Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E1: General Aggregative Models
/ / / E17: Forecasting and Simulation: Models and Applications
2017
- Jeevan Kumar Khundrakpam & Rajesh Kavediya & Jessica M. Anthony, 2017, "Estimating Financial Conditions Index for India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 61-89, April, DOI: 10.1177/0972652716686273.
- Кузнецов С. Б., 2017, "Моделирование показателя стагнирующей экономики. Indicator simulation of a stagnating economy," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 1, pages 5-13.
- Кузнецов С.Б., 2017, "Определение сопротивления экономической среды. Determination of the resistance of the economic environment," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 4, pages 71-83.
- Milena Pesheva & Aleksandar Vasilev, 2017, "Endogenising Total Factor Productivity: The Foreign Direct Investment Channel in the Case of Bulgaria (2004-2013)," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 15, issue 2, pages 127-145.
- Waldemar Florczak, 2017, "Wpływ starzejącego się społeczeństwa na długookresowy wzrost gospodarczy Polski do roku 2050," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 73-104.
- Bogdan Wlodarczyk, 2017, "Zmiennosc cen na globalnym rynku surowcow a ryzyko banku," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 107-124.
- Han-I. Wang & Alexandra Smith & Eline Aas & Eve Roman & Simon Crouch & Cathy Burton & Russell Patmore, 2017, "Treatment cost and life expectancy of diffuse large B-cell lymphoma (DLBCL): a discrete event simulation model on a UK population-based observational cohort," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 18, issue 2, pages 255-267, March, DOI: 10.1007/s10198-016-0775-4.
- Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm, 2017, "Quasi-Real-Time Data of the Economic Tendency Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 13, issue 1, pages 105-138, May, DOI: 10.1007/s41549-017-0016-7.
- Markus Demary, 2017, "Yield curve responses to market sentiments and monetary policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 2, pages 309-344, July, DOI: 10.1007/s11403-015-0167-3.
- Robert Lehmann & Klaus Wohlrabe, 2017, "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, volume 10, issue 2, pages 161-175, July, DOI: 10.1007/s12076-016-0179-1.
- Gunes Kamber & James Morley & Benjamin Wong, 2017, "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers, School of Economics, The University of New South Wales, number 2016-09A, Jan.
- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017, "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 470-485, July, DOI: 10.1080/07350015.2015.1087856.
- Kristinn Hermannsson & Patrizio Lecca & J. Kim Swales, 2017, "How much does a single graduation cohort from further education colleges contribute to an open regional economy?," Spatial Economic Analysis, Taylor & Francis Journals, volume 12, issue 4, pages 429-451, October, DOI: 10.1080/17421772.2017.1316417.
- Koskinen Hannu & Vilmunen Jouko, 2017, "Implications for Aggregate Inflation of Sectoral Asymmetries : Generalizing Woodford," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1716, May.
- Ihor Voloshyn, 2017, "Stock-Flow Consistent Modeling of Default Events Sequence in a Closed Economy," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 239, pages 55-65, DOI: 10.26531/vnbu2017.239.055.
- Anton Grui & Roman Lysenko, 2017, "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 5-13, DOI: 10.26531/vnbu2017.242.005.
- Luisina Almada & Paula Barreto, 2017, "Impactos de los cambios económicos recientes a nivel regional e internacional sobre el crecimiento económico uruguayo," Documentos de Investigación Estudiantil (students working papers), Instituto de EconomÃa - IECON, number 17-04, Jun.
- Yanqun Zhang, 2017, "Productivity in China: past success and future challenges," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 24, issue 1, pages 1-21, June.
- Gan-Ochir Doojav & Ariun-Erdene Bayarjargal, 2017, "Stress testing the household sector in Mongolia," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 24, issue 2, pages 23-52, December.
- Anping Chen & Nicolaas Groenewold, 2017, "China’s ‘New Normal’: Is the growth slowdown demand- or supply-driven?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 17-18.
- ELHUSSEINY85, Mahdy F., 2017, "Industries Stock Return Reactions To Risk Factors: An Empirical Investigation On The G-7 Countries," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 196-204.
- Korol Tomasz, 2017, "Evaluation of the factors influencing business bankruptcy risk in Poland," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 2, pages 22-35, December, DOI: 10.1515/fiqf-2016-0020.
- Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2017, "Have Standard VARS Remained Stable Since the Crisis?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 931-951, August.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017, "Structural FECM: Cointegration in large‐scale structural FAVAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1069-1086, September.
