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

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

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

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

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

Most recent items first, undated at the end.

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

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

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

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

*by*Parshakov, Petr

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

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

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

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

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

*by*Kitlinski, Tobias

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

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

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

*by*Müller, Christian

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

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

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

*by*Ghonghadze, Jaba & Lux, Thomas

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

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

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

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

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

*by*Baumeister, Christiane & Kilian, Lutz

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

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

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

*by*Petar Sorić & Ivana Lolić & Mirjana Čižmešija

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

*by*Stephen Chick & Martin Forster & Paolo Pertile

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

*by*Katarzyna Maciejowska & Jakub Nowotarski

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

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

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

*by*Katarzyna Maciejowska & Rafal Weron

**Sister models for load forecast combination**

*by*Bidong Liu & Jiali Liu & Tao Hong

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

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

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

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

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Market Sentiment and Paradigm Shifts**

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

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

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

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

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

**Finding SPF Percentiles Closest to Greenbook**

*by*Tae-Hwy Lee & Yiyao Wang

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

*by*Manabu Asai & Michael McAleer

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

*by*Kajal Lahiri & George Monokroussos & Yongchen Zhao

**What do Professional Forecasters actually predict?**

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

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

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

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

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

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

*by*Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

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

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

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

*by*Manabu Asai & Michael McAleer

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

*by*Hatice Gokce Karasoy & Caglar Yunculer

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

*by*Selen Baser Andic & Fethi Ogunc

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

*by*Christopher G. Gibbs

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

*by*Christopher Gibbs

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

*by*Juraj Hucek & Alexander Karsay & Marian Vavra

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

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

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

**Monetary Policy with Diverse Private Expectations**

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

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

*by*Luca Fanelli & Marco M. Sorge

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

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

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

*by*Roland Döhrn & Philipp an de Meulen

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

*by*Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

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

*by*Mihaela Simionescu

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

*by*Michael P. Clements &

**Macroeconomic Forecasting Starting from Survey Nowcasts**

*by*João Valle e Azevedo & Inês Gonçalves

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

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

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

*by*Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar

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

*by*Stelios Bekiros & Rangan Gupta & Clement Kyei

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

*by*Rangan Gupta & Kevin Kotze

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

*by*Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

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

*by*Marcos Álvarez-Díaz & Rangan Gupta

**Modeling and Applied Research in Sustainable Development**

*by*Zeng, Xiangyu & Zeng, Zhezhao

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

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

*by*Medel, Carlos A.

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

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

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

*by*Cazotto, Gabriel

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

*by*Naser, Hanan & Alaali, Fatema

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Medel, Carlos

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

*by*Medel, Carlos & Pincheira, Pablo

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

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

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

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

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

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

*by*Bentour, El Mostafa

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

*by*Kym Anderson & Glyn Wittwer

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

*by*Jonas Dovern & Martin Feldkircher & Florian Huber

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

*by*Patrice Ollivaud & Cyrille Schwellnus

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

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

**Austerity in 2009-2013**

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

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

*by*Harry Vander Elst

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

*by*Ahmad Farid Osman & Maxwell L. King

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

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

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

*by*Antoine Kornprobst & Raphael Douady

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

*by*Anil Alpman

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

*by*Seema Narayan & Russell Smyth

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

*by*Kascha, Christian & Trenkler, Carsten

**Oil Price Forecastability and Economic Uncertainty**

*by*Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

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

*by*Radim Gottwald

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

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

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

*by*Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi

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

*by*Andrejs Bessonovs

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

*by*Wojciech Charemza & Carlos Díaz & Svetlana Makarova

**Business Tendency Surveys and Macroeconomic Fluctuations**

*by*Daniel Kaufmann & Rolf Scheufele

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

*by*Heiner Mikosch & Stefan Neuwirth

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

*by*Boriss Siliverstovs

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

*by*Boriss Siliverstovs

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

*by*Sandra Stankiewicz

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

*by*Jing Zeng

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

*by*Tim Schwarzmüller

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

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

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

*by*P. Sarlin & Gregor von Schweinitz

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

*by*Germán López Espinosa

**Measuring the Connectedness of the Global Economy**

*by*Matthew Greenwood-Nimmo & Viet Hoang Nguyen

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

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

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

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

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

*by*Rainer Schulz & Martin Wersing & &

**Forecasting Moscow Ambulance Trips**

*by*Filipp Bykov & Vladimir A. Gordin

**Forest reliance across poverty groups in Tanzania**

*by*Dokken, Therese & Angelsen, Arild

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

*by*Reese, Simon

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

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

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

*by*Mikosch, Heiner & Neuwirth , Stefan

**Real-time Macroeconomic Data and Uncertainty**

*by*Katharina Glass & Ulrich Fritsche

**A comparative Study of Volatility Breaks**

*by*Grote, Claudia & Bertram, Philip

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

*by*William Larson

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

*by*Constantin Burgi

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

*by*PEREAU Jean-Christophe & URSU Eugen

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

*by*António Alberto Santos

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

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

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

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

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

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

**Consumers' Attitudes and Their Inflation Expectations**

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

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

*by*Pasaogullari, Mehmet

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

*by*Meyer, Brent & Tasci, Murat

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

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

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

*by*Meyer, Brent & Tasci, Murat

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

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

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

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

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

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

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

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

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

*by*Joshua C.C. Chan

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

*by*Harry-Paul Vander Elst

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

*by*Cai Fang, Lu Yang

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

*by*Cai Fang, Lu Yang

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

*by*Cai Fang, Lu Yang

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

*by*Christina Strobach & Carin van der Cruijsen

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

*by*Benjamin Beckers

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

*by*Konstantin A. Kholodilin

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

*by*Holger Bonin & Karsten Reuss & Holger Stichnoth

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

*by*Pablo Aguilar & Jesús Vázquez

**Monetary Policy with Diverse Private Expectations**

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

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

*by*Janine Aron & John Muellbauer & Rachel Sebudde

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

*by*Thierry Kamionka & Xavier VU NGOC

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

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

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

*by*Anderson, Kym & Wittwer, Glyn

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

*by*Baumeister, Christiane & Kilian, Lutz

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

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

**Austerity in 2009-2013**

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

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

*by*Bauwens, Luc & Carpantier, Jean-FranÃ§ois & Dufays, Arnaud

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

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

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

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

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

*by*Gustavo Nicolás Páez

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

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

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

*by*Steffen Henzel & Robert Lehmann & Klaus Wohlrabe

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

*by*Kajal Lahiri & Liu Yang

**Monetary Policy with Diverse Private Expectations**

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

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

*by*Kajal Lahiri & Liu Yang

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

*by*Robert M. Sauer

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

*by*Congressional Budget Office

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

*by*Ibrahim Turhan & Ahmet Sensoy & Erk Hacihasanoglu

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

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

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

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

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

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

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

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

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

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

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

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**Housing Market Forecasts with Factor Combinations**

