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

2017

• Heilemann, Ullrich & Müller, Karsten, 2017, "Wenig Unterschiede: Zur Treffsicherheit internationaler Prognosen und Prognostiker," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 149.
• Döpke, Jörg & Fritsche, Ulrich & Waldhof, Gaby, 2017, "Theories, techniques and the formation of German business cycle forecasts. Evidence from a survey among professional forecasters," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 2, DOI: 10.18452/18132.
• Prüser, Jan, 2017, "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 710, DOI: 10.4419/86788828.
• Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl, 2017, "Penalized adaptive method in forecasting with large information set and structure change," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-023.
• Ahrens, Steffen & Lustenhouwer, Joep & Tettamanzi, Michele, 2017, "The Stabilizing Role of Forward Guidance: A Macro Experiment," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168063.
• Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168206.

2016

• Bührig, Pascal & Wohlrabe, Klaus, 2016, "Forecasting revisions of German industrial production," Munich Reprints in Economics, University of Munich, Department of Economics, number 43524.
• 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.
• Faisal Rachman, 2016, "Is Inflation Target Announced by Bank Indonesia the Most Accurate Inflation Forecast?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 62, pages 98-120, August.
• Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16125.
• 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.
• Rasekhi, Saeed & Rastgar, Majid, 2016, "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 351-373, October.
• Aleksandra Hałka & Karol Szafranek, 2016, "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, volume 54, issue 2, pages 109-132, March, DOI: 10.1080/00128775.2015.1126788.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "In search of the Euro Area Fiscal Stance," Working Papers, University of Milano-Bicocca, Department of Economics, number 324, Feb, revised 24 Feb 2016.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 331, Mar, revised 11 Mar 2016.
• Brian Micallef, 2016, "Property price misalignment with fundamentals in Malta," CBM Working Papers, Central Bank of Malta, number WP/03/2016.
• Rueben Ellul, 2016, "A real-time measure of business conditions in Malta," CBM Working Papers, Central Bank of Malta, number WP/04/2016.
• László Békési & Csaba Köber & Henrik Kucsera & Tímea Várnai & Balázs Világi, 2016, "The macroeconomic forecasting model of the MNB," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/4.
• Diana Gabrielyan, 2016, "Forecasting Inflation Using The Phillips Curve: Evidence From Swedish Data," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 100.
• 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.
• Christophe Piette, 2016, "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research, National Bank of Belgium, number 290, Jan.
• Łukasz Lenart & Agnieszka Leszczyńska-Paczesna, 2016, "Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 5, pages 365-394.
• Adrienne Csizmady & József Hegedüs, 2016, "Hungarian Mortgage Rescue Programs 2009-2016," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 1, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition".
• Jacek Łaszek & Hanna Augustyniak & Krzysztof Olszewski, 2016, "FX mortgages, housing boom and financial stability – a case study for Poland (2005-2015)," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 3, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition".
• Aleksandra Hałka & Jacek Kotłowski, 2016, "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers, Narodowy Bank Polski, number 232.
• Halina Kowalczyk & Ewa Stanisławska, 2016, "Are experts’ probabilistic forecasts similar to the NBP projections?," NBP Working Papers, Narodowy Bank Polski, number 238.
• Paweł Pońsko & Bartosz Rybaczyk, 2016, "Fan chart – a tool for NBP’s monetary policy making," NBP Working Papers, Narodowy Bank Polski, number 241.
• James D. Hamilton, 2016, "Macroeconomic Regimes and Regime Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 21863, Jan.
• Jesús Fernández-Villaverde & Oren Levintal, 2016, "Solution Methods for Models with Rare Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21997, Feb.
• Dario Caldara & Cristina Fuentes-Albero & Simon Gilchrist & Egon Zakrajšek, 2016, "The Macroeconomic Impact of Financial and Uncertainty Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22058, Mar.
• Mario J. Crucini & Gregor W. Smith, 2016, "Distance and Time Effects in Swedish Commodity Prices, 1732–1914," NBER Working Papers, National Bureau of Economic Research, Inc, number 22175, Apr.