- Kinda Hachem & Jing Cynthia Wu, 2017, "Inflation Announcements and Social Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 8, pages 1673-1713, December, DOI: 10.1111/jmcb.12428.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017, "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2017.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017, "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 577.
- Pesheva, Milena & Vasilev, Aleksandar, 2017, "Endogenizing Total Factor Productivity: The Foreign Direct Investment channel in the case of Bulgaria (2004-2013)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 2, pages 127-145.
- Simionescu, Mihaela & Zimmermann, Klaus F., 2017, "Big Data and Unemployment Analysis," GLO Discussion Paper Series, Global Labor Organization (GLO), number 81.
- Yoo, Jinhyuk, 2017, "Capital injection to banks versus debt relief to households," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 111.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017, "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 114.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Wieschemeyer, Matthi, 2017, "Konjunktur aktuell: Beschäftigungsboom in Deutschland - aber gesamtwirtschaftlich keine Überhitzung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 5, issue 1, pages 4-29.
- Bershadskyy, Dmitri & Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2017, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2017 bis 2022 und finanzpolitische Optionen einer neuen Bundesregierung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 5, issue 5, pages 138-145.
- Beznoska, Martin & Kolev, Galina & Pimpertz, Jochen, 2017, "Makroökonomische Effekte einer paritätischen Beitragsfinanzierung: Eine Analyse aktueller Reformvorschläge für die Gesetzliche Kranken- und die soziale Pflegeversicherung," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 11/2017.
- Beznoska, Martin & Kolev, Galina & Pimpertz, Jochen, 2017, "Makroökonomische Effekte einer paritätischen Beitragsfinanzierung: Eine Analyse aktueller Reformvorschläge für die Gesetzliche Kranken- und die soziale Pflegeversicherung," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 15/2017.
- Kwon, Hyuck-Shin & Bang, Doo Won & Kim, Myeong Hyeon, 2017, "Korean Housing Cycle: Implications for Risk Management (Factor-augmented VAR Approach)," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 39, issue 3, pages 43-62, DOI: 10.23895/kdijep.2017.39.3.43.
- Hennecke, Peter & Neuberger, Doris & Ulbricht, Dirk, 2017, "The economic and fiscal value of German guarantee banks," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 152.
- Meyer-Gohde, Alexander, 2017, "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-017.
2016
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
- Pena-Levano, Luis M & Foster, Kenneth, 2016, "Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235792, DOI: 10.22004/ag.econ.235792.
- Marouani, Mohamed Ali & Nilsson, Björn, 2016, "Labor Market Effects of Skill-Biased Technological Change in Malaysia," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332723.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
- Salman Huseynov & Fuad Mammadov, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers, Central Bank of Azerbaijan Republic, number 1608, Nov.
- Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016, "The evasive predictive ability of core inflation," Working Papers, BBVA Bank, Economic Research Department, number 15/34, Jan.
- Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2016, "The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates," Staff Working Papers, Bank of Canada, number 16-28, DOI: 10.34989/swp-2017-28.
- Soojin Jo & Rodrigo Sekkel, 2016, "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers, Bank of Canada, number 16-5, DOI: 10.34989/swp-2017-5.
- Julien Champagne & Nikita Perevalov & Hope Pioro & Dany Brouillette & Andrew Agopsowicz, 2016, "The Complex Adjustment of the Canadian Economy to Lower Commodity Prices," Staff Analytical Notes, Bank of Canada, number 16-1, DOI: 10.34989/san-2016-1.
- Horacio Aguirre & Emilio Blanco, 2016, "Financial Stability and Macroprudential Policy: A Structural Model Evaluation of an Emerging Economy," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201671, Jan.
- Tomasz Lyziak, 2016, "Survey measures of inflation expectations in Poland: are they relevant from the macroeconomic perspective?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 1, pages 33-52.
- Güneş Kamber & James Morley & Benjamin Wong, 2016, "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers, Bank for International Settlements, number 584, Sep.
- Rod Tyers & Aaron Walker, 2016, "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 49, issue 1, pages 20-43, March.
- Kristinn Hermannsson & Patrizio Lecca, 2016, "Human Capital in Economic Development: From Labour Productivity to Macroeconomic Impact," Economic Papers, The Economic Society of Australia, volume 35, issue 1, pages 24-36, March.
- Alexander Chudik & M. Hashem Pesaran, 2016, "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 1, pages 165-197, February.
