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
2016
- 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.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016, "An Overview of the Factor-augmented Error-Correction Model," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035001.
- Abdulrahman Al-Shayeb & Abdulnasser Hatemi-J, 2016, "Trade openness and economic development in the UAE: an asymmetric approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 587-597, September, DOI: 10.1108/JES-06-2015-0094.
- Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. Oil Supply Revolution and the Global Economy," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1604, Jan.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers, Economic Research Forum, number 1052, 10, revised 10 2016.
- Takashi HANAGAKI & Masahiro HORI & Koichiro IWAMOTO, 2016, "A practical tool for policy analysis: The ESRI Short-Run Macroeconometric Model of the Japanese Economy (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), volume 190, pages 87-92, January.
- Dino Pinelli & István P. Székely & János Varga, 2016, "Exploring Italy's Growth Challenge A Model-Based Exercise," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 041, Dec.
- Francesco Carlucci, 2016, "Measures for the Growth and Public-Debt Repayment in Italy," STUDI ECONOMICI, FrancoAngeli Editore, volume 2016, issue 118-119-1, pages 23-58.
- Xavier Ragot, 2016, "Le retour de l'économie keynesienne," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-14, May.
- Kevin X. D. Huang & Guoqiang Tian, 2016, "China's Macroeconomic Outlook and Risk Assessment: Counterfactual Analysis, Policy Simulation, and Long-Term Governance¡ªA Summary of Annual Report (2015¨C2016)," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 2, pages 173-191, June.
- Kamiar Mohaddes & Mehdi Raissi, 2016, "The U.S. oil supply revolution and the global economy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 263, Jan, DOI: 10.24149/gwp263.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil prices and the global economy: is it different this time around?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 277, Jul, DOI: 10.24149/gwp277.
- Etienne Gagnon & Benjamin K. Johannsen & J. David López-Salido, 2016, "Understanding the New Normal : The Role of Demographics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-080, Sep, DOI: 10.17016/FEDS.2016.080.
- Colin C. Caines, 2016, "Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1181, Oct, DOI: 10.17016/IFDP.2016.1181.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016, "Vulnerable growth," Staff Reports, Federal Reserve Bank of New York, number 794, Sep.
- Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
- Dr. Thomas Drosdowski & Britta Stöver & Dr. Marc Ingo Wolter, 2016, "Measuring the conditions for participation in Germany for the next few years - An application of the TBI," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 16-4.
- Bernd Meyer & Gerd Ahlert, 2016, "Imperfect Markets and the Properties of Macro-Economic-Environmental Models as Tools for Policy Evaluation," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 16-9.
- Xavier Ragot, 2016, "Le retour de l’économie keynésienne," Post-Print, HAL, number hal-03469978, Mar, DOI: 10.3917/ecofi.121.0173.
- Mohamed Marouani & Björn Nilsson, 2016, "The labor market effects of skill-biased technological change in Malaysia," Post-Print, HAL, number hal-04163969, Sep, DOI: 10.1016/j.econmod.2016.04.009.
- Xavier Ragot, 2016, "Le retour de l'économie Keynesienne," Sciences Po Economics Publications (main), HAL, number hal-03459338, May.
- Xavier Ragot, 2016, "Le retour de l’économie keynésienne," Sciences Po Economics Publications (main), HAL, number hal-03469978, Mar, DOI: 10.3917/ecofi.121.0173.
- Xavier Ragot, 2016, "Le retour de l'économie Keynesienne," Working Papers, HAL, number hal-03459338, May.
- Billstam, Maria & Frändén, Kristina & Samuelsson, Johan & Österholm, Pär, 2016, "Quasi-Real-Time Data of the Economic Tendency Survey," Working Papers, National Institute of Economic Research, number 143, Apr.
- Lorentzen, Sindre & Osmundsen, Petter, 2016, "Forecastability and statistical characteristics of aggregate oil and gas investments on the Norwegian Continental Shelf b," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/9, Oct.
- Alexander Yu. Apokin & Irina B. Ipatova, 2016, "Structural Breaks in Potential GDP Of Three Major Economies: Just Impaired Credit or the “New Normal”?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 142/EC/2016.
- Mr. Kamiar Mohaddes & M. Hashem Pesaran, 2016, "Oil Prices and the Global Economy: Is It Different This Time Around?," IMF Working Papers, International Monetary Fund, number 2016/210, Nov.
- Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Working Papers, Department of Research, Ipag Business School, number 2013-19, Jan.
- Amir Ikram & Qin Su & Muhammad Yasir Rafiq & Ramiz-Ur-Rehman, 2016, "Time series modelling for steel production," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 191-207, July-Sept.
- Peter G. Fennell & David J. P. O’Sullivan & Antoine Godin & Stephen Kinsella, 2016, "Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph?," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 2, pages 307-316, August, DOI: 10.1007/s10614-015-9521-8.
- K. Mc Morrow & F. Orlandi & R. Raciborski & W. Roeger & V. Vandermeulen & J. in’tVeld & L. Vogel, 2016, "Medium term economic dynamics of the Euro Area," International Economics and Economic Policy, Springer, volume 13, issue 1, pages 27-43, January, DOI: 10.1007/s10368-015-0324-0.
- K. Mc Morrow & F. Orlandi & R. Raciborski & W. Roeger & V. Vandermeulen & J. in’tVeld & L. Vogel, 2016, "Medium term economic dynamics of the Euro Area," International Economics and Economic Policy, Springer, volume 13, issue 1, pages 27-43, January, DOI: 10.1007/s10368-015-0324-0.
- Aleš Bulíř & Jaromír Hurník & Kateřina Šmídková, 2016, "What Do Central Banks Know about Inflation Factors?," Open Economies Review, Springer, volume 27, issue 4, pages 795-810, September, DOI: 10.1007/s11079-016-9396-x.
- Mellár, Tamás, 2016, "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása?
[From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 285-306, DOI: 10.18414/KSZ.2016.3.285. - Kőrösi, Gábor, 2016, "A lány továbbra is szolgál..
[Modelling and econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 647-667, DOI: 10.18414/KSZ.2016.6.647. - Mellár, Tamás, 2016, "Válasz Kőrösi Gábornak
[Response to Gábor Kőrösi]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 668-672, DOI: 10.18414/KSZ.2016.6.668. - Sergio González & Edwin Hernández, 2016, "Indirect impacts of oil prices on economic growth in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 84, pages 103-141, Enero - J, DOI: 10.17533/udea.le.n84a04.
- Lehmann, R. & Wohlrabe, K., 2016, "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics, University of Munich, Department of Economics, number 43525.
- Alinezhad, Alireza & Nasiri Sadeghloo, Mohammad Javad, 2016, "Application of Malmquist Index in Two-Stage DEA for Measurement of Productivity Growth," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 1, pages 31-51, January.
- C. Ciaschini & R. Pretaroli & F. Severini & C. Socci, 2016, "Money supply expansion through a dynamic CGE model," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 79-2016, May, revised May 2016.
- Zsuzsanna Hosszú, 2016, "The impact of credit supply shocks and a new FCI based on a FAVAR approach," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/1.
- National Bank of Belgium, 2016, "Economic projections for Belgium – Autumn 2016," Economic Review, National Bank of Belgium, issue iii, pages 7-30, December.
- National Bank of Belgium, 2016, "Economic projections for Belgium – Spring 2016," Economic Review, National Bank of Belgium, issue i, pages 7-28, June.
- Tomasz Łyziak, 2016, "Do inflation expectations matter in a stylised New Keynesian model? The case of Poland," NBP Working Papers, Narodowy Bank Polski, number 234.
- Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2016, "Diagnostic Expectations and Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22266, May.
- Patrick Higgins & Tao Zha & Karen Zhong, 2016, "Forecasting China's Economic Growth and Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22402, Jul.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016, "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 22615, Sep.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016, "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, volume 30, issue 2, pages 60-76.
- Shirov, A. & Kolpakov, A., 2016, "Russian Economy and Mechanisms of Global Climate Regulation," Journal of the New Economic Association, New Economic Association, volume 32, issue 4, pages 87-110.
- Katherine Moos, 2016, "The Transvaluation of the Theory of Economic Policy: The Lucas Critique Reconsidered," Working Papers, New School for Social Research, Department of Economics, number 1603, May.
- Katerina Lisenkova, 2016, "An Overlapping Generations Computable General Equilibrium (OLG-CGE) Model with Age-variable Rate of Time Preference," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 458, Jan.
- Katerina Lisenkova & Miguel Sanchez-Martinez, 2016, "The long-term macroeconomic effects of lower migration to the UK," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 460, May.