• Michael T. Belongia & Peter N. Ireland, 2016, "The Evolution of U.S. Monetary Policy: 2000 - 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 22693, Sep.
• Ball, Laurence & Chari, Anusha & Mishra, Prachi, 2016, "Understanding Inflation in India," India Policy Forum, National Council of Applied Economic Research, volume 12, issue 1, pages 1-45.
• Zouhair Aït Benhamou, 2016, "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies, Policy Center for the New South, number 1601, Mar.
• Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh, 2016, "Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models," OECD Economics Department Working Papers, OECD Publishing, number 1313, Jul, DOI: 10.1787/5jlv2jj4mw40-en.
• David Havrlant & Peter Tóth & Julia Wörz, 2016, "On the optimal number of indicators – nowcasting GDP growth in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-72.
• Arturo Leonardo Vásquez Cordano & Abdel M. Zellou, 2016, "Where are natural gas prices heading, and which are the environmental consequences for Latin America?," Working Papers, Osinergmin, Gerencia de Políticas y Análisis Económico, number 35, May.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 85, pages 107-152.
• Ulrike Malmendier & Stefan Nagel, 2016, "Learning from Inflation Experiences," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 1, pages 53-87.
• Lorenza Rossi & Emilio Zanetti Chini, 2016, "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 123, May.
• Fayyaz Hussain & Zafar Hayat, 2016, "Do Inflation Expectations Matter for Inflation Forecastability: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 55, issue 3, pages 211-225.
• Papa, Javier & et., al., 2016, "Forecasting Trade Deflators In Ireland," MPRA Paper, University Library of Munich, Germany, number 116754, Dec, revised Dec 2016.
• Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016, "The Evasive Predictive Ability of Core Inflation," MPRA Paper, University Library of Munich, Germany, number 68704, Jan.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Digital DNA of economy of scale and scope," MPRA Paper, University Library of Munich, Germany, number 68929, Jan.
• 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.
• Benchimol, Jonathan, 2016, "Money and monetary policy in Israel during the last decade," MPRA Paper, University Library of Munich, Germany, number 69587, Feb.
• Gerunov, Anton, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper, University Library of Munich, Germany, number 71010, Apr.
• Accolley, Delali, 2016, "Physical and Human Capital over the Business Cycle," MPRA Paper, University Library of Munich, Germany, number 71017, Apr.
• Hännikäinen, Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 71432, May.
• Shirai, Daichi, 2016, "Persistence and Amplification of Financial Frictions," MPRA Paper, University Library of Munich, Germany, number 72187, Jun.
• Belanger, Gilles, 2016, "Inequality Causes Recessions: A Fallout from Ramsey's Conjecture," MPRA Paper, University Library of Munich, Germany, number 72335, Jul.
• Fioramanti, Marco, 2016, "Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?," MPRA Paper, University Library of Munich, Germany, number 73762, Apr, revised Sep 2016.
• Hecq, Alain & Telg, Sean & Lieb, Lenard, 2016, "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," MPRA Paper, University Library of Munich, Germany, number 74922, Nov, revised 04 Nov 2016.
• Ellul, Reuben, 2016, "A real-time measure of business conditions in Malta," MPRA Paper, University Library of Munich, Germany, number 75057, Sep.
• Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva & Gallegati, Mauro, 2016, "Long-run expectations in a Learning-to-Forecast Experiment," MPRA Paper, University Library of Munich, Germany, number 75621.
• Pinshi, Christian, 2016, "Une perspective macroprudentielle pour la stabilité financière
  [A macroprudential perspective on financial stability]," MPRA Paper, University Library of Munich, Germany, number 77905, Jun, revised 28 Feb 2017.
• Sen Gupta, Abhijit & Bhattacharya, Rudrani, 2016, "What Role Did Rising Demand Play in Driving Food Prices Up?," MPRA Paper, University Library of Munich, Germany, number 79704, revised 2017.
• Barrera Chaupis, Carlos, 2016, "Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014," MPRA Paper, University Library of Munich, Germany, number 85410, Jul, revised 12 Dec 2016.
• Shahid, Muhammad & Qayyum, Abdul & Shahid Malik, Waseem, 2016, "Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework," MPRA Paper, University Library of Munich, Germany, number 85549, revised 2017.
