Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Nowcasting

2019

• 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

• Evzen Kocenda & Karen Poghosyan, 2018, "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1002, Sep.
• Julius Stakenas, 2018, "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 56, Dec.
• 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.
• purba, martin, 2018, "Analisis Pasar Uang Pada Model Mundell-Fleming Pada Perekonomian Indonesia (Tahun 2010-2017)
  [Money Market Analysis on the Mundell-Fleming Model in the Indonesian Economy (2010-2017)]," MPRA Paper, University Library of Munich, Germany, number 97409.
• Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
• Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
• Mundaca, Fernando & Sánchez, Elmer, 2018, "Índice de precios de inmuebles: Un enfoque hedónico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 36, pages 55-74.
• Mundaca, Fernando & Sánchez, Elmer, 2018, "Índice de Precios de Inmuebles: Un Enfoque Hedónico," Working Papers, Banco Central de Reserva del Perú, number 2018-006, Nov.
• Michael P. Clements, 2018, "Assessing Macro-Forecaster Herding: Modelling versus Testing," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2018-01, Jul.
• Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2018, "Search Complementarities, Aggregate Fluctuations and Fiscal Policy," 2018 Meeting Papers, Society for Economic Dynamics, number 386.
• Kaitila, Ville & Kauhanen, Antti & Kuusi, Tero & Lehmus, Markku & Maliranta, Mika & Vihriälä, Vesa, 2018, "Finland’s Growth Performance – The Lost Decade and the Prospects in the Near Term," ETLA Reports, The Research Institute of the Finnish Economy, number 87, Nov.
• Sabbah Gueddoudj, 2018, "Financial Variables as Predictive Indicators of the Luxembourg GDP Growth," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 49-62.
• Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018, "Early warning indicators of banking crises: expanding the family," Journal of Financial Transformation, Capco Institute, volume 48, pages 142-155.
• Rizwan Raheem AHMED & Saghir Pervaiz GHAURI & Jolita VVEINHARDT & Dalia STREIMIKIENE, 2018, "An Empirical Analysis of Export, Import, and Inflation: A Case of Pakistan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 117-130, September.
• Tzu-Pu CHANG, Ray Yeutien CHOU & Ray Yeutien CHOU, 2018, "Anchoring Effect on Macroeconomic Forecasts : A Heterogeneity Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 134-147, December.
• Arno Hantzsche & Marta Lopresto & Garry Young, 2018, "Using NiGEM in Uncertain Times: Introduction and Overview of NiGEM," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 1-14, May.
• Markus Jorra & Andreas Esser & Ulf D. Slopek, 2018, "The Import Content of Expenditure Components and the Size of International Spillovers," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 21-29, May.
• Ulf D. Slopek, 2018, "Export Pricing and the Macroeconomic Effects of US Import Tariffs," National Institute Economic Review, National Institute of Economic and Social Research, volume 244, issue 1, pages 39-45, May.
• S.G. Hall & S.G.B. Henry, 2018, "Macro Modelling at the NIESR: Its Recent History," National Institute Economic Review, National Institute of Economic and Social Research, volume 246, issue 1, pages 15-23, November.
• Ray Barrell & Andy Blake & Garry Young, 2018, "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, volume 246, issue 1, pages 3-14, November.
• Muhammad Nadim Hanif & Khurrum S. Mughal & Javed Iqbal, 2018, "A Thick ANN Model for Forecasting Inflation," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 99, Oct.
• Tsotne Marghia, 2018, "Interdependence between Macroeconomic and Financial Stability Indicators: Macro-Feedback Effect," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8209716, Jul.
• Miroslava Zavadska & Lucía Morales & Joseph Coughlan & Lucía Morales & Joseph Coughlan, 2018, "The Importance of Integrating Quantitative Research Methods to Understand Commodity Business Finance," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 6, issue 1, pages 54-77, May.
• Takuma Tanaka, 2018, "Thermodynamic structure of a macroeconomic model," Discussion Papers CRR Discussion Paper Series A: General, Shiga University, Faculty of Economics,Center for Risk Research, number 30, May.
• Aleksandar Vasilev, 2018, "The Role of Energy in a Real-business-cycle Model with an Endogenous Capital Utilization Rate and a Government Sector: Lessons from Bulgaria (1999-2016)," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2018-05, Apr, revised Apr 2018.
• Aleksandar Vasilev, 2018, "Are Habits Important for the Propagation of Business Cycle Fluctuations in Bulgaria?," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2018-09, Sep, revised Sep 2018.