- Jessica Baker & Simon Kirby & Oriol Carreras & Jack Meaning & Rebecca Piggott, 2016, "Modelling events: the short-term economic impact of leaving the EU," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 461, Jun.
- Monique Ebell & Ian Hurst & James Warren, 2016, "Modelling the long-run economic impact of leaving the European Union," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 462, Jun.
- Assen Kovachev, 2016, "Algorithm for Balancing the Product-Resource Recurrent Actions in the Economic Development," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 142-148, June.
- Eva A. Arnold, 2016, "The role of data revisions and disagreement in professional forecasts," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 2, pages 1-39, DOI: 10.1787/jbcma-2015-5jlz9hhp5cg3.
- Popescu Felix Angel & Berinde Mihai, 2016, "Theoretical Aspects Regarding Structural And Cohesion Funds Impact Evaluation Methodology," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 106-116, December.
- Ulrich K. Müller & Mark W. Watson, 2016, "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1711-1740.
- Maria Mirabela Florea Ianc & Loredana Ciurlău, 2016, "The Price Stability-Important Lever within the Economy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 498-501, February.
- John Muellbauer, 2016, "Macroeconomics and Consumption," Economics Series Working Papers, University of Oxford, Department of Economics, number Paper-811, Nov.
- Giang Ho & Paolo Mauro, 2016, "Growth—Now and Forever?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 3, pages 526-547, August, DOI: 10.1057/imfer.2016.12.
- Liam Wagner & Ian Ross & John Foster & Ben Hankamer, 2016, "Trading Off Global Fuel Supply, CO 2 Emissions and Sustainable Development," PLOS ONE, Public Library of Science, volume 11, issue 3, pages 1-17, March, DOI: 10.1371/journal.pone.0149406.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Precise measurement of macroeconomic variables in time domain using three dimensional wave diagrams," MPRA Paper, University Library of Munich, Germany, number 69576, Feb.
- Wagner, Liam & Ross, Ian & Foster, John & Hankamer, Ben, 2016, "Trading Off Global Fuel Supply, CO2 Emissions and Sustainable Development," MPRA Paper, University Library of Munich, Germany, number 69941, Mar.
- El-Baz, Osama, 2016, "Investigating the Trajectory of Egypt’s Potential Output: Pre and Post the Arab Spring," MPRA Paper, University Library of Munich, Germany, number 75778, Nov, revised 05 Oct 2016.
- Huseynov, Salman & Mammadov, Fuad, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper, University Library of Munich, Germany, number 76348, Nov.
- Chirwa, Themba, 2016, "Interpreting sustainable development goals for 2030: implications for Malawi," MPRA Paper, University Library of Munich, Germany, number 84192, Apr.
- Olkhov, Victor, 2016, "Finance, risk and economic space," MPRA Paper, University Library of Munich, Germany, number 87172.
- Renata Wróbel-Rotter, 2016, "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 2, pages 93-114, June.
- Berry Harahap & Pakasa Bary & Linda Panjaitan & Redianto Satyanugroho, 2016, "Spillovers of United States and People’s Republic of China Shocks on Small Open Economies: The Case of Indonesia," ADBI Working Papers, Asian Development Bank Institute, number 616, Dec.
- Yaroslav Lissovolik & Aleksei Kuznetsov & Aigul Berdigulova, 2016, "EDB Macroreview, July 2016. EAEU COUNTRIES GROWTH AFTER ADAPTATION," Working Papers, Eurasian Development Bank, number 2016-1, Jul.
- Yaroslav Lissovolik & Aleksei Kuznetsov & Aigul Berdigulova, 2016, "EDB Macroreview, October 2016. ECONOMIC RECOVERY TRAJECTORIES IN EURASIA," Working Papers, Eurasian Development Bank, number 2016-2, Oct.
- Chirok Han & Kwanho Shin, 2016, "What Explains Current Account Surplus in Korea?," Working Papers, Korea Institute for International Economic Policy, number 16-15, Dec, DOI: 10.2139/ssrn.2929183.
- Lucian Liviu Albu, 2016, "Trends in the relation between regional convergence and economic growth in EU," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 161101, Nov.
