Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications
This JEL code is mentioned in the following RePEc Biblio entries:
2015
- Germán López, 2015, "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2015-03, Feb.
- Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015, "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 487, Jan.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
- William A. Barnett & Guo Chen, 2015, "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201411, Apr, revised Apr 2015.
- Robert Kollmann, 2015, "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 2, pages 239-260, February, DOI: 10.1007/s10614-013-9418-3.
- Stefan Hohberger & Lukas Vogel & Bernhard Herz, 2015, "The sectoral reallocation of government purchases as budgetary-neutral stabilisation tool: a model-based analysis," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 59-74, March, DOI: 10.1007/s10368-014-0280-0.
- Bruno Deschamps, 2015, "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 4, pages 803-818, November, DOI: 10.1007/s11156-014-0456-2.
- Young Se Kim & Hyok Jung Kim, 2015, "Disaggregated Approach to Measuring Core Inflation," Korean Economic Review, Korean Economic Association, volume 31, pages 145-176.
- Fady Barsoum, 2015, "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-19, Sep.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2015, "Aufhebung Mindestkurs: Rosskur für Schweizer Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 1, pages 1-78, March, DOI: 10.3929/ethz-a-005427569.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander Rat, 2015, "Erholung in der EU – Taucher in der Schweiz," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 2, pages 1-27, June, DOI: 10.3929/ethz-a-005427569.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Anne Kathrin Funk & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander, 2015, "Preissenkungen haben Einbruch abgefedert – Abwertung hellt Aussichten auf," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 3, pages 1-106, October, DOI: 10.3929/ethz-a-005427569.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Anne Kathrin Funk & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander, 2015, "Moderates Wachstum, Steigende Arbeitslosigkeit," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 4, pages 1-27, December, DOI: 10.3929/ethz-a-005427569.
- Peter Stalder, 2015, "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 4, pages 45-66, December, DOI: 10.3929/ethz-a-005427569.
- Dirk Drechsel & Heiner Mikosch & Samad Sarferaz & Matthias Bannert, 2015, "How are firms affected by exchange rate shocks?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-371, Jan, DOI: 10.3929/ethz-a-010385462.
- Daniel Kaufmann & Rolf Scheufele, 2015, "Business tendency surveys and macroeconomic fluctuations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-378, Apr, DOI: 10.3929/ethz-a-010416189.
- David Iselin, 2015, "Does Negative News Reporting on the Economy Get Reflected in Companies' Business Situation?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-388, Jun, DOI: 10.3929/ethz-a-010480912.
- Michele Berardi & Jaqueson K. Galimberti, 2015, "Empirical Calibration of Adaptive Learning," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-392, Aug, DOI: 10.3929/ethz-a-010513113.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/07, May.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/08, May.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/09, May.
- Greg Hannsgen & Tai Young-Taft, 2015, "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive, Levy Economics Institute, number wp_839, Jun.
- Julius Stakenas, 2015, "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 17, Jan.
- Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, volume 66, issue 1, pages 71-98, April, DOI: 10.1515/roe-2015-0105.
- Sreejata Banerjee & Divya Murali, 2015, "Stress Test of Banks in India: A VAR Approach," Working Papers, Madras School of Economics,Chennai,India, number 2015-102, Apr.
- karami, hooman & barakchian, mehdi, 2015, "Evaluating the Performance of Autoregressive Model in Forecasting Iranian Inflation," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 24, pages 305-330, July.
- ‎Eftekhari Mahabadi, Samaneh & Kiaee, Hasan, 2015, "Determinants of Inflation in Selected Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 2, pages 113-148, January.
- Selen Başer Andiç & Hande Küçük & Fethi Öğünç, 2015, "Inflation Dynamics in Turkey: In Pursuit of a Domestic Cost Measure," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 2, pages 418-431, March, DOI: 10.1080/1540496X.2015.1019771.
- Shyam Gouri Suresh & Mark Setterfield, 2015, "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 38, issue 1, pages 38-63, July, DOI: 10.1080/01603477.2015.1065676.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
- Eyno Rots, 2015, "Learning and the Market for Housing," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2015/4.
- Yuri Biondi & Simone Righi, 2015, "Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0075, Dec.
- National Bank of Belgium, 2015, "Economic projections for Belgium – Autumn 2015," Economic Review, National Bank of Belgium, issue iii, pages 7-29, December.
