures of t-distributions for Finance and Forecasting
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert

2007 Modelling Inflation in Croatia
by Maruška Vizek & Tanja Broz

2007 Estimating, Filtering and Forecasting Realized Betas
by Claudio Morana

2007 International migration with heterogeneous agents : theory and evidence
by Brücker, Herbert & Schröder, Philipp J. H.

2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

2007 Regional employment forecasts with spatial interdependencies
by Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
by Wolfgang Härdle & Julius Mungo

2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
by Wen-Jen Tsay & Wolfgang Härdle

2007 Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
by Ying Chen & Vladimir Spokoiny

2007 A Real Activity Index for Mainland China
by Li-gang Liu & Wenlang Zhang & Jimmy Shek

2007 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
by Hans Genberg & Jian Chang

2007 Bayesian forecast combination for VAR models
by Andersson, Michael K & Karlsson, Sune

2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
by Sellin, Peter

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 Bayesian Forecast Combination for VAR Models
by Andersson, Michael K & Karlsson, Sune

2007 An Embarrassment of Riches: Forecasting Using Large Panels
by Eklund, Jana & Karlsson, Sune

2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
by Deschamps, Philippe J.

2007 Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail
by Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman

2007 Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections
by Igor Lebrun

2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
by Giampiero Gallo & Edoardo Otranto

2007 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo

2007 Regime Switching: Italian Financial Markets over a Century
by Margherita Velucchi

2007 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo

2007 On the Interaction between Ultra–high Frequency Measures of Volatility
by Giampiero Gallo & Margherita Velucchi

2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa

2007 The potential impact of the fiscal transfers under the EU Cohesion Policy Programme
by Jan in 't Veld

2007 A Manager's Perspective on Combining Expert and Model-based Forecasts
by Franses, Ph.H.B.F. & Legerstee, R.

2007 Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process
by Frenk, J.B.G. & Nicolai, R.P.

2007 Demand-Driven Scheduling of Movies in a Multiplex
by Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B.

2007 Modeling regional house prices
by van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C.

2007 On the optimality of expert-adjusted forecasts
by Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D.

2007 Evaluating real-time forecasts in real-time
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

2007 Predictive gains from forecast combinations using time-varying model weights
by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

2007 Improved forecasting with leading indicators: the principal covariate index
by Heij, C.

2007 China'S Real Exchange Rate Puzzle
by Rod Tyers & Jane Golley & Iain Bain

2007 Forecasting economic growth for Estonia : application of common factor methodologies
by Christian Schulz

2007 Physical Market Determinants of the Price of Crude Oil and the Market Premium
by Chevillon, Guillaume & Rifflart, Christine

2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

2007 Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle
by Ard den Reijer

2007 A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder
by Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths

2007 Explaining The Great Moderation: It Is Not The Shocks
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

2007 (Un)Predictability and Macroeconomic Stability
by D'Agostino, Antonello & Giannone, Domenico & Surico, Paolo

2007 Comparing Alternative Predictors Based on Large-Panel Factor Models
by D'Agostino, Antonello & Giannone, Domenico

2007 What Do We Learn from the Price of Crude Oil Futures?
by Alquist, Ron & Kilian, Lutz

2007 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts
by Patton, Andrew J & Timmermann, Allan G

2007 Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
by Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M

2007 Bayesian VARs with Large Panels
by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
by Favero, Carlo A. & Niu, Linlin & Sala, Luca

2007 Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach
by Guidolin, Massimo & Timmermann, Allan G

2007 Economic Forecasting
by Elliott, Graham & Timmermann, Allan G

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses
by Henk Kranendonk & Johan Verbruggen

2007 On the optimality of expert-adjusted forecasts
by Henk Kranendonk & Debby Lanser & P.H. Franses

2007 Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study
by Daniel TORRES - GRACIA,

2007 Pronósticos directos de la inflación colombiana
by Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte

2007 Pronósticos directos de la inflación colombiana
by Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte

2007 Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic
by Vojtech Benda & Lubos Ruzicka

2007 VAR Model Averaging for Multi-Step Forecasting
by Johannes Mayr & Dirk Ulbricht

2007 Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area
by Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe

2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected
by Johannes Mayr & Dirk Ulbricht

2007 Estimation and Inference by the Method of Projection Minimum Distance
by Oscar Jorda & Sharon Kozicki

2007 Inference for Impulse Responses
by Oscar Jorda

2007 Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
by Oscar Jorda

2007 Federal Reserve Information During the Great Moderation
by D'Agostino, Antonello & Whelan, Karl

2007 Does global liquidity help to forecast US inflation?
by D'Agostino, Antonello & Surico, Paolo

2007 The Impact of Renminbi Appreciation on the World Rice Market
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2007 Universality of Bayesian Predictions
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2007 Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows
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2007 Online Forecast Combination for Dependent Heterogeneous Data
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2007 L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision
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2007 DSGE Models in a Data-Rich Environment
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2007 Optimality Tests for Multi-Horizon Forecasts
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2007 A policy-sensible core-inflation measure for the euro area
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2007 The determinants of household credit in Spain
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2007 Estimation and Inference by the Method of Projection Minimum Distance
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2007 How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables
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2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
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2007 Appreciating the Renminbi
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2007 China’s Real Exchange Rate
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2007 Construction and Interpretation of Model-Free Implied Volatility
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2007 Complexity in Social Worlds, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life
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2007 Social Science in Between, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life
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2007 Asymmetry and Spillover Effects in the North American Equity Markets
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2007 A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
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2007 The Predictive Power of Interest Rates Spread for Economic Activity
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2007 Neuro-Adaptive Model for Financial Forecasting
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2007 The "Dobrescu" Macromodel Of The Romanian Market Economy - 2005 Version - Yearly Forecast
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2007 Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
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2007 Comparing the Predictive Accuracy of Macroeconomic Forecasts for Austria from 1998 to 2006
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2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35
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2007 Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen
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2007 Desigualdad geográfica en Chile
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2007 Using All Observations when Forecasting under Structural Breaks
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2007 A Time Series Model for the Romanian Stock Market
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2007 Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México
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2007 Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market
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2007 A Structural Model For Net Rental Income In The U.S. Leasing Industry
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2007 Prognosen der regionalen Konjunkturentwicklung
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2007 Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados
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2007 Forecast content and content horizons for some important macroeconomic time series
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2007 L’indicateur synthétique mensuel d’activité (ISMA) : une révision
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2007 Development of Long-term Scenarios for Health Care Expenditure in Bulgaria
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2007 Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050
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2007 Econometric analysis of Labour Market in Bulgaria - 1991-2006
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2007 Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria
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2007 Genesis and Evolution of Market Share Predictive Models
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2006 A Unified Copula Framework for VaR forecasting
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2006 The combination of volatility forecasts
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2006 Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining
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2006 A component GARCH model with time varying weights
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2006 Economic activity and Recession Probabilities: spread predictive power in Italy
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2006 Disagreement and Biases in Inflation Expectations
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2006 Forecasting VARMA processes: VAR models vs. subspace-based state space models
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2006 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
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2006 Pricing Basket spread options
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2006 The extremal index for GARCH(1,1) processes with t-distributed innovations
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2006 High Dimensional Yield Curves: Models and Forecasting
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2006 Can Consumer Confidence Forecast Household Spending? Evidence from the European COmmission Business and Consumer Surveys
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2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?
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2006 Forecasting trade
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2006 Country Default Probabilities: Assessing and Backtesting
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2006 Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo
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2006 Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
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2006 Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
by Lux, Thomas & Kaizoji, Taisei

2006 Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
by Schumacher, Christian & Breitung, Jörg

2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
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2006 Real-time macroeconomic data and ex ante predictability of stock returns
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

2006 Interval forecasting of spot electricity prices
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2006 Short-term electricity price forecasting with time series models: A review and evaluation
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2006 Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters
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2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
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2006 Forecast Encompassing Tests and Probability Forecasts
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2006 Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation
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2006 Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters
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2006 What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence
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2006 Forecasting regional labor market developments under spatial heterogeneity and spatial correlation
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2006 Granger-causality in Markov Switching Models
by Monica Billio & Silvestro Di Sanzo

2006 A New Approach to Forecasting Exchange Rates
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2006 Volatility Forecast Comparison using Imperfect Volatility Proxies
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2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
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2006 Artificial Neural Networks in Financial Modelling
by Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia

2006 Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
by José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López

2006 Heterogeneity and learning in inflation expectation formation: an empirical assessment
by Emiliano Santoro & Damjan Pfajfar

2006 Learning about the Term Structure and Optimal Rules for Inflation Targeting
by Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W.

2006 Assessing the Effects of using Demand Parameters Estimates in Inventory Control
by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

2006 Hierarchical Estimation as Basis for Hierarchical Forecasting
by Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A.

2006 Forecasting Swiss inflation using VAR models
by Caesar Lack

2006 Bank Profitability and Taxation
by Ugo Albertazzi & Leonardo Gambacorta

2006 The predictive power of the present value model of stock prices
by Geraldine Ryan

2006 Comparing Value-at-Risk Methodologies
by Luiz Renato Lima & Breno Pinheiro Néri

2006 High Dimensional Yield Curves: Models and Forecasting
by Clive G. Bowsher & Roland Meeks

2006 Improving Business Cycle Forecasts’ Accuracy - What Can We Learn from Past Errors?
by Roland Döhrn

2006 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
by Valentina Corradi & Norman Swanson & Walter Distaso

2006 Predictive Inference for Integrated Volatility
by Valentina Corradi & Norman Swanson & Walter Distaso

2006 A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
by Norman Swanson & Geetesh Bhardwaj

2006 Optimal Hedging with Higher Moments
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2006 The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios
by Jacques Pezier & Anthony White

2006 Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?
by Chris Brooks & Apostolos Katsaris

2006 El costo del crédito en el Perú, revisión de la evolución reciente
by Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal

2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
by Silvia S.W. Lui

2006 Forecasting Using Predictive Likelihood Model Averaging
by George Kapetanios & Vincent Labhard & Simon Price

2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
by George Kapetanios & Vincent Labhard & Simon Price

2006 Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines
by Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque

2006 Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising

2006 Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area
by Carlo Altavilla & Matteo Ciccarelli

2006 Forecasting and Combining Competing Models of Exchange rate Determination
by Carlo Altavilla & Paul De Grauwe

2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)
by Dion, David Pascal

2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case
by Dion, David Pascal

2006 Does Consumer Confidence Forecast Household Spending?
by Dion, David Pascal

2006 Value at Risk yang memperhatikan sifat statistika distribusi return
by Situngkir, Hokky

2006 Economic and Financial Crises and the Predictability of U.S. Stock Returns
by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian

2006 Nonlinear Links between Stock Returns and Exchange Rate Movements
by Hartmann, Daniel & Pierdzioch, Christian

2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019
by Gomez-Sorzano, Gustavo

2006 Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach
by Fuerst, Franz

2006 Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach
by Gelhausen, Marc Christopher

2006 Forecasting VARMA processes using VAR models and subspace-based state space models
by Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan

2006 Borderplex Economic Outlook: 2006 – 2008
by Fullerton, Thomas M., Jr. & Kelley, Brian W.

2006 Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick

2006 Previsão da eficácia ofensiva do futebol profissional: Um caso Português
by Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco

2006 Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
by Breiding, Torsten

2006 Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59
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2006 Úttekt á efnahagsspám Þjóðhagsstofnunar fyrir árin 1981-2002
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2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
by Ghent, Andra

2006 Flughafen- und Zugangsverkehrsmittelwahl in Deutschland - Ein verallgemeinerter Nested Logit-Ansatz
by Gelhausen, Marc Christopher

2006 Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market
by Weron, Rafal & Misiorek, Adam

2006 Scenarios for sustainable peace in colombia by year 2019
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2006 A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019
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2006 Method of the exponential adjustement using directly the terms of the empiric series in the analysis of the dynamics of the textile confections production
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2006 Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
by Horvath, Roman & Komarek, Lubos

2006 The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution
by Feng, Dai & Yuan-Zheng, Zhong

2006 A structural model for corporate profit in the U.S. industry
by Gomez-Sorzano, Gustavo

2006 Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models
by Francois-Éric Racicot & Raymond Théoret & Alain Coen

2006 Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior
by Michael P. Keane & Kenneth I. Wolpin

2006 Robust volatility forecasts and model selection in financial time series
by L. Grossi & G. Morelli

2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts
by Guillaume Chevillon

2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices
by Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM

2006 Forecasting Monthly GDP for Canada
by Annabelle Mourougane

2006 New OECD Methods for Supply-side and Medium-term Assessments: A Capital Services Approach
by Pierre-Olivier Beffy & Patrice Ollivaud & Pete Richardson & Franck Sédillot