*by*charles Rahal

**House Price Forecasts with Factor Combinations**

*by*Charles Rahal

**Can Oil Prices Forecast Exchange Rates?**

*by*Domenico Ferraro & Ken Rogoff & Barbara Rossi

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

*by*Barbara Rossi & Tatevik Sekhposyan

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

*by*Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti

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

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

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

*by*Pierre Guérin & Danilo Leiva-Leon

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

*by*Diego Torres Torres

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

*by*Cesar Carrera & Alan Ledesma

**Volatility spillovers in EMU sovereign bond markets**

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

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

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

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

*by*Jean-Guy Simonato & Lars Stentoft

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

*by*Markku Lanne & Mika Meitz & Pentti Saikkonen

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

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

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

*by*Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

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

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

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

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

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

*by*Roussellet, Guillaume

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

*by*SIMIONESCU, Mihaela

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

*by*DUMITRESCU, Sorin

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

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

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

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

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

*by*Alexandros M. Goulielmos

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

*by*Dana Kloudova

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

*by*Dimitra Lamprou

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

*by*Zhanglong Wang & Kent Wang & Zheyao Pan

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

*by*Witold Koziñski & Tomasz Œwist

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

*by*Emilian Dobrescu

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

*by*Corina SAMAN

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

*by*Aidil Rizal SHAHRIN

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

*by*Simionescu, Mihaela

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

*by*Karen Poghosyan

**The Improvement of Unemployment Rate Predictions Accuracy**

*by*Mihaela Simionescu

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

*by*Igor Paholok

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

*by*Pavol Krasnovský

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

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

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

*by*Travkin, A.

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

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**A study on the volatility forecast of the US housing market in the 2008 crisis**

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**Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana**

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**The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting**

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**Global food and energy markets: volatility transmission and impulse response effects**

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**Forecasting the role of public expenditure in economic growth Using DEA-neural network approach**

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**The Golden Mean, the Arab Spring and a 10-step analysis of American economic history**

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**Nowcasting Irish GDP**

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**Developing a short-term comparative optimization forecasting model for operational units’ strategic planning**

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**GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy**

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**Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators**

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**A Dynamic Factor Model for World Trade Growth**

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**Evaluating density forecasts: model combination strategies versus the RBNZ**

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**Tracking India Growth in Real Time**

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**Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach**

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*by*Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch

**Forecasting Under Strucural Break Uncertainty**

*by*Jing Tian & Heather M. Anderson

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**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

**Coherent mortality forecasting: the product-ratio method with functional time series models**

*by*Rob J Hyndman & Heather Booth & Farah Yasmeen

**Assessing the information content of option-based volatility forecasts using fuzzy regression methods**

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*by*Ivan Savin & Peter Winker

**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

**Revisions in ocial data and forecasting**

*by*Cecilia Frale & Valentina Raponi

**Efficient Aggregation of Panel Qualitative Survey Data**

*by*James Mitchell & Richard J. Smith & Martin R. Weale

**A Cost-Benefit Analysis of Basel III: Some Evidence from the UK**

*by*Meilan Yan & Maximilian J. B. Hall & Paul Turner

**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

**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

**Analyzing Fixed-event Forecast Revisions**

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

**Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation**

*by*Michael McAleer & Massimiliano Caporin

**Evaluating Individual and Mean Non-Replicable Forecasts**

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

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

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

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

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

**Are Forecast Updates Progressive?**

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

**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

**Modelling and Forecasting Noisy Realized Volatility**

*by*Manabu Asai & Michael McAleer & Marcelo C. Medeiros

**International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord**

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

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*by*Boriss Siliverstovs

**Disagreement, Uncertainty and the True Predictive Density**

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**Five Issues in the Design of Income Support Mechanisms: The Case of Italy**

*by*Colombino, Ugo

**Five Issues in the Design of Income Support Mechanisms: The Case of Italy**

*by*Colombino, Ugo

**The Financial Crisis from a Forecaster’s Perspective**

*by*Katja Drechsel & Rolf Scheufele

**Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis**

*by*Osamu Nakamura

**On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models**

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

**Some Computational Aspects of Gaussian CARMA Modelling**

*by*Tómasson, Helgi

**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”]**

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**Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?**

*by*Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

**Multivariate Volatility Modeling of Electricity Futures**

*by*Luc Bauwens & Christian M. Hafner & Diane Pierret

**A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise**

*by*Daisuke Nagakura & Toshiaki Watanabe

**Quantile Forecasts of Financial Returns Using Realized GARCH Models**

*by*Toshiaki Watanabe

**Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?**

*by*Tin Cheuk Leung & Kwok Ping Tsang

**Nowcasting Chinese GDP: Information Content of Economic and Financial Data**

*by*Matthew S. Yiu & Kenneth K. Chow

**New Liu Estimators for the Poisson Regression Model: Method and Application**

*by*Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi

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*by*Melolinna, Marko

**Tracking Chinese CPI inflation in real time**

*by*Mehrotra, Aaron & Funke, Michael & Yu, Hao

**Medium-Term Industrial Labor Demand Forecast for Hungary**

*by*John Sutherland Earle & Almos Telegdy

**Long-Term Industrial Labor Demand Forecast for Hungary**

*by*John Sutherland Earle & Almos Telegdy

**Quantifying survey expectations: What's wrong with the probability approach?**

*by*Breitung, Jörg & Schmeling, Maik

**Tracking Chinese CPI inflation in real time**

*by*Michael Funke & Hao Yu & Aaron Mehrota

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

*by*Peter Fuleky & Carl S. Bonham

**Differences in Early GDP Component Estimates Between Recession and Expansion**

*by*Tara M. Sinclair & H.O. Stekler

**A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach**

*by*Yueqing Jia

**Examining the Quality of Early GDP Component Estimates**

*by*Tara M. Sinclair & H.O. Stekler

**Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model**

*by*Jason West

**A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets**

*by*Jason West

**Fitting Broadband Diffusion by Cable Modem in Portugal**

*by*Rui Pascoal & Jorge Marques

**Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model**

*by*Paul Mizen & Serafeim Tsoukas

**Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models**

*by*Deschamps, Philippe J.