- Sílvia Domit & Francesca Monti & Andrej Sokol, 2016, "A Bayesian VAR benchmark for COMPASS," Bank of England working papers, Bank of England, number 583, Jan.
- Kazutoshi Kan & Yui Kishaba & Tomohiro Tsuruga, 2016, "Supplementary Paper Series for the "Comprehensive Assessment" (3): Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) -- Assessment Based on Bank of ," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-15, Nov.
- Jay H. Hong & Youngjae Lee & Taesu Kang, 2016, "Population Aging and Extension of Retirement Age (Quantitative Analysis using Overlapping Generation Model) (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 2, pages 1-49, June.
- Stevanovic Dalibor, 2016, "Common time variation of parameters in reduced-form macroeconomic models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 159-183, April, DOI: 10.1515/snde-2014-0064.
- Xavier Ragot, 2016, "Le retour de l’économie keynésienne," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 173-186.
- Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1605, Jan.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1640, Jul.
- Graham Gudgin & Ken Coutts & Neil Gibson & Jordan Buchanan, 2016, "The Macro-Economic Impact of Brexit: Using the CBR Macro-Economic Model of the UK Economy (UKMOD)," Working Papers, Centre for Business Research, University of Cambridge, number wp483, May.
- Peter A. Zadrozny, 2016, "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series, CESifo, number 5897.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is it Different this Time Around?," CESifo Working Paper Series, CESifo, number 5992.
- Sindre Lorentzen & Petter Osmundsen, 2016, "Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf," CESifo Working Paper Series, CESifo, number 6113.
- Robert Lehmann & Klaus Wohlrabe, 2016, "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series, CESifo, number 6157.
- Nikolay Hristov, 2016, "The Ifo DSGE Model for the German Economy," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 210.
- Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 784, May.
- Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
- Óscar Andrés Espinosa Acuna, 2016, "Evaluación de pronósticos de las reservas internacionales netas en Colombia," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 15522, Jun.
- James A. Giesecke & Peter B. Dixon & Maureen T. Rimmer, 2016, "The Economy-wide Impact of a Rise in Commercial Bank Capital Adequacy Ratios," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-261, May.
- Joaquim Bento de Souza Ferreira-Filho & Mark Horridge, 2016, "Climate change impacts on agriculture and internal migrations in Brazil," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-262, Jul.
- J. Nassios & James A. Giesecke & Maureen T. Rimmer & Peter B. Dixon, 2016, "Comparing the Impacts of Financial Regulation in Australia and the United States via Simulation with Country-specific Financial CGE Models," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-263, Aug.
- Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016, "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11558, Oct.
- Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016, "Vulnerable Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11583, Oct.
- Muellbauer, John, 2016, "Macroeconomics and Consumption," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11588, Oct.
- Viegas, Miguel & Ribeiro, Ana Paula, 2016, "Assessing Welfare Impacts Of Some Debt-Consolidation Episodes In The European Union," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 5, pages 1146-1173, July.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 25642, Jun.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 25672, Jul.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," Trade Working Papers, East Asian Bureau of Economic Research, number 25642, Jun.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," Trade Working Papers, East Asian Bureau of Economic Research, number 25672, Jul.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," EABER Working Papers, East Asian Bureau of Economic Research, number 25642, Jun.
- Yu Sheng, 2016, "Economic Growth in China and Its Potential Impact on Australia-China Bilateral Trade," EABER Working Papers, East Asian Bureau of Economic Research, number 25672, Jul.
- Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016, "The information in systemic risk rankings," Working Paper Series, European Central Bank, number 1875, Jan.
- Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Working Paper Series, European Central Bank, number 1959, Sep.
- Nasser Al-Mawali & Haslifah Mohamad Hasim & Khalil Al-Busaidi, 2016, "Modeling the Impact of the Oil Sector on the Economy of Sultanate of Oman," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 120-127.
- Fuentes H., Fernando & García, Carlos J., 2016, "Ciclo económico y minería del cobre en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
- Fuentes H., Fernando & García, Carlos J., 2016, "The business cycle and copper mining in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
- Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 388-416, DOI: 10.1016/j.jedc.2016.10.002.
- Elshennawy, Abeer & Robinson, Sherman & Willenbockel, Dirk, 2016, "Climate change and economic growth: An intertemporal general equilibrium analysis for Egypt," Economic Modelling, Elsevier, volume 52, issue PB, pages 681-689, DOI: 10.1016/j.econmod.2015.10.008.
