Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications
This JEL code is mentioned in the following RePEc Biblio entries:
2019
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2019-006, Sep.
- Florian Brugger & Jörn Kleinert, 2019, "The strong increase of Austrian government debt in the Kreisky era: Austro-Keynesianism or just stubborn forecast errors?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 229-248, May, DOI: 10.1007/s10663-017-9396-0.
- Gabriel Caldas Montes & Caio Ferrari Ferreira, 2019, "Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 649-678, October, DOI: 10.1007/s10368-018-0419-5.
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019, "Inflation Expectations: Review and Evidence," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1904, Mar.
- Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1907, Apr.
- Yngve Abrahamsen & Jan-Egbert Sturm & Klaus Abberger & Marc Anderes & Andreas Dibiasi & Florian Eckert & Anne Kathrin Funk & Michael Graff & Florian Hälg & Heiner Mikosch & Stefan Neuwirth & Alexander, 2019, "Schweizer Wirtschaft kämpft mit schwierigen Rahmenbedingungen," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 1, pages 1-70, March, DOI: 10.3929/ethz-b-000334776.
- Klaus Abberger & Yngve Abrahamsen & Marc Anderes & Mirjam Baumberger & Florian Eckert & Michael Graff & Florian Hälg & Franziska Kohler & Heiner Mikosch & Nina Mühlebach & Stefan Neuwirth & Alexander , 2019, "Industrie stützt Schweizer Konjunktur," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 2, pages 1-23, June, DOI: 10.3929/ethz-b-000347269.
- Jan-Egbert Sturm & Yngve Abrahamsen & Marc Anderes & Florian Eckert & Anne Kathrin Funk & Sebastian Garmann & Michael Graff & Florian Hälg & Phillipp Kronenberg & Heiner Mikosch & Nina Mühlebach & Ste, 2019, "Prognose 2020/2021. Abschwung der Weltwirtschaft dämpft Schweizer Konjunktur," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 3, pages 1-80, October, DOI: 10.3929/ethz-b-000369787.
- Klaus Abberger & Yngve Abrahamsen & Marc Anderes & Justus Bamers & Florian Eckert & Anne Kathrin Funk & Sebastian Garmann & Michael Graff & Florian Hälg & Franziska Kohler & Heiner Mikosch & Nina Mühl, 2019, "Konjunkturanalyse: Prognose 2020 / 2021. Schwächephase hält an," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 4, pages 1-27, December, DOI: 10.3929/ethz-b-000385334.
- Jaqueson Kingeski Galimberti, 2019, "An approximation of the distribution of learning estimates in macroeconomic models," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-453, Mar, DOI: 10.3929/ethz-b-000332885.
- Soroosh Soofi-Siavash & Kristina Barauskaite, 2019, "Sectoral Production and Diffusion Index Forecasts for Output in Lithuania," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 12, May.
- Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2019, "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Munich Reprints in Economics, University of Munich, Department of Economics, number 78264.
- hematy, maryam & tavakolian, hossein, 2019, "Evaluation of Price Setting Models in Iran’s Economy (DSGE Approach)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 38, pages 698-655, March.
- Zangane, Ehsan & Zamanian, Gholamreza & Shahiki, Mohamadnabi & Cheshomi, Ali, 2019, "The Effect of Macroeconomic Variables on Credit Default Cycles in the Country's Monetary Market," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 41, pages 443-484, December.
- Paweł Macias & Damian Stelmasiak, 2019, "Food inflation nowcasting with web scraped data," NBP Working Papers, Narodowy Bank Polski, number 302.
- Stefania Albanesi, 2019, "Changing Business Cycles: The Role of Women's Employment," NBER Working Papers, National Bureau of Economic Research, Inc, number 25655, Mar.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26210, Aug.
- Aniela Fagundes Carrara & Geraldo Sant’Ana de Camargo Barros, 2019, "Choques de oferta e política monetaria na economia brasileira: uma análise do impacto dos preços das commodities na inflação entre 2002 e 2014 [Supply shocks and monetary policy in the Brazilian economy: an analysis of the impact of commodity prices ," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 29, issue 3, pages 757-794, September.
- Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019, "Housing markets and macroeconomic risks," OECD Economics Department Working Papers, OECD Publishing, number 1555, Jun, DOI: 10.1787/737133d8-en.