- National Bank of Belgium, 2015, "Economic projections for Belgium – Spring 2015," Economic Review, National Bank of Belgium, issue i, pages 6-30, June.
- Michał Hulej & Grzegorz Grabek, 2015, "Output gap measure based on survey data," NBP Working Papers, Narodowy Bank Polski, number 200.
- Jacek Kotłowski, 2015, "Do central bank forecasts matter for professional forecasters?," NBP Working Papers, Narodowy Bank Polski, number 204.
- Aleksandra Hałka & Karol Szafranek, 2015, "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers, Narodowy Bank Polski, number 223.
- Bill Gibson & Mark Setterfield, 2015, "Real and financial crises in the Keynes-Kalecki structuralist model: An agent-based approach," Working Papers, New School for Social Research, Department of Economics, number 1517, Aug.
- Luís Aguiar-Conraria & Pedro Brinca & Haukur Viðar Guðjónsson & Maria Joana Soares, 2015, "Optimum Currency Area and Business Cycle Synchronization Across U.S. States," NIPE Working Papers, NIPE - Universidade do Minho, number 1/2015.
- Bhattacharya, Rudrani & Sen Gupta, Abhijit, 2015, "Food Inflation in India: Causes and Consequences," Working Papers, National Institute of Public Finance and Policy, number 15/151, Jun.
- Mihaela Simionescu, 2015, "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 3, issue 1, pages 80-85, May.
- Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.
- Allan Layton & Anirvan Banerji & Lakshman Achuthan, 2015, "The world and “The world business cycle chronology”," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 23-40, DOI: 10.1787/jbcma-2015-5jrtfl953jxp.
- Daniela Bragoli & Luca Metelli & Michele Modugno, 2015, "The importance of updating: Evidence from a Brazilian nowcasting model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 5-22, DOI: 10.1787/jbcma-2015-5jrtfl958gmp.
- Maritta Paloviita & Matti Viren, 2015, "What's behind the survey values?: An analysis of individual forecasters' behaviour," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 2, pages 25-43, DOI: 10.1787/jbcma-2014-5jrxqbwckbzv.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015, "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 200, Mar.
- Larisa Nicoleta Pop, 2015, "An Analysis Of The Romanian Agricultural Market In The Context Of Common Agricultural Policy," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 333-343.
- Eliška Horká, 2015, "The Monetary Transmission in the Selected CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 449-452, May.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015, "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-018, May, revised 01 May 2015.
- Ackon, Kwabena Meneabe, 2015, "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper, University Library of Munich, Germany, number 100740, Nov.
- Aguiar-Conraria, Luis & Brinca, Pedro & Gudjonsson, Haukur & Soares, Joana, 2015, "Optimal currency area and business cycle synchronization across U.S. states," MPRA Paper, University Library of Munich, Germany, number 62125, Feb.
- Kitov, Ivan, 2015, "Modeling the price of crude oil and motor fuel: a five-year revision," MPRA Paper, University Library of Munich, Germany, number 62338, Feb.
- Berg, Tim Oliver, 2015, "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper, University Library of Munich, Germany, number 62405, Feb.
- Medel, Carlos, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper, University Library of Munich, Germany, number 62609, Mar.
- Solomon, Bernard Daniel, 2015, "Notes on Business Cycle Theory from a Dynamic Stochastic General Equilibrium Perspective," MPRA Paper, University Library of Munich, Germany, number 62780, Feb, revised 11 Mar 2015.
- Fornaro, Paolo, 2015, "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper, University Library of Munich, Germany, number 62973, Mar.
- Stanova, Nadja, 2015, "Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback," MPRA Paper, University Library of Munich, Germany, number 63148, Mar.
- Ganev, Kaloyan, 2015, "A Small Model for Output Gap and Potential Growth Estimation. An Application to Bulgaria," MPRA Paper, University Library of Munich, Germany, number 63546, Apr.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper, University Library of Munich, Germany, number 63564, Apr.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper, University Library of Munich, Germany, number 63565, Apr.
- Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper, University Library of Munich, Germany, number 63714, Apr.
- William, Barnett & Guo, Chen, 2015, "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper, University Library of Munich, Germany, number 63772, Apr.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "On the spectrum of oscillations in economics," MPRA Paper, University Library of Munich, Germany, number 64353, May.
- Phiri, Andrew, 2015, "Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models," MPRA Paper, University Library of Munich, Germany, number 64487, May.
