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

2014

• Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014, "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, volume 36, issue C, pages 44-50, DOI: 10.1016/j.econmod.2013.08.042.
• Garratt, Anthony & Mise, Emi, 2014, "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, volume 37, issue C, pages 32-40, DOI: 10.1016/j.econmod.2013.10.017.
• Dybczak, Kamil & Melecky, Martin, 2014, "EU fiscal stance vulnerability: Are the old members the gold members?," Economic Modelling, Elsevier, volume 38, issue C, pages 87-101, DOI: 10.1016/j.econmod.2013.12.016.
• Malik, Kashif Zaheer & Ali, Syed Zahid & Khalid, Ahmed M., 2014, "Intangible capital in a real business cycle model," Economic Modelling, Elsevier, volume 39, issue C, pages 32-48, DOI: 10.1016/j.econmod.2014.02.018.
• Liu, Chunping & Minford, Patrick, 2014, "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, volume 43, issue C, pages 407-415, DOI: 10.1016/j.econmod.2014.09.013.
• Michis, Antonis A., 2014, "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, volume 123, issue 3, pages 279-281, DOI: 10.1016/j.econlet.2014.03.002.
• Ngo, Phuong V., 2014, "Habit formation in state-dependent pricing models: Implications for the dynamics of output and prices," Economics Letters, Elsevier, volume 123, issue 3, pages 336-340, DOI: 10.1016/j.econlet.2014.03.012.
• Berardi, Michele & Galimberti, Jaqueson K., 2014, "A note on the representative adaptive learning algorithm," Economics Letters, Elsevier, volume 124, issue 1, pages 104-107, DOI: 10.1016/j.econlet.2014.04.028.
• Xiao, Wei & Xu, Junyi, 2014, "Expectations and optimal monetary policy: A stability problem revisited," Economics Letters, Elsevier, volume 124, issue 2, pages 296-299, DOI: 10.1016/j.econlet.2014.06.008.
• Cheong, Chongcheul & Lee, Hyunchul, 2014, "Forecasting with a parsimonious subset VAR model," Economics Letters, Elsevier, volume 125, issue 2, pages 167-170, DOI: 10.1016/j.econlet.2014.08.027.
• Karnizova, Lilia & Li, Jiaxiong (Chris), 2014, "Economic policy uncertainty, financial markets and probability of US recessions," Economics Letters, Elsevier, volume 125, issue 2, pages 261-265, DOI: 10.1016/j.econlet.2014.09.018.
• Matheson, Troy & Stavrev, Emil, 2014, "News and monetary shocks at a high frequency: A simple approach," Economics Letters, Elsevier, volume 125, issue 2, pages 282-286, DOI: 10.1016/j.econlet.2014.09.021.
• Girardi, Alessandro, 2014, "Expectations and macroeconomic fluctuations in the euro area," Economics Letters, Elsevier, volume 125, issue 2, pages 315-318, DOI: 10.1016/j.econlet.2014.09.031.
• Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Energy Economics, Elsevier, volume 41, issue C, pages 137-146, DOI: 10.1016/j.eneco.2013.11.003.
• Valadkhani, Abbas, 2014, "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, volume 45, issue C, pages 33-44, DOI: 10.1016/j.eneco.2014.06.015.
• Farzanegan, Mohammad Reza & Raeisian Parvari, Mozhgan, 2014, "Iranian-Oil-Free Zone and international oil prices," Energy Economics, Elsevier, volume 45, issue C, pages 364-372, DOI: 10.1016/j.eneco.2014.08.004.
• Kuttu, Saint, 2014, "Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis," Global Finance Journal, Elsevier, volume 25, issue 1, pages 56-69, DOI: 10.1016/j.gfj.2014.03.001.
• Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
• Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014, "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 129-143, DOI: 10.1016/j.ijforecast.2013.06.002.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2014, "Forecast revisions of Mexican inflation and GDP growth," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 177-191, DOI: 10.1016/j.ijforecast.2013.07.016.
• Wang, Yiyao & Lee, Tae-Hwy, 2014, "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 235-245, DOI: 10.1016/j.ijforecast.2013.07.017.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014, "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 268-279, DOI: 10.1016/j.ijforecast.2013.07.012.
• Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014, "The financial content of inflation risks in the euro area," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 648-659, DOI: 10.1016/j.ijforecast.2013.02.004.