2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey

2006 Phillips curve forecasting in a small open economy
by Troy Matheson

2006 High Dimensional Yield Curves: Models and Forecasting
by Clive Bowsher & Roland Meeks

2006 DSGE Models in a Data-Rich Environment
by Jean Boivin & Marc Giannoni

2006 Why Has U.S. Inflation Become Harder to Forecast?
by James H. Stock & Mark W. Watson

2006 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh

2006 Prediction Markets in Theory and Practice
by Justin Wolfers & Eric Zitzewitz

2006 DSGE Models in a Data-Rich Environment
by Jean Boivin & Marc Giannoni

2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
by Kenneth D. West & Todd Clark

2006 Réduction linéaire de cotisations patronales à la sécurité sociale et financement alternatif
by Philippe Jeanfils & Philippe Delhez & Luc Van Meensel & Koen Burggraeve & Kristel Buysse & Philip Du Caju & Yves Saks & Kris Van Cauter

2006 Some Nonlinear Exponential Smoothing Models are Unstable
by Rob J Hyndman & Muhammad Akram

2006 Modelling and forecasting Australian domestic tourism
by George Athanasopoulos & Rob J. Hyndman

2006 The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes
by S. D. Grose & D. S. Poskitt

2006 Stochastic population forecasts using functional data models for mortality, fertility and migration
by Rob J Hyndman & Heather Booth

2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong

2006 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility
by Gael M. Martin & Andrew Reidy & Jill Wright

2006 The Hungarian Quarterly Projection Model (NEM)
by Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas

2006 The Econometric Analysis of Constructed Binary Time Series
by Don Harding & Adrian Pagan

2006 How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series
by John G. Galbraith & Greg Tkacz

2006 Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor
by Badi H. Baltagi & Dong Li

2006 Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?
by Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle

2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?
by Chris Heaton & Victor Solo

2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

2006 Testing Temporal Disaggregation
by Christian Müller

2006 Predicting GDP Components. Do Leading Indicators Increase Predictability?
by Jonas Dovern

2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
by Costas Milas & Ilias Lekkos & Theodore Panagiotidis

2006 International Migration with Heterogeneous Agents: Theory and Evidence
by Herbert Brücker & Philipp J. H. Schröder

2006 International Migration with Heterogeneous Agents: Theory and Evidence
by Brücker, Herbert & Schröder, Philipp J. H.

2006 Prediction Markets in Theory and Practice
by Wolfers, Justin & Zitzewitz, Eric

2006 Prediction Markets in Theory and Practice
by Justin Wolfers & Eric Zitzewitz

2006 El Tipo De Cambio Real Dólar-Euro Y El Diferencial De Intereses Reales
by Paz Rico Belda

2006 The Cyclical Behavior of Shadow and Regular Employment
by Maurizio Bovi

2006 Forecasting Employment for Germany
by Darius Hinz & Camille Logeay

2006 Seasonal Cycles in European Agricultural Commodity Prices
by Jumah, Adusei & Kunst, Robert M.

2006 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén

2006 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos

2006 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino

2006 Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power
by Jörg Polzehl & Vladimir Spokoiny

2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
by Ralf Brüggemann

2006 Incorporating Judgement in Fan Charts
by Österholm, Pär

2006 The Fox News Effect: Media Bias and Voting
by DellaVigna, Stefano & Kaplan, Ethan

2006 Forecast errors and the macroeconomy — a non-linear relationship?
by Ulrich Fritsche & Joerg Doepke

2006 Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses
by Jan van der Linden

2006 Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case
by Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun

2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality
by Petr Kadeřábek

2006 Measuring Vulnerability to Food Insecurity
by Pasquale Scaramozzino

2006 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino

2006 A Mixture Multiplicative Error Model for Realized Volatility
by Markku Lanne

2006 Forecasting Realized Volatility by Decomposition
by Markku Lanne

2006 Forecasting Emerging Market Indicators: Brazil and Russia
by Victor Bystrov

2006 Institutional Forecasting: The Performance of Thin Virtual Stock Markets
by van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B.

2006 Formalizing judgemental adjustment of model-based forecasts
by Franses, Ph.H.B.F.

2006 Measuring volatility with the realized range
by Martens, M.P.E. & van Dijk, D.J.C.

2006 Improved Construction of diffusion indexes for macroeconomic forecasting
by Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F.

2006 Forecasting measures of inflation for the Estonian economy
by Agostino Consolo

2006 Prediction Markets in Theory and Practice
by Wolfers, Justin & Zitzewitz, Eric

2006 Forecasting inflation for transition countries: How accurate are the EBRD forecasts?
by Libor Krkoska & Utku Teksoz

2006 Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth
by Anthony S. Tay

2006 Detecting and Predicting Forecast Breakdowns
by Rossi, Barbara & Giacomini, Raffaella

2006 Payment Scale Economies and the Replacement of Cash and Stored Value Cards
by Wilko Bolt & David Humphrey

2006 Regime transplants in GDP growth forecasting: A recipe for better predictions?
by Lennard van Gelder & Ad Stokman

2006 Forecasting Market Impact Costs and Identifying Expensive Trades
by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis

2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
by Luc, BAUWENS & Genaro, SUCARRAT

2006 Intra-Daily FX Optimal Portfolio Allocation
by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo

2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
by Greta Falavigna

2006 Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs
by Yiannis Kamarianakis & Anastasios Xepapadeas

2006 Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis
by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

2006 Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange
by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

2006 Balance of opinion What about missing the weights?
by O. BIAU & N. FERRARI

2006 A Simple Benchmark for Forecasts of Growth and Inflation
by Marcellino, Massimiliano

2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.

2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

2006 Prediction Markets in Theory and Practice
by Wolfers, Justin & Zitzewitz, Eric

2006 Forecasting Economic Aggregates by Disaggregates
by Hendry, David F & Hubrich, Kirstin

2006 Monetary Policy and the Evolution of the US Economy
by Canova, Fabio

2006 Structural Changes in the US Economy: Bad Luck or Bad Policy?
by Canova, Fabio & Gambetti, Luca

2006 Athena; a multi-sector model of the Dutch economy
by Bert Smid

2006 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
by CORONEO, Laura & VEREDAS, David

2006 Deciding between GARCH and stochastic volatility via strong decision rules
by PREMINGER, Arie & HAFNER, Christian M.

2006 General to specific modelling of exchange rate volatility: a forecast evaluation
by BAUWENS, Luc & SUCARRAT, Genaro

2006 Intra-daily FX optimal portfolio allocation
by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick

2006 Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos
by Julio César Alonso & Mauricio Alejandro Arcos

2006 Pronósticos de producción agrícola
by Constanza MARTINEZ VENTURA

2006 Inflación y dinero en Colombia: otro modelo P-estrella
by Andrés González & Luis Fernando Melo & Carlos Esteban Posada

2006 Identifying Fiscal Policy Shocks In Chile And Colombia
by Jorge E. Restrepo & Hernán Rincón

2006 Evaluación de pronósticos del tipo de cambio utilizando
by Munir A. Jalil. B & Martha Misas

2006 An Econometric Analysis of Emission Trading Allowances
by Marc S. Paoletta & Luca Taschini

2006 Tests in contingency tables as regression tests
by Stanislav Anatolyev & Grigory Kosenok

2006 Nonparametric retrospection and monitoring of predictability of financial returns
by Stanislav Anatolyev

2006 Forecasting and Combining Competing Models of Exchange Rate Determination
by Carlo Altavilla & Paul De Grauwe

2006 (Un)Predictability and Macroeconomic Stability
by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo

2006 Assessing the Role of Income and Interest Rates in Determining House Prices
by McQuinn, Kieran & O'Reilly, Gerard

2006 Space and Time: Wind in an Investment Planning Model
by Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G.

2006 Computational Intelligence in Exchange-Rate Forecasting
by Andreas S. Andreou & George A. Zombanakis

2006 Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules
by Arie Preminger & Christian M. Hafner

2006 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area
by Mésonnier, J-S.

2006 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
by Carlos Capistrán

2006 Forecast Combination with Entry and Exit of Experts
by Carlos Capistrán & Allan Timmermann

2006 Disagreement and Biases in Inflation Expectations
by Carlos Capistrán & Allan Timmermann

2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models
by Guillermo Benavides

2006 Bank profitability and the business cycle
by Ugo Albertazzi & Leonardo Gambacorta

2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
by Jean-Marie Dufour & David Tessier

2006 Using Monthly Indicators to Predict Quarterly GDP
by Isabel Yi Zheng & James Rossiter

2006 Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
by Greg Tkacz & Carolyn Wilkins

2006 Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
by Anna Piretti & Charles St-Arnaud

2006 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey

2006 Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan
by Anthony Garratt & Kevin Lee

2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
by Giulio PALOMBA

2006 Forecasting US bond yields at weekly frequency
by Riccardo LUCCHETTI & Giulio PALOMBA

2006 China's Economic Growth and its Real Exchange Rate
by Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain

2006 Ein multisektoraler Sammelindikator für die Schweizer Konjunktur
by Michael Graff

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union
by Ogrean, Claudia & Herciu, Mihaela

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 A Model to Forecast the Evolution of the Structure of a System of Economic Indicators
by Andreica, Marin

2006 An Adaptive Retraining Method for the Exchange Rate Forecasting
by Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca

2006 Stability in Stochastic Forecasting of Time Series
by Kharin, Yuriy

2006 Predicting the Poverty Impacts of Trade Reform
by Thomas W. Hertel & Jeffrey J. Reimer

2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index
by Khurshid M. Kiani

2006 The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis
by Andy C.C. Kwan & John A. Cotsomitis

2006 Modelarea inflaţiei în România
by Pelinescu Elena

2006 Effects of the additive Outliers in the forecasting of the conditional variance of an Arch model/Efectos de los Outliers aditivos en la predicción de la varianza condicional de un modelo Arch
by CATALÁN, BEATRIZ & TRÍVEZ, F. JAVIER

2006 Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis
by Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt

2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
by María Clara Aristizábal Restrepo

2006 Forecasting Inflation: An Art as Well as a Science!
by Ard Reijer & Peter Vlaar

2006 A Bayesian Model Averaging Approach to Enhance Value Investment
by Ron Bird & Richard Gerlach

2006 Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market
by Kim-Leng Goh & Kim-Lian Kok

2006 Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros
by Juan José Pompilio Sartori

2006 Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis
by Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry
by GÓMEZ-SORZANO Gustavo A

2006 Using Bootstrap to Test Portfolio Efficiency
by Pin-Huang Chou & Guofu Zhou

2006 Inflation Expectations in Latin America
by Fabia A de Carvalho & Mauricio S. Bugarin

2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
by Aristizábal, María Clara

2006 Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur
by Klaus Abberger & Klaus Wohlrabe

2006 Zur Prognosekraft des ifo Indikators
by Hans-Werner Sinn & Klaus Abberger

2006 A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans
by Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé

2006 The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece
by Theodore M. Mitrakos & Nicholas G. Zonzilos

2006 Banque de France scores: development, applications, and maintenance
by Bardos, M.

2006 La contagion du risque via les impayés sur effets de commerce
by BARDOS, M. & STILI, D.

2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins
by Vamerson Schwingel Ribeiro & Joilson Dias

2006-2007 Risk contagion through defaults on trade bills
by Bardos, M. & Stili, D.

2005 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment
by Peter Zadrozny & Ellis Tallman

2005 An Integrated Approach For Stock Price Forecasting
by Alvaro Veiga & Gustavo Santos Raposo

2005 Model Uncertainty and Endogenous Volatility
by George W. Evans & William A. Branch

2005 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition
by Serge Hayward

2005 Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand
by I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam

2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
by Kevin Lee & Anthony Garratt

2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions
by MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

2005 Forecasting Practice: Decision Support System to Assist Judgmental Forecasting
by Gauresh Rajadhyaksha & Abhijeet Dwivedi

2005 Earnings forecast bias - a statistical analysis
by Michalon, Karine & Lardic, Sandrine & Dossou, François

2005 Impulse Analyses Of The Romanian Inflation
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 A Model To Forecast The Monthly Inflation In Romania
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 Combining The Forecasts Using A Statistical Approach
by Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 Dealing with Unexpected Shocks to the Budget
by Elena Gennari & Raffaela Giordano & Sandro Momigliano

2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi
by Kıvılcım M. ÖZCAN & Suat AYDIN

2005 A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models
by Profillidis, V. & Botzoris, G.

2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales
by Johnson, Christian A. & Padilla, Miguel A.