- Boris Cournède & Sahra Sakha & Volker Ziemann, 2019, "Empirical links between housing markets and economic resilience," OECD Economics Department Working Papers, OECD Publishing, number 1562, Jul, DOI: 10.1787/aa029083-en.
- Jesus Fernandez-Villaverde & Francesco Zanetti & Federico Mandelman & Yang Yu, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 880, Sep.
- Paul Shea, 2019, "The Macroeconomics of Pascal’s Wager," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 45, issue 4, pages 481-496, October, DOI: 10.1057/s41302-019-00143-6.
- Enrique G. Mendoza & Eugenio Rojas, 2019, "Positive and Normative Implications of Liability Dollarization for Sudden Stops Models of Macroprudential Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 1, pages 174-214, March, DOI: 10.1057/s41308-018-0070-8.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-014, Jul.
- Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-016, Sep.
- Stefania Albanesi, 2019, "Changing Business Cycles: The Role of Women's Employment," Working Paper, Department of Economics, University of Pittsburgh, number 6608, Jan.
- Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2019, "Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ?
[Should conditional forecasts of inflation and real growth more accurate than unconditio," MPRA Paper, University Library of Munich, Germany, number 116432. - Nyoni, Thabani, 2019, "Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 91353, Jan.
- Nyoni, Thabani, 2019, "Where is Kenya being headed to? Empirical evidence from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 91395, Jan.
- Nyoni, Thabani, 2019, "Is Nigeria's economy progressing or backsliding? Implications from ARIMA models," MPRA Paper, University Library of Munich, Germany, number 91396, Jan.
- Nyoni, Thabani, 2019, "Time series modeling and forecasting of the consumer price index in Japan," MPRA Paper, University Library of Munich, Germany, number 92409, Feb.
- Nyoni, Thabani, 2019, "Forecasting UK consumer price index using Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92410, Feb.
- Nyoni, Thabani, 2019, "Forecasting consumer price index in Norway: An application of Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92411, Feb.
- Nyoni, Thabani, 2019, "Forecasting Australian CPI using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92412, Feb.
- Nyoni, Thabani, 2019, "Predicting CPI in Singapore: An application of the Box-Jenkins methodology," MPRA Paper, University Library of Munich, Germany, number 92413, Feb.
- Nyoni, Thabani, 2019, "Time series modeling and forecasting of the consumer price index in Belgium," MPRA Paper, University Library of Munich, Germany, number 92414, Feb.
- Nyoni, Thabani, 2019, "Understanding CPI dynamics in Canada," MPRA Paper, University Library of Munich, Germany, number 92415, Feb.
- Nyoni, Thabani, 2019, "Predicting CPI in France," MPRA Paper, University Library of Munich, Germany, number 92416, Feb.
- Nyoni, Thabani, 2019, "Forecasting CPI in Sweden," MPRA Paper, University Library of Munich, Germany, number 92418, Feb.
- Nyoni, Thabani, 2019, "Predicting CPI in Panama," MPRA Paper, University Library of Munich, Germany, number 92419, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Myanmar: An application of ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92420, Feb.
- Nyoni, Thabani, 2019, "Analyzing CPI dynamics in Italy," MPRA Paper, University Library of Munich, Germany, number 92421, Feb.
- Nyoni, Thabani, 2019, "Predicting consumer price index in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 92422, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Mauritius," MPRA Paper, University Library of Munich, Germany, number 92423, Feb.
- Nyoni, Thabani, 2019, "Prediction of Inflation in Algeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92426, Feb.
- Nyoni, Thabani, 2019, "Understanding inflation trends in Israel: A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92427, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92428, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Philippines using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92429, Feb.
- Nyoni, Thabani, 2019, "Predicting inflation in Senegal: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92431, Feb.
- Nyoni, Thabani, 2019, "Predicting inflation in Sri Lanka using ARMA models," MPRA Paper, University Library of Munich, Germany, number 92432, Feb.
- Nyoni, Thabani, 2019, "Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92441, Feb.
- Nyoni, Thabani, 2019, "ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany," MPRA Paper, University Library of Munich, Germany, number 92442, Feb.