• Mansur, Alfan, 2016, "The Impact of a Loss of Confidence in Emerging Market Economies to the World Economy: A Simulation with the G-Cubed Model," MPRA Paper, University Library of Munich, Germany, number 93870, Dec, revised 10 Nov 2017.
• Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201652, Jun.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
• Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
• Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
• Emilie Jašová & Klára Čermáková & Božena Kadeřábková & Pavel Procházka, 2016, "Působení institucionálních faktorů na strukturální a cyklickou nezaměstnanost v zemích Visegrádské skupiny
  [Influence of Institutional Factors on Structural and Cyclical Unemployment in the Countries of the Visegrad Group]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 1, pages 34-50, DOI: 10.18267/j.polek.1053.
• Damian Stelmasiak & Grzegorz Szafrański, 2016, "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 21-42, March.
• Sánchez, Elmer, 2016, "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Framework," Working Papers, Banco Central de Reserva del Perú, number 2016-009, Sep.
• Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016, "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-02, Apr.
• Jinke Li & Geoffrey Meen, 2016, "Agent Based Models, Housing Fluctuations and the Role of Heterogeneous Expectations," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-09, Jul.
• Steffen Heinig & Anupam Nanda & Sotiris Tsolacos, 2016, "Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-04, Jun.
• Michael Clements, 2016, "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-08, Oct.
• Malik Shukayev & Argyn Toktamyssov, 2016, "Implementing Cross-Border Interbank Lending in BoC-GEM-FIN," Working Papers, University of Alberta, Department of Economics, number 2016-15, Sep.
• Mario J. Crucini & Gregor W. Smith, 2016, "Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 4, pages 427-445, DOI: 10.11644/KIEP.EAER.2016.20.4.316.
• Hassan Dargahi & Mehdi Hadian, 2016, "Evaluation of Fiscal and Monetary Shocks with Emphasis on the Interactions of Banking System Balance Sheet and the Real Sector of Iran's Economy: A DSGE Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 1, pages 1-28.
• Hasan Farazmand & Seyed Aziz Arman & Seyed Morteza Afghah & Mojtaba Ghorbannezhad, 2016, "The Effects of Energy Price Reform on Iranian Economy: Dynamic Stochastic General Equilibrium Approach (DSGE)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 2, pages 49-76.
• Emilie Ja?ová, 2016, "The effect of the psychological factor among companies onto the NAIRU and economic cycle on the labour market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5307026, Nov.
• Bozena Kaderabkova, 2016, "Development of the economic cycle on labour market in the national economy and industry of the Czech Republi," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 4407037, Nov.
• Bozena Kaderabkova & Emilie Jasova, 2016, "Character And Intensity Of The Minimum Wage Influence On Unemployment In The Czech Republic And Slovakia," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 37-49, March.
• Rafal Zbyrowski, 2016, "The Application of the Shepard’s Interpolation for a Property Valuation (Zastosowanie metody Sheparda do szacowania nieruchomosci)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 249-256.
• Aleksandar Vasilev, 2016, "Business Cycle Accounting: Bulgaria after the Introduction of the Currency Board Arrangement (1999-2014)," 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-2016-11, Nov, revised Nov 2016.
• Severin Bernhard, 2016, "A real-time GDP data set for Switzerland," Economic Studies, Swiss National Bank, number 2016-09.
• Christian Hepenstrick & Massimiliano Marcellino, 2016, "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers, Swiss National Bank, number 2016-04.
• Pablo Pincheira & Andrés Gatty, 2016, "Forecasting Chilean inflation with international factors," Empirical Economics, Springer, volume 51, issue 3, pages 981-1010, November, DOI: 10.1007/s00181-015-1041-9.
• Monir Uddin Ahmed & Md. Moniruzzaman Muzib & Md. Mahedi Hasan, 2016, "Inflation, inflation uncertainty and relative price variability in Bangladesh," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 6, issue 3, pages 389-427, December, DOI: 10.1007/s40822-016-0055-8.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016, "Labour mobility and labour market adjustment in the EU," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-21, December, DOI: 10.1186/s40176-016-0069-8.