2005 An econometric study of the beef meat sector in Cyprus
by Panayiotis Diacos & Spyros Hadjidakis

2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
by Aktham I. Maghyereh & Sadeg J. Abul

2005 Firm's R & D Behavior Under Rational Expectations
by Dimitrios D. Thomakos & Prasad S. Bhattacharya

2005 Do Eurozone Countries Cheat with their Budget Deficit Forecasts?
by Stephan, Andreas & Brück, Tilman

2005 The volatility of realized volatility
by Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

2005 Volatility forecasting
by Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo

2005 Forecasting stock market volatility with macroeconomic variables in real time
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

2005 Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?
by Domenico Giannone & Lucrezia Reichlin

2005 (Un)Predictability and Macroeconomic Stability
by Antonello D'Agostino & Domenico Giannone & Paolo Surico

2005 The Cyclical Behaviour of Shadow and Regular Employment
by Maurizio Bovi

2005 The Dark, and Independent, Side of the Italian Labour Market
by Maurizio Bovi

2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
by Martin Melecky & Lubos Komarek

2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
by Martin Melecky

2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
by Barbara Rossi

2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities
by Tony Guida & Olivier Matringe

2005 Persistence Characteristics of the Chinese Stock Markets
by Cornelis A. Los & Bing Yu

2005 The Degree of Stability of Price Diffusion
by Cornelis A. Los

2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
by Sutthisit Jamdee & Cornelis A. Los

2005 Measurement of Financial Risk Persistence
by Cornelis A. Los

2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
by Andrew Healy

2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Zacharias Bragoudakis

2005 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios
by Hsiang-Tai Lee & Jonathan Yoder

2005 Forecasting Spot Electricity Prices With Time Series Models
by Rafal Weron & Adam Misiorek

2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
by Marie Bessec & Othman Bouabdallah

2005 Nonlinearity, Nonstationarity and Spurious Forecasts
by Vadim Marmer

2005 Modeling and forecasting electricity loads: A comparison
by Rafal Weron & Adam Misiorek

2005 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
by Stanislav Radchenko

2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
by Barbara Rossi

2005 Employment Effects of Foreign Direct Investment in Central and Eastern Europe
by Ingo Geishecker & Gabor Hunya

2005 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?
by Hui Feng

2005 On the Rationality of the General Public
by GEBHARD KIRCHGÄSSNER

2005 A general multivariate threshold GARCH model with dynamic conditional correlations
by Fabio Trojani & Francesco Audrino

2005 Survey Expectations
by M. Hashem Pesaran & Martin Weale

2005 Curve Forecasting by Functional Autoregression
by A. Onatski & V. Karguine

2005 Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area
by James Mitchell

2005 High Frequency Multiplicative Component Garch
by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle

2005 Real-time data for Norway: Output gap revisions and challenges for monetary policy
by TOM BERNHARDSEN & ØYVIND EITRHEIM

2005 Forecasting Aggregates by Disaggregates
by Kirstin Hubrich & David F. Hendry

2005 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
by Carlos Capistrán-Carmona

2005 Measuring Fiscal Sustainability
by Vito Polito & Mike Wickens

2005 Variable Selection using Non-Standard Optimisation of Information Criteria
by George Kapetanios

2005 Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising

2005 Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
by Cláudia Duarte & António Rua

2005 Were There Regime Switches in U.S. Monetary Policy?
by Christopher A. Sims & Tao Zha

2005 Methods for Scenario-building: it’s importance for policy analysis
by Moniz, António

2005 Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003
by Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher

2005 Economic Growth in Uzbekistan: Sources and Potential
by Lord, Montague

2005 Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones
by Cabrera-Castellanos, Luis F.

2005 Borderplex Economic Outlook: 2005-2007
by Fullerton, Thomas M., Jr. & Tinajero, Roberto

2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
by Sarfaraz, Leyla & Afsar, Amir

2005 Econometric analysis and forecasting of Latvia's balance of payments
by Benkovskis, Konstantins

2005 ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
by Lahiri, Kajal & Liu, Fushang

2005 Is there too much certainty when measuring uncertainty
by da Silva Filho, Tito Nícias Teixeira

2005 Forecasting international bandwidth capability
by Madden, Gary G & Coble-Neal, Grant

2005 Volatility Forecasting
by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

2005 Model Uncertainty and Endogenous Volatility
by Wiliam Branch & George W. Evans

2005 Monetary policy and asset prices: To respond or not?
by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
by Junsoo Lee & John A. List & Mark Strazicich

2005 Understanding and Comparing Factor-Based Forecasts
by Jean Boivin & Serena Ng

2005 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
by Todd E. Clark & Kenneth D. West

2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & JOUINI, Tarek

2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & TAREK, Jouini

2005 Time Series Forecasting: The Case for the Single Source of Error State Space
by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds

2005 Forecasting age-specific breast cancer mortality using functional data models
by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig

2005 Demand Forecasting: Evidence-based Methods
by J. Scott Armstrong & Kesten C. Green

2005 Robust forecasting of mortality and fertility rates: a functional data approach
by Rob J. Hyndman & Md. Shahid Ullah

2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases
by D. S. Poskitt

2005 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos

2005 Another Look at Measures of Forecast Accuracy
by Rob J. Hyndman & Anne B. Koehler

2005 25 Years of IIF Time Series Forecasting: A Selective Review
by Jan G. De Gooijer & Rob J. Hyndman

2005 Rating Forecasts for Television Programs
by Denny Meyer & Rob J. Hyndman

2005 The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy
by Costanza Torricelli & Marianna Brunetti

2005 Discounting the distant future: How much does model selection affect the certainty equivalent rate?
by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

2005 Declining Discount Rates: Evidence from the UK
by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
by Georges Dionne & Pierre Duchesne & Maria Pacurar

2005 Forecasting Canadian Time Series with the New-Keynesian Model
by Ali Dib & Mohamed Gammoudi & Kevin Moran

2005 Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data
by Aleksejs Melihovs & Svetlana Rusakova

2005 Innovación y convergencia con la Unión Europea: Diseño de un modelo de convergencia en el desarrollo de la sociedad de la información
by PEREZ-GARCIA, JULIAN

2005 Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations
by Ali al-Nowaihi & Sanjit Dhami

2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
by Herbert Brücker & Boriss Siliverstovs

2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
by Brücker, Herbert & Siliverstovs, Boriss

2005 Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
by Jumah, Adusei & Kunst, Robert M.

2005 Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago

2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias

2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2005 Evaluating a Central Bank’s Recent Forecast Failure
by Nymoen, Ragnar

2005 Consumption and population age structure
by Erlandsen, Solveig & Nymoen, Ragnar

2005 Forecasting economic variables with nonlinear models
by Teräsvirta, Timo

2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler
by Michael Groemling

2005 Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)
by Eric Meyermans & Patrick Van Brusselen

2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

2005 Indirect Robust Estimation of the Short-term interest Rate Process
by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

2005 Real time estimates of GDP growth
by de Groot, E.A. & Franses, Ph.H.B.F.

2005 Testable implications of forecast optimality
by Andrew J. Patton & Allan Timmermann

2005 Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting
by Libor Krkoska & Utku Teksoz

2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
by Rossi, Barbara & Giacomini, Raffaella

2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis

2005 Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?
by Tilman Brück & Andreas Stephan

2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship?
by Ulrich Fritsche & Jörg Döpke

2005 What causes the forecasting failure of Markov-switching models ? A Monte Carlo study
by Bouabdallah, Othman & Bessec, Marie

2005 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets
by George Kouretas & Leonidas Zarangas

2005 Individual responses to BTS and the Forecasting of Manufactured Production
by O. BIAU & H. ERKEL-ROUSSE & N. FERRARI

2005 A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral
by B. HEITZ

2005 Firm'investment forecast: An indicator of changes in expectations in industrial investment survey
by N. FERRARI

2005 Forecast Combinations
by Timmermann, Allan G

2005 Measuring Fiscal Sustainability
by Polito, Vito & Wickens, Michael R.

2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
by Inoue, Atsushi & Kilian, Lutz

2005 Short-Run Italian GDP Forecasting and Real-Time Data
by Golinelli, Roberto & Parigi, Giuseppe

2005 Modelling and Forecasting Fiscal Variables for the euro Area
by Favero, Carlo A. & Marcellino, Massimiliano

2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
by Pesaran, M Hashem & Zaffaroni, Paolo

2005 Data Revisions Are Not Well-Behaved
by Aruoba, Boragan

2005 Forecast Combination and Model Averaging Using Predictive Measures
by Eklund, Jana & Karlsson, Sune

2005 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
by Giannone, Domenico & Reichlin, Lucrezia & Small, David

2005 Monetary Policy in Real Time
by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

2005 Leading Indicators: What Have We Learned?
by Marcellino, Massimiliano

2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
by van Tol, Michel R & Wolff, Christian C

2005 On the Fit and Forecasting Performance of New Keynesian Models
by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

2005 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
by Orphanides, Athanasios & van Norden, Simon

2005 Forecasting exchange rates: a robust regression approach
by PREMINGER, Arie & FRANCK, Raphael

2005 The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation
by Marek Hlavacek & Michael Konak & Josef Cada

2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
by Lubos Komarek & Martin Melecky

2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
by Jean-Marie Dufour & Tarek Jouini

2005 New Composite Leading Indicators for Hungary and Poland
by Harm Bandholz

2005 Testable Implications of Forecast Optimality
by Andrew J. Patton & Allan Timmermann

2005 Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators
by Javier J. Pérez

2005 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series
by Pami Dua & Lokendra Kumawat

2005 Survey Expectations
by Pesaran, M.H. & Weale, M.

2005 Forecasting Distributions with Experts Advice
by Sancetta, A.

2005 The European Union GDP Forecast Rationality under Asymmetric Preferences
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
by Andrea Nobili

2005 Cross-country differences in monetary policy transmission
by Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés

2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information
by Frédérick Demers & David Dupuis

2005 MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
by Marc-André Gosselin & René Lalonde

2005 Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares
by José Airton Mendonça de Melo & Paulo de Melo Jorge Neto

2005 Are Business Cycles All Alike In Europe?
by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte

2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
by Heather Anderson & Fashid Vahid

2005 Forecasting the macro economy
by Robert Ewing & David Gruen & John Hawkins

2005 A Quarterly Macroeconometric Model of the Turkish Economy
by Cem Aysoy & Ahmet N. Kipici

2005 Franco: una mente mai ferma
by Paul A. Samuelson

2005 Franco: a mind never at rest
by Paul A. Samuelson

2005 Franco: a mind never at rest
by Paul A. Samuelson

2005 Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach
by MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R.

2005 Az első hazai csődmodell újraszámítása neurális hálók segítségével
by Virág, Miklós & Kristóf, Tamás

2005 Understanding and Comparing Factor-Based Forecasts
by Jean Boivin & Serena Ng

2005 Some approachs to forecasting economic indicators
by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

2005 Forecasting the UK Unemployment Rate: Model Comparisons
by Floros, Ch.

2005 Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005
by Octavio José Salcedo Parra & Marco Aguilera Prado

2005 Gauging Employment: Is the Professional Wisdom Wrong?
by George C. Perry

2005 Les scores de la Banque de France : leur développement, leurs applications, leur maintenance
by BARDOS, M.

2005 Investments and Economic Growth Based on Endogenous Factors
by Ivan Stoykov

2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
by Mikael Petitjean & Pierre Giot

2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
by Simon van Norden

2004 Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
by Tina Yu & Shu-Heng Chen

2004 Data Revisions in General Equilibrium
by S. Boragan Aruoba

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo

2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
by Norman R. Swanson & Valentina Corradi

2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model
by Yasutomo Murasawa & Roberto S. Mariano

2004 How Can We Define the Long Memory Concept? An Econometric Survey
by Dominique Guegan

2004 Causality: Some New Thoughts on an Old Topic
by Clive Granger

2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index
by Jonathan Dark

2004 Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers
by Andy C. C. Kwan & John A. Cotsomitis

2004 Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana

2004 Principal Components Model Of The Romanian Economy. Gdp – Production Side
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona

2004 Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?
by Schmidt, Robert & Leitner, Johannes

2004 Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
by Lux, Thomas & Kaizoji, Taisei

2004 Forecast quality and simple instrument rules: a real-time data approach
by Glück, Heinz & Schleicher, Stefan P.

2004 Real-time Data for Norway: Challenges for Monetary Policy
by Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein

2004 Real-time data and business cycle analysis in Germany
by Döpke, Jörg

2004 Regional Econometric Housing Start Forecast Accuracy in Florida
by Thomas M. Fullerton Jr. & Carol T. West

2004 Underground Shocks Ground Zero Responses
by Maurizio Bovi

2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
by Jonathan B. Hill

2004 Learning, inflation expectations and optimal monetary policy
by Eric Schaling

2004 Is money informative? Evidence from a large model used for policy analysis
by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