- Zubarev, Andrey V. (Зубарев, Андрей) & Polbin, Andrey V. (Ролбин, Андрей), 2016, "Estimation of Macroeconomic Effects from the Decline in Oil Export Duty
[Оценка Макроэкономических Эффектов От Снижения Экспортной Пошлины На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 6, pages 8-35, December. - Freddy Heylen & Pieter Van Rymenant & Brecht Boone & Tim Buyse, 2016, "On The Possibility And Driving Forces Of Secular Stagnation - A General Equilibrium Analysis Applied To Belgium -," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/919, Aug.
- Bill Gibson & Diane Flaherty, 2016, "Juridical and Functional Informality: From Theory to Practical Policy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 10, issue 4, pages 409-445, November, DOI: 10.1177/0973801016659729.
- Marcin Kolasa & Michał Rubaszek, 2016, "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-022, Dec, DOI: 10.33119/kaewps2016022.
- Duo Qin & Qingchao Wang, 2016, "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers, Department of Economics, SOAS University of London, UK, number 201, Oct.
- Joanna Tyrowicz & Krzysztof Makarski & Marcin Bielecki, 2016, "Reforming retirement age in DB and DC pension systems in an aging OLG economy with heterogenous agents," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-36, December, DOI: 10.1186/s40173-016-0067-8.
- Roland Döhrn, 2016, "Der Investitionsaufschwung blieb aus: das Prognosejahr 2015 im Rückblick
[The Upswing in Capital Formation Failed to Appear: The Forecast for 2015 in Retrospective]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 96, issue 4, pages 253-257, April, DOI: 10.1007/s10273-016-1966-4. - Gunes Kamber & James Morley & Benjamin Wong, 2016, "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 2016-09, Jul.
- R. Lehmann & K. Wohlrabe, 2016, "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 17, pages 1229-1233, November, DOI: 10.1080/13504851.2016.1148246.
- Yohei Yamamoto, 2016, "Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 1, pages 81-106, January, DOI: 10.1080/07350015.2015.1004071.
- Andrew Burns, 2016, "Potential Output in Asia: Some Forward-Looking Scenarios," Asian Development Review, MIT Press, volume 33, issue 2, pages 28-55, September.
- Tobias Kranz, 2016, "Persistent Stochastic Shocks in a New Keynesian Model with Uncertainty," Research Papers in Economics, University of Trier, Department of Economics, number 2016-05.
- Mihaela Simionescu & Irina Dragan, 2016, "The Evaluation Of Quarterly Forecast Intervals For Inflation Rate In Romania," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 14, issue 1, pages 80-89, May.
- Anton Grui & Volodymyr Lepushynskyi, 2016, "Applying Foreign Exchange Interventions as an Additional Instrument under Inflation Targeting: The Case of Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 238, pages 39-56, DOI: 10.26531/vnbu2016.238.039.
- Francis Bismans & Igor N. Litvine, 2016, "Forecasting with Neural Networks Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-28.
- Smeekes, Stephan & Wijler, Etiënne, 2016, "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2016039.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
- Lucian-Liviu Albu, 2016, "Trends in the relation between regional convergence and economic growth in EU," ERSA conference papers, European Regional Science Association, number ersa16p244, Dec.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016, "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models," Quantitative Economics, Econometric Society, volume 7, issue 2, pages 637-669, July.
- Donal Smith, 2016, "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers, Department of Economics, University of York, number 16/07, May.
- Holden, Tom D., 2016, "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 127430, Feb.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016, "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 107.
- Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016, "Konjunktur aktuell: Stabile Konjunktur in Deutschland trotz krisenhaften Umfelds," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 1, pages 4-29.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016, "Konjunktur aktuell: Deutsche Binnenkonjunktur weiter im Aufwind," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 2, pages 44-55.
- Brautzsch, Hans-Ulrich & Exß, Franziska & Holtemöller, Oliver & Lindner, Axel & Loose, Brigitte & Ludwig, Udo & Schultz, Birgit, 2016, "Ostdeutsche Wirtschaftspolitik muss umdenken: Nur mit Investitionen in Köpfe lässt sich weiter aufholen," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 2, pages 56-85.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016, "Konjunktur aktuell: Konjunktur in Deutschland bleibt trotz sinkender Stimmung robust," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 3, pages 92-107.
- Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016, "Konjunktur aktuell: Deutsche Wirtschaft weiter von Konsum und Bau beflügelt," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 4, pages 112-154.
- Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Wieschemeyer, Matthias & Zeddies, Götz, 2016, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2016 bis 2021," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 4, pages 155-158.
