Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E1: General Aggregative Models
/ / / E17: Forecasting and Simulation: Models and Applications

2008

• Ioan TRENCA & Annamaria BENYOVSZKI, 2008, "Credit risk, a macroeconomic model application for Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 118-126, May.
• Gheorghe Zaman, 2008, "Economic Effects Of Cee Countries Integration Into The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 10, pages 1-2.
• Ivan O. Kitov, 2008, "Evolution of the personal income distribution in the USA: High incomes," Papers, arXiv.org, number 0811.0352, Nov.
• Donald Coletti & René Lalonde & Dirk Muir, 2008, "Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations," Staff Working Papers, Bank of Canada, number 08-6, DOI: 10.34989/swp-2008-6.
• Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
• Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
• Jef Vuchelen & Jesse De Wit, 2008, "An Evaluation of the OECD Cyclically-Adjusted Primary Government Balance Forecasts," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 51, issue 4, pages 459-479.
• Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0803, Jan.
• Dixon, Huw David & Kara, Engin, 2008, "Can we explain inflation persistence in a way that is consistent with the micro-evidence on nominal rigidity?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/22, Sep.
• Frantisek Brazdik & Juraj Antal, 2008, "Macroeconomic Stability: Transition Towards the Nominal Exchange Rate Stability," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp368, Oct.
• Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series, CESifo, number 1425.
• M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005, "What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR," CESifo Working Paper Series, CESifo, number 1477.
• M. Hashem Pesaran & Ron P. Smith, 2006, "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series, CESifo, number 1659.
• Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007, "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series, CESifo, number 1904.
• Kajal Lahiri & Xuguang Sheng, 2008, "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 60.
• Zuzana Antonicova & Karel Musil & Lubos Ruzicka & Jan Vlcek, 2008, "Evaluation of the Quality and Success Rate of Forecasts: A Historic Overview," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 7, in: Katerina Smidkova, "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007".
• Javier G�mez Pineda, 2008, "An empirical model of international and domestic food inflation," Borradores de Economia, Banco de la Republica, number 4651, Apr.
• Sandra V. Rozo V., 2008, "Nuevo enfoque para la construcción de un único indicador líder de la actividad económica colombiana," Coyuntura Económica, Fedesarrollo.
• Xiujian Peng & Yinhua Mai, 2008, "Population Ageing, Labour Market Reform and Economic Growth in China - A Dynamic General Equilibrium Analysis," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-174, May.
• Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008, "Macroeconomic resilience in a DSGE model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 96, Jan.
• Banerjee, Anindya & Marcellino, Massimiliano, 2008, "Factor-augmented Error Correction Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6707, Feb.
• Persson, Torsten & von Below, David, 2008, "Uncertainty, Climate Change and the Global Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7024, Oct.
• Dikaios Tserkezos & George Xanthos & Eva Pitikaki, 2008, "A Note on the Diachronic Behaviour of the OECD Forecasts for Greece," Working Papers, University of Crete, Department of Economics, number 0814, Jan.
• Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008, "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series, European Central Bank, number 892, Apr.
• Maurin, Laurent & Drechsel, Katja, 2008, "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series, European Central Bank, number 925, Aug.
• Sims, Christopher A., 2008, "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2460-2475, August.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008, "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2690-2721, August.
• Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008, "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, volume 25, issue 2, pages 255-273, March.
• Castelnuovo, Efrem, 2008, "Regime shifts and the stability of backward-looking Phillips curves in open economies," Journal of International Money and Finance, Elsevier, volume 27, issue 1, pages 40-53, February.
• Rod Tyers & Iain Bain, 2008, "American And European Financial Shocks: Implications For Chinese Economic Performance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-08, Apr.
• Vayanos, Dimitri & Woolley, Paul, 2011, "An institutional theory of momentum and reversal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24423, Nov.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Interest rate forecasts: a pathology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24431, May.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24432, Jun.
• Schmidt, Nikolaj, 2008, "Foreign bank entry: a liquidity based theory of entry and credit market segmentation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24469, Sep.