- Tapia, Jose, 2015, "Profits encourage investment, investment dampens profits, government spending does not prime the pump — A DAG investigation of business-cycle dynamics," MPRA Paper, University Library of Munich, Germany, number 64698, May.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Digital waves in economics," MPRA Paper, University Library of Munich, Germany, number 64755, Jun.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "General information product theory in economics science," MPRA Paper, University Library of Munich, Germany, number 64991, Jun.
- Freeman, Alan, 2015, "Heavens above: what equilibrium means for economics. With an appendix on temporality, equilibrium, endogeneity and exogeneity, in the inductive sciences and in economics," MPRA Paper, University Library of Munich, Germany, number 65045, Jun, revised 14 Jun 2015.
- Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 65290, Jun.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum macroeconomics theory," MPRA Paper, University Library of Munich, Germany, number 65442, Jul.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum macroeconomics theory," MPRA Paper, University Library of Munich, Germany, number 65566, Jul.
- Medel, Carlos A., 2015, "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper, University Library of Munich, Germany, number 65665, Jul.
- Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
- Leon, Costas, 2015, "Decomposition of the European GDP based on Singular Spectrum Analysis," MPRA Paper, University Library of Munich, Germany, number 65812, Jul.
- Mamipour, Siab & Vaezi Jezeie, Fereshteh, 2015, "Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach," MPRA Paper, University Library of Munich, Germany, number 66202, Jun.
- BLINOV, Sergey, 2015, "Как Удвоить Ввп России
[How to Double Russia’s GDP]," MPRA Paper, University Library of Munich, Germany, number 66583, Sep. - BLINOV, Sergey, 2015, "How to Double Russia’s GDP," MPRA Paper, University Library of Munich, Germany, number 66625, Sep.
- Anwar, Dr. Mumtaz & Shabbir, Dr. Ghulam & Shahid, M. Hassam & Samreen, Wajiha, 2015, "Determinants of Potato Prices and its Forecasting: A Case Study of Punjab, Pakistan," MPRA Paper, University Library of Munich, Germany, number 66678, Sep.
- Dahem, Ahlem, 2015, "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper, University Library of Munich, Germany, number 66702, Sep.
- Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015, "Evaluating Performance of Inflation Forecasting Models of Pakistan," MPRA Paper, University Library of Munich, Germany, number 66843, Sep.
- Grothe, Magdalena & Meyler, Aidan, 2015, "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper, University Library of Munich, Germany, number 66982.
- Medel, Carlos A., 2015, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper, University Library of Munich, Germany, number 67081, Oct.
- Wohlrabe, Klaus & Bührig, Pascal, 2015, "Forecasting Revisions of German Industrial Production," MPRA Paper, University Library of Munich, Germany, number 67513, Oct.
- Lehmann, Robert & Wohlrabe, Klaus, 2015, "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper, University Library of Munich, Germany, number 67608, Nov.
- Mensah, Emmanuel Kwasi, 2015, "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper, University Library of Munich, Germany, number 67748, Feb.
- Hertrich, Markus, 2015, "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper, University Library of Munich, Germany, number 67837, Sep.
- Nkrumah, Kwabena Meneabe, 2015, "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper, University Library of Munich, Germany, number 68095, Nov.
- Lehmann, Robert & Wohlrabe, Klaus, 2015, "The role of component-wise boosting for regional economic forecasting," MPRA Paper, University Library of Munich, Germany, number 68186, Dec, revised 03 Dec 2015.
- Checo, Ariadne & Pradel, Salome & Ramirez, Francisco A., 2015, "Measuring the Effects of the ‘Normalization’ of US Monetary Policy on Central America and the Dominican Republic," MPRA Paper, University Library of Munich, Germany, number 68293, Nov.
- Monokroussos, George, 2015, "Nowcasting in Real Time Using Popularity Priors," MPRA Paper, University Library of Munich, Germany, number 68594, Nov.
- Hacıoğlu, Volkan, 2015, "Bayesian Expectations and Strategic Complementarity: Implications for Macroeconomic Stability," MPRA Paper, University Library of Munich, Germany, number 75397, Jul.
- Heinrich, Torsten, 2015, "Growth Cycles, Network Effects, and Intersectoral Dependence: An Agent-Based Model and Simulation Analysis," MPRA Paper, University Library of Munich, Germany, number 79575, Feb, revised 08 Jun 2017.