**Oil Price Forecast Evaluation with Flexible Loss Functions**

*by*Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

**Towards the Optimal Management of the Northeast Arctic Cod Fishery**

*by*Andries Richter & Paulo A.L.D. Nunes

**A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis**

*by*Andrea Ghermandi & Paulo A.L.D. Nunes

**Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility**

*by*Milan Rippel & Ivo Jánský

**Modelling Long-Term Electricity Contracts at EEX**

*by*Robert Flasza & Milan Rippel & Jan Šolc

**Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics**

*by*Stelios Bekiros

**Evaluating the Rationality of Managers' Sales Forecasts**

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

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

**GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies**

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

**Analyzing Fixed-event Forecast Revisions**

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

**Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation**

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

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*by*Luc Bovens & Wlodek Rabinowicz

**Measuring Output Gap Nowcast Uncertainty**

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

**Improving forecasting performance by window and model averaging**

*by*Prasad S Bhattacharya & Dimitrios D Thomakos

**Leverage as a Predictor for Real Activity and Volatility**

*by*Robert Kollmann & Stefan Zeugner

**Forecasting growth in eastern Europe and central Asia**

*by*Franziska Ohnsorge & Yevgeniya

**Advances in Forecasting Under Instability**

*by*Barbara Rossi

**Forecast Optimality Tests in the Presence of Instabilities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Oil Prices Forecast Exchange Rates?**

*by*Domenico Ferraro & Ken Rogoff & Barbara Rossi

**Out-of-Sample Forecast Tests Robust to Window Size Choice**

*by*Barbara Rossi & Atsushi Inoue

**On the volatility-volume relationship in energy futures markets using intraday data**

*by*Julien Chevallier & Benoît Sévi

**Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices**

*by*Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij

**Optimal Forecasts in the Presence of Structural Breaks**

*by*M Hashem Pesaran & Andreas Pick & Mikhail Pranovich

**Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models**

*by*Jasper de Winter

**How do inflation expectations form? New insights from a high-frequency survey**

*by*Gabriele Galati & Peter Heemeijer & Richhild Moessner

**Improving forecasting performance by window and model averaging**

*by*Prasad S Bhattacharya & Dimitrios D Thomakos

**Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions**

*by*Ansgar Belke & Christian Gokus

**Do jumps help in forecasting the density of returns?**

*by*Chevallier, Julien & Ielpo, Florian & Sévi, Benoît

**Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model**

*by*Chevallier, Julien

**Combining benchmarking and chain-linking for short-term regional forecasting**

*by*Ángel Cuevas & Enrique M. Quilis & Antoni Espasa

**Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models**

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**Forecasting Hong Kong economy using factor augmented vector autoregression**

*by*Pang, Iris Ai Jao

**Comparisons of different monetary policies in China with yield curve information**

*by*Pang, Iris Ai Jao

**Municipal Non-Residential Real Property Valuation Forecast Accuracy**

*by*Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.

**Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā**

*by*Bessonovs, Andrejs

**Has U.S. Inflation Really Become Harder to Forecast?**

*by*Lanne, Markku & Luoto, Jani

**Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana**

*by*Skribans, Valerijs

**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.

**Real-time nowcasting of GDP: Factor model versus professional forecasters**

*by*Liebermann, Joelle

**Why the determinacy condition is a weak criterion in rational expectations models**

*by*Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza

**Darbaspēka migrācijas ietekme uz darba tirgu Latvijā**

*by*Skribans, Valerijs

**Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches**

*by*de Silva, Ashton J

**Construction industry forecasting system dynamic model**

*by*Skribans, Valerijs

**Gaussian and non-Gaussian models for financial bubbles via econophysics**

*by*Fry, J. M.

**Investments model development with the system dynamic method**

*by*Skribans, Valerijs

**Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?**

*by*Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi

**The 2010 Midterm Election for the US House of Representatives**

*by*Hibbs, Douglas A.

**Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach**

*by*Cadogan, Godfrey

**Revealing the arcane: an introduction to the art of stochastic volatility models**

*by*Tsyplakov, Alexander

**Development of the Latvian energy sector system dynamic model**

*by*Skribans, Valerijs

**Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?**

*by*Ege, Yazgan & Huseyin, Kaya

**Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices**

*by*Fry, J. M.

**A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions**

*by*Mamatzakis, E & Christodoulakis, G

**Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde**

*by*Skribans, Valerijs

**Optimal Forecasting of Noncausal Autoregressive Time Series**

*by*Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

**Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance**

*by*Cadogan, Godfrey

**A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices**

*by*Regnard, Nazim & Zakoian, Jean-Michel

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии**

*by*Skribans, Valerijs

**Estimating Infrastructural Investment Needs for India**

*by*Chandan, Sharma & Bhanumurthy, N R

**The interest rate spread as a forecasting tool of greek industrial production**

*by*Gogas, Periklis & Pragkidis, Ioannis

**A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle**

*by*Buss, Ginters

**Cointegration and conditional correlations among German and Eastern Europe equity markets**

*by*Guidi, Francesco & Gupta, Rakesh

**Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia**

*by*Bušs, Ginters

**A Note on the Oil Price Trend and GARCH Shocks**

*by*Jing, Li & Thompson, Henry

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Modelling the Currency in Circulation for the State of Qatar**

*by*Balli, Faruk & Elsamadisy, Elsayed

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

*by*Todd, Prono

**Threshold Cointegration in BRENT crude futures market**

*by*Mamatzakis, E & Remoundos, P

**A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China**

*by*Su, Dongwei & He, Xingxing

**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

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options**

*by*Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

**Modelling and forecasting wind speed intensity for weather risk management**

*by*Massimiliano Caporin & Juliusz Pres

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

*by*Janine Aron & John Muellbauer

**Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar**

*by*Andrew Coleman & Özer Karagedikli

**Medium-term projection model of the National Bank of Serbia**

*by*Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev

**ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework**

*by*Joshua Angrist & Ivan Fernandez-Val

**Policy Analysis with Incredible Certitude**

*by*Charles F. Manski

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

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

**Probabilistic Forecasts of Volatility and its Risk Premia**

*by*Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**VARs, Cointegration and Common Cycle Restrictions**