• Julliard, Christian & Ghosh, Anisha, 2008, "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4808, Mar.
• Giuseppe Fontana, 2008, "Structural Models and Monetary Policy at the Federal Reserve Board: Last Vestiges of the Neoclassical Synthesis or Pragmatic New Consensus?," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 11, issue 2, pages 69-88, Winter.
• Anindya Banerjee & Massimiliano Marcellino, 2008, "Factor-augmented Error Correction Models," Economics Working Papers, European University Institute, number ECO2008/15.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers, Financial Markets Group, number dp610, Apr.
• Dimitri Vayanos & Paul Woolley, 2008, "An Institutional Theory of Momentum and Reversal," FMG Discussion Papers, Financial Markets Group, number dp621, Nov.
• von Below, David & Persson, Torsten, 2008, "Uncertainty, Climate Change and the Global Economy," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 757, Oct.
• Sarantis Tsiaplias & Chew Lian Chua, 2008, "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n04, Feb.
• Maciej Bukowski (ed.), 2008, "Wprowadzenie euro a bezrobocie i zatrudnienie w Polsce," Books and Reports published by IBS, Instytut Badan Strukturalnych, number euroraport, ISBN: ARRAY(0x734e7878), September.
• Rafael Domenech & Ángel Melguizo, 2008, "Projecting Pension Expenditures in Spain: On Uncertainty, Communication and Transparency," Working Papers, International Economics Institute, University of Valencia, number 0803, Jun.
• Anindya Banerjee & Massimiliano Marcellino, 2008, "Factor-augmented Error Correction Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 335.
• Ivan O. Kitov, 2008, "Modeling the evolution of age-dependent Gini coefficient for personal incomes in the U.S. between 1967 and 2005," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 95.
• Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3298, Jan.
• Marie Diron, 2008, "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 5, pages 371-390, DOI: 10.1002/for.1067.
• Danilo Santini & David Poyer, 2008, "Motor Vehicle Output and GDP, 1968–2007," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 4, pages 483-491, December, DOI: 10.1007/s11293-008-9139-5.
• Frank Hespeler, 2008, "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 207-223, April, DOI: 10.1007/s10614-007-9114-2.
• Klaus Weyerstrass & Reinhard Neck, 2008, "Macroeconomic effects of Slovenia’s integration in the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 4, pages 391-403, September, DOI: 10.1007/s10663-008-9072-5.
• Klaus Weyerstrass & Reinhard Neck, 2008, "Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 1-10, February, DOI: 10.1007/s11294-007-9131-x.
• Kenton Yee, 2008, "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 3, pages 339-354, April, DOI: 10.1007/s11156-007-0055-6.
• John Galbraith & Greg Tkacz, 2008, "Electronic Transactions As High-Frequency Indicators Of Economics Activity," Departmental Working Papers, McGill University, Department of Economics, number 2008-04, Mar.
• Andrea Cipollini & Giuseppe Missaglia, 2008, "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 010, Feb.
• National Bank of Belgium, 2008, "Economic projections for Belgium – Autumn 2008," Economic Review, National Bank of Belgium, issue iv, pages 7-19, December.
• National Bank of Belgium, 2008, "Economic projections for Belgium – Spring 2008," Economic Review, National Bank of Belgium, issue ii, pages 7-28, June.
• Katarzyna Budnik, 2008, "Non-accelerating wage inflation rate of unemployment in Poland," NBP Working Papers, Narodowy Bank Polski, number 48, May.
• David von Below & Torsten Persson, 2008, "Uncertainty, Climate Change and the Global Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 14426, Oct.
• Gerhard Fenz & Martin Schneider, 2008, "Financial Crisis and Spike in Commodity Prices Dampen Growth and Fuel Inflation," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-33.
• Christian Ragacs & Klaus Vondra, 2008, "Decline in National Product Albeit by a Smaller Margin than in the Euro Area. Sharp Drop in Inflation," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 10-37.