2004 Model-Free Impulse Responses
by Oscar Jorda

2004 Narrowing the US twin deficits: simulations with a world macroeconometric model
by Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi

2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
by Cornelis A Los

2004 Economic Performance in a Cross-Section of U.S. Native American Economies
by Voxi Heinrich S Amavilah

2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands
by Voxi Heinrich S Amavilah

2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change
by Voxi Heinrich S Amavilah & Richard T. Newcomb

2004 Long-Run Regressions: Theory and Application to US Asset Markets
by Charlotte S. Hansen & Bjorn E. Tuypens

2004 Genetic Algorithms: Genesis of Stock Evaluation
by Rama Prasad Kanungo

2004 On aggregation bias in fixed-event forecast efficiency tests
by Gultekin Isiklar

2004 Is it really long memory we see in financial returns?
by Thomas Mikosch

2004 Non-stationarities in stock returns
by Catalin Starica & Clive Granger

2004 Space-Time Lags: Specification Strategy In Spatial Regression Models
by Fernando A. López Hernández & Coro Chasco Yrigoyen

2004 Confessions of an International Forecaster
by Thomas M Fullerton Jr

2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

2004 Policy Makers Priors and Inflation Density Forecasts
by Marco Vega

2004 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia
by Coro Chasco-Yrigoyen & Fernando López-Hernández

2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
by Jonathan B. Hill

2004 A Framework for Forecasting the Components of the Consumer Price
by Janine Aron & John Muellbauer & Coen Pretorius

2004 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies
by Voxi Heinrich Amavilah

2004 Assessing the Demand for Food in Europe by the Year 2010
by Leon Podkaminer

2004 Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1
by Jan Hanousek & Filip Palda

2004 Energy Consumption in China: Past Trends and Future Directions
by Paul Crompton & Yanrui Wu

2004 What explains the Great Moderation in the US? A structural analysis
by Fabio Canova

2004 Long-Term Fixed-Income Market Structure
by Luca Grilli

2004 Un approccio metrico per lo studio dei dati finanziari
by Luca Grilli

2004 Time-series regression models to study the short-term effects of environmental factors on health
by Tobías, Aureli & Saez, Marc

2004 Achieving Universal Primary Education: Can Kenya Afford it?
by Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi

2004 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
by Gustavo A. Marrero

2004 Prognose uni- und multivariater Zeitreihen
by Manfred Deistler & Klaus Neusser

2004 Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
by Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F.

2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
by M. Hashem Pesaran & Paolo Zaffaroni

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation
by Daniel Ramirez A. & Juan M. Gómez G.

2004 Data Uncertainty in General Equilibrium
by S. Boragan Aruoba

2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures
by ROMULO A. CHUMACERO

2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
by Geetesh Bhardwaj & Norman Swanson

2004 Why Did the Welfare Caseload Decline?
by Jacob Alex Klerman & Caroline Danielson

2004 Forecasting with Measurement Errors in Dynamic Models
by Richard Harrison & George Kapetanios & Tony Yates

2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
by George Kapetanios & Tony Yates

2004 Is the Currency Risk Priced in Equity Markets?
by Francesco Giurda & Elias Tzavalis

2004 Is there a flight to quality due to inflation uncertainty?
by Guler, Bulent & Ozlale, Umit

2004 A P* Model of Inflation in Puerto Rico
by Rodríguez, Carlos A.

2004 A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
by Mapa, Dennis S.

2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
by Caiado, Jorge

2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
by Janine Aron & John Muellbauer & Coen Pretorius

2004 A Comparison of Multi-step GDP Forecasts for South Africa
by Guillaume Chevillon

2004 `Weak` trends for inference and forecasting in finite samples
by Guillaume Chevillon

2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by David Hendry & Guillaume Chevillon

2004 Forecasting Austrian Inflation
by Gabriel Moser & Fabio Rumler & Johann Scharler

2004 Population Ageing and Government Health Expenditures in New Zealand, 1951-2051
by John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh

2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by Guillaume Chevillon & David F. Hendry

2004 FOMC Forecasts of Macroeconomic Risks
by Kevin Dowd

2004 Too Good to be True? The (In)credibility of the UK Inflation Fan Charts
by Kevin Dowd

2004 The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts
by Kevin Dowd

2004 Modelling inflation in the Euro Area
by Eilev S. Jansen

2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists
by Karlyn Mitchell & Douglas K. Pearce

2004 Exponential Smoothing: A Prediction Error Decomposition Principle
by Ralph D. Snyder

2004 Structural breaks and financial risk management
by Marianna Valentinyi-Endrész

2004 Using the Correlation Dimension to Detect non-linear dynamics
by Theodore Panagiotidis & David Chappell

2004 Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz
by Jochen Hartwig

2004 The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?
by Marian Beise

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 Real Time Econometrics
by Pesaran, M. Hashem & Timmermann, Allan

2004 Real Time Econometrics
by Pesaran, M. Hashem & Timmermann, Allan

2004 The Dark, And Independent, Side Of Italy
by Maurizio Bovi

2004 Vector-Autoregression Approach to Forecast Italian Imports
by Carmine Pappalardo & Gianfranco Piras

2004 Toward a Theory of Evaluating Predictive Accuracy
by Kunst, Robert M. & Jumah, Adusei

2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction
by Jumah, Adusei & Kunst, Robert M.

2004 Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters
by Naoya Katayama

2004 Is more data better?
by Kaushik Mitra

2004 Repeated surveys and the Kalman filter
by Lind, Jo Thori

2004 Regime switching as an alternative early warning system of currency crises - an application to South-East Asia
by Arias, Guillaume & Erlandsson, Ulf

2004 Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting
by Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael

2004 Impact of Population Aging on Japanese International Travel
by James Mak & Lonny Carlile & Sally Dai

2004 Coasean Economics and the Evolution of Marine Property in Hawaii
by Brooks Kaiser & James Roumasset

2004 Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)
by Eric Meyermans & Patrick Van Brusselen

2004 No Predictable Components in G7 Stock Returns
by Prasad Bidarkota & Khurshid M. Kiani

2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
by Jonathan B. Hill

2004 Agent based computational model of trust
by Gorobets, A. & Nooteboom, B.

2004 Decomposing Granger Causality over the Spectrum
by Lemmens, A. & Croux, C. & Dekimpe, M.G.

2004 The Value of Information in Reverse Logistics
by Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H.

2004 On The Predictive Content Of Production Surveys: A Pan-European Study
by Lemmens, A. & Croux, C. & Dekimpe, M.G.

2004 Forecasting aggregates using panels of nonlinear time series
by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

2004 Analyzing the effects of past prices on reference price formation
by van Oest, R.D. & Paap, R.

2004 Forecasting the density of asset returns
by Trino-Manuel Niguez & Javier Perote

2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
by A Garratt & K Lee & M H Pesaran & Yongcheol Shin

2004 A Nonlinear Model of the Business Cycle
by Simon M. Potter & Edward E. Leamer

2004 Properties of Optimal Forecasts
by Allan Timmermann & Andrew J. Patton

2004 Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
by Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger

2004 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Allan Timmermann & Graham Elliott & Ivana Komunjer

2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
by Aurobindo Ghosh & Anil K. Bera

2004 Regime Switching for Dynamic Correlations
by Denis Pelletier

2004 Bagging Time Series Models
by Lutz Kilian & Atsushi Inoue

2004 Forecasting Chilean Industrial Production with Automated Procedures
by ROMULO A. CHUMACERO

2004 Macroeconomic Forecasting with Independent Component Analysis
by Ruey Yau

2004 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness
by Anthony S. Tay & Aamir R. Hashmi

2004 Tracking Brazilian Exchange Rate Volatility
by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility
by Scott I. White & Adam E. Clements & Stan Hurn

2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?
by Dimitrios D. Thomakos & Prasad S. Bhattacharya

2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach
by Keen Meng Choy & Hwee Kwan Chow

2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
by Ilias Tsiakas

2004 A Smooth Test for Density Forecast Evaluation
by Aurobindo Ghosh & Anil K. Bera

2004 A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries
by D.S.P Rao & Rambaldi & A.N.

2004 On the predictability of GDP data revisions in the Netherlands
by Olivier Roodenburg

2004 Financial System Development, Regulation and Economic Growth: Evidence from Russia
by Ulrich Thießen

2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
by Jörg Döpke & Ulrich Fritsche

2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
by Janine Aron & John Muellbauer & Coen Pretorius

2004 Optimal Forecast Combination Under Regime Switching
by Elliott, Graham & Timmermann, Allan G

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

2004 Real Time Econometrics
by Pesaran, M Hashem & Timmermann, Allan G

2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
by Pesaran, M Hashem & Timmermann, Allan G

2004 Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model
by Busetti, Fabio

2004 Bagging Time Series Models
by Inoue, Atsushi & Kilian, Lutz

2004 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules
by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.

2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert

2004 A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system
by Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen

2004 Using intra annual information to forecast the annual state deficits : the case of France
by MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David

2004 Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic
by Alexis Derviz & Jiri Podpiera

2004 Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation?
by Francisco Peñaranda

2004 Forecasting the density of asset returns
by Trino-Manuel Niguez & Javier Perote

2004 Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes
by Rolf Strauch & Mark Hallerberg & Jürgen von Hagen

2004 Model-Free Impulse Responses
by Oscar Jorda

2004 A Model of the Irish Housing Sector
by Mc Quinn, Kieran

2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

2004 ‘Real Time Econometrics’
by Pesaran, M.H. & Timmermann, A.

2004 Inflation and the Markup in the Euro Area
by Bruneau, C. & De bandt, O. & Flageollet, A.

2004 Un modello dei conti economici per il sistema bancario italiano
by Luca Casolaro & Leonardo Gambacorta

2004 Structural Change and Forecasting Long-Run Energy Prices
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian

2004 Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires
by Frédérick Demers

2004 A Forecasting Model for Inventory Investments in Canada
by Marwan Chacra & Maral Kichian

2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
by Richard Luger

2004 Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados
by Vamerson Schwingel Ribeiro & Joilson Dias

2004 New methodological approaches to the construction of currency crashes models
by Michal Pazour

2004 Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach
by David E. Rapach & Christian E. Weber

2004 Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia
by CHASCO, C. & LÓPEZ, F.A.

2004 20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family
by DE ARCE BORDA, R.

2004 Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland
by Joachim Benner & Carsten-Patrick Meier

2004 A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty
by Fujiwara, Ippei & Koga, Maiko

2004 Agricultural Reform in Slovakia
by Pavel Ciaian & Jan Pokryvcak

2004 The Nobel Prize Laureates, 2003
by Luboš Komárek

2004 The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)
by Jan Kodera

2004 Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswirtschaft
by Jochen Hartwig

2004 Konjunkturprognose des sächsischen und des ostdeutschen Baugewerbes 2004/2005 : Konjunkturprognose für das Baugewerbe Sachsens und Ostdeutschlands
by Michael Berlemann & Daniela Rother & Gerit Vogt

2004 Mobilité européenne, tourisme et diffusion des pièces euros étrangères en France
by Claude Grasland & France Guérin-Pace

2003 Conditional distribution resampling for time series
by Cees Diks & Svetlana Borovkova

2003 Asymptotic Principal Components Estimation of Large Factor Models
by Victor Solo & Chris Heaton

2003 The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
by Michael W. McCracken & Todd E. Clark

2003 Evaluating the extremal index in GARCH processes through double random walk
by Fabrizio Laurini

2003 Aggregate and disaggregate information in euro-area monetary policy-making
by Paolo ANGELINI & Paolo DEL GIOVANE

2003 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
by Forni M. & Hallin M.