*by*Heather M Anderson & Farshid Vahid

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

*by*Yin Liao & Heather M. Anderson & Farshid Vahid

**Automatic forecasting with a modified exponential smoothing state space framework**

*by*Alysha M De Livera

**Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand**

*by*George Athanasopoulos & Ashton de Silva

**Alternative methods for forecasting GDP**

*by*Dominique Guegan & Patrick Rakotomarolahy

**Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems**

*by*Dominique Guegan & Justin Leroux

**A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques**

*by*Dominique Guegan & Patrick Rakotomarolahy

**The attractiveness of countries for FDI. A fuzzy approach**

*by*Marina Murat & Tommaso Pirotti

**An out-of-sample test for nonlinearity in financial time series: An empirical application**

*by*Theodore Panagiotidis

**Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting**

*by*Branimir Jovanovic & Magdalena Petrovska

**On the Forecasting Accuracy of Multivariate GARCH Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

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

*by*Alberto Bagnai

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

*by*Don Harding

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

*by*Buchen, Teresa & Wohlrabe, Klaus

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

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

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

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

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

*by*Jesus Felipe & Utsav Kumar & Arnelyn Abdon

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

*by*Stephen Hall & Kavita Sirichand

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

*by*Stephen Hall & Kavita Sirichand

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

*by*Yves Jégourel & Samuel Maveyraud

**Evaluating Combined Non-Replicable Forecasts**

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

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

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

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

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

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

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

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

*by*Boriss Siliverstovs

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

*by*Ralf Brüggemann & Jana Riedel

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

*by*Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

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

*by*Colombino, Ugo

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

*by*Colombino, Ugo

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

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

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

*by*Katja Drechsel & Rolf Scheufele

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

*by*Osamu Nakamura

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

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

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

*by*Maurizio Bovi

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

*by*Christian Proano

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

*by*Pierre L. Siklos

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

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

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

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

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

*by*Matthias Ritter & Oliver Mußhoff & Martin Odening

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

*by*Albrecht Ritschl & Samad Sarferaz

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

*by*Julia Schaumburg

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

*by*Lundholm, Michael

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

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

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

*by*Wegmann , Bertil & Villani, Mattias

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

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

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

*by*Ulrich Fritsche & Ullrich Heilemann

**A Hypothetical Cohort Model of Human Development**

*by*Jana Asher & Beth Osborne Daponte

**Alternative Policies for US Economic Recovery**

*by*Byron Gangnes

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

*by*Peter Fuleky & Carl Bonham

**Alternative Policies for US Economic Recovery**

*by*Byron Ganges

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

*by*William D. Larson

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

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

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

*by*Giovanni De Luca & Giampiero Gallo

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

*by*Francesco D’Amuri & Juri Marcucci

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

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

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

*by*Boril Šopov & Jakub Seidler

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

*by*Frédéric Karamé & Alexandra Olmedo

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

*by*Frédéric Karamé

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

*by*Janos Varga and Jan in 't Veld

**Evaluating Combined Non-Replicable Forecast**

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

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

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

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

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

**Combining Non-Replicable Forecasts**

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

**Ranking multivariate GARCH models by problem dimension**

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

**Are Forecast Updates Progressive?**

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

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

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

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

*by*Janine Aron & John Muellbauer

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

*by*Albrecht Ritschl & Samad Salferaz

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

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

**Appreciating the Renminbi**

*by*Rod Tyers & Ying Zhang

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

*by*Don Harding

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

*by*Francesco Ravazzolo & Shaun P. Vahey

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

*by*Roxana Halbleib & Valerie Voev

**Understanding Models' Forecasting Performance**

*by*Barbara Rossi & Tatevik Sekhposyan

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

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

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

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Exchange Rates Forecast Commodity Prices?**

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

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

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

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

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

**The power of weather**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

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

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

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

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

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

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

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

*by*Antonis A. Michis

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

*by*Marina Theodosiou

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

*by*C. MINODIER

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

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

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

*by*Aron, Janine & Muellbauer, John

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

*by*Aron, Janine & Muellbauer, John

**Nowcasting**

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

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

*by*Aron, Janine & Muellbauer, John

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

*by*Wieland, Volker & Wolters, Maik H

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

*by*Teulings, Coen N & Zubanov, Nick

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

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

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

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

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

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

**Measuring Output Gap Uncertainty**

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

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

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

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

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

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

*by*LAURENT, SÃ©bastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

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

*by*Eliana González

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

*by*Eliana González

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

*by*Eliana González

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

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

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

*by*Élise PAYZAN LE NESTOUR

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

*by*Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

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

*by*Coenraad N. Teulings & Nick Zubanov

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

*by*Janine Aron & John Muellbauer

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

*by*Albrecht Ritschl & Samad Salferaz

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

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

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

*by*Ugo Colombino

**Evaluating Combined Non-Replicable Forecasts**

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

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

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

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

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

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

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

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

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

**Combining Non-Replicable Forecasts**

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

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

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

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

**Are Forecast Updates Progressive?**

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

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

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

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

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

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

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

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

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

**Conditional forecasts in DSGE models**

*by*Junior Maih

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

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

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

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

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

*by*Francesco Ravazzolo & Shaun P. Vahey

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

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

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

*by*Wei Chen & J L Ford

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

*by*Anindya Banerjee & Victor Bystrov & Paul Mizen

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

*by*Fabio Canova & Filippo Ferroni

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

*by*Robin Hogarth & Emre Soyer

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

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

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

*by*Guillermo Benavides

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

*by*Carlos Capistrán & Gabriel López-Moctezuma

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

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

*by*Raúl Ibarra-Ramírez

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

*by*Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani

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

*by*Libero Monteforte & Gianluca Moretti

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

*by*Claudia Miani & Stefano Siviero

**Estimating DSGE models with unknown data persistence**

*by*Gianluca Moretti & Giulio Nicoletti

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

*by*David de Antonio Liedo & Elena Fernández Muñoz

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

*by*Marco J. Lombardi & Philipp Maier

**Semi-Structural Models for Inflation Forecasting**

*by*Maral Kichian & Fabio Rumler & Paul Corrigan

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

*by*Nikita Perevalov & Philipp Maier

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

*by*Maximillian Auffhammer & Ralf Steinhauser

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

*by*Yin Liao & Heather Anderson & Farshid Vahid

**What Drives Commodity Prices?**

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

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

*by*Hyeongwoo Kim & Nazif Durmaz

**The Model Confidence Set**

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

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

*by*Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

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

*by*Rasmus Tangsgaard Varneskov & Valeri Voev

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

*by*Rasmus Tangsgaard Varneskov

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

*by*Leonidas Tsiaras

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

**Forecasting with nonlinear time series models**

*by*Anders Bredahl Kock & Timo Teräsvirta

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

*by*Klaus Grobys

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

*by*Harin, Alexander

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

*by*Nikola Gradojević & Vladimir Djaković & Goran Andjelić

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

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**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

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*by*Sonali Das & Rangan Gupta & Alain Kabundi

**The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve**

*by*Clive G. Bowsher & Roland Meeks

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**A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices**

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**Inflation Forecasting with Inflation Sentiment Indicators**

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*by*Berger, Helge & Harjes, Thomas

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*by*Knüppel, Malte & Schultefrankenfeld, Guido

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*by*Wang, Mu-Chun

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*by*Jacek Kotlowski

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*by*Clements, Michael P.

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*by*Dekkers, J. & Koomen, E.