• Kitov, Ivan, 2008, "Modeling the evolution of age-dependent Gini coefficient for personal incomes in the U.S. between 1967 and 2005," MPRA Paper, University Library of Munich, Germany, number 10107, Aug.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Harin, Alexander, 2008, "Solution of the Ellsberg paradox by means of the principle of uncertain future," MPRA Paper, University Library of Munich, Germany, number 8168, Apr.
• Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
• Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
• Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
• Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008, "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers, University of Pretoria, Department of Economics, number 200826, Jul.
• David Marek, 2008, "Penzijní reforma v ČR: konverze ke kombinovanému systému s ohledem na limity fiskální politiky
  [Pension reform in the Czech republic: a switch to mixed system with regard for limits of fiscal policy]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 1, pages 80-101, DOI: 10.18267/j.polek.632.
• Adam Cagliarini & Mariano Kulish, 2008, "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-10, Dec.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers, Society for Economic Dynamics, number 1090.
• Tim Taylor & Richard Harrison, 2008, "Misperceptions, heterogeneous expectations and macroeconomic dynamics," 2008 Meeting Papers, Society for Economic Dynamics, number 710.
• Agapie, Adriana, 2008, "Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 080825, Aug.
• John Cotter & Kevin Dowd & Wyn Morgan, 2008, "Extreme measures of agricultural financial risk," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1690, Oct.
• Antonella Palumbo, 2008, "I metodi di stima del PIL potenziale tra fondamenti di Teoria economica e Contenuto empirico," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0092, Oct.
• Ray Barrell & Ian Hurst & Simon Kirby, 2008, "Financial Crises, Regulation and Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue 1, pages 56-65, October.
• Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2008, "The microfoundations of business cycles: an evolutionary, multi-agent model," Journal of Evolutionary Economics, Springer, volume 18, issue 3, pages 413-432, August, DOI: 10.1007/s00191-008-0094-8.
• Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-32.
• Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number adfaca2d-b9dd-4548-93d0-3.
• Arief Ramayandi, 2008, "Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200801, May, revised May 2008.
• Sergey V. Chepel, 2008, "Stimulating income generation for the population in Uzbekistan: an econometric analysis," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 15, issue 2, pages 97-116, December.
• Vasily Astrov, 2008, "MOEL: Wachstumsvorsprung gegenüber Westeuropa bleibt erhalten," WIFO Monatsberichte (monthly reports), WIFO, volume 81, issue 5, pages 377-392, May.
• Vasily Astrov, 2008, "MOEL: Wachstumsvorsprung gegenüber Westeuropa bleibt erhalten," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2008-05, May.
• Scheufele, Rolf, 2008, "Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2008.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.

2007

• Smith, Gregor W. & Yetman, James, 2007, "The Curse of Irving Fisher (Professional Forecasters’ Version)," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273620, Nov, DOI: 10.22004/ag.econ.273620.
• John Galbraith & Greg Tkacz, 2007, "Electronic Transactions as High-Frequency Indicators of Economic Activity," Staff Working Papers, Bank of Canada, number 07-58, DOI: 10.34989/swp-2007-58.
• Eduardo L. Curia, 2007, "How to Approach the Next Steps of the Argentine Economy and the Economic Policy?," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 47, pages 127-143, April - J.
• Eva Ortega & Eva Ferraz & Samuel Hurtado, 2007, "Actualización del modelo trimestral del Banco de España," Boletín Económico, Banco de España, issue JUN, pages 55-65, Junio.
• Eva Ortega & Pablo Burriel & José Luis Fernández & Eva Ferraz & Samuel Hurtado, 2007, "Actualización del modelo trimestral del Banco de España," Working Papers, Banco de España, number 0717, Jun.
• Javier Andrés & Fernando Restoy, 2007, "Macroeconomic modelling in EMU: how relevant is the change in regime?," Working Papers, Banco de España, number 0718, Jun.
• Guangling (dave Liu & Rangan Gupta, 2007, "A Small‐Scale Dsge Model For Forecasting The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
• Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
• Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007, "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0661, Jan.
• Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007, "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0703, Jan.
• Emmanuel Dubois & Jérôme Hericourt & Valérie Mignon, 2007, "Costs and Benefits of Euro Membership: a Counterfactual Analysis," Working Papers, CEPII research center, number 2007-17, Nov.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 3, pages 935-953, August.