2003 Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data
by Baoline Chen & Peter A. Zadrozny

2003 Understanding Economic Forecasts
by

2003 Modelling The Effects Of Eu Enlargement Using The Budgetary Policy Variables
by Scutaru, Cornelia & Pauna, Bianca

2003 Methodology Of Scenario Forecasting Of Russia’S Economic Development
by Mikhailenko, Kirill

2003 Scenarios Of Economic Development In Romania – Medium To Long-Term Forecasting Models
by Albu, Lucian Liviu & Roudoi, Andrei

2003 Possible Evolutions Of The Romanian Economy (Macromodel Estimations)
by Dobrescu, Emilian

2003 Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania
by Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara

2003 Annual And Medium-Term Analyses And Forecasts Based On „Dobrescu” Macromodel Of The Romanian Economy
by Scutaru, Cornelia & Iordan, Mioara & Marin, Dinu & Stancu, Stelian & Ciumara, Roxana & Fomin, Petre

2003 The Romanian Growth Potential – A Cge Analysis
by Croitoru, Lucian & Tarhoaca, Cornel

2003 Factors And Mechanisms Of Economic Growth In Transition Economies Of Different Types (Case Of Romania)
by Albu, Lucian Liviu & Roudoi, Andrei

2003 Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version)
by Dobrescu, Emilian

2003 The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2003 Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange
by Darasteanu, Catalin Cristian

2003 The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2003 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2003 Short-Term Forecast
by Albu, Lucian Liviu

2003 Local User-Producer Interaction in Innovation and Export Performance of Firms
by Rammer, Christian & Beise, Marian

2003 The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
by Eberts, Elke

2003 Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices
by Leitner, Johannes & Schmidt, Robert & Bofinger, Peter

2003 Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany
by Antzoulatos, Angelos A. & Wilfling, Bernd

2003 Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland unter besonderer Berücksichtigung des informationstechnologischen Innovationsprozesses
by Danckwerts, Rudolf-Ferdinand & Grossmann, Wolf Dieter & Henne, Wolfgang

2003 Modeling electricity prices: jump diffusion and regime switching
by Rafal Weron & Michael Bierbrauer & Stefan Trück

2003 The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts
by Boero, Gianna & Marrocu, Emanuela

2003 Resource Requirements In The Adjustment Process:A Macroeconometric Simulation Study Of The Nigerian Economy
by GODWIN CHUKWUDUM NWAOBI

2003 Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by Liew Khim Sen & Ahmad Zubaidi Baharumshah

2003 Stock Market Valuation In The United States
by Patrick BISCIARI & Alain DURRE & Alain NYSSENS

2003 Tests of Conditional Predictive Ability
by Raffaella Giacomini & Halbert White

2003 Housing Demand in Portugal
by Pedro Guedes Carvalho

2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
by Carlos A. Rodríguez Ramos

2003 Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia
by Marcos Álvarez-Díaz & Lucy Amigo Dobaño

2003 Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos
by Marcos Álvarez-Díaz & Alberto Álvarez

2003 Structural changes in the US economy: is there a role for monetary policy?
by Fabio Canova & Luca Gambetti

2003 Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a
by Esther Fernández Galar & Javier Gómez Biscarri

2003 Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931
by C. Paul Hallwood & Ian W. Marsh

2003 Learning, Inflation Reduction and Optimal Monetary Policy
by Schaling, E.

2003 A linear demand system within a Seemingly Unrelated Time Series Equation framework
by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

2003 The importance of interest rates for forecasting the exchange rate
by Hilde C. Bjørnland & Håvard Hungnes

2003 Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium
by Quan Hoang Vuong

2003 Signal Extraction can Generate Volatility Clusters
by J. Huston McCulloch & Prasad V. Bidarkota

2003 Determinants of Land-Use Change In the United States 1982-1997
by Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben

2003 Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson

2003 Optimal f and Portfolio Return Optimisation in US Futures Markets
by John Anderson & Robert W Faff

2003 Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited
by Álvaro A. Novo & Maximiano Pinheiro

2003 Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models
by Ricardo Mourinho Félix & Luís Catela Nunes

2003 Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model
by Heinen, Andreas

2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data
by Bruno, Giancarlo & Lupi, Claudio

2003 Latvijas būvniecības nozares attīstības prognoze
by Skribans, Valerijs

2003 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

2003 Construction demand: a model of research and forecast for Latvia from 2002 to 2025
by Skribans, Valerijs

2003 Estimating contribution of factors to long-term growth in Romania
by Albu, Lucian-Liviu

2003 Scenarios of economic development in Romania - medium to long-term forecasting models
by Albu, Lucian-Liviu & Roudoi, Andrei

2003 Fear Trading
by Ardia, David

2003 Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
by Peter F. Christoffersen & Francis X.Diebold

2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
by Christopher Bowdler & Heino Bohn Nielsen

2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
by Burkhard Raunig

2003 Indicator Models of Real GDP Growth in Selected OECD Countries
by Franck Sédillot & Nigel Pain

2003 Geometric Return and Portfolio Analysis
by Brian McCulloch

2003 Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand
by Olivier Basdevant

2003 Modelling structural change: the case of New Zealand
by Olivier Basdevant & David Hargreaves

2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
by Heino Bohn Nielsen & Christopher Bowdler

2003 Stock market valuation in the United States
by Patrick Bisciari & Alain Durré & Alain Nyssens

2003 Coherent Predictions of Low Count Time Series
by B.P.M. McCabe & G.M. Martin

2003 Invertibility Conditions for Exponential Smoothing Models
by Rob J. Hyndman & Muhammad Akram & Blyth Archibald

2003 Empirical Information Criteria for Time Series Forecasting Model Selection
by Md B. Billah & R.J. Hyndman & A.B. Koehler

2003 Stochastic models underlying Croston's method for intermittent demand forecasting
by Lydia Shenstone & Rob J. Hyndman

2003 Forecasting Industrial Production and the Early Detection of Turning Points
by Bruno, Giancarlo & Lupi, Claudio

2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary
by Viktor Várpalotai

2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
by Antonio Rubia Serrano & Trino-Manuel Ñíguez

2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
by Trino-Manuel Ñíguez

2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data
by Bruno Giancarlo & Lupi Claudio

2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint
by Kunst, Robert M.

2003 Temporal Aggregation of the Returns of a Stock Index Series
by Brännäs, Kurt

2003 Business Survey Data: Do They Help in Forecasting the Macro Economy?
by Hansson, Jesper & Jansson, Per & Löf, Mårten

2003 Learning, inflation expectations and optimal monetary policy
by Schaling, Eric

2003 Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
by Prasad Bidarkota

2003 News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks
by Prasad Bidarkota & J. Huston McCulloch

2003 A Multiple Indicators Model For Volatility Using Intra-Daily Data
by Robert F. Engle & Giampiero M. Gallo

2003 Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
by Matteo Manera & Angelo Marzullo

2003 The transmission mechanism in a changing world
by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO

2003 Dynamische Meerdimensionele Schaling: Statistiek op de Kaart
by Groenen, P.J.F.

2003 The Error of Prediction for a Simultaneous Equation Model
by Gorobets, A.

2003 On the Bass diffusion theory, empirical models and out-of-sample forecasting
by Franses, Ph.H.B.F.

2003 Predicting Customer Lifetime Value in Multi-Service Industries
by Donkers, A.C.D. & Verhoef, P.C. & de Jong, M.G.

2003 Forecasting industrial production with linear, nonlinear, and structural change models
by Siliverstovs, B. & van Dijk, D.J.C.

2003 Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
by van Dijk, D.J.C. & Franses, Ph.H.B.F.

2003 Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty
by Francisco Peñaranda

2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
by Carlos A. Rodríguez Ramos

2003 Economic Implications of Bull and Bear Regimes in UK Stock Returns
by Guidolin, Massimo & Allan Timmermann

2003 Forecasting with measurement errors in dynamic models
by Yates, Tony & Richard Harrison & George Kapetanios

2003 The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts
by Marrocu, Emanuela & Gianna Boero

2003 Recursive Predictability Tests for Real-Time Data
by Rossi, Barbara & Inoue, Atsushi

2003 Forecasting Inflation in the Netherlands and the Euro Area
by A.H.J. den Reijer & P.J.G. Vlaar

2003 Forecasting inflation: An art as well as a science!
by P.J.G. Vlaar & A.H.J. den Reijer

2003 Housing Market in Portugal revisited. A spatial analysis for 275 counties
by Pedro Guedes Carvalho

2003 Properties of Optimal Forecasts
by Patton, Andrew J & Timmermann, Allan G

2003 The Transmission Mechanism in a Changing World
by Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano

2003 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
by Aiolfi, Marco & Favero, Carlo A.

2003 Leading Indicators for Euro Area Inflation and GDP Growth
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

2003 On the Selection of Forecasting Models
by Inoue, Atsushi & Kilian, Lutz

2003 SAFE: a quarterly model of the Dutch economy for short-term analyses
by Henk Don

2003 Clustered panel data models: an efficient approach for nowcasting from poor data
by MOUCHART, Michel & ROMBOUTS, Jeroen

2003 Market risk in commodity markets: a VaR approach
by GIOT, Pierre & LAURENT, Sébastien

2003 El Metodo Delphi
by Ignacio Vélez-Pareja

2003 A Leading Index For The Colombian Economic Activity
by Luis Fernando Melo & Fabio Nieto & Mario Ramos V.

2003 Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models
by G. Ascari & E. Marrocu

2003 Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?
by Robert H. McGuckin & Ataman Ozyildirim

2003 Short Run and Long Run Causality in Time Series: Inference
by Jean-Marie Dufour & Denis Pelletier & Éric Renault

2003 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
by Athanasios Orphanides & Simon van Norden

2003 Filter-Design and Model-Based Analysis of Economic Cycles
by Diego J. Pedregal

2003 Model-Free Impulse Responses
by Oscar Jorda

2003 The Impact of Age Distribution Variables on the Long Run Consumption Function
by Clifford L.F. Attfield & Edmund Cannon

2003 Tests of conditional predictive ability
by Raffaella Giacomini & Halbert White

2003 Evaluation and Combination of Conditional Quantile Forecasts
by Raffaella Giacomini & Ivana Komunjer

2003 Forecasting Inflation in the Euro Area
by Bruneau, C. & De Bandt, O. & Flageollet, A.

2003 Forecasting Inflation using Economic Indicators: the Case of France
by Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E.

2003 Dealing with unexpected shocks to the budget
by Elena Gennari & Raffaela Giordano & Sandro Momigliano

2003 Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data
by Maria Helena Lopes Moreira da Veiga

2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica
by Giulio PALOMBA

2003 The Status of Evaluating Accuracy of Regional Forecasts
by West, Carol T.

2003 A range-based GARCH model for forecasting financial volatility
by Dennis S. Mapa

2003 Dezinflációs számítások dezaggregált kibocsátási résekre alapozó makromodellel
by Várpalotai, Viktor

2003 The Effectiveness of Forecasting Methods Using Multiple Information Variables
by Kitamura, Tomiyuki & Koike, Ryoji

2003 Which Exchange-Rate Regime in the EMU Accession Period: An Empirical Analysis
by Ray Barrel & Dawn Holland & Kateøina Šmídková

2003 When to Join the Eurozone: An Empirical Analysis
by Ray Barrel & Dawn Holland & Kateøina Šmídková

2003 El consumo privado en los paises de la OCDE: analisis comparativo y evolucion temporal
by Arranz, Matilde

2003 Situation politico-économique et résultats des élections législatives françaises
by Antoine Auberger & Éric Dubois

2003 Le taux de change euro/dollar. Une perspective de long terme
by Jérôme Teïletche

2003 Reductions in employers' social security contributions in a wage norm and automatic indexing régime
by Koen Burggraeve & Philip Du Caju

2003 The set of tools for evaluation of expenses on and benefits from the expansion of the European Union to the East
by Svetla Boneva

2003 New Evidence on the Predictability of South Africa FX Volatility in Heterogeneous Bilateral Markets
by Gordon H. Dash & Nina Kajiji

2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
by Pierre Giot & Sébastien Laurent

2002 Strategies for Optimal Decision Guidance through Information Services
by Dirk Helbing & Martin Sch

2002 Nonlinear models for financial time series with multiple attraction regions
by Svetlana Borovkova

2002 Exact Testing of the Stability of the Phillips Curve
by Lynda Khalaf & Maral Kichian

2002 Sensitivity Analysis of GARCH Models
by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato

2002 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data
by Alvaro Veiga & Leonardo Souza

2002 Comparing the Accuracy of Density Forecasts from Competing Models
by Sarno, Lucio & Valente, Giorgio

2002 Investigations Of The Npv^ - Method For Investment Projects
by Anatoly Naumov & Nikolay Khodusov

2002 Switching Regime Models: applications to trading rules
by Nuno Almeida & Pedro Valls Pereira

2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis
by David Hojman & Robert F. K. Wynn

2002 Common factors in conditional distributions
by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J.

2002 EUROMON-Scenarios for the Euro Area Economy
by P.J.A. van Els & S.G. Grob

2002 Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"
by Dobrescu, Emilian

2002 Introduction into Macroeconomic Modeling Foundations
by Dobrescu, Emilian

2002 The "Dobrescu" Macromodel Of The Romanian Transition Economy* -Yearly And Monthly Forecast - September 2002 Version
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2002 The "Dobrescu" Macromodel Of The Romanian Transition Economy* - Yearly And Monthly Forecast - April 2002 Version
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2002 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2002 China’s Accession to the World Trade Organization: Implications for the Korean Economy
by Lee, Jong Eun & Lee, Jong-Wha

2002 Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters
by Sfetsos, A. & Siriopoulos, C.

2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation
by Kaushik Bhattacharya & Himanshu Joshi

2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation
by Kaushik Bhattacharya & Himanshu Joshi

2002 Forecasting economic activity in Germany: how useful are sentiment indicators?
by Schröder, Michael & Hüfner, Felix P.