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**Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects**

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**Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing**

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**Real Time Detection of Structural Breaks in GARCH Models**

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**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

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**Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts**

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**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**

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**An Hourly Periodic State Space Model for Modelling French National Electricity Load**

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**Out-of-sample comparison of copula specifications in multivariate density forecasts**

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

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

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**Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU**

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**Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows**

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**The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve**

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**Is a DFM Well Suited for Forecasting Regional House Price Inflation?**

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**Inflation Forecasting with Inflation Sentiment Indicators**

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**A Small BVAR-DSGE Model for Forecasting the Australian Economy**

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**A Review of Forecasting Techniques for Large Data Sets**

*by*Jana Eklund & George Kapetanios

**Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting**

*by*Jan J.J. Groen & George Kapetanios

**On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information**

*by*Maximiano Pinheiro & Paulo Soares Esteves

**Forecasting investment: A fishing contest using survey data**

*by*Sara Serra & José R. Maria

**Forecasting Using Targeted Diffusion Indexes**

*by*Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

**Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area**

*by*Carlo Altavilla & Matteo Ciccarelli

**Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches**

*by*S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan

**Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints**

*by*Gelhausen, Marc Christopher

**Predicting elections from politicians’ faces**

*by*Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm

**A Naïve Sticky Information Model of Households’ Inflation Expectations**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**The Cyclicity as Evolution Form of Economic Activities**

*by*UNGUREANU, Laura

**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

**Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies**

*by*Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar

**Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets**

*by*Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

**Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting**

*by*Nwaobi, Godwin

**A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)**

*by*Buncic, Daniel

**Liquidity-Induced Dynamics in Futures Markets**

*by*Fagan, Stephen & Gencay, Ramazan

**Can financial ratios predict the Malaysian stock return?**

*by*Lee, Chin & Lee, Weng Hong

**Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Bankruptcy prediction and neural networks: The contribution of variable selection methods**

*by*du Jardin, Philippe

**Forecasting Using Functional Coefficients Autoregressive Models**

*by*Bruno, Giancarlo

**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

**Using sentiment surveys to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006**

*by*Buda, Rodolphe

**Detecting and forecasting business cycle turning points**

*by*Harding, Don

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*by*Lai, Jennifer /J.T.

**The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey**

*by*Omay, Tolga

**An Early Warning Signals Approach for Currency Crises: The Turkish Case**

*by*Ari, Ali

**Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization**

*by*Giovanis, Eleftherios

**A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods**

*by*Giovanis, eleftheios

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*by*Giovanis, Eleftherios

**Neuro-Fuzzy approach for the predictions of economic crisis**

*by*Giovanis, Eleftherios

**Implied Volatility with Time-Varying Regime Probabilities**

*by*Lanne, Markku & Ahoniemi, Katja

**Forecasting in vector autoregressions with many predictors**

*by*Korobilis, Dimitris

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*by*Maldonado, Diego & Pazmiño, Mariela

**Exchange Rates Predictability in Developing Countries**

*by*Sarmidi, Tamat

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*by*Faghih, Nezameddin & Faghih, Ali

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*by*Courtioux, Pierre

**The Role of Trends and Detrending in DSGE Models**

*by*Andrle, Michal

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*by*Cooper, Russel & Madden, Gary G

**Infrastructure for Sustainable Growth: A Demand Projection Exercise for India**

*by*Majumder, Rajarshi

**Benchmark forecasts for climate change**

*by*Green, Kesten C & Armstrong, J Scott & Soon, Willie

**Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK**

*by*Guidi, Francesco

**Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data**

*by*Nikolsko-Rzhevskyy, Alex

**Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure**

*by*Visser, Marcel P.

**Forecasting macroeconomic variables using a structural state space model**

*by*de Silva, Ashton

**Direct and iterated multistep AR methods for difference stationary processes**

*by*Proietti, Tommaso

**Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models**

*by*Weron, Rafal & Misiorek, Adam

**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.

**A panel data analysis for the greenhouse effects in fifteen countries of European Union**

*by*Giovanis, Eleftherios

**Modeling Trade Direction**

*by*Rosenthal, Dale W.R.

**The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange**

*by*Attiya Y. Javid & Eatzaz Ahmad

**Forecasting temperature indices with timevarying long-memory models**

*by*Massimiliano Caporin & Juliusz Pres

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Forecasting with Equilibrium-correction Models during Structural Breaks**

*by*Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

**Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation**

*by*Fabio Rumler & Maria Teresa Valderrama

**Estimating a Supply Block for Poland**

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

**Incorporating judgement with DSGE models**

*by*Jaromír Beneš & Andrew Binning & Kirdan Lees

**Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand**

*by*Chris Bloor & Troy Matheson

**The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve**

*by*Clive G. Bowsher & Roland Meeks

**Forecast Evaluation of Small Nested Model Sets**

*by*Kirstin Hubrich & Kenneth D. West

**Phillips Curve Inflation Forecasts**

*by*James H. Stock & Mark W. Watson

**Efficient Prediction of Excess Returns**

*by*Jon Faust & Jonathan H. Wright

**The Continuing Puzzle of Short Horizon Exchange Rate Forecasting**

*by*Kenneth S. Rogoff & Vania Stavrakeva

**Can Exchange Rates Forecast Commodity Prices?**

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

**Global Forces and Monetary Policy Effectiveness**

*by*Jean Boivin & Marc Giannoni

**Forecast with judgment and models**

*by*Francesca Monti

**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

**A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model**

*by*Ralph D. Snyder & Anne B. Koehler

**Density forecasting for long-term peak electricity demand**

*by*Rob J Hyndman & Shu Fan

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*by*Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