• Vojtech Benda & Lubos Ruzicka, 2007, "Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2007/01, Dec.
• Juraj Antal & Frantisek Brazdik, 2007, "The Effects of Anticipated Future Change in the Monetary Policy Regime," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/15, Dec.
• Henk Kranendonk & Debby Lanser & P.H. Franses, 2007, "On the optimality of expert-adjusted forecasts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 92, Dec.
• Henk Kranendonk & Johan Verbruggen, 2007, "SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 144, Apr.
• Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6027, Jan.
• Christian Dreger & Konstantin A. Kholodilin, 2007, "Prognosen der regionalen Konjunkturentwicklung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 47-55, DOI: 10.3790/vjh.76.4.47.
• Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007, "Long run macroeconomic relations in the global economy," Working Paper Series, European Central Bank, number 750, May.
• Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & He, Xinhua & Liu, Rui & Liu, Shiguo & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2007, "A macroeconometric model of the Chinese economy," Economic Modelling, Elsevier, volume 24, issue 5, pages 814-822, September.
• Clark, Todd E. & West, Kenneth D., 2007, "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 291-311, May.
• Krueger, Dirk & Ludwig, Alexander, 2007, "On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare," Journal of Monetary Economics, Elsevier, volume 54, issue 1, pages 49-87, January.
• Iván Alejandro Durán Díaz & Andrés Ramírez Hassan, 2007, "Efectos macroeconómicos asociados a cambios en la tasa marginal impositiva," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 22-44.
• Zhou, Ping, 2007, "Forecasting bankruptcy and physical default intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24434, Sep.
• Gennaro Zezza, 2007, "The U.S. Housing Market: A Stock-Flow Consistent Approach," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 2, pages 89-111, Winter.
• Riccardo Magnani & Jean Mercenier, 2007, "On linking microsimulation and applied GE by exact aggregation of heterogeneous discrete-choice making agents," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-06.
• Heij, C., 2007, "Improved forecasting with leading indicators: the principal covariate index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-23, Jun.
• Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D., 2007, "On the optimality of expert-adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-38, Sep.
• CHEN Yanbin & MA Lili, 2007, "Study of the welfare cost of infl ation in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 2, issue 4, pages 490-519, December.
• Edward E. Leamer, 2007, "Housing is the business cycle," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
• James B. Bullard & George W. Evans & Seppo Honkapohja, 2007, "Monetary policy, judgment and near-rational exuberance," Working Papers, Federal Reserve Bank of St. Louis, number 2007-008, DOI: 10.20955/wp.2007.008.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 203, Feb.
• Prabir C. Bhattacharya, 2007, "Informal Sector, Income Inequality and Economic Development," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0709.
• Selim BAŞAR, 2007, "Türkiye için bir makro iktisadi öngörü modeli: VAR yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 18-27.
• Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007, "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-09, Jul.
• Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007, "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 25, issue 2, pages 89-128, November.
• Ivan O. Kitov, 2007, "Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 67.
• Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007, "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-38, DOI: 10.1002/jae.932.
• George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007, "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 63-87, DOI: 10.1002/jae.935.
• Paul Turner, 2007, "Some UK evidence on the Forward Looking IS Equation:," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_16, May, revised May 2007.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 2007-01.
• Alexander Ludwig & Thomas Schelkle & Edgar Vogel, 2007, "Demographic Change, Human Capital and Endogenous Growth," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07151, Oct.
• Ludwig, Alexander & Schelkle, Thomas & Vogel, Edgar, 2007, "Demographic change, human capital and endogenous growth," Papers, Sonderforschungsbreich 504, number 08-43.
• Börsch-Supan, Axel & Krueger, Dirk & Ludwig, Alexander, 2007, "Demographic change, relative factor prices, international capital flows, and their differential effects on the welfare of generations," Papers, Sonderforschungsbreich 504, number 07-14.
• Andrea Cipollini & Giuseppe Missaglia, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 007, Oct.