2002 Forecasting stock market volatility and the informational efficiency of the DAX-index options market
by Claessen, Holger & Mittnik, Stefan

2002 Evaluating Density Forecasts with an Application to Stock Market Returns
by Raunig, Burkhard & de Raaij, Gabriela

2002 Modeling electricity loads in California: ARMA models with hyperbolic noise
by Joanna Nowicka-Zagrajek & Rafal Weron

2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
by Rafiqul Bhuyan

2002 Dynamic paths of the European economy: simulations using an EU aggregate model
by Alberto Bagnai & Francesco Carlucci

2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic
by Jan Hanousek & Gerard Roland

2002 Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos
by Marcos Álvarez-Díaz & Alberto Álvarez

2002 A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons
by Hui Feng & Jia Liu

2002 Evaluating Density Forecasts via the Copula Approach
by Xiaohong Chen & Yanqin Fan

2002 Hypernormal densities
by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

2002 Statistical analysis of fixed income market
by Massimo Bernaschi & Luca Grilli & Davide Vergni

2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
by Anirvan Banerji & Pami Dua & Stephen M. Miller

2002 Forecast Accuracy after Pretesting with an Application to the Stock Market
by Danilov, D.L. & Magnus, J.R.

2002 Estimating potential output and output gaps for the South African economy
by Ben Smit & Le Roux Burrows

2002 Small continuous surveys and the Kalman filter
by Jo Thori Lind

2002 The Impact of the National Child Benefit Supplement on the Low Income Status of Canadian Families with Children: The SPSD/M Results
by Centre for the Study of Living Standards

2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth

2002 A hybrid clustering scheme for time series forecasting
by A. Sfetsos & C. Siriopoulos

2002 A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index
by Chris Brooks & Apostolos Katsaris

2002 Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index
by Chris Brooks & Apostolos Katsaris

2002 Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions
by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe

2002 Modeling the Macro-Economy of Bangladesh
by Lord, Montague J.

2002 The Canadian Underground and Measured Economies: Granger Causality Results
by Giles, David E..A. & Tedds, Lindsay M. & Werkneh, Gugsa

2002 The Australian Business Cycle: A New View
by Harding, Don

2002 Forecasting Austrian HICP and its Components using VAR and ARIMA Models
by Friedrich Fritzer & Gabriel Moser & Johann Scharler

2002 Evaluating Density Forecasts with an Application to Stock Market Returns
by Gabriela de Raaij & Burkhard Raunig

2002 How many jobs? A leading indicator model of New Zealand employment
by Edda Claus & Iris Claus

2002 Local Linear Forecasts Using Cubic Smoothing Splines
by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah

2002 ¿Sigue El Tipo De Cambio Real Un Proceso De Ajuste No Lineal Hacia El Equilibrio? Evidencia Para El Tipo De Cambio Euro-Dólar
by Paz Rico Belda

2002 Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices
by Ángel León & Antonio Rubia

2002 The Credit Channel of Monetary Policy. Case of Austria
by Krylova, Elizaveta

2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation
by Jumah, Adusei & Kunst, Robert M.

2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
by Jacobson, Tor & Karlsson, Sune

2002 Forecasting with artificial neural network models
by Rech, Gianluigi

2002 Forecasting the macroeconomy with current financial market information: Europe and the United States
by Junttila, Juha

2002 Volatility Estimation via Hidden Markov Models
by Alessandro Rossi & Giampiero M. Gallo

2002 GARCH-based Volatility Forecasts for Market Volatility Indices
by Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi

2002 Do Housing Submarkets Really Matter?
by Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG

2002 The impact of wealth on consumption and retirement behaviour in the UK
by David Blake

2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability
by Rossi, Barbara

2002 Alternative Models for Stock Price Dynamic
by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George

2002 Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa
by Aron, Janine & Muellbauer, John

2002 Forecasting EMU Macroeconomic Variables
by Marcellino, Massimiliano

2002 Forecast Pooling for Short Time Series of Macroeconomic Variables
by Marcellino, Massimiliano

2002 Instability and Non-Linearity in the EMU
by Marcellino, Massimiliano

2002 Factor Based Index Tracking
by Corielli, Francesco & Marcellino, Massimiliano

2002 Globalization of the Worlds Wine Markets
by Anderson, Kym & Norman, David & Wittwer, Glyn

2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic
by Hanousek, Jan & Roland, Gérard

2002 Factor Forecasts for the UK
by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano

2002 The information content of implied volatility in agricultural commodity markets
by GIOT, Pierre

2002 Rational Expectations for Large Models: A Practical Algorithm and a Policy Application
by Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer

2002 The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts
by G. Boero & E. Marrocu

2002 Alternative Models for Stock Price Dynamics
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

2002 Information Content of Volatility Forecasts at Medium-term Horizons
by John Galbraith & Turgut Kisinbay

2002 Financial Asset Returns, Market Timing, and Volatility Dynamics
by Peter Christoffersen & Francis X. Diebold

2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
by Wright, S.M. & Satchell, S.E.

2002 A Statistical Forecasting Method for Inflation Forecasting
by Ippei Fujiwara & Maiko Koga

2002 Hypernormal Densities
by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White

2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
by Raffaella Giacomini

2002 Aggregation of Space-Time Processes
by Raffaella Giacomini & Clive W.J. Granger

2002 The economic consequences of euro area modelling shortcuts
by Libero Monteforte & Stefano Siviero

2002 Real-time GDP forecasting in the euro area
by Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi

2002 Is money informative? Evidence form a large model used for policy analysis
by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

2002 Forecasting the industrial production index for the euro area through forecasts for the main countries
by Roberta Zizza

2002 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto

2002 Oil-Price Shocks and Retail Energy Prices in Canada
by Marwan Chacra

2002 Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México
by Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría

2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
by Dan S. Rickman

2002 Are Hodrick-Prescott `forecasts' rational?
by J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth

2002 On the herding instinct of interest rate forecasters
by Ronald Bewley & Denzil G. Fiebig

2002 Improving GARCH volatility forecasts with regime-switching GARCH
by Franc Klaassen

2002 Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F]
by Aureliano Angel Bressan & João Eustáquio de Lima

2002 Ciclo de la economía española y contenido informativo de los tipos de interés
by PONS NOVELL, J.

2002 Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich
by Felix Hüfner & Michael Schröder

2002 Trend Estimation And De-Trending Using Bidirectional Filtering
by D.S.G. Pollock

2001 Value-At-Risk For Long And Short Trading Positions
by Pierre Giot and S»bastien Laurent

2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
by Roel Oomen

2001 Forecasting with a Real-Time Data Set for Macroeconomists
by Tom Stark and Dean Croushore

2001 Conditional Skewness Modelling for Stock Returns
by Brännäs, Kurt & Nordman, Niklas

2001 An Alternative Conditional Asymmetry Specification for Stock Returns
by Brännäs, Kurt & Nordman, Niklas

2001 Extreme Value Theory and Extremely Large Electricity Price Changes
by Byström, Hans

2001 Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
by Byström, Hans

2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach
by Neophytou, E. & Molinero, C.M.

2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?
by Bentzen, J. & Linderoth, H.

2001 Forecasting Non-Stationary Economic Time Series
by Michael P. Clements & David F. Hendry

2001 EU-Erweiterung und Arbeitskräftemigration : Wege zu einer schrittweisen Annäherung der Arbeitsmärkte
by Hans-Werner Sinn & Gebhard Flaig & Martin Werding & Sonja Munz & Nicola Düll & Herbert Hofmann

2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2001 Short-Term Forecasting Of Six Macroeconomic Indicators
by Albu, Lucian Liviu & Pelinescu, Elena

2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2001 Short-Term Forecasting For 6 Macroeconomic Indicators: Inflation Dynamics Allows For The Preparation For The Strong Leu
by Albu, Lucian Liviu & Pelinescu, Elena

2001 An AHP-Based Composite Cyclical-Performance Index
by Micheal P. Niemira

2001 An AHP-Based Composite Cyclical-Performance Index
by Micheal P. Niemira

2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
by Hüfner, Felix P. & Schröder, Michael

2001 Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions
by Uhlig, Harald

2001 Estimation and arbitrage opportunities for exchange rate baskets
by Mercurio, Danilo & Torricelli, Costanza

2001 Financial markets as a complex system: A short time scale perspective
by Marschinski, Robert & Matassini, Lorenzo

2001 On the Measurement of the Predictive Success of Learning Theories in Repeated Games
by Atanasios Mitropoulos

2001 Forecasting Industrial Production and the Early Detection of Turning Points
by Giancarlo Bruno & Claudio Lupi

2001 Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic
by Jan Hanousek & Gerard Roland

2001 European Monetary Union, the term structure, and the Lucas Critique
by Vanbergeijk, Peter A.G. & Berk, Jan Marc

2001 Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions
by Uhlig, H.F.H.V.S.

2001 A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components
by Arvid Raknerud

2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
by Chris Brooks & Melvin J. Hinich

2001 Macroeconomic Policies for Poverty Reduction in Cambodia
by Lord, Montague J.

2001 Evoluţia macromodelului economiei româneşti de tranzitie
by Dobrescu, Emilian

2001 Macromodel estimations for the Romanian "pre-accession economic programme
by Dobrescu, Emilian

2001 Updated scenarios for the Romanian economy medium-term dynamics
by Dobrescu, Emilian

2001 Forecasting methods: a comparative analysis
by Iqbal, Javed

2001 Extracting, Using and Analysing Cyclical Information
by Harding, Don & Pagan, Adrian

2001 A Small Global Forecasting Model
by David Rae & David Turner

2001 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness
by Aamir R. Hashmi & Anthony S. Tay

2001 Modelling Wages and Prices in Australia
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh

2001 Unmasking the Theta Method
by Hyndman, R.J. & Billah, B.

2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
by Vahid, F. & Issler, J.V.

2001 Prediction Intervals for Exponential Smoothing State Space Models
by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D.

2001 Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Lutz Kilian & Mark P. Taylor

2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory
by Frank T. Denton & Christine H. Feaver & Byron G. Spencer

2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory
by Frank T. Denton & Christine H. Feaver & Byron G. Spencer

2001 Forecasting Industrial Production and the Early Detection of Turning POints
by Bruno Giancarlo & Lupi Claudio

2001 Electricity demand analysis and forecasting: The tradition is questioned
by N. Vijayamohanan Pillai

2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets
by Jumah, Adusei & Kunst, Robert M.

2001 A Classifying Procedure for Signaling Turning Points
by Koskinen, Lasse & Öller, Lars-Erik

2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?
by Bentzen, Jan & Linderoth, Hans

2001 Controlling Inflation in Euroland
by Karen Cabos & Nikolaus A. Siegfried

2001 Unpredictable After All? A short note on exchange rate predictability
by Moerman, G.A.

2001 Bankruptcy Prediction with Rough Sets
by Bioch, J.C. & Popova, V.

2001 Prediction and signal extraction of strong dependent processess in the frequency domain
by Javier Hidalgo & Y. Yajima

2001 Long-term risk management of nuclear waste : a real options approach
by CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane

2001 The role of fiscal policy in EMU: a simulation with EUROMON
by M. Demertzis & H.M.M. Peeters

2001 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Kilian, Lutz & Taylor, Mark P

2001 Value-at-risk for long and short trading positions
by GIOT, Pierre & LAURENT, Sébastien

2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
by Costas Milas & Jesus Otero & Theodore Panagiotidis

2001 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns
by G. Boero & E. Marrocu

2001 Forecasting Some Low-Predictability Time Series Using Diffusion Indices
by Marc Brisson & Bryan Campbell & John Galbraith

2001 Testing and Comparing Value-at-Risk Measures
by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue

2001 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic
by Jan Hanousek & Gerard Roland

2001 A Leading Index for the Indian Economy
by Pami Dua & Anirvan Banerji

2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
by Darsinos, T. & Satchell, S.E.