**The tourism forecasting competition**

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

**GDP nowcasting with ragged-edge data : A semi-parametric modelling**

*by*Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy

**Business surveys modelling with seasonal-cyclical long memory models**

*by*Laurent Ferrara & Dominique Guegan

**Forecasting chaotic systems : the role of local Lyapunov exponents**

*by*Dominique Guegan & Justin Leroux

**Effect of noise filtering on predictions : on the routes of chaos**

*by*Dominique Guegan

**Estimation of k-factor GIGARCH process : a Monte Carlo study**

*by*Abdou Kâ Diongue & Dominique Guegan

**Measuring bank capital requirements through Dynamic Factor analysis**

*by*Andrea Cipollini & Giuseppe Missaglia

**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

**Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle**

*by*Matteo Pelagatti & Valeria Negri

**Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?**

*by*George Christodoulakis & Emmanuel Mamatzakis

**Seasonal Mackey-Glass-GARCH process and short-term dynamics**

*by*Catherine Kyrtsou & Michel Terraza

**Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield**

*by*Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

**Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators**

*by*Konstantins Benkovskis

**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

**The information content of KOF indicators on Swiss current account data revisions**

*by*Jan P.A.M. Jacobs & Sturm Jan-Egbert

**Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model**

*by*Christian Conrad & Menelaos Karanasos

**Managing Disinflation under Uncertainty**

*by*Mewael F. Tesfaselassie & Eric Schaling

**Forecasting Using Functional Coefficients Autoregressive Models**

*by*Giancarlo Bruno

**Nonlinear Exchange Rate Predictability**

*by*Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez

**Forecasting the maximum compensation offer in the automobile BI claims negotiation proces**

*by*Mercedes Ayuso & Miguel Santolino

**Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data**

*by*Claudio Agostini & Phillip Brown & Andrei Roman

**Poverty and Inequality among Ethnic Groups in Chile**

*by*Claudio Agostini & Phillip Brown & Andrei Roman

**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

**Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems**

*by*Dominique Guégan & Justin Leroux

**Regional unemployment forecasts with spatial interdependencies**

*by*Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

**Testing directional forecast value in the presence of serial correlation**

*by*Oliver Blaskowitz & Helmut Herwartz

**A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure**

*by*Oliver Blaskowitz & Helmut Herwartz

**Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach**

*by*Wolfgang Reichmuth & Samad Sarferaz

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

*by*Wolfgang Reichmuth & Samad Sarferaz

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

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

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

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

*by*Oliver Blaskowitz & Helmut Herwatz

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

*by*Shiyi Chen & Kiho Jeong & Wolfgang Härdle

**House Prices and Replacement Cost: A Micro-Level Analysis**

*by*Rainer Schulz & Axel Werwatz

**Value-at-Risk and Expected Shortfall when there is long range dependence**

*by*Wolfgang Härdle & Julius Mungo

**Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models**

*by*Tom Pak-wing Fong & Chun-shan Wong

**Comparing Forecast Performance of Exchange Rate Models**

*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**A Corrected Value-at-Risk Predictor**

*by*Lönnbark, Carl

**Macroeconomic Impact on Expected Default Frequency**

*by*Åsberg Sommar, Per & Shahnazarian, Hovick

**Business surveys and inflation forecasting in China**

*by*Kaaresvirta, Juuso & Mehrotra, Aaron

**Forecasting Inflation in China**

*by*Mehrotra , Aaron & Sánchez-Fung, José R.

**Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts**

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

**Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation**

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

**A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets**

*by*Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

**Comparison of Volatility Measures: a Risk Management Perspective**

*by*Christian T. Brownlees & Giampiero Gallo

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Path Forecast Evaluation**

*by*Òscar Jordà & Massimiliano Marcellino

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**A Monthly Indicator of the Euro Area GDP**

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

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Anindya Banerjee & Massimiliano Marcellino & Igor Masten

**Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP**

*by*Massimiliano Marcellino & Christian Schumacher

**Estimating critical mass in the global cellular telephony market**

*by*Michal Grajek & Tobias Kretschmer

**Flexible Decision Support in Dynamic Interorganizational Networks**

*by*Collins, J. & Ketter, W. & Gini, M.

**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.

**Experts' Stated Behavior**

*by*Boulaksil, Y. & Franses, Ph.H.B.F.

**A decision rule to minimize daily capital charges in forecasting value-at-risk**

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

**The ten commandments for optimizing value-at-risk and daily capital charges**

*by*McAleer, M.J.

**Modelling sustainable international tourism demand to the Brazilian Amazon**

*by*Divino, J.A. & McAleer, M.J.

**Model selection for forecast combination**

*by*Franses, Ph.H.B.F.

**Modeling monetary policy in real time:Does discreteness matter?**

*by*Sirchenko Andrey

**Forecasting economic activity for Estonia : The application of dynamic principal component analyses**

*by*Christian Schulz

**Short-Term Forecasts of Euro Area GDP Growth**

*by*Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler

**Large Bayesian VARs**

*by*Martha Banbura & Domenico Giannone & Lucrezia Reichlin

**Has modelsí forecasting performance for US output growth and inflation changed over time, and when?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Forecast Comparisons in Unstable Environments**

*by*Giacomini, Raffaella & Rossi, Barbara

**Can Exchange Rates Forecast Commodity Prices?**

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

**A methodology for population projections: an application to Spain**

*by*Andrés M. Alonso & Daniel Peña & Julio Rodríguez

**Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting**

*by*andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez

**Measuring causality between volatility and returns with high-frequency data**

*by*Jean-Marie Dufour & René García & Abderrahim Taamouti

**Short and long run causality measures: theory and inference**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**General to specific modelling of exchange rate volatility : a forecast evaluation**

*by*Luc Bauwens & Genaro Sucarrat

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Are Prices Really Affected by Mergers?**

*by*X. BOUTIN & L. JANIN

**Path Forecast Evaluation**

*by*Jordà, Òscar & Marcellino, Massimiliano

**Forecasting Exchange Rates with a Large Bayesian VAR**

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

**A Monthly Indicator of the Euro Area GDP**

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

**Short-term Forecasts of Euro Area GDP Growth**

*by*Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard

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

*by*Marcellino, Massimiliano & Schumacher, Christian

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

**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

**Investigating uncertainty in macroeconomic forecasts by stochastic simulation**

*by*Debby Lanser & Henk Kranendonk

**An easy test for two stationary long processes being uncorrelated via AR approximations**

*by*WANGÂ , Shin-Huei & HSIAO, Cheng

**Modelling the Economic Effects of Population Ageing**

*by*James Giesecke & G.A. Meagher

**Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia**

*by*Eliana Rocío González Molano

**An estimation of the pattern of diffusion of mobile phones: the case of Colombia**

*by*Luis Fernando Gamboa & Jesus Otero

**Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators**

*by*Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

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

*by*Nikolay Robinzonov & Klaus Wohlrabe

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

*by*Steffen Henzel

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

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

**Forecasting Euro Area Real GDP: Optimal Pooling of Information**

*by*Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser

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

*by*Jan Jacobs & Jan-Egbert Sturm

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

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Forecasting Random Walks Under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

**A VECX Model of the Swiss Economy**

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

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

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

**Path Forecast Evaluation**

*by*Oscar Jorda & Massimiliano Marcellino

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

*by*Eduardo Mendes & Les Oxley & Marco Reale

**Now-casting Irish GDP**

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

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

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

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

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

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

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

**Forecasting Random Walks Under Drift Instability**

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

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

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

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

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

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

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

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

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

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

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

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

*by*Knut Are Aastveit & Tørres G. Trovik

**Combining inflation density forecasts**

*by*Christian Kascha & Francesco Ravazzolo

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

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**What horizon for targeting inflation?**

*by*Q. Farooq Akram.