• National Bank of Belgium, 2007, "Economic projections for Belgium – Autumn 2007," Economic Review, National Bank of Belgium, issue iii, pages 7-16, December.
• National Bank of Belgium, 2007, "Economic projections for Belgium – Spring 2007," Economic Review, National Bank of Belgium, issue i, pages 7-28, June.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers, Narodowy Bank Polski, number 43, Nov.
• M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007, "Global Business Cycles and Credit Risk," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Alexander Ludwig & Dirk Krueger & Axel H. Boersch-Supan, 2007, "Demographic Change, Relative Factor Prices, International Capital Flows, and Their Differential Effects on the Welfare of Generations," NBER Working Papers, National Bureau of Economic Research, Inc, number 13185, Jun.
• Edward E. Leamer, 2007, "Housing IS the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13428, Sep.
• Ivan Kitov, 2007, "Modeling the Evolution of Gini Coefficient for Personal Incomes in the Usa Between 1947 and 2005," Mechonomics, Socionet, number mechonomics8, Apr.
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007, "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/15, Nov.
• Martin Keene & Peter Thomson, 2007, "An Analysis of Tax Revenue Forecast Errors," Treasury Working Paper Series, New Zealand Treasury, number 07/02, Mar.
• Karine Hervé & Isabell Koske & Nigel Pain & Franck Sédillot, 2007, "Globalisation and the Macroeconomic Policy Environment," OECD Economics Department Working Papers, OECD Publishing, number 552, May, DOI: 10.1787/185006265382.
• Lukas Vogel, 2007, "How do the OECD Growth Projections for the G7 Economies Perform?: A Post-Mortem," OECD Economics Department Working Papers, OECD Publishing, number 573, Sep, DOI: 10.1787/111804483765.
• Dinga Emil, 2007, "Asupra modelării macroeconomice. Aspecte metodologice," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Gerhard Fenz & Christian Ragacs & Martin Schneider, 2007, "Economic Growth in Austria at 3¼% in 2007," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-26.
• Christian Ragacs & Klaus Vondra, 2007, "Growth prospects for Austria are weakening," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-28.
• Fildes, Robert & Madden, Gary & Tan, Joachim, 2007, "Optimal forecasting model selection and data characteristics," MPRA Paper, University Library of Munich, Germany, number 10819.
• Aristovnik, Aleksander & Berčič, Boštjan, 2007, "Fiscal Sustainability in Selected Transition Countries," MPRA Paper, University Library of Munich, Germany, number 122, Jan.
• Kitsak, Maksim & Havlin, Shlomo & Paul, Gerald & Riccaboni, Massimo & Pammolli, Fabio & Stanley, H. Eugene, 2007, "Betweenness Centrality of Fractal and Non-Fractal Scale-Free Model Networks and Tests on Real Networks," MPRA Paper, University Library of Munich, Germany, number 15907, May.
• Kitov, Ivan, 2007, "Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005," MPRA Paper, University Library of Munich, Germany, number 2798, Apr.
• Kowal, Pawel, 2007, "Higher order approximations of stochastic rational expectations models," MPRA Paper, University Library of Munich, Germany, number 3913, Jul.
• Kitov, Ivan, 2007, "Comparison of personal income inequality estimates based on data from the IRS and Census Bureau," MPRA Paper, University Library of Munich, Germany, number 5372, Oct.
• Diagne, Youssoupha S & Diop, Mouhamadou M, 2007, "Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ?
  [Impact of energy subsidies withdrawal on senegalese households]," MPRA Paper, University Library of Munich, Germany, number 54807, Dec.
• Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
• Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
• Rangan Gupta, 2007, "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200704, Feb.
• Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 200724, Jul.
• James Yetman & Gregor W. Smith, 2007, "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper, Economics Department, Queen's University, number 1144, Nov.
• Albu, Lucian Liviu, 2007, "Spatial Econometrics - Applications To Investigate Distribution Of Co2 Emission In Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 1, pages 45-56, March.
• Georgiana I. STEFAN, 2007, "Urban Simulation Models for the Future City Evolution," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 2, pages 98-112, December.