- Kolev, Galina V. & Schaefer, Thilo, 2016, "Auswirkungen der jüngsten Ölpreisentwicklung auf die deutsche Konjunktur," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 43, issue 1, pages 55-68, DOI: 10.2373/1864-810X.16-01-04.
- Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 2016, "Secular stagnation? Growth, asset returns and welfare in the next decades: First results," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 145, DOI: 10.2139/ssrn.2841555.
- Ludwig, Alexander & Geppert, Christian & Abiry, Raphael, 2016, "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145764.
2015
- Markku Lanne & Henri Nyberg, 2015, "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-36, Aug.
- Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015, "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205740, DOI: 10.22004/ag.econ.205740.
- Stepan Oana Maria & Lungu Mircea-Alexandru, 2015, "The financing of economic growth in Romania by the atraction and usage of structural founds," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 43, pages 289-298.
- Patricio Pérez & Marta Bengoa & Adolfo C. Fernández, 2015, "Research, technology frontier and productivity growth," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 1, pages 69-89, March.
- Ivan Kitov & Oleg Kitov, 2015, "Gender income disparity in the USA: analysis and dynamic modelling," Papers, arXiv.org, number 1510.02752, Oct.
- Ivan Kitov & Oleg Kitov, 2015, "How universal is the law of income distribution? Cross country comparison," Papers, arXiv.org, number 1510.02754, Oct.
- Dovern, Jonas & Huber, Florian, 2015, "Global Prediction of Recessions," Working Papers, University of Heidelberg, Department of Economics, number 0585, Mar.
- Raghbendra Jha & Duc Nguyen Truong, 2015, "Estimates of Trade Mis-invoicing and Their Macroeconomic Outcomes for the Indian Economy," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 19-34, May.
- Fuchun Li, 2015, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 15-17, DOI: 10.34989/swp-2015-17.
- Galo Nuño & Cristiana Belu Manescu, 2015, "Quantitative effects of the shale oil revolution," Working Papers, Banco de España, number 1518, Jun.
- L. Gauvin & C. Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers, Banque de France, number 562.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015, "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers, Department of Economics, University of Birmingham, number 15-03, Jan.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015, "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series, Bank of Russia, number wps2, Mar.
- Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2015, Aug.
- Nicholas Fawcett & Lena Koerber & Riccardo Masolo & Matthew Waldron, 2015, "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England Staff Working Paper series, Bank of England, number 538, Jul.
- Lena Boneva & Richard Harrison & Matt Waldron, 2015, "Threshold-based forward guidance: hedging the zero bound," Bank of England Staff Working Paper series, Bank of England, number 561, Oct.
- JaeHwa Hong & TaeSu Kang, 2015, "Population Ageing and Extension of Retirement Age(Quantitative Analysis using Overlapping Generation Model) (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2015-10, Apr.
- Fabiana Gomez & David Pacini, 2015, "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/661, May.
- Jean-François Ouvrard, 2015, "L'analyse macroéconomique de la transition énergétique : difficile mais indispensable," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 63-73.
- Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1516, Jun.
- Graham Gudgin & Ken Coutts & Neil Gibson, 2015, "The CBR Macro-Economic Model of the UK Economy (UKMOD)," Working Papers, Centre for Business Research, University of Cambridge, number wp472, Sep.
- Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," CESifo Working Paper Series, CESifo, number 5367.
- Robert Lehmann & Klaus Wohlrabe, 2015, "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series, CESifo, number 5686.
- Andrés Camilo ÁLVAREZ-ESPINOSA & Daniel Alejandro ORDO�EZ & Alejandro NIETO & William WILLS & German ROMERO & Silvia Liliana CALDER�N, 2015, "Compromiso de Reducción de Emisiones de Gases de Efecto Invernadero: Consecuencias económicas," Archivos de Economía, Departamento Nacional de Planeación, number 14157, Dec.
- Sergio González & Edwin Hern�ndez, 2015, "Impactos indirectos de los precios del petróleo en el crecimiento económico colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 84, pages 103-141.
- Ricardo Ramalhete MOREIRA, 2015, "Reviewing Taylor rules for Brazil: was there a turning-point?," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 2, pages 276-289, June.
- Lance Kent, 2015, "Relaxing Rational Expectations," Working Papers, Economics Department, William & Mary, number 159, Mar.