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

*by*Ferrara, L. & Guégan, D.

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

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

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

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

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

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

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

*by*Carlos Capistrán & Gabriel López-Moctezuma

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

*by*Ricardo Gimeno & José Manuel Marqués

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

*by*Sylvain Martel

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

*by*Gruber, Johannes & Lee, Gabriel

**Disagreement and Biases in Inflation Expectations**

*by*Carlos Capistrán & Allan Timmermann

**The cyclical component factor model**

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

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

*by*Lars Stentoft

**Modelling and Forecasting Multivariate Realized Volatility**

*by*Roxana Chiriac & Valeri Voev

**Option Pricing using Realized Volatility**

*by*Lars Stentoft

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

*by*Domenico Giannone & Michele Lenza & Lucrezia Reichlin

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

*by*Graham Elliott & Ivana Komunjer & Allan Timmermann

**Alternative Measures of Core Inflation in Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**Polynomial Interpolation and Applications to Autoregressive Models**

*by*Mateescu, George Daniel

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

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

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

*by*Kudrov, Alexander

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

*by*Rozhkovskaya, Ekaterina

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

*by*Miloslav Vošvrda & Jozef Baruník

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

*by*Michal Pazou

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

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

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

*by*Andreas Breitenfellner & Jesus Crespo Cuaresma

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

*by*Friedrich Fritzer & Lukas Reiss

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

*by*Timotheos Angelidis & Alexandros Benos

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

*by*Kristóf, Tamás

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

*by*Klaus Weyerstrass & Reinhard Neck

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

*by*Jörg Breitung

**Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?**

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*by*Stanislav Anatolyev

**Forecasting and Combining Competing Models of Exchange Rate Determination**

*by*Carlo Altavilla & Paul De Grauwe

**(Un)Predictability and Macroeconomic Stability**

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

**Assessing the Role of Income and Interest Rates in Determining House Prices**

*by*McQuinn, Kieran & O'Reilly, Gerard

**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.

**Computational Intelligence in Exchange-Rate Forecasting**

*by*Andreas S. Andreou & George A. Zombanakis

**Pursuing financial stability under an inflation-targeting regime**

*by*Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist

**Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?**

*by*Q. Farooq Akram & Øyvind Eitrheim

**Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules**

*by*Arie Preminger & Christian M. Hafner

**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.

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

*by*Carlos Capistrán

**Forecast Combination with Entry and Exit of Experts**

*by*Carlos Capistrán & Allan Timmermann

**Disagreement and Biases in Inflation Expectations**

*by*Carlos Capistrán & Allan Timmermann

**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

**Bank profitability and the business cycle**

*by*Ugo Albertazzi & Leonardo Gambacorta

**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

*by*Jean-Marie Dufour & David Tessier

**Using Monthly Indicators to Predict Quarterly GDP**

*by*Isabel Yi Zheng & James Rossiter

**Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices**

*by*Greg Tkacz & Carolyn Wilkins

**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

**Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion**

*by*Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

**Forecasting Substantial Data Revisions in the Presence of Model Uncertainty**

*by*Anthony Garratt & Gary Koop & Shaun P. Vahey

**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

**Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis**

*by*Giulio PALOMBA

**Forecasting US bond yields at weekly frequency**

*by*Riccardo LUCCHETTI & Giulio PALOMBA

**China's Economic Growth and its Real Exchange Rate**

*by*Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain

**Ein multisektoraler Sammelindikator für die Schweizer Konjunktur**

*by*Michael Graff

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

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

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

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

**Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union**

*by*Ogrean, Claudia & Herciu, Mihaela

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

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

**A Model to Forecast the Evolution of the Structure of a System of Economic Indicators**

*by*Andreica, Marin

**An Adaptive Retraining Method for the Exchange Rate Forecasting**

*by*Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

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

**Stability in Stochastic Forecasting of Time Series**

*by*Kharin, Yuriy

**Predicting the Poverty Impacts of Trade Reform**

*by*Thomas W. Hertel & Jeffrey J. Reimer

**Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index**

*by*Khurshid M. Kiani

**The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis**

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

**Modelarea inflaţiei în România**

*by*Pelinescu Elena

**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

**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

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*María Clara Aristizábal Restrepo

**Predicting the Medal Wins at the 2006 Winter Olympics: an Econometrics Approach**

*by*Wade D. Pfau

**Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?**

*by*Namwon Hyung & Philip Hans Franses

**Forecasting Inflation: An Art as Well as a Science!**

*by*Ard Reijer & Peter Vlaar

**A Bayesian Model Averaging Approach to Enhance Value Investment**

*by*Ron Bird & Richard Gerlach

**Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market**

*by*Kim-Leng Goh & Kim-Lian Kok

**Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros**

*by*Juan José Pompilio Sartori

**Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis**

*by*Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

**A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry**

*by*GÓMEZ-SORZANO Gustavo A

**Using Bootstrap to Test Portfolio Efficiency**

*by*Pin-Huang Chou & Guofu Zhou

**Inflation Expectations in Latin America**

*by*Fabia A de Carvalho & Mauricio S. Bugarin

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*Aristizábal, María Clara

**Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur**

*by*Klaus Abberger & Klaus Wohlrabe

**Zur Prognosekraft des ifo Indikators**

*by*Hans-Werner Sinn & Klaus Abberger

**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

**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

**Banque de France scores: development, applications, and maintenance**

*by*Bardos, M.

**La contagion du risque via les impayés sur effets de commerce**

*by*BARDOS, M. & STILI, D.

**Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins**

*by*Vamerson Schwingel Ribeiro & Joilson Dias

**Risk contagion through defaults on trade bills**

*by*Bardos, M. & Stili, D.

**Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment**

*by*Peter Zadrozny & Ellis Tallman

**An Integrated Approach For Stock Price Forecasting**

*by*Alvaro Veiga & Gustavo Santos Raposo

**Model Uncertainty and Endogenous Volatility**

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

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

*by*Serge Hayward

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

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

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

*by*Kevin Lee & Anthony Garratt

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

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

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

*by*Gauresh Rajadhyaksha & Abhijeet Dwivedi

**Earnings forecast bias - a statistical analysis**

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

**Impulse Analyses Of The Romanian Inflation**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

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

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

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

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

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

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

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

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

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

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

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

**Dealing with Unexpected Shocks to the Budget**

*by*Elena Gennari & Raffaela Giordano & Sandro Momigliano

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

*by*Kıvılcım M. ÖZCAN & Suat AYDIN

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

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

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

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

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

*by*Panayiotis Diacos & Spyros Hadjidakis

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

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

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

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

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

*by*Stephan, Andreas & Brück, Tilman

**The volatility of realized volatility**

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

**Volatility forecasting**

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

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

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

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

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

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

*by*Domenico Giannone & Lucrezia Reichlin

**(Un)Predictability and Macroeconomic Stability**

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

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

*by*Maurizio Bovi

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

*by*Maurizio Bovi

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

*by*Martin Melecky & Lubos Komarek

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

*by*Martin Melecky

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

*by*Barbara Rossi

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

*by*Tony Guida & Olivier Matringe

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**The Degree of Stability of Price Diffusion**

*by*Cornelis A. Los

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

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

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

*by*Sutthisit Jamdee & Cornelis A. Los

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

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

*by*Andrew Healy

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

*by*Zacharias Bragoudakis

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

*by*Hsiang-Tai Lee & Jonathan Yoder

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

*by*Rafal Weron & Adam Misiorek

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

*by*Marie Bessec & Othman Bouabdallah

**Nonlinearity, Nonstationarity and Spurious Forecasts**

*by*Vadim Marmer

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

*by*Rafal Weron & Adam Misiorek

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

*by*Stanislav Radchenko

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

*by*Barbara Rossi

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

*by*Ingo Geishecker & Gabor Hunya

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

*by*Hui Feng

**On the Rationality of the General Public**

*by*GEBHARD KIRCHGÄSSNER

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

*by*Fabio Trojani & Francesco Audrino

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

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

**Survey Expectations**

*by*M. Hashem Pesaran & Martin Weale

**Curve Forecasting by Functional Autoregression**

*by*A. Onatski & V. Karguine

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

*by*James Mitchell

**High Frequency Multiplicative Component Garch**

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

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

*by*TOM BERNHARDSEN & Ã˜YVIND EITRHEIM

**Forecasting Aggregates by Disaggregates**

*by*Kirstin Hubrich & David F. Hendry

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

*by*Carlos CapistrÃ¡n-Carmona

**Measuring Fiscal Sustainability**

*by*Vito Polito & Mike Wickens

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

*by*George Kapetanios

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

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

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

*by*Cláudia Duarte & António Rua

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

*by*Christopher A. Sims & Tao Zha

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

*by*Moniz, António

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

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

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

*by*Lord, Montague

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

*by*Cabrera-Castellanos, Luis F.

**Borderplex Economic Outlook: 2005-2007**

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

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

*by*Sarfaraz, Leyla & Afsar, Amir

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

*by*Benkovskis, Konstantins

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

*by*Lahiri, Kajal & Liu, Fushang

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

*by*da Silva Filho, Tito Nícias Teixeira

**Forecasting international bandwidth capability**

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

**Volatility Forecasting**

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

**Model Uncertainty and Endogenous Volatility**

*by*Wiliam Branch & George W. Evans

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

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

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

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

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

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

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

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

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

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

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

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

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

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

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

**Demand Forecasting: Evidence-based Methods**

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

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

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

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

*by*D. S. Poskitt

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

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

**Another Look at Measures of Forecast Accuracy**

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

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

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

**Rating Forecasts for Television Programs**

*by*Denny Meyer & Rob J. Hyndman

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

*by*Costanza Torricelli & Marianna Brunetti

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

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

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

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

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

*by*Georges Dionne & Pierre Duchesne & Maria Pacurar

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

*by*Ali Dib & Mohamed Gammoudi & Kevin Moran

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

*by*Aleksejs Melihovs & Svetlana Rusakova

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

*by*PEREZ-GARCIA, JULIAN

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

*by*Ali al-Nowaihi & Sanjit Dhami

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

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

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

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

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

*by*Herbert Brücker & Boriss Siliverstovs

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

*by*Brücker, Herbert & Siliverstovs, Boriss

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

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

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

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

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

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

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

*by*Villani, Mattias

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

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

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

*by*Nymoen, Ragnar

**Consumption and population age structure**

*by*Erlandsen, Solveig & Nymoen, Ragnar

**Forecasting economic variables with nonlinear models**

*by*Teräsvirta, Timo

**Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler**

*by*Michael Groemling

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

*by*Eric Meyermans & Patrick Van Brusselen

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

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

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

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

**Real time estimates of GDP growth**

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

**Testable implications of forecast optimality**

*by*Andrew J. Patton & Allan Timmermann

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

*by*Libor Krkoska & Utku Teksoz

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

*by*Rossi, Barbara & Giacomini, Raffaella

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

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

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

*by*Tilman Brück & Andreas Stephan

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

*by*Ulrich Fritsche & Jörg Döpke

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

*by*Bouabdallah, Othman & Bessec, Marie

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

*by*George Kouretas & Leonidas Zarangas

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

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

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

*by*B. HEITZ

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

*by*N. FERRARI

**Forecast Combinations**

*by*Timmermann, Allan G

**Measuring Fiscal Sustainability**

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

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

*by*Inoue, Atsushi & Kilian, Lutz

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

*by*Golinelli, Roberto & Parigi, Giuseppe

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

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

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

*by*Pesaran, M Hashem & Zaffaroni, Paolo

**Data Revisions Are Not Well-Behaved**

*by*Aruoba, Boragan

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

*by*Eklund, Jana & Karlsson, Sune

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

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

**Monetary Policy in Real Time**

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

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

*by*Marcellino, Massimiliano

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

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

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

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

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

*by*Orphanides, Athanasios & van Norden, Simon

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

*by*PREMINGER, Arie & FRANCK, Raphael

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

*by*Marek Hlavacek & Michael Konak & Josef Cada

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

*by*Lubos Komarek & Martin Melecky

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

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**Real Time Econometrics**

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**Bagging Time Series Models**

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**Macroeconomic Forecasting with Independent Component Analysis**

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**Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness**

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**A Smooth Test for Density Forecast Evaluation**

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**Financial System Development, Regulation and Economic Growth: Evidence from Russia**

*by*Ulrich Thießen

**Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion**

*by*Jörg Döpke & Ulrich Fritsche

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

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Optimal Forecast Combination Under Regime Switching**

*by*Elliott, Graham & Timmermann, Allan G

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

*by*Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

**Real Time Econometrics**

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

**Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks**

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

**Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model**

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**Bagging Time Series Models**

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**Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules**

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**Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices**

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**A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system**

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**Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation?**

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**Forecasting the density of asset returns**

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**Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes**

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**Model-Free Impulse Responses**

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**A Model of the Irish Housing Sector**

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

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**‘Real Time Econometrics’**

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

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**Modelling inflation in the Euro Area**

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

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

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**20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family**

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

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

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**Understanding Economic Forecasts**

*by*

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

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

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