2001 A PANIC Attack on Unit Roots and Cointegration
by Jushan Bai & Serena Ng

2001 A New Look at Panel Testing of Stationarity and the PPP Hypothesis
by Jushan Bai & Serena Ng

2001 The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model
by Fabio Busetti

2001 Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
by Fuchun Li & Greg Tkacz

2001 Inference about predictive ability
by McCracken,M.W. & West,K.D.

2001 Taxes, Efficiency and Economic Growth
by Jack M. Mintz & Thomas A. Wilson

2001 The economic impact of EU-enlargement: assessing the migration potential
by Michael Fertig

2001 A small continuous time macro-econometric model of the Czech Republic
by Emil Stavrev

2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
by Asmara Jamaleh

2001 Evolúciós alkalmazások előrejelzési modellekben II
by Benedek, Gábor

2001 Acknowledgement Misspecification in Macroeconomic Theory
by Hansen, Lars-Peter & Sargent, Thomas-J

2001 Detection of Bank Failures in Transition Economies: The Case of the Czech Republic
by Jan Hanousek & Jiri Podpiera

2001 Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions
by Soosung Hwang & John Knight & Stephen E. Satchell

2001 An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services
by Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson

2001 Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad
by Elsa M. Castro Franco

2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence
by Pierre L. Siklos & Andrew G. Barton

2001 Testing for the Lucas Critique: A Quantitative Investigation
by Jesper Linde

2001 Minimax Estimation and Forecasting in a Stationary Autoregression Model
by Gary Chamberlain

2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
by Brännäs, Kurt & de Gooijer, Jan G.

2000 Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
by Byström, Hans

2000 The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool
by Byström , Hans

2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
by Byström, Hans

2000 Monetary Transmission Mechanisms in Euroland
by Nikolaus A. Siegfried

2000 Forecasting Multifractal Volatility
by Calvet, L.

2000 An Econometric Model of Birth Input and Output
by Li, K. & Poirier, D.

2000 Importance des variables dans les methodes CART
by Ghattas, B.

2000 An Index of Coincident Economic Indicators for the Indian Economy
by Pami Dua & Anirvan Banerji

2000 FDI Locational Determinants and the Linkage Between FDI and Other Macro-Economic Factors: Long-run Dynamics in Pacific Asia
by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J.

2000 Long-Run Dynamics of FDI and its Spillovers Onto Output: Evidence From the Asia-Pacific Economic Cooperation Region
by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J.

2000 Productivity Analysis in Asia-Pacific Economic Cooperation Region: a Multi-Country Translog Comparative Analysis, 1965-97
by Bende-Nabende, A. & Ford, J.L. & Sen, S.

2000 Short-Term Forecasting For Six Macroeconomic Indicators
by Pelinescu, Elena

2000 Monetary Conditions Index In Romania. Some Considerations
by Pelinescu, Elena & Slavoiu, Ovidiu & Salater, Wilhelm & Sasu, Dana

2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2000 Medium-Run Scenarios Of The Romanian Economy
by Dobrescu, Emilian

2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre

2000 Statistical characterisation of Fixed Income market efficiency
by Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni

2000 Time series modelling and forecasting of Sarawak black pepper price
by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi

2000 Forecasting with Difference-Stationary and Trend-Stationary Models
by David Hendry & Michael P. Clements

2000 Predicting Markov-Switching Vector Autoregressive Processes
by Hans-Martin Krolzig

2000 Model Specification and Inflation Forecast Uncertainty
by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

2000 Has Portugal gone wireless? Looking back, Looking ahead
by Anabela Botelho & Ligia Costa Pinto

2000 Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
by Alexei Onatski & James H. Stock

2000 Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts
by Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez

2000 A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S.

2000 A structural Time Series Model with Markov Switching
by Shami, R.G. & Forbes, C.S.

2000 Empirical Macromodels Under Test
by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter

2000 Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin

2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
by Jörg Döpke

2000 Predicting Inflation in Euroland � The Pstar Approach
by Joachim Scheide & Mathias Trabandt

2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
by Stavrev, Emil

2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
by Stavrev, Emil

2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
by Crespo-Cuaresma, Jesus

2000 Prediction Inference for Time Series
by de Luna, Xavier

2000 Qualitative Survey Responses and Production over the Business Cycle
by Lindström, Tomas

2000 A Bivariate Distribution for Inflation and Output Forecasts
by Blix, Mårten & Sellin, Peter

2000 Progress from forecast failure : the Norwegian consumption function
by Eitrheim,O. & Jansen,E.S. & Nymoen,R.

2000 On seasonal error correction when the processes include different numbers of unit roots
by Lyhagen, Johan & Löf, Mårten

2000 Inflation Forecast Uncertainty
by Giordani, Paolo & Soderlind, Paul

2000 On Forecasting Cointegrated Seasonal Time Series
by Löf, Mårten & Franses, Philip Hans

2000 Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy
by Albrecht Ritschl & Ulrich Woitek

2000 Forecasting Market Shares from Models for Sales
by Fok, D. & Franses, Ph.H.B.F.

2000 Market Making with Costly Monitoring : An Analysis of the SOES Controversy
by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik

2000 Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy
by Ashiya, M.

2000 From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination
by Guesnerie, R.

2000 Forecasting New Zealand's Real GDP
by Aaron F. Schiff & Peter C.B. Phillips

2000 Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges
by Peter C.B. Phillips

2000 Did Monetary Forces Cause the Great Depression?
by Ritschl, Albrecht & Woitek, Ulrich

2000 Inflation Forecast Uncertainty
by Söderlind, Paul

2000 A comparison of financial duration models via density forecasts
by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David

2000 Intraday value-at-risk
by GIOT, Pierre

2000 La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza
by G. Boero & E. Marrocu

2000 Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy
by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y.

2000 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS
by Jacquinot, P. & Mihoubi, F.

2000 Does Correlation between Stock Returns Really Increase during Turbulent Period?
by Chesnay, F. & Jondeau, E.

2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM
by Eva Ortega & Enrique Alberola

2000 Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix

2000 Forecasting industrial production in the Euro area
by Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo

2000 Constrained nonparametric regression analysis of load curves
by Juan RodrÎguez-Poo

2000 Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza
by Gianna Boero & Emanuela Marrocu

2000 Evolúciós alkalmazások előrejelzési modellekben I
by Benedek, Gábor

2000 Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market
by Danielsson, Jon & Morimoto, Yuji

2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
by Emil Stavrev

2000 Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison
by Mohamad Shaaf

2000 Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange
by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou

2000-2001 Forecasting Australian Unemployment Rates
by Max Stevenson & Maurice Peat

1999 Cognitive Foundations of Probability
by Gilboa, I. & Schmeidler, D.

1999 Inductive Inference: an Axiomatic Approach
by Gilboa, I. & Schmeidler, D.

1999 A Semi-Markov Approach to Modeling Volatility Dynamics
by Maheu, J.M. & McCurdy, T.H.

1999 A Semi-Markov Approach to Modeling Volatility Dynamics
by Maheu, J.M. & McCurdy, T.H.

1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective
by Bec, F. & Salem, M.B. & MacDonald, R.

1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families
by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P.

1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families
by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P.

1999 Learning with Bounded Memory in Stochastic Models
by Honkapohja, S. & Mitra, K.

1999 Is More Data Better?
by Mitra, K.

1999 Simulated Annealing for Complex Portfolio Selection Problems
by Crama, Y. & Schyns, M.

1999 Agregation d'arbres de classification
by Ghattas, B.

1999 Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap
by Ghattas, B.

1999 Previsions par arbres de classification
by Ghattas, B.

1999 Prevision des prix a terme du cacao et modeles ARMA non-lineaires
by Bolgot, S. & Terraza, M.

1999 Fiscal Forecasting: the Track Record of the IMF, OECD and EC
by Artis, M. & Marcellino, M.

1999 Prospective et théorie des jeux
by Schmidt, Christian

1999 Export and innovation activities in the German service sector: empirical evidence at the firm level
by Ebling, Günther & Janz, Norbert

1999 Predicting recessions with interest rate spreads: A multicountry regime-switching analysis
by Ahrens, Ralf

1999 Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations
by Ahrens, Ralf

1999 Long Swings in Exchange Rates : Are They Really in the Data?
by Klaassen, F.J.G.M.

1999 Purchasing Power Parity : Evidence from a New Test
by Klaassen, F.J.G.M.

1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules
by Pereira, Robert

1999 Trends in Resource Extraction and Implications for Sustainability in Canada
by Mariam, Yohannes

1999 Improving Distributed Intelligence in Complex Innovation Systems
by Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, Arie & Sanz-Menendez, Luis & Smits, Ruud

1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
by Lord, Montague J.

1999 Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
by Yin-Wong Cheung & Menzie D. Chinn

1999 Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
by PERRON, Benoît

1999 Forecasting for Inventory Control with Exponential Smoothing
by Snyder, R.D. & Koehler, A. & Ord, K.

1999 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method
by Koehler, A.B. & Snyder, R.D. & Ord, J.K.

1999 The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa
by Jumah, Adusei & Kunst, Robert M.

1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy
by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders

1999 Forecasting Swedish Inflation With a Markov Switching VAR
by Blix, Mårten

1999 Real Exchange Rates and Switching Regimes
by Bergman, U. Michael & Hansson, Jesper

1999 Forecasting performance of seasonal cointegration models
by Löf, Mårten & Lyhagen, Johan

1999 Smooth transitions in a UK consumption function
by Eliasson, Ann-Charlotte

1999 The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows
by Gustavsson, Patrik & Nordström, Jonas

1999 Some Thoughts on Monetary Targeting vs. Inflation Targeting
by Karen Cabos & Michael Funke & Nikolaus A. Siegfried

1999 Imperfect Market Monitoring and SOES Trading
by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik

1999 A Survey on Interest Rate Forecasting
by Yvon Fauvel & Alain Paquet & Christian Zimmermann

1999 Fiscal Forecasting: the Track Record of the IMF, OECD, and EC
by Artis, Michael J & Marcellino, Massimiliano

1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

1999 The Role of External Variables in the Chinese Economy
by Stéphane Dées

1999 Threshold Models for Trended Time Series
by Kapetanios, G.

1999 Encompassing tests when no model is encompassing
by West,K.D.

1999 Decline in Youth Participation in Canada in the 1990s: Structural or Cyclical?
by Richard Archambault & Louis Grignon

1999 Evolution of the Female Labour Force Participation Rate in Canada, 1976-1994: a Cohort Analysis
by Paul Beaudry & Thomas Lemieux

1999 The Changing Labour Force Participation of Canadians, 1969-96: Evidence from a Panel of Six Demographic Groups
by Mario Fortin & Pierre Fortin

1999 Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview
by Andrew Sharpe & Louis Grignon

1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
by Angel León & Juan Mora

1999 Outline of forecast theory using generalized cost functions
by Clive W.J. Granger

1999 On winning forecasting competitions in economics
by Michael P. Clements & David F. Hendry

1999 Performance of periodic time series models in forecasting
by Helmut Herwartz

1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
by Peter Andres & Markus Spiwoks

1999 Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)
by Viktor Kotlán

1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?
by Kamstra, M.

1998 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations
by Shami, R.G. & Snyder, R.D.

1998 Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"
by Henry, O.T. & Olekalns, N. & Summers, P.M.

1998 Do Long-Memory Models Have Long Memory?
by Andersson, Michael K.

1998 Prices and Unit Labor Costs: a New Test of Price Stickiness
by Sbordone, A.M.

1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
by Kilian, L.

1998 Figure Skating and the Theory of Social Choice
by Truchon, M.

1998 Analysis of Financial Risks in a GARCH Framework
by Ahlstedt, M.

1998 On the Relationship of Optimal Memory to Steady States, Cycles, Chaos
by Mitra, K.

1998 Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada
by Division des projections sur les professions et des etudes macroeconomiques

1998 Forecasting (LOG) Volatility Models
by Christodoulakis, G.A. & Satchell, S.E.

1998 Risk Neutral Forecasting
by Skouras, S.

1998 Early News Is Good News. The Effects of Market Opening on Market Volatility
by Gallo, G.M. & Pacini, B.

1998 Assessing the Fit of Simulated Multivariate Dynamic Models
by Eva Ortega

1998 Turning-Point Diagnostics Accuracy Analysis of OECD Forecasts for Greece
by Tserkezos, Dikaios

1998 Measuring Potential Output in the Agricultural Sector: The Case of Greece
by Subrata Ghatak & George Manolas & Ioannis Vavouras

1998 Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions
by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter

1998 Improving Garch Volatility Forecasts
by Klaassen, F.J.G.M.

1998 A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange
by Ayub, Mehar

1998 Modeling the Open Macro-Economy of Vietnam
by Lord, Montague J.

1998 Bayesian VAR Models for Forecasting Irish Inflation
by Kenny, Geoff & Meyler, Aidan & Quinn, Terry

1998 Forecasting irish inflation using ARIMA models
by Meyler, Aidan & Kenny, Geoff & Quinn, Terry

1998 The Forecasting and Policy System: demand-side satellite models
by James Breece & Vincenzo Cassino

1998 Regime Switches in Interest Rates
by Andrew Ang & Geert Bekaert

1998 Regression-Based Tests of Predictive Ability
by Kenneth D. West & Michael W. McCracken

1998 La demande touristique européenne en Tunisie
by OUERFELLI, Chokri

1998 Forecasting based on Very Small Samples and Additional Non-Sample Information
by Brännäs, Kurt & Hellström, Jörgen

1998 Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper

1998 Error-correction versus Differencing in Macroeconomic Forecasting
by Eitrheim, O. & Husebo, T.A. & Nymoen, R.

1998 Duration of consumer loans and bank lending policy: dormancy versus default risk
by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper

1998 On the Effects of Imposing or Ignoring Long Memory when Forecasting
by Andersson, Michael K.

1998 Forecasting and Policy Analysis with a Dynamic CGE Model of Australia
by Peter B. Dixon & Maureen T. Rimmer

1998 Monetary Policy Rules with Model and Data Uncertainty
by Myles Callan & Eric Ghysels & Norman R. Swanson

1998 What Data Should Be Used to Price Options?
by Mikhail Chernov & Eric Ghysels

1998 Extreme Observations and Diversification in Latin American Emerging Equity Markets
by Raúl Susmel

1998 Intertemporal Model of Rational Criminal Choice
by Jenny Williams & Robin C. Sickles

1998 On the Role of Social Capital in Youth Crime: A Dynamic Structural Approach
by Jenny Williams & Robin C. Sickles

1998 Note Short-term predictability of German stock returns
by Walter KrÄmer

1998 Equity and ecotax reform in the EU: achieving a 10 per cent reduction in CO2 emissions using excise duties
by Terry Barker & Jonathan Köhler

1998 Modelling and forecasting UK public finances
by Andrew Sentance & Stephen Hall & John O'Sullivan

1998 The Past, Present, and Future of Macroeconomic Forecasting
by Francis X. Diebold

1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
by Clements, M.P. & Krolzig, H.-M.