• Peter Stalder, 2016, "Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 2, pages 217-251, December, DOI: 10.1007/s41549-016-0011-4.
• Cindrella Shah & Nilesh Ghonasgi, 2016, "Determinants and Forecast of Price Level in India: a VAR Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 57-86, June, DOI: 10.1007/s40953-015-0019-y.
• Piotr Białowolski, 2016, "The influence of negative response style on survey-based household inflation expectations," Quality & Quantity: International Journal of Methodology, Springer, volume 50, issue 2, pages 509-528, March, DOI: 10.1007/s11135-015-0161-9.
• Maurizio Bovi, 2016, "The tale of two expectations," Quality & Quantity: International Journal of Methodology, Springer, volume 50, issue 6, pages 2677-2705, November, DOI: 10.1007/s11135-015-0283-0.
• 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.
• Ferdinand Fichtner & Roland Döhrn & Oliver Holtemöller & Timo Wollmershäuser, 2016, "Aufschwung bleibt moderat — Wirtschaftspolitik wenig wachstumsorientiert
  [Upturn Remains Moderate — Economic Policy Lacks Growth Orientation]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 96, issue 5, pages 351-356, May, DOI: 10.1007/s10273-016-1981-5.
• Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/16, Dec.
• Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016, "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/24, 05.
• James Morley & Irina B Panovska, 2016, "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers, School of Economics, The University of New South Wales, number 2016-12, Oct.
• Pascal Bührig & Klaus Wohlrabe, 2016, "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 15, pages 1062-1064, October, DOI: 10.1080/13504851.2015.1133890.
• 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.
• Jari H�nnik�inen, 2016, "The mortgage spread as a predictor of real-time economic activity," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 112-116, February, DOI: 10.1080/13504851.2015.1054064.
• Callum Jones & Mariano Kulish, 2016, "A graphical representation of an estimated DSGE model," Applied Economics, Taylor & Francis Journals, volume 48, issue 6, pages 483-489, February, DOI: 10.1080/00036846.2015.1083084.
• Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1638-1665, December, DOI: 10.1080/07474938.2015.1092808.
• Makram El-Shagi & Gregor Von Schweinitz, 2016, "Qual Var Revisited: Good Forecast, Bad Story," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 2, pages 293-321, November, DOI: 10.1016/S1514-0326(16)30012-5.
• Hännikäinen Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1606, Jun.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016, "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-084/III, Mar, revised 03 Jul 2017.
• Herman Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, Towson University, Department of Economics, number 2016-15, Sep, revised Sep 2016.
• Rochelle M. Edge & Jeremy B. Rudd, 2016, "Real-Time Properties of the Federal Reserve's Output Gap," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 785-791, October.
• Douyoung Lee, 2016, "A Reevaluation of Financial Variables' Predictive Content for the U.S. Economy," Working Papers, Texas A&M University, Department of Economics, number 20161029-001, Oct.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
• Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "In search of the Euro area fiscal stance," Working Papers, School of Economics, University College Dublin, number 201612, Aug.
• Daniela Bragoli & Jack Fosten, 2016, "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-06, Jun.
• Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016, "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/290743.
• Föllmi, Reto & Minsch, Rudolf & Schnell, Fabian, 2016, "What Determines Price Changes and the Distribution of Prices? Evidence from the Swiss CPI," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1610, Jul.
• Hloušek Miroslav, 2016, "Inflation Target and its Impact on Macroeconomy in the Zero Lower Bound Environment: the case of the Czech economy," Review of Economic Perspectives, Sciendo, volume 16, issue 1, pages 3-16, March, DOI: 10.1515/revecp-2016-0001.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016, "The Role of Survey Data in Nowcasting Euro Area GDP Growth," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 400-418, August.
• Tim Oliver Berg, 2016, "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 8, pages 718-740, December.
• 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.
• Oinonen, Sami & Paloviita, Maritta, 2016, "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2016.
• Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016, "The Aino 2.0 model," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2016.
• Knüppel, Malte & Vladu, Andreea L., 2016, "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers, Deutsche Bundesbank, number 28/2016.