- Pinshi, Christian & Mukendi, Christian & Ndombe, Patrick, 2015, "Prévision du coefficient de la réserve obligatoire de la Banque centrale du Congo
[Forecasting of the coefficient of the reserve requirement of the Central bank of Congo]," MPRA Paper, University Library of Munich, Germany, number 79769, Jul, revised May 2017. - Lupu, Dan & Asandului, Mircea & Sîrghi, Nicoleta, 2015, "Considerations regarding inflation's evolution in Central and Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 95508, Mar.
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
- Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers, University of Pretoria, Department of Economics, number 201568, Sep.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
- Jitka Poměnková & Roman Maršálek, 2015, "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 485-502, DOI: 10.18267/j.pep.512.
- Shalva Mkhatrishvili & Zviad Zedginidze, 2015, "Modeling Macro-Fiscal Interlinkages: Case of Georgia," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 1, pages 15-41, March.
- Zeyyad Mandalinci, 2015, "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 3, Dec.
- Denny Lie, 2015, "Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models," 2015 Meeting Papers, Society for Economic Dynamics, number 523.
- Banu Tanrıöver & Rahmi Yamak, 2015, "Business Cycle Asymmetry: Deepness and Steepness in Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 58, pages 81-96, December.
- Nurtac Yildirim & Oguzhan Ozcelebi & Seval Oral Ozkan, 2015, "Revisiting the impacts of oil price increases on monetary policy implementation in the largest oil importers," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 33, issue 1, pages 11-35.
- Joshua Chan & Eric Eisenstat & Gary Koop, 2015, "Large Bayesian VARMAs," Working Paper series, Rimini Centre for Economic Analysis, number 15-36, Sep.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015, "Nowcasting Indonesia," ADB Economics Working Paper Series, Asian Development Bank, number 471, Dec.
- Ilya Tetin, 2015, "Underwriting cycle in Russia and macroeconomic indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 65-83.
- Mihaela Simionescu, 2015, "A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 67-74.
- Lucian Liviu ALBU & Carlos MatéJIMÉNEZ & Mihaela SIMIONESCU, 2015, "The Assessment of Some Macroeconomic Forecasts for Spain using Aggregated Accuracy Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 30-47, June.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper, Tor Vergata University, CEIS, number 340, Apr, revised 10 Apr 2015.
- Герцекович Д.А., 2015, "Корректировка прогнозов курсов взаимосвязанных валютных пар на основе систем балансовых соотношений. Correction of forecasts of interrelated currency pairs in terms of systems of balance ratios," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 1, pages 60-66.
- ?aneta Lacová & Pavol Krá?, 2015, "Measurement and characteristics of enterprise inflation expectations in Slovakia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205102, Sep.
- Gregor Bäurle & Elizabeth Steiner, 2015, "How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue III, pages 167-225, September.
- Michał Bernardelli & Monika Dędys, 2015, "Markov switching models in the analysis of business cycle synchronization," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 213-228.
- Oscar Barriga Cabanillas & Maria Ana Lugo & Carlos Rodríguez-Castelan & Hannah Nielsen & Maria Pia Zanetti, 2015, "Is Uruguay More Resilient This Time? Distributional Impacts of a Crisis Similar to the 2001–02 Argentine Crisis," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 4, pages 64-90, June, DOI: 10.7172/2353-6845.jbfe.2015.2.5.
- Aleksandar Vasilev, 2015, "US Health and Aggregate Fluctuations," 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-2015-01, Feb, revised Feb 2015.
- Kaloyan Ganev, 2015, "A Small Model for Output Gap and Potential Growth Estimation. An Application to 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-2015-04, Mar, revised Mar 2015.
- Don Drummond & Evan Capeluck, 2015, "Long-term Fiscal and Economic Projections for Canada and the Provinces and Territories, 2014-2038," CSLS Research Reports, Centre for the Study of Living Standards, number 2015-08, Jul.
- Harun Özkan & M. Yazgan, 2015, "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, volume 48, issue 2, pages 609-626, March, DOI: 10.1007/s00181-013-0793-3.
- Tommaso Proietti & Stefano Grassi, 2015, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, volume 48, issue 3, pages 983-1011, May, DOI: 10.1007/s00181-014-0821-y.
- Michael Funke & Aaron Mehrotra & Hao Yu, 2015, "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, volume 48, issue 4, pages 1619-1641, June, DOI: 10.1007/s00181-014-0837-3.