• Maxime Phillot & Rina Rosenblatt-Wisch, 2018, "Inflation Expectations: The Effect of Question Ordering on Forecast Inconsistencies," Working Papers, Swiss National Bank, number 2018-11.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2018, "Forecasting the production side of GDP," Working Papers, Swiss National Bank, number 2018-16.
• Adriano dos Reis M. Laureno Oliveira & Gilberto Tadeu Lima, Laura Carvalho, 2018, "Of Fairies and Governments: An ABM Evaluation of the Expansionary Austerity Hypothesis," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_13, Aug.
• Tobias F. Rötheli, 2018, "Should business rely on business cycle forecasting?," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 26, issue 1, pages 121-133, March, DOI: 10.1007/s10100-017-0477-8.
• Kenshiro Ninomiya & Hiroyuki Takami, 2018, "Profit sharing, labour share and financial structure," Evolutionary and Institutional Economics Review, Springer, volume 15, issue 1, pages 89-111, June, DOI: 10.1007/s40844-017-0090-5.
• Katja Heinisch & Rolf Scheufele, 2018, "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, volume 54, issue 2, pages 705-745, March, DOI: 10.1007/s00181-016-1218-x.
• Ørjan Robstad, 2018, "House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models," Empirical Economics, Springer, volume 54, issue 2, pages 461-483, March, DOI: 10.1007/s00181-016-1222-1.
• Inske Pirschel & Maik H. Wolters, 2018, "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, volume 55, issue 2, pages 573-596, September, DOI: 10.1007/s00181-017-1286-6.
• Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018, "Nowcasting Indonesia," Empirical Economics, Springer, volume 55, issue 2, pages 597-619, September, DOI: 10.1007/s00181-017-1288-4.
• Fritz Breuss, 2018, "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 1, pages 105-126, April, DOI: 10.1007/s41549-018-0025-1.
• Reiner Franke, 2018, "Competitive moment matching of a New-Keynesian and an Old-Keynesian model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 201-239, July, DOI: 10.1007/s11403-016-0181-0.
• Abhishek Das & Arpita Ghose & Gautam Gupta, 2018, "Expectation Formation in a New Keynesian Economy: Evidence from a Laboratory Experiment," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 9, issue 1, pages 17-39, March, DOI: 10.1007/s13132-015-0314-z.
• Salvatore Morelli, 2018, "Banking crises in the US: the response of top income shares in a historical perspective," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 16, issue 2, pages 257-294, June, DOI: 10.1007/s10888-018-9387-9.
• Sangeeta Das & Dipankor Coondoo, 2018, "Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 199-207, December, DOI: 10.1007/s40953-017-0116-1.
• Marcos V. N. Montes & Ricardo Ramalhete Moreira, 2018, "Does Credibility Matter for Interest Rate Changes and Output Gaps? Econometric Experiment for an Emerging Economy," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_3.
• Emeka Nkoro & Aham Kelvin Uko, 2018, "A Small-Size Macroeconometric Model for Nigerian Economy," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 2, pages 1-4.
• Emerson JACKSON & Edmund TAMUKE, 2018, "Probability Forecast Using Fan Chart Analysis A Case of the Sierra Leone Economy," Journal of Advanced Studies in Finance, ASERS Publishing, volume 9, issue 1, pages 34-44.
• Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018, "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 10, pages 681-687, June, DOI: 10.1080/13504851.2017.1355537.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018, "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 14, pages 1029-1033, August, DOI: 10.1080/13504851.2017.1391996.
• Carlos A. Medel, 2018, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, volume 32, issue 3, pages 331-371, July, DOI: 10.1080/10168737.2018.1501589.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018, "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 131-145, January, DOI: 10.1080/07350015.2015.1137760.
• Rudrani Bhattacharya & Abhijit Sen Gupta, 2018, "Drivers and impact of food inflation in India," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 11, issue 2, pages 146-168, May, DOI: 10.1080/17520843.2017.1351461.
• Mahmut Gunay, 2018, "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 18, issue 4, pages 149-161.
• Mahmut Gunay, 2018, "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1805.
• Eva (E.F.) Janssens & Robin (R.) Lumsdaine & Sebastiaan (S.H.L.C.G.) Vermeulen, 2018, "An Epidemiological Model of Crisis Spread Across Sectors in The United States," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-008/III, Jan.
• Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
• Mengheng Li & Siem Jan (S.J.) Koopman, 2018, "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-027/III, Mar.
• Heikki Kauppi & Timo Virtanen, 2018, "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers, Aboa Centre for Economics, number 124, Dec.
• Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018, "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers, Department of Economics and Management, number 2018/05.
