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

2016

• 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 Countri," 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 (IfW Kiel), 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 (IfW Kiel), volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
• Pirschel, Inske, 2016, "Forecasting euro area recessions in real-time," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2020.
• 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.
• Arturo L. Vásquez Cordano & Abdel M. Zellou, 2016, "Where are natural gas prices heading, and what are the environmental consequences for Latin America?," Working Papers, Peruvian Economic Association, number 71, Sep.
• Dovern, Jonas & Hartmann, Matthias, 2016, "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers, University of Heidelberg, Department of Economics, number 0611, Mar.
• 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.
• Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016, "The evasive predictive ability of core inflation," Working Papers, BBVA Bank, Economic Research Department, number 15/34, Jan.
• Stephen S. Poloz, 2016, "The Doug Purvis Memorial Lecture—Monetary/Fiscal Policy Mix and Financial Stability: The Medium Term Is Still the Message," Discussion Papers, Bank of Canada, number 16-13, DOI: 10.34989/sdp-2016-13.
• Malik Shukayev & Argyn Toktamyssov, 2016, "Implementing Cross-Border Interbank Lending in BoC-GEM-FIN," Discussion Papers, Bank of Canada, number 16-19, DOI: 10.34989/sdp-2016-19.
• Stephen S. Poloz, 2016, "The Paul Storer Memorial Lecture—Cross-Border Trade Integration and Monetary Policy," Discussion Papers, Bank of Canada, number 16-20, DOI: 10.34989/sdp-2016-20.
• Calista Cheung & Dmitry Granovsky, 2016, "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers, Bank of Canada, number 16-3, DOI: 10.34989/sdp-2016-3.
• Robert Fay & Justin-Damien Guénette & Louis Morel, 2016, "The Global Benefits of Low Oil Prices: More Than Meets the Eye," Staff Analytical Notes, Bank of Canada, number 16-13, DOI: 10.34989/san-2016-13.
• Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.
• Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016, "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 74, pages 7-26, December.
• Paul De Grauwe & Eddie Gerba, 2016, "Stock market cycles and supply side dynamics: two worlds, one vision?," Working Papers, Banco de España, number 1626, Oct.
• Alessandro Notarpietro & Lisa Rodano, 2016, "The evolution of bad debts in Italy during the global financial crisis and the sovereign debt crisis: a counterfactual analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 350, Sep.
• 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.
• C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016, "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers, Banque de France, number 596.
• M. Mogliani & Thomas Ferrière, 2016, "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers, Banque de France, number 600.
• Hernando Vargas-Herrera, 2016, "Inflation expectations and a model-based core inflation measure in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Inflation mechanisms, expectations and monetary policy".
• Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016, "On the dynamics of the primary housing market and the forecasting of house prices," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Combining micro and macro data for financial stability analysis".
• Baris Soybilgen & Ege Yazgan, 2016, "An Evaluation Of Inflation Expectations In Turkey," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1601, Feb.
• Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint prediction bands for macroeconomic risk management," Working Paper, Norges Bank, number 2016/7, Apr.
• Leif Anders Thorsrud, 2016, "Nowcasting using news topics. Big Data versus big bank," Working Paper, Norges Bank, number 2016/20, Dec.
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• Leif Anders Thorsrud, 2016, "Nowcasting using news topics Big Data versus big bank," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2016, Nov.
• Michael T. Belongia & Peter N. Ireland, 2016, "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," Boston College Working Papers in Economics, Boston College Department of Economics, number 911, May.
• 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.
• M. E. Bontempi & R. Golinelli & M. Squadrani, 2016, "A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1062, Mar.
• 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.
• Graham Gudgin & Ken Coutts & Neil Gibson & Jordan Buchanan, 2016, "The Macro-Economic Impact of Brexit: Using the CBR Macro-Economic Model of the UK Economy (UKMOD)," Working Papers, Centre for Business Research, University of Cambridge, number wp483, May.
• Makram El-Shagi & Gregor von Schweinitz, 2016, "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 293-322, November.
• Lutz Kilian & Robert J. Vigfusson, 2016, "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series, CESifo, number 5743.
• Robert Lehmann & Klaus Wohlrabe, 2016, "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series, CESifo, number 6157.
• Cristiana Belu Manescu & Ine Van Robays, 2016, "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series, CESifo, number 6242.
• Robert Lehmann, 2016, "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Klaus Abberger & Biswa Nath Bhattacharyay & Chang Woon Nam & Gernot Nerb & Siegfried Schönherr, 2014, "How Can the Crisis Vulnerability of Emerging Economies Be Reduced?," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Franziska Fobbe & Robert Lehmann, 2016, "Elektromotoren, Energieversorgung und Erziehung: Die Güte der entstehungsseitigen ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 12, pages 58-63, June.
• Robert Lehmann & Timo Wollmershäuser, 2016, "Zur Prognosegüte der gesamtwirtschaftlichen Stundenproduktivität," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 22, pages 57-61, November.
• Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 784, May.
• Carlos Medel, 2016, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 785, May.
• Carlos Medel, 2016, "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile, Central Bank of Chile, number 791, Oct.
• Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-46, Jul.
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• Pablo Galaso & Sandra Rodríguez, 2016, "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez., Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, number 31, Feb, revised 01 Feb 2016.
• Hernando Vargas-Herrera, 2016, "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia, Banco de la Republica, number 14264, Feb.
• Álvaro Hurtado Rendón, 2016, "A contribution of Bayesian approach to experimental economics," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14250, Feb.
• Abel Rodríguez Tirado & Marcelo Delajara & Federico Hern�ndez �lvarez, 2016, "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2016, pages 167-182.
• Fernández-Villaverde, Jesús & Levintal, Oren, 2016, "Solution Methods for Models with Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11115, Feb.
• Söderström, Ulf & Iversen, Jens & LASEEN, PER & Lundvall, Henrik, 2016, "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11203, Mar.
• Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016, "Priors for the Long Run," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11261, May.
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• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 340-349, June.
• Philippe De Donder & John E. Roemer, 2016, "The Dynamics of Capital Accumulation in the US: Simulations after Piketty," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1998R, Jun.
• Shirly Siew-Ling WONG & Chin-Hong PUAH & Shazali ABU MANSOR & Venus Khim-Sen LIEW, 2016, "Measuring Business Cycle Fluctuations: An Alternative Precursor To Economic Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 235-248.
• Julio B. CLEMPNER & Alexander S. POZNYAK, 2016, "Analyzing An Optimistic Attitude For The Leader Firm In Duopoly Models: A Strong Stackelberg Equilibrium Based On A Lyapunov Game Theory Approach," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 41-60.
• Zouhair Ait Benhamou, 2016, "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-3.
• Rachidi Kotchoni & Dalibor Stevanovic, 2016, "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-40.
• Robert Kollmann, 2016, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-15, Mar.
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• Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova, 2016, "Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1616-1624.
• Fuentes H., Fernando & García, Carlos J., 2016, "Ciclo económico y minería del cobre en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Fuentes H., Fernando & García, Carlos J., 2016, "The business cycle and copper mining in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
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• Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016, "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, volume 52, issue C, pages 11-22, DOI: 10.1016/j.eap.2016.07.003.
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• Tsuchiya, Yoichi, 2016, "Do production managers predict turning points? A directional analysis," Economic Modelling, Elsevier, volume 58, issue C, pages 1-8, DOI: 10.1016/j.econmod.2016.05.019.