- Marouani, Mohamed A. & Nilsson, Björn, 2016, "The labor market effects of skill-biased technological change in Malaysia," Economic Modelling, Elsevier, volume 57, issue C, pages 55-75, DOI: 10.1016/j.econmod.2016.04.009.
- Baker, Jessica & Carreras, Oriol & Kirby, Simon & Meaning, Jack & Piggott, Rebecca, 2016, "Modelling events: The short-term economic impact of leaving the EU," Economic Modelling, Elsevier, volume 58, issue C, pages 339-350, DOI: 10.1016/j.econmod.2016.06.012.
- Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016, "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, volume 58, issue C, pages 642-654, DOI: 10.1016/j.econmod.2016.04.001.
- Ebell, Monique & Hurst, Ian & Warren, James, 2016, "Modelling the long-run economic impact of leaving the European Union," Economic Modelling, Elsevier, volume 59, issue C, pages 196-209, DOI: 10.1016/j.econmod.2016.06.020.
- Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2016, "Striated Metropolis–Hastings sampler for high-dimensional models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 406-420, DOI: 10.1016/j.jeconom.2016.02.007.
- Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016, "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
- Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
- Zhao, Lin & Zhang, Xun & Wang, Shouyang & Xu, Shanying, 2016, "The effects of oil price shocks on output and inflation in China," Energy Economics, Elsevier, volume 53, issue C, pages 101-110, DOI: 10.1016/j.eneco.2014.11.017.
- Melichar, Mark, 2016, "Energy price shocks and economic activity: Which energy price series should we be using?," Energy Economics, Elsevier, volume 54, issue C, pages 431-443, DOI: 10.1016/j.eneco.2015.12.017.
- Naser, Hanan, 2016, "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, volume 56, issue C, pages 75-87, DOI: 10.1016/j.eneco.2016.02.017.
- Mohaddes, Kamiar & Pesaran, M. Hashem, 2016, "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, volume 59, issue C, pages 382-399, DOI: 10.1016/j.eneco.2016.08.007.
- Woodland, A., 2016, "Taxation, Pensions, and Demographic Change," Handbook of the Economics of Population Aging, Elsevier, chapter 0, in: Piggott, John & Woodland, Alan, "Handbook of the Economics of Population Aging", DOI: 10.1016/bs.hespa.2016.09.005.
- Börsch-Supan, A. & Härtl, K. & Leite, D.N., 2016, "Social Security and Public Insurance," Handbook of the Economics of Population Aging, Elsevier, chapter 0, in: Piggott, John & Woodland, Alan, "Handbook of the Economics of Population Aging", DOI: 10.1016/bs.hespa.2016.09.002.
- Samargandi, Nahla & Kutan, Ali M., 2016, "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 56-84, DOI: 10.1016/j.intfin.2016.04.010.
- Buncic, Daniel & Gisler, Katja I.M., 2016, "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1317-1339, DOI: 10.1016/j.ijforecast.2016.05.001.
- Krüger, Fabian & Nolte, Ingmar, 2016, "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 172-186, DOI: 10.1016/j.jbankfin.2015.05.007.
- Chang, Andrew C. & Hanson, Tyler J., 2016, "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, volume 83, issue C, pages 23-43, DOI: 10.1016/j.jeconbus.2015.12.001.
- Buncic, Daniel & Piras, Gion Donat, 2016, "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 313-359, DOI: 10.1016/j.jimonfin.2015.09.006.
- Giesen, Sebastian & Scheufele, Rolf, 2016, "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 1-18, DOI: 10.1016/j.jmacro.2016.01.002.
- Lombardi, Marco J. & Ravazzolo, Francesco, 2016, "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 45-57, DOI: 10.1016/j.jcomm.2016.07.005.
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.004.
- Stock, J.H. & Watson, M.W., 2016, "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.002.
- Dai, Feng & Li, Pengpeng & Liang, Ling, 2016, "Long-term economic growth under environmental pressure: An optimal path," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 15-24, DOI: 10.1016/j.qref.2015.03.008.
- Tsuchiya, Yoichi, 2016, "Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 189-201, DOI: 10.1016/j.iref.2015.08.012.
- Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-55, Sep.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-56, Sep.
- Marcin Kolasa & Michal Rubaszek, 2016, "Does foreign sector help forecast domestic variables in DSGE models?," EcoMod2016, EcoMod, number 9393, Jul.
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