• Oleksandr Faryna & Oleksandr Talavera & Tetiana Yukhymenko, 2018, "What Drives the Difference between Online and Official Price Indexes?," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 243, pages 21-32, DOI: 10.26531/vnbu2018.243.021.
• Sergii Kiiashko, 2018, "Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 246, pages 4-9, DOI: 10.26531/vnbu2018.245.02.
• Vasilev Aleksandar, 2018, "The Role of Energy in a Real Business Cycle Model with an Endogenous Capital Utilization Rate in a Government Sector: Lessons from Bulgaria (1999–2016)," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 130-141, January, DOI: 10.1515/ceej-2018-0011.
• Ralf Fendel & Nicola Mai & Oliver Mohr, 2018, "Recession Probabilities for the Eurozone at the Zero Lower Bound: Challenges to the Term Spread and Rise of Alternatives," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-04, Jul.
• José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018, "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 1029-1055, August, DOI: 10.1111/caje.12343.
• Carlos Díaz, 2018, "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 3, pages 316-326, April, DOI: 10.1002/for.2501.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
• Marek Jarociński & Michele Lenza, 2018, "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 6, pages 1189-1224, September, DOI: 10.1111/jmcb.12496.
• Jesús Fernández‐Villaverde & Oren Levintal, 2018, "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 903-944, July, DOI: 10.3982/QE744.
• Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018, "The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 63, issue 02, pages 339-387, March, DOI: 10.1142/S021759081740015X.
• Ahrens, Steffen & Lustenhouwer, Joep & Tettamanzi, Michele, 2018, "The stabilizing role of forward guidance: A macro experiment," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 137.
• Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018, "Developing an underlying inflation gauge for China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2018.
• Benchimol, Jonathan & Bounader, Lahcen, 2018, "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2018.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018, "Mixed frequency models with MA components," Discussion Papers, Deutsche Bundesbank, number 02/2018.
• Kurz-Kim, Jeong-Ryeol, 2018, "A note on the predictive power of survey data in nowcasting euro area GDP," Discussion Papers, Deutsche Bundesbank, number 10/2018.
• Pinkwart, Nicolas, 2018, "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers, Deutsche Bundesbank, number 36/2018.
• Heinisch, Katja & Lindner, Axel, 2018, "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6, DOI: 10.1080/13504851.2018.1459035.
• Vasilev, Aleksandar, 2018, "The role of energy in a real-business-cycle model with an endogenous capital utilization rate and a government sector: the case of Bulgaria (1999-2016)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 173966.
• Vasilev, Aleksandar, 2018, "Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 182499.
• Vasilev, Aleksandar, 2018, "Are habits important for the propagation of business cycle fluctuations in Bulgaria?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 182501.
• Vasilev, Aleksandar, 2018, "An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2016)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 182577.
• Vasilev, Aleksandar, 2018, "Indeterminacy and multiplicity of equilibria in a two-sector economy with a public-sector production," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 184666.
• Ooft, Gavin, 2018, "Modelling and Forecasting Inflation for the Economy of Suriname," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215534.
• Won Jun Nah & Lavoie, Marc, 2018, "Overhead labour costs in a neo-Kaleckian growth model with autonomous expenditures," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 111/2018.
• Holtemöller, Oliver & Schult, Christoph, 2018, "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2018.
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2018, "Mittelfristprojektion des IWH: Wirtschaftsentwicklung und Öffentliche Finanzen 2018 bis 2025," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 6, issue 4, pages 105-114.
• Daniel, Volker & ter Steege, Lucas, 2018, "Inflation Expectations and the Recovery from the Great Depression in Germany," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 6, DOI: 10.18452/19198.
• Weiske, Sebastian, 2018, "Indicator-based estimates of the output gap in the euro area," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 12/2018.
• Hahn, Volker & Marencak, Michal, 2018, "Price Points and Price Dynamics," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181516.
• Döpke, Jörg & Waldhof, Gabi & Fritsche, Ulrich, 2018, "Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey of professional forecasters," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181617.
• Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2018, "The Formation of Expectations, Inflation, and the Phillips Curve," Journal of Economic Literature, American Economic Association, volume 56, issue 4, pages 1447-1491, December.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018, "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018004, Jan.
• Muellbauer, John, 2018, "The Future of Macroeconomics," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2018-10, Nov.
• Fernando Mundaca & Elmer Sánchez León, 2018, "Índice de precios de inmuebles: un enfoque hedónico," Working Papers, Peruvian Economic Association, number 124, Jul.
• Elmer Sánchez León, 2018, "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Model," Working Papers, Peruvian Economic Association, number 125, Jul.