- Nyoni, Thabani, 2019, "Forecasting inflation in Burkina Faso using ARMA models," MPRA Paper, University Library of Munich, Germany, number 92443, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Burundi using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92444, Feb.
- Nyoni, Thabani, 2019, "ARIMA modeling and forecasting of inflation in Egypt (1960-2017)," MPRA Paper, University Library of Munich, Germany, number 92446, Feb.
- Nyoni, Thabani, 2019, "Understanding inflation trends in Finland: A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92448, Feb.
- Nyoni, Thabani, 2019, "Inflation dynamics in Jamaica: Evidence from the ARMA methodology," MPRA Paper, University Library of Munich, Germany, number 92449, Feb.
- Nyoni, Thabani, 2019, "Inflation dynamics in Niger unlocked: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92450, Feb.
- Nyoni, Thabani, 2019, "Understanding inflation patterns in Thailand: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92451, Feb.
- Nyoni, Thabani, 2019, "Predicting inflation in the Kingdom of Bahrain using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92452, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Iran: A univariate analysis," MPRA Paper, University Library of Munich, Germany, number 92454, Feb.
- Nyoni, Thabani, 2019, "Uncovering inflation dynamics in Morocco: An ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92455, Feb.
- Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Tanzania using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92458, Feb.
- Nyoni, Thabani, 2019, "Understanding inflation dynamics in the United States of America (USA): A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92460, Feb.
- Asafo, Shuffield Seyram, 2019, "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper, University Library of Munich, Germany, number 92967, Mar.
- Albers, Scott, 2019, "An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox," MPRA Paper, University Library of Munich, Germany, number 93632, Apr.
- Nyoni, Thabani & Mutongi, Chipo & Nyoni, Munyaradzi & Hamadziripi, Oscar Hapanyengwi, 2019, "Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach," MPRA Paper, University Library of Munich, Germany, number 93979, May.
- Nyoni, Thabani & Mutongi, Chipo, 2019, "Modeling and forecasting inflation in The Gambia: an ARMA approach," MPRA Paper, University Library of Munich, Germany, number 93980, May.
- Nyoni, Thabani & Mutongi, Chipo, 2019, "Modeling the long-run relationship between inflation and economic growth in Zimbabwe: a bi-variate cointegration (Engle-Granger Two-Step) approach," MPRA Paper, University Library of Munich, Germany, number 93981, May.
- Nyoni, Thabani, 2019, "Demystifying inflation dynamics in Rwanda: an ARMA approach," MPRA Paper, University Library of Munich, Germany, number 93982, May.
- Nyoni, Thabani & Muchingami, Lovemore, 2019, "Modeling and forecasting Botswana's Growth Domestic Product (GDP) per capita," MPRA Paper, University Library of Munich, Germany, number 93987, May.
- DiGabriele, Jim & Ojo, Marianne, 2019, "The wage growth puzzle and the Philips Curve explained: recent developments," MPRA Paper, University Library of Munich, Germany, number 95110, Jul.
- Fokin, Nikita & Polbin, Andrey, 2019, "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper, University Library of Munich, Germany, number 95306, Apr, revised Apr 2019.
- Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
- Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019, "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 96735, Sep, revised 26 Nov 2019.
- Nyoni, Thabani, 2019, "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper, University Library of Munich, Germany, number 96908, Nov.
- Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
- Pincheira, Pablo & Hernández, Ana María, 2019, "Forecasting Unemployment Rates with International Factors," MPRA Paper, University Library of Munich, Germany, number 97855, Dec.
- Oladunni, Sunday, 2019, "External Shocks and Business Cycle Fluctuations in Oil-exporting Small Open Economies: The Case of Nigeria," MPRA Paper, University Library of Munich, Germany, number 98639, Dec.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
- Emilie Jašová & Božena Kadeřábková, 2019, "Analýza vlivu slaďování rodinného a pracovního života žen prizmatem míry nezaměstnanosti neakcelerující inflaci v české republice
[Analysis of Effects of Reconciliation of Family and Work Life of Women Through the Prism of Non-accelerating Inflati," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 3, pages 316-332, DOI: 10.18267/j.polek.1216. - Aleksandar Vasilev, 2019, "Are Habits in Consumption Important for the Propagation of Business Cycle Fluctuations in Bulgaria?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 3, pages 133-151, September.