- Vít Pošta, 2015, "Semi-structural estimates of time-varying NAIRU based on the new Keynesian Phillips curve: evidence from Eastern European economies," Empirical Economics, Springer, volume 49, issue 4, pages 1217-1243, December, DOI: 10.1007/s00181-015-0926-y.
- Yuri Biondi & Pierpaolo Giannoccolo, 2015, "Share price formation, market exuberance and financial stability under alternative accounting regimes," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 10, issue 2, pages 333-362, October, DOI: 10.1007/s11403-014-0131-7.
- Roland Döhrn & Ferdinand Fichtner & Oliver Holtemöller & Timo Wollmershäuser, 2015, "Gemeinschaftsdiagnose: Flüchtlingsmigration stellt Wirtschaftspolitik vor Herausforderungen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 10, pages 696-700, October, DOI: 10.1007/s10273-015-1889-5.
- Marit Linnea Gjelsvik & Victoria Sparrman & Ragnar Nymoen, 2015, "Have inflation targeting and EU labour immigration changed the system of wage formation in Norway?," Discussion Papers, Statistics Norway, Research Department, number 824, Oct.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015, "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2015, Jun.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015, "An alternative method for identifying booms and busts in the Euro area housing market," Applied Economics, Taylor & Francis Journals, volume 47, issue 5, pages 499-518, January, DOI: 10.1080/00036846.2014.975328.
- Selen Baser Andic & Fethi Ogunc, 2015, "Variable Selection for Inflation : A Pseudo Out-of-sample Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1506.
- Mahmut Gunay, 2015, ""I Just Ran Four Million Regressions" for Backcasting Turkish GDP Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1533.
- Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
- Li Xie & Wing Thye Woo & Zhichao Zhang & Zhuang Zhang, 2015, "A Multiple-Goal Investment Strategy for Sovereign Wealth Funds: An Application to China," Asian Economic Papers, MIT Press, volume 14, issue 1, pages 78-97, Winter/Sp.
- De Donder, Philippe & Roemer, John E., 2015, "The dynamics of capital accumulation in the US: Simulations after Piketty," TSE Working Papers, Toulouse School of Economics (TSE), number 15-568, Apr.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
- Robert B. Barsky & Susanto Basu & Keyoung Lee, 2015, "Whither News Shocks?," NBER Macroeconomics Annual, University of Chicago Press, volume 29, issue 1, pages 225-264, DOI: 10.1086/680625.
- Hess Chung & Edward Herbst & Michael T. Kiley, 2015, "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Macroeconomics Annual, University of Chicago Press, volume 29, issue 1, pages 289-344, DOI: 10.1086/680629.
- Tae-Hwy Lee & Yiyao Wang, 2015, "Finding SPF Percentiles Closest to Greenbook," Working Papers, University of California at Riverside, Department of Economics, number 201503, Feb.
- Francis W. Ahking, 2015, "Measuring U.S. Business Cycles: A Comparison of Two Methods and Two Indicators of Economic Activities (With Appendix A)," Working papers, University of Connecticut, Department of Economics, number 2015-06, Apr.
- Sergiy Nikolaychuk & Yurii Sholomytskyi, 2015, "Using Macroeconomic Models for Monetary Policy in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 233, pages 54-64, DOI: 10.26531/vnbu2015.233.054.
- Pavol Majher, 2015, "Firm entry and exit, investment irreversibility, and business cycle dynamics," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1513, Oct.
- Šindelář Jiří, 2015, "The accuracy of alternative GDP growth forecasts: Do they represent a credible alternative to the official ones?," Review of Economic Perspectives, Sciendo, volume 15, issue 3, pages 291-304, September, DOI: 10.1515/revecp-2015-0021.
- Stephane Dees, 2015, "Credit, Asset Prices and Business Cycles at the Global Level," ERSA conference papers, European Regional Science Association, number ersa15p1517, Oct.
- Maik H. Wolters, 2015, "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 74-96, January.
- Jens Boysen‐Hogrefe, 2015, "Monetary Aggregates to Improve Early Output Gap Estimates in the Euro Area: An Empirical Assessment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 7, pages 533-542, November.
- Carlos Madeira & Basit Zafar, 2015, "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 867-896, August, DOI: 10.1111/jmcb.12230.
- Bill Dorval & Gregor W. Smith, 2015, "Interwar Inflation, Unexpected Inflation, and Output Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 8, pages 1599-1615, December, DOI: 10.1111/jmcb.12285.