• Viktor O. Ledenyov & Dimitri O. Ledenyov, 2018, "Business Cycles in Economics," Papers, arXiv.org, number 1803.06108, Mar.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers, arXiv.org, number 1804.02289, Apr.
• Ion Stancu & Ion Alexandru Stancu & Laura Elly Naghi & Dragos Bâlteanu, 2018, "Predicting Strategic Areas of a Financial Intermediation Services (SIF) Company Using BSC and PLS," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 218-218, February.
• Yurii Paida & Yaryna Andrushko & Olena Iliushyk, 2018, "Macroeconomic Risks: Classified Features, Methods Of Measurement, Mitigation Patterns," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-258-264.
• Stephen Wright & James Mitchell & Donald Robertson, 2018, "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1804, Apr.
• Tony Chernis & Rodrigo Sekkel, 2018, "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers, Bank of Canada, number 18-9, DOI: 10.34989/sdp-2018-9.
• Cameron MacDonald & Virginie Traclet, 2018, "The Framework for Risk Identification and Assessment," Technical Reports, Bank of Canada, number 113, DOI: 10.34989/tr-113.
• Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018, "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers, Bank of Canada, number 18-10, DOI: 10.34989/swp-2018-10.
• José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018, "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers, Bank of Canada, number 18-17, DOI: 10.34989/swp-2018-17.
• Monica Jain & Christopher S. Sutherland, 2018, "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers, Bank of Canada, number 18-2, DOI: 10.34989/swp-2018-2.
• Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018, "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers, Bank of Canada, number 18-25, DOI: 10.34989/swp-2018-25.
• Monica Jain, 2018, "Sluggish Forecasts," Staff Working Papers, Bank of Canada, number 18-39, DOI: 10.34989/swp-2018-39.
• Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018, "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers, Bank of Canada, number 18-52, DOI: 10.34989/swp-2018-52.
• Andrew Agopsowicz & Dany Brouillette & Bassirou Gueye & Julien McDonald-Guimond & Jeffrey Mollins & Youngmin Park, 2018, "Potential Output in Canada: 2018 Reassessment," Staff Analytical Notes, Bank of Canada, number 2018-10, DOI: 10.34989/san-2018-10.
• Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018, "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes, Bank of Canada, number 2018-36, DOI: 10.34989/san-2018-36.
• Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
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• Fiorella Dogliolo, 2018, "Investment Nowcasting. A Real-Time Estimate with High Frequency Indicators," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201878, Apr.
• Laura D'Amato & Maximiliano Gómez Aguirre & Lorena Garegnani & Ariel Krysa & Luis Libonatti, 2018, "Forecasting Inflation in Argentina: A Comparison of Different Models," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201881, Aug.
• Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto, 2018, "Forecasting house prices in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 463, Oct.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018, "The global component of inflation volatility," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1170, Apr.
• Libero Monteforte & Valentina Raponi, 2018, "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1177, Jun.
• Julian A. Parra-Polania, 2018, "State-dependent Forward Guidance and the Problem of Inconsistent Announcements," Borradores de Economia, Banco de la Republica de Colombia, number 1035, Jan, DOI: 10.32468/be.1035.
• Javier G. Gómez-Pineda, 2018, "A well-timed raise in inflation targets," Borradores de Economia, Banco de la Republica de Colombia, number 1042, Apr, DOI: 10.32468/be.1042.
• Sophie Béreau & Faubert Violaine & Katia Schmidt, 2018, "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers, Banque de France, number 663.
• Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018, "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
• Benjamin H Cohen & Peter Hördahl & Dora Xia, 2018, "Term premia: models and some stylised facts," BIS Quarterly Review, Bank for International Settlements, March.
• Claudio Borio & Mathias Drehmann & Dora Xia, 2018, "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
• José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018, "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers, Bank for International Settlements, number 720, May.
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• Michal Franta, 2018, "The likelihood of effective lower bound events," BIS Working Papers, Bank for International Settlements, number 731, Jun.
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• Ksenia Yudaeva, 2018, "Frontiers of Monetary Policy: Global Trends and Russian Inflation Targeting Practicies," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 2, pages 95-100, June, DOI: 10.31477/rjmf.201802.95.
• Erzsebet Eva Nagy & Veronika Tengely, 2018, "External and Domestic Drivers of Inflation: The Case Study of Hungary," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 3, pages 49-64, September, DOI: 10.31477/rjmf.201803.49.
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• Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018, "When are credit gap estimates reliable?," Bank of Russia Working Paper Series, Bank of Russia, number wps34, Jul.
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