- Sacha Gelfer, 2019, "Code and data files for "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery"," Computer Codes, Review of Economic Dynamics, number 18-269, revised .
- Sacha Gelfer, 2019, "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 32, pages 18-41, April, DOI: 10.1016/j.red.2018.12.005.
- Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 380.
- Benno Ferrarini, 2019, "Asian Development Outlook Forecast Accuracy 2007–2016," ADB Economics Working Paper Series, Asian Development Bank, number 568, Jan.
- Asli Guler, 2019, "Interaction of Monetary and Fiscal Policies in Turkey: A Dynamic Time Series Data Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 5, pages 1039-1049.
- Francisco Flores-Muñoz & Alberto Javier Báez-García & Josué Gutiérrez-Barroso, 2019, "Fractional differencing in stock market price and online presence of global tourist corporations," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 194-204.
- Ramiar Refaei & Morteza Sameti & Sara Ghobadi, 2019, "Identifying the Factors Affecting the Recession in Iran: Monte Carlo Simulation and Metropolis-Hastings (MH) Algorithm," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 3, pages 241-272.
- Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-18, March.
- Meysam KAVIANI & Parviz SAEEDI & Hosein DIDEHKHANI & Seyed Fakhreddin FAKHREHOSSEINI, 2019, "Government Expenditure, Risk and Return: A Framework for a New Keynesian Model in the Iranian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-24, December.
- Julia Mortera & A. Philip Dawid, 2019, "Probability Forecasts and Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0250, Nov.
- G nter Coenen & Carlos Montes-Gald n & Frank Smets, 2019, "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/983, Nov.
- Bo?ena Kade?ábková & Emílie Ja?ová, 2019, "The Relation between Minimum Wage and Unemployment across the Economic Cycle in Countries of the Visegrad Group," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 8910608, Jul.
- Bo?ena Kade?ábková & Emílie Ja?ová, 2019, "Churn on the labor market in the Czech Republic," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9510783, Oct.
- Filip Ba?i?, 2019, "Can production of alcohol beverages predict recessions?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511925, Oct.
- Emilie Jasova, 2019, "Development of demand-related inflation pressures originating from the household sector in the Czech Republic," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 110-126, November.
- Klára ?ermáková & Emilie Ja?ová, 2019, "Analysis of the Negative and Positive Impact of Institutional Factors on Unemployment in Visegrad Countries," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 20-34, June.
- Bozena Kaderabkova & Emilie Jasova, 2019, "Development Of Real Unit Wage Costs On The Macro- And Mezo-Level Of The Czech Republic," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 2, pages 45-59, December.
- W. Hölzl & S. Kaniovski & Y. Kaniovski, 2019, "Exploring the dynamics of business survey data using Markov models," Computational Management Science, Springer, volume 16, issue 4, pages 621-649, October, DOI: 10.1007/s10287-019-00354-4.
- Brent Meyer & Saeed Zaman, 2019, "The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy," Empirical Economics, Springer, volume 57, issue 2, pages 603-630, August, DOI: 10.1007/s00181-018-1472-1.
- Ard Reijer & Andreas Johansson, 2019, "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, volume 57, issue 4, pages 1351-1373, October, DOI: 10.1007/s00181-018-1500-1.
- Philip Hans Franses, 2019, "On inflation expectations in the NKPC model," Empirical Economics, Springer, volume 57, issue 6, pages 1853-1864, December, DOI: 10.1007/s00181-018-1417-8.
- Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019, "CAMPLET: Seasonal Adjustment Without Revisions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 73-95, April, DOI: 10.1007/s41549-018-0031-3.
- Gabe J. Bondt, 2019, "A PMI-Based Real GDP Tracker for the Euro Area," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 2, pages 147-170, December, DOI: 10.1007/s41549-018-0032-2.
- Ahmed Badawi & Anas Al Qudah & Waleed M. Rashideh, 2019, "Determinants of foreign portfolio investment in emerging markets: evidence from Saudi stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 779-794, October, DOI: 10.1007/s12197-019-09482-8.
- Zsolt Darvas, 2019, "Why is it So Hard to Reach the EU’s Poverty Target?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 141, issue 3, pages 1081-1105, February, DOI: 10.1007/s11205-018-1872-9.