• Qudah, Anas Al & Badawi, Ahmed & AboElsoud, Mostafa E., 2016, "The Impact of Oil Sector on the Global Competitiveness of GCC Countries: Panel Data Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 7, issue 20, pages 32-39.
• Jianu, Ionuț, 2016, "A comprehensive view on the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 0, issue 2 (607), pages 207-224.
• Vasilev, Aleksandar, 2016, "US Health and Aggregate Fluctuations," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 144584.
• Vasilev, Aleksandar, 2016, "Business Cycle Accounting: Bulgaria after the introduction of the currency board arrangement (1999-2014)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 144816.
• Vasilev, Aleksandar, 2016, "Monetary Policy Evaluation using a Rational Expectations Model: the UK case," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 126141.
• Arora, Vipin & Lieskovsky, Jozef, 2016, "Electricity Use as an Indicator of U.S. Economic Activity," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 126147.
• Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
• Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
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• 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.
• Hanck, Christoph & Prüser, Jan, 2016, "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 620, DOI: 10.4419/86788722.
• Heinisch, Katja, 2016, "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145864.
• Hartmann, Matthias & Dovern, Jonas, 2016, "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145925.
• Alain Hecq & Lenard Lieb & Sean Telg, 2016, "Identification of Mixed Causal-Noncausal Models in Finite Samples," Annals of Economics and Statistics, GENES, issue 123-124, pages 307-331, DOI: 10.15609/annaeconstat2009.123-124.0.
• Emmanuel Olusegun STOBER, 2016, "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 56-66, JULY.
• Ringelberg, Josiah & Johnson, Andrew & Boehlje, Michael & Gunderson, Michael & Daninger, Nathan, 2016, "Modeling With @Risk: A Tutorial Guide," Working papers, Purdue University, Department of Agricultural Economics, number 249766, Nov, DOI: 10.22004/ag.econ.249766.
• Crucini, Mario J. & Smith, Gregor W., 2016, "Distance and Time Effects in Swedish Commodity Prices, 1732-1914," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274683, Mar, DOI: 10.22004/ag.econ.274683.
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• Ramiz Rahmanov, 2016, "Permanent and Temporary Oil Price Shocks, Macroeconomic Policy, and Tradable Non-oil Sector: Case of Azerbaijan, Kazakhstan, and Russia," Working Papers, Central Bank of Azerbaijan Republic, number 1609, Dec.
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• Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016, "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 364, Oct.
• Hernando Vargas-Herrera, 2016, "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 928, Feb, DOI: 10.32468/be.928.
• Jesús Bejarano & Franz Hamann & Diego Rodríguez, 2016, "Indicador de Inflación Básica a partir de un Modelo Semi-estructural con inflación de alimentos," Borradores de Economia, Banco de la Republica de Colombia, number 935, Mar, DOI: 10.32468/be.935.
• J. Sebastián Amador-Torres, 2016, "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia, Banco de la Republica de Colombia, number 958, Sep, DOI: 10.32468/be.958.
• Javier G. Gómez-Pineda, 2016, "Commodity Price Fluctuations, Core Inflation and Policy Interest Rates," Borradores de Economia, Banco de la Republica de Colombia, number 967, Oct, DOI: 10.32468/be.967.
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• Michael T. Belongia & Peter N. Ireland, 2016, "Targeting Constant Money Growth at the Zero Lower Bound," Boston College Working Papers in Economics, Boston College Department of Economics, number 913, May.
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• Koji Takahashi, 2016, "TIPS: The Trend Inflation Projection System and Estimation Results," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-18, Nov.
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• Wiriyawit Varang & Wong Benjamin, 2016, "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 141-157, April, DOI: 10.1515/snde-2015-0030.
• Lahiri Kajal & Yang Liu, 2016, "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 421-440, September, DOI: 10.1515/snde-2014-0054.
• Ravazzolo Francesco & Rothman Philip, 2016, "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 441-453, September, DOI: 10.1515/snde-2015-0116.
• Fossati Sebastian, 2016, "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 529-547, December, DOI: 10.1515/snde-2015-0037.