- Raphael A. Auer, 2015, "Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 8, pages 1617-1650, December, DOI: 10.1111/jmcb.12286.
- Helene Maisonnave & Margaret Chitiga & Bernard Decaluwé & Ramos Mabugu & Véronique Robichaud & Debra Shepherd & Servaas Van der Berg & Dieter Von Fintel, 2015, "The Impact of the International Economic Crisis on Child Poverty in South Africa," Poverty & Public Policy, John Wiley & Sons, volume 7, issue 2, pages 176-199, June, DOI: 10.1002/pop4.100.
- Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015, "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1505, Aug.
- Kholodilin, Konstantin & Kolmer, Christian & Thomas, Tobias & Ulbricht, Dirk, 2015, "Asymmetric perceptions of the economy: Media, firms, consumers, and experts," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 188.
- de Grauwe, Paul & Gerba, Eddie, 2015, "Stock market cycles and supply side dynamics," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 45.
- Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015, "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 03-2015.
- Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015, "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-28.
- Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015, "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-37, DOI: 10.5018/economics-ejournal.ja.2015-.
- Schwarzmüller, Tim, 2015, "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers, Kiel Institute for the World Economy, number 1982.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz, 2015, "Konjunktur aktuell: Deutsche Konjunktur kommt langsam wieder in Schwung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 1, pages 5-43.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2014 bis 2019," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 1, pages 44-48.
- Holtemöller, Oliver & Kiesel, Konstantin & Lindner, Axel & Schmalzbauer, Andreas & Zeddies, Götz, 2015, "Zur Wirtschaftspolitik: Investitionen fördern - aber nicht allein mit mehr öffentlichen Mitteln!," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 1, pages 49-61.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz & Henn, 2015, "Konjunktur aktuell: Deutsche Konjunktur: Starkes Winterhalbjahr und weiter robuste Dynamik," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 2, pages 75-95.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz, 2015, "Konjunktur aktuell: Deutsche Konjunktur: Aufschwung setzt sich fort," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 3, pages 100-108.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Jan-Brigitte & Scherer, Christopher & Schultz, Birgit , 2015, "Konjunktur aktuell: Aufschwung in Deutschland bleibt verhalten," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 4, pages 155-179.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2015, "Robuste Binnenkonjunktur kompensiert schwächere Exportdynamik," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 5, pages 184-223.
- Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2015 bis 2020," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 5, pages 224-228.
- Döhrn, Roland & an de Meulen, Philipp, 2015, "Weather, the Forgotten Factor in Business Cycle Analyses," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 539, DOI: 10.4419/86788617.
- Kim, Dongkoo & Rhee, Tae-hwan & Ryu, Keunkwan & Shin, Changmock, 2015, "Crowdsourcing of Economic Forecast – Combination of Forecasts Using Bayesian Model Averaging," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 546, DOI: 10.4419/86788624.
- Kitlinski, Tobias, 2015, "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 558, DOI: 10.4419/86788639.
- Kitlinski, Tobias & an de Meulen, Philipp, 2015, "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 559, DOI: 10.4419/86788640.
- Weder, Mark & Pavlov, Oscar, 2015, "Product Scope and Endogenous Fluctuations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112942.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112999.
- Pirschel, Inske, 2015, "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113031.
- Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015, "Nonlinear Expectation Formation in the U.S. Stock Market," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113210.
2014
- Mohammad Reza Farzanegan & Mozhgan Raeisian Parvari, 2014, "Iranian-Oil-Free Zone and International Oil Prices," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201427.
- Atrianfar, Hamed & ,, 2014, "Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 23-57, March.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014, "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 286, Nov, revised Nov 2014.
- Orsolya Csortos & Zoltán Szalai, 2014, "Early warning indicators: financial and macroeconomic imbalances in Central and Eastern European countries," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2014/2.
- Claudio Borio, 2014, "Macroprudential Policy and the Financial Cycle: Some Stylized Facts and Policy Suggestions," MIT Press Book Chapters, The MIT Press, chapter 6, "What Have We Learned? Macroeconomic Policy After the Crisis".
- National Bank of Belgium, 2014, "Economic projections for Belgium – Autumn 2014," Economic Review, National Bank of Belgium, issue iii, pages 7-28, December.
- National Bank of Belgium, 2014, "Economic projections for Belgium – Spring 2014," Economic Review, National Bank of Belgium, issue i, pages 07-27, June.
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