• Golinelli, Roberto & Parigi, Giuseppe, 2014, "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 847-862, DOI: 10.1016/j.ijforecast.2014.01.008.
• Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014, "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 132-150, DOI: 10.1016/j.jbankfin.2014.05.015.
• Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014, "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 459-468, DOI: 10.1016/j.jbankfin.2014.06.017.
• Markiewicz, Agnieszka & Pick, Andreas, 2014, "Adaptive learning and survey data," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 685-707, DOI: 10.1016/j.jebo.2014.04.005.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014, "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 95-109, DOI: 10.1016/j.jimonfin.2013.11.001.
• Urasawa, Satoshi, 2014, "Real-time GDP forecasting for Japan: A dynamic factor model approach," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 116-134, DOI: 10.1016/j.jjie.2014.05.005.
• Marzioni, Stefano, 2014, "Signals and learning in a new Keynesian economy," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 114-131, DOI: 10.1016/j.jmacro.2014.03.002.
• Zhao, Yan & Guo, Shen & Liu, Xingfei, 2014, "Trading frictions and consumption-output comovement," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 229-240, DOI: 10.1016/j.jmacro.2014.08.003.
• Tsuchiya, Yoichi, 2014, "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 599-618, DOI: 10.1016/j.iref.2013.09.002.
• Kuosmanen, Petri & Vataja, Juuso, 2014, "Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 90-97, DOI: 10.1016/j.rfe.2013.10.002.
• James M. Nason & Gregor W. Smith, 2014, "Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-07, Jan.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-23, Mar.
• Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
• Michael K. Johnston & Robert G. King & Denny Lie, 2014, "Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-59, Sep.
• Pablo Castellanos García & Indalecio Pérez Díaz del Río & Jose Manuel Sanchez-Santos, 2014, "The role of confidence in the evolution of the Spanish economy: empirical evidence from an ARDL model," European Journal of Government and Economics, Europa Grande, volume 3, issue 2, pages 148-161, December.
• Tania El Kallab, 2014, "Global Imbalances: "Made in the USA" or "Made in China"?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2014-28.
• Miguel Belmonte & Gary Koop, 2014, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034004.
• Petri Kuosmanen & Juuso Vataja, 2014, "Predicting Economic Activity with Financial Market Data in a Small Open Economy: Revisiting Stylized Facts During Economic Turbulence," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023008.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-12.
• IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014, "Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 313, Dec.
• Alessandro Girardi & Andreas Reuter & Christian Gayer, 2014, "The role of survey data in nowcasting euro area GDP growth," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 538, Dec.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2014, "Labour mobility and labour market adjustment in the EU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 539, Dec.
• Sergey Ivashchenko, 2014, "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/02, May.
• Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
• Hakan Naim Ardor & İbrahim Tokatlıoğlu & Fahriye Öztürk, 2014, "Türkiye Ekonomisi İçin Enflasyonun Üçgen Modeli İle Phillips Eğrisi Denklemi Tahmini: 1998-2014," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 25, issue 91, pages 29-53, DOI: 10.5455/ey.35411.
• Fahriye Öztürk & İbrahim Tokatlıoğlu & Hakan Naim Ardor, 2014, "Türkiye Ekonomisi İçin ARIMA ve Phillips Eğrisi Modellerinin Enflasyon Tahmin Performanslarının Karşılaştırılması: 1995-2014," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 25, issue 92, pages 19-53, DOI: 10.5455/ey.35511.
• Zhi Su, 2014, "Chinese Online Unemployment-Related Searches and Macroeconomic Indicators," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 4, pages 573-605, December.
• Brent Meyer & Guhan Venkatu, 2014, "Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-3, Mar.
• Patrick C. Higgins, 2014, "GDPNow: A Model for GDP \"Nowcasting\"," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-7, Jul.
• Michael F. Bryan & Brent Meyer & Nicholas B. Parker, 2014, "The inflation expectations of firms: what do they look like, are they accurate, and do they matter?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-27, Dec.
• Edward S. Knotek & Saeed Zaman, 2014, "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1403, May, DOI: 10.26509/frbc-wp-201403.
• Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014, "A multi-country approach to forecasting output growth using PMIs," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 213, Nov, DOI: 10.24149/gwp213.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-23, Sep, DOI: 10.24148/wp2014-23.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-28, Dec, DOI: 10.24148/wp2014-28.
• Daniela Bragoli & Luca Metelli & Michele Modugno, 2014, "The Importance of Updating: Evidence from a Brazilian Nowcasting Model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-94, Nov.
• Lutz Kilian & Robert J. Vigfusson, 2014, "The Role of Oil Price Shocks in Causing U.S. Recessions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1114, Aug.
• Stefania D'Amico & Athanasios Orphanides, 2014, "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-24, Jan.
• Weiling Liu & Emanuel Moench, 2014, "What predicts U.S. recessions?," Staff Reports, Federal Reserve Bank of New York, number 691, Sep.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports, Federal Reserve Bank of New York, number 695, Oct.
• Sergey Tsukhlo, 2014, "Russian Industrial Enterprises in 2013," Published Papers, Gaidar Institute for Economic Policy, number 178, revised 2014.
• Sergey Tsukhlo, 2014, "Russian Industrial Enterprises in 2014," Published Papers, Gaidar Institute for Economic Policy, number 207, revised 2014.
• Andrei Polbin & Sergey Drobyshevsky, 2014, "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
• Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014, "Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel," Working Papers, The George Washington University, The Center for Economic Research, number 2014-001, Jan.
• Marie Bessec & Catherine Doz, 2014, "Short-term forecasting of French GDP growth using dynamic factor models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01515602, DOI: 10.1787/jbcma-2013-5jz742l0pt8s.
• Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014, "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print, HAL, number hal-01385941.
• Laurent Ferrara & Giulia Sestieri, 2014, "Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux," Post-Print, HAL, number hal-01386070.
• Paul Hubert, 2014, "FOMC Forecasts as a Focal Point for Private Expectations," Post-Print, HAL, number hal-03399408, Sep, DOI: 10.1111/jmcb.12142.
• Paul Hubert, 2014, "FOMC Forecasts as a Focal Point for Private Expectations," Sciences Po Economics Publications (main), HAL, number hal-03399408, Sep, DOI: 10.1111/jmcb.12142.
• Schock, Matthias, 2014, "Do Eurozone yield spreads predict recessions?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-532, Sep.
• Forssbaeck, Jens & Oxel, Lars, 2014, "The Multi-Faceted Concept of Transparency," Working Paper Series, Research Institute of Industrial Economics, number 1013, Mar.
• Sergey V. Smirnov, 2014, "Predicting US Recessions: Does a Wishful Bias Exist?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 77/EC/2014.
• Kano, Takashi & 加納, 隆, 2014, "Exchange Rates and Fundamentals: Closing a Two-country Model," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-07, Aug.
• Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers, Hong Kong Institute for Monetary Research, number 252014, Sep.
• Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," Working Papers, Hong Kong Institute for Monetary Research, number 312014, Dec.
• Rafael Ravnik, 2014, "Short-Term Forecasting of GDP under Structural Changes," Working Papers, The Croatian National Bank, Croatia, number 40, Jun.
• Lillian Kamal, 2014, "Do GAP Models Still have a Role to Play in Forecasting Inflation?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 1-12.
• Oxana Malakhovskaya & Alexey Minabutdinov, 2014, "Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 4, issue 1/2, pages 148-180.
• Günter Coenen & Anders Warne, 2014, "Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 7-54, June.
• Matteo Luciani & Lorenzo Ricci, 2014, "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 4, pages 215-248, December.
• Ricardo Chávez & Carlos J. García, 2014, "Ciclo económico y reforma tributaria en fases: experiencia de la economía Chilena," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv299, Sep.
• Fernando Fuentes H. & Carlos J. García, 2014, "Ciclo Económico y Minería del Cobre en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv301, Sep.
• Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2014, "Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel," IMF Working Papers, International Monetary Fund, number 2014/031, Feb.
• Mr. Aleš Bulíř & Jaromír Hurník & Ms. Katerina Smídková, 2014, "Inflation Reports and Models: How Well Do Central Banks Really Write?," IMF Working Papers, International Monetary Fund, number 2014/091, May.
• Mr. Troy D Matheson & Mr. Emil Stavrev, 2014, "News and Monetary Shocks at a High Frequency: A Simple Approach," IMF Working Papers, International Monetary Fund, number 2014/167, Sep.
• Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "China’s Monetary Policy and Commodity Prices," Working Papers, Department of Research, Ipag Business School, number 2014-298, Jan.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014, "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2014-436, Jan.
• Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "US Monetary Policy and Commodity Sector Prices," Working Papers, Department of Research, Ipag Business School, number 2014-438, Jan.
• Kathleen Dorsainvil, 2014, "Business cycles in the Haitian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 65-75, July-Sept.
• Mihaela Simionescu, 2014, "A Comparative Analysis Of Real And Predicted Inflation Convergence In Cee Countries During The Economic Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 6, issue 2, pages 142-155, July.
• Stéphane Dées & Jochen Güntner, 2014, "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2014-10, Sep.
• Björn Roye, 2014, "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 101-126, February, DOI: 10.1007/s10663-013-9224-0.
• Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2014, "Bayesian averaging of classical estimates in forecasting macroeconomic indicators with application of business survey data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 53-68, February, DOI: 10.1007/s10663-013-9227-x.
• Maritta Paloviita & Matti Viren, 2014, "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 69-81, February, DOI: 10.1007/s10663-013-9225-z.
• Sumru Altug & Cem Cakmakli, 2014, "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1413, Apr.
• Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2014, "Robustes Wirtschaftswachstum," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 8, issue 1, pages 1-76, March, DOI: 10.3929/ethz-a-005427569.
• Michael Graff & Klaus Abberger & Boriss Siliverstovs & Jan-Egbert Sturm, 2014, "Das neue KOF Konjunkturbarometer – Version 2014," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 8, issue 1, pages 91-106, March, DOI: 10.3929/ethz-a-005427569.
• Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2014, "Stabiles Wachstum in einem sich verbessernden konjunkturellen Umfeld," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 8, issue 2, pages 1-33, June, DOI: 10.3929/ethz-a-005427569.
• Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2014, "Warten auf den Aufschwung," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 8, issue 3, pages 1-106, October, DOI: 10.3929/ethz-a-005427569.
• Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2014, "Schweizer Wirtschaft auf Kurs – dank internationalem Rückenwind," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 8, issue 4, pages 1-31, December, DOI: 10.3929/ethz-a-005427569.
• Klaus Abberger & Michael Graff & Boriss Siliverstovs & Jan-Egbert Sturm, 2014, "The KOF Economic Barometer, Version 2014," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-353, Jan, DOI: 10.3929/ethz-a-010102658.
• Michele Bernardi & Jaqueson K. Galimberti, 2014, "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-356, Apr, DOI: 10.3929/ethz-a-010131559.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2014, "Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-360, Jul, DOI: 10.3929/ethz-a-010185424.
• Atsushi Sekine & Takayuki Tsuruga, 2014, "Effects of Commodity Price Shocks on Inflation: A Cross Country Analysis," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-13-006, Mar.
• Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014, "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/01, Jan.

2013

• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
• Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013, "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-14, 04.
• Johannes Tang Kristensen, 2013, "Diffusion Indexes with Sparse Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-22, Mar.
• R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013, "Uncertainty and Economic Activity: Evidence from Business Survey Data," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 2, pages 217-249, April.
• Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1120-1154, December.
• Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2013, "Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in U.S. Department of Agriculture Forecasts," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 01, pages 1-13, February, DOI: 10.22004/ag.econ.143639.
• Dorval, Bill & Smith, Gregor W., 2013, "Interwar Inflation, Unexpected Inflation, and Output Growth," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274635, Oct, DOI: 10.22004/ag.econ.274635.
• Nason, Jason M. & Smith, Gregor W., 2013, "Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274641, Oct, DOI: 10.22004/ag.econ.274641.
• Fabia A. de Carvalho, 2013, "A brief analysis of aggregate measures as an alternative to the median at Central Bank of Brazil's Survey of Professional Forecasts," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 2, pages 11-26.
• Olivier Armantier & Wändi Bruine de Bruin & Simon Potter & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar, 2013, "Measuring Inflation Expectations," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 273-301, May.
• Yuri Biondi & Simone Righi, 2013, "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers, arXiv.org, number 1312.7460, Dec.
• Huseyin Kaya, 2013, "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers, Bahcesehir University, Betam, number 010, Mar, revised Mar 2013.