• B. Merlevede & K. Schoors & B. Van Aarle, 2007, "Russia from Bust to Boom: Oil, Politics or the Ruble?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/461, Apr.
• Robert Fildes & Gary Madden & Joachim Tan, 2007, "Optimal forecasting model selection and data characteristics," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 15, pages 1251-1264, DOI: 10.1080/09603100600905061.
• Bernd Meyer & Christian Lutz & Peter Schnur & Gerd Zika, 2007, "National Economic Policy Simulations with Global Interdependencies: A Sensitivity Analysis for Germany," Economic Systems Research, Taylor & Francis Journals, volume 19, issue 1, pages 37-55, DOI: 10.1080/09535310601164765.
• Vasily Astrov, 2007, "Wirtschaftswachstum in den MOEL zunehmend durch heimische Nachfrage getragen," WIFO Monatsberichte (monthly reports), WIFO, volume 80, issue 5, pages 435-449, May.
• Vasily Astrov, 2007, "Wirtschaftswachstum in den MOEL zunehmend durch heimische Nachfrage getragen," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2007-05, May.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 40, issue 3, pages 935-953, August, DOI: 10.1111/j.1365-2966.2007.00437.x.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 5, May.
• Ludwig, Alexander & Krüger, Dirk & Börsch-Supan, Axel, 2007, "Demographic Change, Relative Factor Prices, International Capital Flows, and their Differential Effects on the Welfare of Generations," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-14, Jun.
• Ludwig, Alexander & Schelkle, Thomas & Vogel, Edgar, 2007, "Demographic Change, Human Capital and Endogenous Growth," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 08-43, Aug.
• Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007, "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-7.
• Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007, "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.
• Smith, Ron P. & Pesaran, Mohammad Hashem, 2007, "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers, Kiel Institute for the World Economy, number 1366.

2006

• Fabio Pammolli & Dongfeng Fu & S. V. Buldyrev & Massimo Riccaboni & Kaushik Matia & Kazuko Yamasaki & H. E. Stanley, 2006, "A Generalized Preferential Attachment Model for Business Firms Growth Rates: I. Empirical Evidence," Papers, arXiv.org, number physics/0609011, Sep.
• S. V. Buldyrev & F. Pammolli & M. Riccaboni & K. Yamasaki & D. Fu & K. Matia & H. E. Stanley, 2006, "A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment," Papers, arXiv.org, number physics/0609020, Sep.
• Anthony Garratt & Kevin Lee, 2006, "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0616, Dec.
• Stephen Murchison & Andrew Rennison, 2006, "ToTEM: The Bank of Canada's New Quarterly Projection Model," Technical Reports, Bank of Canada, number 97, DOI: 10.34989/tr-97.
• Anna Piretti & Charles St-Arnaud, 2006, "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers, Bank of Canada, number 06-22, DOI: 10.34989/swp-2006-22.
• M. Hashem Pesaran & Ron Smith, 2006, "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, volume 74, issue s1, pages 24-49, September, DOI: 10.1111/j.1467-9957.2006.00516.x.
• Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
• Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
• Joseph Plasmans & Jacob Engwerda & Bas Van Aarle & Tomasz Michalak & Giovanni Di Bartolomeo, 2006, "Macroeconomic Stabilization Policies In The Emu: Spillovers, Asymmetries And Institutions," Scottish Journal of Political Economy, Scottish Economic Society, volume 53, issue 4, pages 461-484, September, DOI: 10.1111/j.1467-9485.2006.00390.x.
• Patrick Musso, 2006, "Capital Obsolescence, Growth Accounting and Total Factor Productivity," Revue de l'OFCE, Presses de Sciences-Po, volume 97, issue 5, pages 217-233.
• Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé, 2006, "A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans," Revue de l'OFCE, Presses de Sciences-Po, volume 97, issue 5, pages 235-257.
• Pesaran, M.H. & Smith, R., 2006, "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0604, Feb.
• Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006, "Escape Dynamics: A Continuous—Time Approximation," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp285, Jan.