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

• Brautzsch, Hans-Ulrich & Drechsel, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz, 2014, "Konjunktur aktuell: Binnennachfrage treibt Aufschwung in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 2, issue 3, pages 112-118.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz & H, 2014, "Konjunktur aktuell: Deutsche Konjunktur hat Schwung verloren," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 2, issue 4, pages 163-174.
• Projektgruppe Gemeinschaftsdiagnose, 2014, "Gemeinschaftsdiagnose im Herbst 2014: Deutsche Wirtschaft stagniert – Jetzt Wachstumskräfte stärken (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 5, pages 80-81.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz, 2014, "Binnenwirtschaft trägt Konjunktur in Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 1, pages 3-4.
• Projektgruppe Gemeinschaftsdiagnose, 2014, "Gemeinschaftsdiagnose Frühjahr 2014: Deutsche Konjunktur im Aufschwung – aber Gegenwind von der Wirtschaftspolitik (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 2, pages 24-25.
• Holtemöller, Oliver, 2014, "Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 2, pages 26-29.
• Schumacher, Christian, 2014, "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100289.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014, "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100393.
• Grimme, Christian & Siemsen, Thomas, 2014, "Are You a Lehman, Brother? Interbank Uncertainty in a DSGE Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100498.
• Pirschel, Inske & Wolters, Maik, 2014, "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100587.
• Manuel Lukas & Eric Hillebrand, 2014, "Bagging Weak Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-01, Jan.
• Varang Wiriyawit, 2014, "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2014-615, Apr.
• Guney, Selin, 2015, "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205109, DOI: 10.22004/ag.econ.205109.
• Narek Ghazaryan, 2014, "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers, Central Bank of Armenia, number 3, Apr, revised Dec 2015.
• Hayk Karapetyan, 2019, "Estimating Potential Output at the Central Bank of Armenia," Working Papers, Central Bank of Armenia, number 12, Oct.
• Victor Yotzov, 2014, "Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-38.
• Maxime Leboeuf & Louis Morel, 2014, "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers, Bank of Canada, number 14-3, DOI: 10.34989/sdp-2014-3.
• Stephen S. Poloz, 2014, "Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective," Discussion Papers, Bank of Canada, number 14-6, DOI: 10.34989/sdp-2014-6.
• Olivier Gervais & Marc-André Gosselin, 2014, "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports, Bank of Canada, number 102, DOI: 10.34989/tr-102.
• Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
• Luis N. Lanteri, 2014, "Stock Market Indicators and Economic Activity. Some Evidence for Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 70, pages 83-108, June.
• Marianna Riggi & Fabrizio Venditti, 2014, "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 237, Sep.
• Stefano Neri & Alessandro Notarpietro, 2014, "Inflation, debt and the zero lower bound," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 242, Oct.
• Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric, 2014, "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 16, Nov.
• Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014, "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 18, Dec.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014, "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 77-86, July, DOI: 10.1016/S0120-4483(14)70020-X.
• Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 2014, "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers, Banque de France, number 473.
• Laurent Ferrara & Clément Marsilli, 2014, "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers, Banque de France, number 515.
• Clément Marsilli, 2014, "Variable Selection in Predictive MIDAS Models," Working papers, Banque de France, number 520.
• Frédérique Bec & A. De Gaye, 2014, "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts," Working papers, Banque de France, number 523.
• Philippe Andrade & R. Crump & S. Eusepi & E. Moench, 2014, "Fundamental disagreement," Working papers, Banque de France, number 524.
• Laurent Ferrara & SESTIERI, G., 2014, "Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux," Bulletin de la Banque de France, Banque de France, issue 198, pages 113-124.
• L. Ferrara. & G. Sestieri., 2014, "US labour market and monetary policy: current debates and challenges," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 111-129, winter.
• Marlene Amstad & Ye Huan & Guonan Ma, 2014, "Developing an underlying inflation gauge for China," BIS Working Papers, Bank for International Settlements, number 465, Sep.
• David Matesanz & Benno Torgler & Germán Dabat & Guillermo J. Ortega, 2014, "Co-movements in commodity prices: a note based on network analysis," Agricultural Economics, International Association of Agricultural Economists, volume 45, issue S1, pages 13-21, November.
• Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014, "Forecasting Inflation Using Constant Gain Least Squares," Australian Economic Papers, Wiley Blackwell, volume 53, issue 1-2, pages 2-15, June.