1997 Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test
by Nankervis, J.C. & Savin, N.E. & Lobato, I.

1997 Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition
by Snyder, R. & Inder, B.

1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
by Kilian, L.

1997 Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures
by Gredenhoff, Mikael & Karlsson, Sune

1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
by Godby, R. & Stengos, T. & Wandsschneider, B.

1997 Simulaneous Search: Between Search and Walras
by Kandel, E. & Simhon, A.

1997 Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
by Zeng, T. & Swanson, N.R.

1997 Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production
by Chao, J.C. & Swanson, N.R.

1997 Residual-Based Bootstrap Tests for Normality in Autoregressions
by Kilian, L. & Demiroglu, U.

1997 Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs
by Cazals, C. & de Rycke, M. & Florens, J.-P.

1997 Vector Autoregression Modelling and Forecasting Growth of South Korea
by Ghatak, A.

1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
by Flam, S.D. & Evstigneev, I.V.

1997 Dating and Forecasting the Spanish Business Cycle
by Lopez, H & Ortega, E & Ubide, A

1997 FDI, Policy Adjustment and Edogenous Growth: Multiplier Effects From a Small Dynamic Model for Taiwan 1959-1995
by Bende-Nabende, A. & Ford, J.L.

1997 The Impact of FDI on the Economic Growth of the ASEAN-5 Economies, 1970-94: A Comparative Dynamic Multiplier Analysis from a Small Model with Emphasis on Liberalisation
by Bende-Nabende, A. & Ford, J.L. & Slater, J.R.

1997 The Impact of FDI and Regioanl Economic Integration on the Economic Growth of the ASEAN-5 Economies, 1970-1994: A Comparative Analysis from a Small Structural Model
by Bende-Nabende, A. & Ford, J.L. & Slater, J.R.

1997 A Markov Model for Risk Evaluation in Banking
by Reboredo, J.C.

1997 Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root
by Banerjee, A.N.

1997 Comparing Predictions and Outcomes : Theory and Application to Income Changes
by Das, J.W.M. & Dominitz, J. & van Soest, A.H.O.

1997 Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America
by Mariam, Yohannes & Barre, Mike

1997 Current Issues in Discrete Choice Modeling
by Keane, Michael

1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

1997 Forecasts with production expectations integrated into a macroeconomic model
by Jakob B. MADSEN

1997 Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited
by Latha Ramchand & Raúl Susmel

1997 A Simple Regime-Switching Model for Stochastic Volatilities
by Christopeit, Norbert & Axel Cron

1997 Canadian Policy Analysis Model: CPAM
by Richard Black & David Rose

1997 Regression-Based Tests of Predictive Ability
by West, K.D. & McCracken, M.W.

1996 A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects
by F.T. Denton & D.C. Mountain & B.G. Spencer

1996 Stylized Facts of Daily Return Series and the Hidden Markov Model
by Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan

1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
by Arranz, M.

1996 An introduction to stochastic Unit Root Processes
by Granger, E.J. & Swanson, N.R.

1996 The Social Costs of Rent Control Revisited
by Glaeser, E.L.

1996 On some topological properties of stable measures (*)
by Carsten Krabbe Nielsen

1996 Ergodic properties of conditional forecast functions of stable systems (☆)
by Chin-Shan Chuang

1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio
by Pin-Huang Chou

1996 VAR Priors: Success or lack of a decent macroeconomic theory?
by Francisco F. R. Ramos

1996 VAR-ing the economy of the Netherlands
by Jan Jacobs & Albert van der Horst,

1996 Business cycles and fiscal policy: Norway 1973-93
by Einar Bowitz & Stein Inge Hove

1996 Forecast Comparison in L2
by Bruce Mizrach

1996 Official Economic Forecasting: the Relevance of the Canadian Experience for Transitional Economies
by Grady, Patrick

1996 Defining Demographic Change in Locational Planning Problems
by Photis, Yorgos N. & Koutsopoulos, Kostis

1996 Another Look at Swedish Business Cycles, 1861-1988
by Skalin, Joakim & Teräsvirta, Timo

1996 Reaching the planners: Generating detailed commodity Forecasts from a computable general equilibrium model
by Philip D. Adams & Peter B.Dixon

1996 Long Memory in the Greek Stock Market
by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos

1996 Estimation of TAR Models
by Bruce E. Hansen

1996 Information Problems for Policy Analysis and Forecasting
by Robert S. Goldfarb & H. O. Stekler

1995 Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates
by Brännström, Tomas

1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments
by Bertsched, I & Lechner, M

1995 Un modelo macroeconométrico trimestral para la economía española
by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño

1995 Predicting U.S. Recessions: Financial Variables as Leading Indicators
by Arturo Estrella & Frederic S. Mishkin

1995 Forecasting Stock Market Averages to Enhance Profitable Trading Strategies
by Haefke, Christian & Helmenstein, Christian

1995 Prediction Risk and the Forecasting of Stock Market Indexes
by Haefke, Christian & Helmenstein, Christian

1995 Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models
by Haefke, Christian & Helmenstein, Christian

1995 Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture
by Jumah, Adusei & Kunst, Robert M.

1995 If Nonlinear Models Cannot Forecast, What Use Are They?
by Ramsey, James B.

1995 Une réévaluation sur données récentes des performances prédictives des modèles monétaires de taux de change relativement à la marche aléatoire
by Hélène RAYMOND

1995 Models and Priors for Multivariate Stochastic Volatility
by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

1995 Some macroeconomic implications of rising levels of government debt
by Tiff Macklem

1995 The effect of foreign demand shocks on the Canadian economy: An analysis using QPM
by Ben Hunt

1994 Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts
by Martin Fleming & John Jordan & Kathleen Lang

1994 A Macroeconomic Model for Romania's Flexible Exchange Rate System
by Lord, Montague J.

1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
by Buda, Rodolphe

1994 Comparing Predictive Accuracy
by Francis X. Diebold & Robert S. Mariano

1994 The Predictive Ability of Several Models of Exchange Rate Volatility
by Kenneth D. West & Dongchul Cho

1994 Numerical Aspects of Bayesian VAR-modeling
by Kadiyala, K. Rao & Karlsson, Sune

1994 Japan's Persistent Trade Surplus: Policies for Adjustment
by Byron Gangnes & F. Gerard Adams

1994 Multiregional and Intertemporal AGE Modelling via GEMPACK
by W. Jill Harrison & K.R. Pearson

1994 Economic and Psychological Theories of Forecast Bias and Learning: Evidence from U.S. Business Managers' Forecasts
by Michael A. Anderson & Arthur H. Goldsmith

1994 The Bank of Canada's new Quarterly Projection Model (QPM): An introduction
by Stephen Poloz & David Rose & Robert Tetlow

1992 A Comparative Analysis of East and West German Labor Markets: Before and After Unification
by Alan Krueger & Jorn-Steffen Pischke

1992 The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation
by Keane, Michael & Moffitt, Robert

1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
by Peter C.B. Phillips & Werner Ploberger

1989 Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth
by Eliasson, Gunnar

1988 Il problema della coerenza delle previsioni nei modelli econometrici non lineari
by Calzolari, Giorgio & Panattoni, Lorenzo

1988 A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

1987 Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo

1987 La varianza delle previsioni nei modelli econometrici
by Calzolari, Giorgio

1987 Productivity Analysis: A Micro-to-Macro Perspective
by Carlsson, Bo

1986 Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus

1986 Forecasts and constraints on policy actions: the reliability of alternative instruments
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

1985 Effectiveness versus reliability of policy actions under government budget constraint: the case of France
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

1985 The state of the art in Canadian macroeconomic modelling
by Grady, Patrick

1984 Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

1983 Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results
by Bianchi, Carlo & Calzolari, Giorgio

1982 Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
by Bianchi, Carlo & Calzolari, Giorgio

1981 Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1979 The deterministic simulation bias in the Klein-Goldberger model
by Calzolari, Giorgio

1979 Stochastic simulation experiments on Model 5 of Bonn University
by Calzolari, Giorgio

1979 Simulation of a nonlinear econometric model
by Bianchi, Carlo & Calzolari, Giorgio

1979 On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1979 A package for analytic simulation of econometric models
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1979 Some results on the stochastic simulation of a nonlinear model of the Italian economy
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1978 Stochastic simulation and dynamic properties of the new version of the Italian model
by Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic

1978 Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy
by Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M.

1976 Monte Carlo methods in econometrics: a package for the stochastic simulation
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1976 Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

1975 Some Macroeconomic Effects of Tax Reform and Indexing
by Grady, Patrick & Stephenson, Donald R.

1974 Aggiornamento del modello al 1974 e nuove simulazioni
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro

1403 Financial conditions and density forecasts for US output and inflation
by Piergiorgio Alessandri & Haroon Mumtaz

A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting
by Ying Chen & Bo Li & Linlin Niu

Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy
by Albrecht Ritschl & Ulrich Woitek

Is more data better?
by Kaushik Mitra

Learning with Bounded Memory in Stochastic Models
by Seppo Honkapohja & Kaushik Mitra

The Use Of Spreads In Forecasting Medium Term U.K Interest Rates
by B. Pesaran & G. Wright

Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results
by Jérôme Massiani & Jörg Radeke

Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?
by Javier Gómez

Labour market dynamics in the euro area: A model-based sensitivity analysis
by Alistair Dieppe & Jerome Henry & Peter Mc Adam

Real time forecasts of inflation: the role of financial variables
by Libero Monteforte & Gianluca Moretti

FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
by Cecilia Frale & Libero Monteforte

Le persone comuni fanno previsioni economiche seguendo logiche econometriche o meccanismi psicologici?
by Maurizio Bovi

Survey Data as Coincident or Leading Indicators
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?
by Cecilia Frale

Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise
by Jesus Crespo Cuaresma & Andreas Breitenfellner

Forecasting euro exchange rates: How much does model averaging help?
by Jesus Crespo Cuaresma

Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles
by Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz

2012-05 Financial literacy learning in emerging markets: Agent-based modeling
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A new index of financial conditions
by Gary Koop & Dimitris Korobilis

Further evidence on technical analysis and profitability of foreign exchange intervention
by Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez

On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market
by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero

State Dependent Asymmetric Loss and the Consensus Forecast of Real U.S. GDP Growth
by Matthew L Higgins & Sagarika Mishra

Multivariate Asset Return Prediction with Mixture Models
by Marc S. Paolella

Investment strategies used as spectroscopy of financial markets reveal new stylized facts
by Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
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Role of diversification risk in financial bubbles
by Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation
by Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov

The US stock market leads the Federal funds rate and Treasury bond yields
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Diagnosis and Prediction of Market Rebounds in Financial Markets
by Wanfeng YAN & Ryan WOODARD & Didier SORNETTE

Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms
by Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER

Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

Are Securitized Real Estate Returns more Predictable than Stock Returns?
by Camilo Serrano & Martin Hoesli

Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective
by Alena AUDZEYEVA & Barbara SUMMERS & Klaus Reiner SCHENK-HOPPE

Identifying Fiscal Policy Shocks In Chile And Colombia
by Jorge E. Restrepo & Hernán Rincón

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