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• Roberto Golinelli & Giuseppe Parigi, 2013, "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 920, Jul.
• Hernando Vargas Herrera & Andrés González & Diego Rodríguez, 2013, "Foreign Exchange Intervention in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 757, Feb, DOI: 10.32468/be.757.
• Wilmer Martínez, 2013, "Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso," Borradores de Economia, Banco de la Republica de Colombia, number 771, Jun, DOI: 10.32468/be.771.
• Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013, "Combinación de brechas del producto colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 775, Jul, DOI: 10.32468/be.775.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 71, pages 73-84, June, DOI: 10.1016/S0120-4483(13)70012-5.
• Paulo M. Sánchez & Luis Fernando Melo, 2013, "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 72, pages 74-82, December, DOI: 10.1016/S0120-4483(13)70006-X.
• Jacek Suda, 2013, "Belief shocks and the macroeconomy," Working papers, Banque de France, number 434.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers, Banque de France, number 436.
• Philippe Andrade & Valère Fourel & Ghysels, E. & Idier, I., 2013, "The financial content of inflation risks in the euro area," Working papers, Banque de France, number 437.
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• Efrem Castelnuovo, 2013, "What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 759-784, October.
• Franz Ruch & Dirk Bester, 2013, "Towards a Measure of Core Inflation using Singular Spectrum Analysis," South African Journal of Economics, Economic Society of South Africa, volume 81, issue 3, pages 307-329, September.
• Sergio Cerezo Aguirre & Juan Carlos Heredia Gómez, 2013, "La Encuesta de Expectativas Económicas del BCB: una evaluación de la información contenida y racionalidad para la inflación," Revista de Análisis del BCB, Banco Central de Bolivia, volume 19, issue 1, pages 103-130, July.
• Claudia Foroni & Massimiliano Marcellino, 2013, "A survey of econometric methods for mixed-frequency data," Working Paper, Norges Bank, number 2013/06, Feb.
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• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
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• Brinca Pedro, 2013, "Monetary business cycle accounting for Sweden," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 1085-1119, October, DOI: 10.1515/bejm-2013-0027.
• Chase Coleman & Kerk Phillips, 2013, "Can Uncorrelated Shocks Generate Aggregate Autocorrelation?: Business Cycle Persistence in a Model with Endogenous Growth and Fluctuations," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2013-03, Aug.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
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• Tim Oliver Berg & Steffen Henzel, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 155.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 171.
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• Mateo Clavijo, 2013, "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Hernando Vargas Herrera & Andr�s Gonz�lez & Diego Rodr�guez, 2013, "Foreign Exchange Intervention in Colombia," Borradores de Economia, Banco de la Republica, number 10465, Feb.
• Wilmer Mart�nez, 2013, "Metodolog�a de perfiles coincidentes para determinar indicadores l�deres y contempor�neos, estudio de caso," Borradores de Economia, Banco de la Republica, number 10859, Jun.
• Paulo Mauricio S�nchez Beltr�n & Luis Fernando Melo Velandia, 2013, "Combinaci�n de brechas del producto colombiano," Borradores de Economia, Banco de la Republica, number 10973, Jul.
• Jacobo Campo Robledo & M�nica Enciso Pulido & Andr�s Acosta Hern�ndez, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 73-84, DOI: 10.1016/S0120-4483(13)70012-5.
• Paulo M. Sánchez & Luis Fernando Melo, 2013, "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 74-82, DOI: 10.1016/S0120-4483(13)70006-X.
• Wilman Arturo Gómez Munoz & John Fernando Lopera Sierra, 2013, "Modelo VECM para estimar relaciones de largo plazo de un indicador de liquidez y sus determinantes," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17491, Nov.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013, "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9312, Jan.
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• Zha, Tao & Rubio-Ramírez, Juan Francisco & , & Foerster, Andrew, 2013, "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9464, May.
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• Minford, Patrick & Ou, Zhirong & Fan, Jingwen, 2013, "The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9763, Nov.
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• Mattia Guerini, 2013, "Is the Friedman Rule Stabilizing? Some Unpleasant Results in a Heterogeneous Expectations Framework," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def003, Nov.
• Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2013, "Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in U.S. Department of Agriculture Forecasts," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 1, pages 95-107, February.