- Roland Döhrn & Oliver Holtemöller & Stefan Kooths & Claus Michelsen & Timo Wollmershäuser, 2019, "Konjunktur deutlich abgekühlt — politische Risiken hoch
[Significant Cooling of the Economy — Political Risks High]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 99, issue 4, pages 262-266, April, DOI: 10.1007/s10273-019-2441-9. - Guangling Liu & Thabang Molise, 2019, "The effectiveness of the counter-cyclical loan-to-value regulation: Generic versus sector-specific rules," Working Papers, Stellenbosch University, Department of Economics, number 21/2019.
- Katja Heinisch & Axel Lindner, 2019, "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 3, pages 255-260, February, DOI: 10.1080/13504851.2018.1459035.
- Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019, "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, volume 51, issue 33, pages 3624-3631, July, DOI: 10.1080/00036846.2019.1584373.
- Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019, "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Applied Economics, Taylor & Francis Journals, volume 51, issue 54, pages 5802-5816, November, DOI: 10.1080/00036846.2019.1624915.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019, "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 565-580, April, DOI: 10.1080/01621459.2018.1483826.
- Monica Jain, 2019, "Perceived Inflation Persistence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 110-120, January, DOI: 10.1080/07350015.2017.1281814.
- James Mitchell & Donald Robertson & Stephen Wright, 2019, "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 681-695, October, DOI: 10.1080/07350015.2017.1415909.
- Eda Gulsen & Hakan Kara, 2019, "Measuring inflation uncertainty in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 2, pages 33-43.
- Eda Gulsen & Hakan Kara, 2019, "Measuring Inflation Uncertainty in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1912.
- Fethi Ogunc, 2019, "A Bayesian VAR Approach to Short-Term Inflation Forecasting," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1925.
- Heikki Kauppi, 2019, "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers, Aboa Centre for Economics, number 125, Apr.
- Shin-ichi Fukuda & Naoto Soma, 2019, "Inflation Target and Anchor of Inflation Forecasts in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1108, Jan.
- Dmytro Krukovets & Olesia Verchenko, 2019, "Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 248, pages 11-20, DOI: 10.26531/vnbu2019.248.02.
- Anton Grui & Artem Vdovychenko, 2019, "Quarterly Projection Model for Ukraine," Working Papers, National Bank of Ukraine, number 03/2019, Sep.
- Andrea Caggese, 2019, "Comments on: "What drives aggregate investment? Evidence from German survey data."," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1718, Nov.
- Anping Chen & Nicolaas Groenewold, 2019, "Regional resilience in China: The response of the provinces to the growth slowdown," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-06.
- Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019, "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019:33.
- Cellmer Radosław & Bełej Mirosław & Cichulska Aneta, 2019, "Identification of Cause-and-Effect Relationships in the Real Estate Market Using the VAR Model and the Granger Test," Real Estate Management and Valuation, Sciendo, volume 27, issue 4, pages 85-95, December, DOI: 10.2478/remav-2019-0038.
- Kose,Ayhan & Matsuoka,Hideaki & Panizza,Ugo G. & Vorisek,Dana Lauren, 2019, "Inflation Expectations : Review and Evidence," Policy Research Working Paper Series, The World Bank, number 8785, Mar.
- Rodriguez Castelan,Carlos & Araar,Abdelkrim & Malasquez Carbonel,Eduardo Alonso & Olivieri,Sergio Daniel & Vishwanath,Tara, 2019, "Distributional Effects of Competition : A Simulation Approach," Policy Research Working Paper Series, The World Bank, number 8838, May.
- Ralf Fendel & Nicola Mai & Oliver Mohr, 2019, "The Shape of Eurozone’s Uncertainty: Its Impact and Predictive Value on GDP," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 19-01, May.
- Libero Monteforte & Valentina Raponi, 2019, "Short‐term forecasts of economic activity: Are fortnightly factors useful?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 3, pages 207-221, April, DOI: 10.1002/for.2565.
- Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
- Jin Yeub Kim & Yongjun Kim & Myungkyu Shim, 2019, "Do Financial Analysts Herd?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-161, Dec.
- Pestova, Anna & Mamonov, Mikhail, 2019, "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2019.
- Ambrocio, Gene, 2019, "Measuring household uncertainty in EU countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2019.