- Caleb Stroup, 2015, "International Deal Experience and Cross-Border Acquisitions," Working Papers, Davidson College, Department of Economics, number 15-03, Nov.
- Ludovic Gauvin & Cyril Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-21.
- Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015, "Public debt, population ageing and medium-term growth," Occasional Paper Series, European Central Bank, number 165, Aug.
- de Walque, Gregory & Pisani, Massimiliano & Kilponen, Juha & Thomas, Carlos & Hlédik, Tibor & Hurtado, Samuel & Hollmayr, Josef & Corbo, Vesna & Schmidt, Sebastian & Micallef, Brian & Maria, José R. &, 2015, "Comparing fiscal multipliers across models and countries in Europe," Working Paper Series, European Central Bank, number 1760, Mar.
- Nuño, Galo & Belu Mănescu, Cristiana, 2015, "Quantitative effects of the shale oil revolution," Working Paper Series, European Central Bank, number 1855, Sep.
- Samuel Yeboah Asuamah & Joseph Ohene-Manu, 2015, "An Econometric Investigation of Forecasting Premium Fuel," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 3, pages 716-724.
- Hermannsson, Kristinn & Lecca, Patrizio, 2015, "Human Capital in Economics Development: From Labour Productivity to Macroeconomic Impact," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-53.
- Emonts-Holley, Tobias & Ross, Andrew & Swales, J Kim, 2015, "Type II Errors in IO Multipliers," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-56, Apr.
- Bielecki, Marcin & Goraus, Karolina & Hagemejer, Jan & Makarski, Krzysztof & Tyrowicz, Joanna, 2015, "Small assumptions (can) have a large bearing: evaluating pension system reforms with OLG models," Economic Modelling, Elsevier, volume 48, issue C, pages 210-221, DOI: 10.1016/j.econmod.2014.10.043.
- Dovern, Jonas & Huber, Florian, 2015, "Global prediction of recessions," Economics Letters, Elsevier, volume 133, issue C, pages 81-84, DOI: 10.1016/j.econlet.2015.05.022.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015, "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, volume 133, issue C, pages 89-91, DOI: 10.1016/j.econlet.2015.05.024.
- Belu Mănescu, Cristiana & Nuño, Galo, 2015, "Quantitative effects of the shale oil revolution," Energy Policy, Elsevier, volume 86, issue C, pages 855-866, DOI: 10.1016/j.enpol.2015.05.015.
- Sherman Robinson & Shantayanan Devarajan , Yazid Dissou , Delfin S. Go, 2015, "Budget Rules and Resource Booms and Busts: A Dynamic Stochastic General Equilibrium Analysis," EcoMod2015, EcoMod, number 8420, Jul.
- Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
- Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1512, Jun.
- Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis," Working Papers, Economic Research Forum, number 927, Jul, revised Jul 2015.
- Viacheslav Sheremirov, 2015, "Price dispersion and inflation: new facts and theoretical implications," Working Papers, Federal Reserve Bank of Boston, number 15-10, Jul.
- Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1439, Jan, DOI: 10.26509/frbc-wp-201439.
- Kamiar Mohaddes & M. Hashem Pesaran, 2015, "Country-specific oil supply shocks and the global economy: a counterfactual analysis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 242, May, DOI: 10.24149/gwp242.
- Andrew C. Chang & Tyler J. Hanson, 2015, "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-62, Jul, DOI: 10.17016/FEDS.2015.062.
- Alessandro Barbarino & Efstathia Bura, 2015, "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-74, Sep, DOI: 10.17016/FEDS.2015.074.
- Ludovic Gauvin & Cyril Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working Papers, HAL, number hal-04141401.
- Forsfält, Tomas & Glans, Erik, 2015, "IOR – NIER’s Input-Output Model of the Swedish Economy," Working Papers, National Institute of Economic Research, number 141, Dec.
- 外木, 暁幸 & TONOGI, Akiyuki, 2015, "R&D 投資を導入した一般均衡動学モデルによる日本の経済成長分析," IIR Working Paper, Institute of Innovation Research, Hitotsubashi University, number 15-22, Oct.
- Sebastian Hauptmeier & A. Jes s S nchez Fuentes & Ludger Schuknecht, 2015, "Spending Dynamics in Euro Area Countries: Composition and Determinants," Hacienda Pública Española / Review of Public Economics, IEF, volume 215, issue 4, pages 119-138, December.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015, "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n07, Mar.
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