- Hertrich, Markus, 2019, "A novel housing price misalignment indicator for Germany," Discussion Papers, Deutsche Bundesbank, number 31/2019.
- Kollar, Miroslav & Schmieder, Christian, 2019, "Macro-based asset allocation: An empirical analysis," EIB Working Papers, European Investment Bank (EIB), number 2019/11, DOI: 10.2867/394053.
- Vasilev, Aleksandar, 2019, "Are habits in consumption important for the propagation of business cycle fluctuations in Bulgaria?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 11, issue 3, pages 133-151.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2019, "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 51, issue 54, pages 5802-5816, DOI: 10.1080/00036846.2019.1624915.
- Quast, Josefine & Wolters, Maik H., 2019, "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 133.
- Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019, "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 24/2019.
- Brautzsch, Hans-Ulrich & Claudio, João Carlos & Drygalla, Andrej & Exß, Franziska & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Lindner, Axel & Müller, Isabella & Schultz, Birgit & Staff, 2019, "Konjunktur aktuell: Schwache Auslandsnachfrage - Abschwung in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 7, issue 2, pages 21-42.
- Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Schult, Christoph & Wieschemeyer, Matthias & Zeddies, Götz, 2019, "Sinkendes Potenzialwachstum in Deutschland, beschleunigter Braunkohleausstieg und Klimapaket: Finanzpolitische Konsequenzen für die Jahre bis 2024," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 7, issue 4, pages 109-120.
- D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2019, "Cognitive abilities and inflation expectations," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 126, DOI: 10.5445/IR/1000092477.
- Lindner, Axel & Heinisch, Katja, 2019, "Economic Sentiment in Europe: Disentangling Private Information from Public Knowledge," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203501.
- Quast, Josefine & Wolters, Maik H., 2019, "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203535.
- Mauersberger, Felix, 2019, "Thompson Sampling: Endogenously Random Behavior in Games and Markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203600.
- Weiske, Sebastian, 2019, "Indicator-based estimates of the output gap in the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203604.
- Lamla, Michael & Pfajfar, Damjan & Rendell, Lea, 2019, "Inflation and Deflationary Biases in Inflation Expectations," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203644.
2018
- James S. Fackler & W. Douglas McMillin, 2018, "Nominal GDP versus Price Level Targeting: An Empirical Evaluation," Departmental Working Papers, Department of Economics, Louisiana State University, number 2018-05, May.
- Danica Unevska-Andonova, 2018, "Inflation Decomposition Model: Application to Macedonian inflation," Working Papers, National Bank of the Republic of North Macedonia, number 2018-06.
- João Madeira & Nuno Palma, 2018, "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series, Economics, The University of Manchester, number 1803.
- Tavakolian, Hossein & Babaee, Majid & Shakeri, Abbas, 2018, "How Fluctuations in Macroeconomic Indicators Affect Inflation in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 267-289, July.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018, "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 391, Nov, revised Nov 2018.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 138, Nov.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0070, Jul.
- Raïsa Basselier & David de Antonio Liedo & Jana Jonckheere & Geert Langenus, 2018, "Can inflation expectations in business or consumer surveys improve inflation forecasts?," Working Paper Research, National Bank of Belgium, number 348, Oct.
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018, "Quantile-based Inflation Risk Models," Working Paper Research, National Bank of Belgium, number 349, Oct.
- Mary Amiti & Oleg Itskhoki & Jozef Konings, 2018, "Dominant currencies How firms choose currency invoicing and why it matters," Working Paper Research, National Bank of Belgium, number 353, Oct.
- Kasey Buckles & Daniel Hungerman & Steven Lugauer, 2018, "Is Fertility a Leading Economic Indicator?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24355, Feb.
- Jesús Fernández-Villaverde & David Zarruk Valencia, 2018, "A Practical Guide to Parallelization in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24561, Apr.
- Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2018, "Over-reaction in Macroeconomic Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 24932, Aug.
- Erika Vanessa Alves da Silva & Nathália da Silva Oliveira & Roberto Tatiwa Ferreira & Cristiano da Costa da Silva, 2018, "Média móvel e a Curva de Phillips: previsões para a taxa de inflação em uma amostra de países desenvolvidos e em desenvolvimento [Moving Average and the Phillips Curve: forecasts for the inflation rate in a sample of developed and developing countrie," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 2, pages 499-521, May-Augus.
- Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018, "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33, DOI: https://doi.org/10.24187/ecostat.20.
- Pete Richardson, 2018, "Nowcasting and the Use of Big Data in Short-Term Macroeconomic Forecasting: A Critical Review," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 65-87, DOI: https://doi.org/10.24187/ecostat.20.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018, "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-14, Nov.
- Aleksandra Riedl & Julia Wörz, 2018, "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
- Alexander Herzog-Stein & Fabian Lindner & Simon Sturn, 2018, "The German employment miracle in the Great Recession: the significance and institutional foundations of temporary working-time reductions," Oxford Economic Papers, Oxford University Press, volume 70, issue 1, pages 206-224.
- Atsushi Sekine & Takayuki Tsuruga, 2018, "Effects of commodity price shocks on inflation: a cross-country analysis," Oxford Economic Papers, Oxford University Press, volume 70, issue 4, pages 1108-1135.
- Kimolo, Deogratius, 2018, "Price adjustment behaviour of manufacturing and service sector firms in Tanzania: a survey evidence of price stickiness," MPRA Paper, University Library of Munich, Germany, number 114941.
- Papavangjeli, Meri & Rama, Arlind, 2018, "A statistical evaluation of GAP's forecasting performance for the Albanian economy," MPRA Paper, University Library of Munich, Germany, number 116104.
- Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
- Leon, Costas, 2018, "An Evaluation of Singular Spectrum Analysis-Based Seasonal Adjustment," MPRA Paper, University Library of Munich, Germany, number 84594, Feb.
- Ledenyov, Viktor O. & Ledenyov, Dimitri O., 2018, "Business Cycles in Economics," MPRA Paper, University Library of Munich, Germany, number 84959, Mar.
- Accolley, Delali, 2018, "Accounting for Busines Cycles in Canada: II. The Role of Money," MPRA Paper, University Library of Munich, Germany, number 85481, Mar.
- Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018, "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper, University Library of Munich, Germany, number 85523, Mar.
- Lee, David, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper, University Library of Munich, Germany, number 85575, Mar.
- Arora, Vipin, 2018, "Natural Gas and the US Economy: Some Preliminary Rules of Thumb," MPRA Paper, University Library of Munich, Germany, number 87279, Jun.
- Nyoni, Thabani, 2018, "Box-Jenkins ARIMA approach to predicting net FDI inflows in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 87737, Jul.
- Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018, "Transition drivers and crisis signaling in stock markets," MPRA Paper, University Library of Munich, Germany, number 88127, Jul.
- Cobb, Marcus P A, 2018, "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper, University Library of Munich, Germany, number 88593, Aug.
- Nyoni, Thabani, 2018, "Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 88622, Aug, revised 19 Aug 2018.
- Jackson, Emerson Abraham & Tamuke, Edmund, 2018, "Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy," MPRA Paper, University Library of Munich, Germany, number 88853, Aug, revised 04 Sep 2018.
- Kapoor, Advik & Kaur, Vijay, 2018, "A novel Optimization Plan for Multiple-Area Economic Dispatch : An Electro Search Optimization Approach," MPRA Paper, University Library of Munich, Germany, number 88979, Sep.
- Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
- Bilgili, Faik & Mugaloglu, Erhan & Koçak, Emrah, 2018, "The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach," MPRA Paper, University Library of Munich, Germany, number 90170, Apr.
- Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018, "On Identification Issues in Business Cycle Accounting Models," MPRA Paper, University Library of Munich, Germany, number 90250, Nov.
- Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
- Pönkä, Harri & Stenborg, Markku, 2018, "Forecasting the state of the Finnish business cycle," MPRA Paper, University Library of Munich, Germany, number 91226, Oct.
- Nyoni, Thabani & Nathaniel, Solomon Prince, 2018, "Modeling rates of inflation in Nigeria: an application of ARMA, ARIMA and GARCH models," MPRA Paper, University Library of Munich, Germany, number 91351, Nov.
- Soybilgen, Baris, 2018, "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper, University Library of Munich, Germany, number 94715, Jul.
Printed from https://ideas.repec.org/j/E37-12.html