• Costas KARFAKIS & Constantinos KATRAKILIDIS & Eftychia TSANANA, 2014, "Does output predict unemployment? A look at Okun's law in Greece," International Labour Review, International Labour Organization, volume 153, issue 3, pages 421-433, September.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014, "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 2, pages 195-208, April.
• Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014, "Where Is An Oil Shock?," Journal of Regional Science, Wiley Blackwell, volume 54, issue 2, pages 169-185, March.
• Ferdi Botha & Gavin Keeton, 2014, "A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 3, pages 468-473, September.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014, "Forecasting recessions in real time," Working Paper, Norges Bank, number 2014/02, Feb.
• Ørjan Robstad, 2014, "House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models," Working Paper, Norges Bank, number 2014/05, May.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Paper, Norges Bank, number 2014/10, Jul.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014, "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper, Norges Bank, number 2014/11, Jul.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2014, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2014, Nov.
• Kangwoo Park & Sangwoo Lee, 2014, "In Search of Better Labor-Market Indicators: Assessment of Inflation Predictability (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 1, pages 1-32, March.
• Hwan-Koo Kang & Yang Su Park & Jinho Choi, 2014, "Recent Developments and Challenges in DSGE Modeling at Central Banks: A Survey (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 1, pages 94-144, March.
• A. Girardi & R. Golinelli & C. Pappalardo, 2014, "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp919, Jan.
• Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014, "Inflation Dynamics and Business Cycles," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, volume 1, issue 2, pages 121-129, March.
• Cassou Steven P. & Vázquez Jesús, 2014, "Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 267-300, January, DOI: 10.1515/bejm-2012-0037.
• Jawadi Fredj & Mallick Sushanta K. & Sousa Ricardo M., 2014, "Fiscal policy in the BRICs," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 2, pages 201-215, April, DOI: 10.1515/snde-2013-0044.
• Kristensen Johannes Tang, 2014, "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 3, pages 309-338, May, DOI: 10.1515/snde-2012-0049.
• Ravazzolo Francesco & Vahey Shaun P., 2014, "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 4, pages 367-381, September, DOI: 10.1515/snde-2012-0088.
• Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers, Brandeis School of Business and Economics, number 76, Jul.
• Guonan Ma, 2014, "Developing an underlying inflation gauge for China," Bruegel Working Papers, Bruegel, number 853, Oct.
• Chase Coleman & Kerk L. Phillips, 2014, "Business Cycle Persistence in a Model with Schumpeterian Growth and Uncorrelated Shocks," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-01, Feb.
• Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2014, "The role of Fiscal policy in Britain s Great Inflation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/20, Oct.
• Myroslav Pidkuyko, 2014, "Dynamics of Consumption and Dividends over the Business Cycle," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp522, Dec.
• Tim Oliver Berg & Steffen Henzel, 2014, "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series, CESifo, number 4711.
• Christoph Görtz & Afrasiab Mirza, 2014, "On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions," CESifo Working Paper Series, CESifo, number 4837.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series, CESifo, number 4993.
• Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014, "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series, CESifo, number 5100.
• Robert Lehmann & Klaus Wohlrabe, 2014, "Regional Economic Forecasting: State-of-the-Art Methodology and Future Challenge," CESifo Working Paper Series, CESifo, number 5145.
• Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014, "Macro-Prudential Policy and the Conduct of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 9, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz, "Macroeconomic and Financial Stability: challenges for Monetary Policy".
• Pablo Pincheira & Andrés Gatty, 2014, "Forecasting Chilean Inflation with International Factors," Working Papers Central Bank of Chile, Central Bank of Chile, number 723, Feb.
• Carlos Medel, 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Working Papers Central Bank of Chile, Central Bank of Chile, number 735, Aug.
• Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014, "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/03, Sep.
• Jan Bruha & Jaromir Tonner, 2014, "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/09, Dec.
• Alexander Guarín & Andr�s Gonz�lez & Daphn� Skandalis & Daniela S�nchez, 2014, "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 73, pages 77-86, DOI: 10.1016/S0120-4483(14)70020-X.
• Joris de Wind & Luca Gambetti, 2014, "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 270, Mar.
• Joris de Wind, 2014, "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 271, Mar.
• Costa Junior, Celso José & Sampaio, Armando Vaz, 2014, "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers, CEPREMAP, number 36, Apr.
• Kilian, Lutz & Vigfusson, Robert J., 2014, "The Role of Oil Price Shocks in Causing U.S. Recessions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10040, Jun.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 10160, Sep.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Oscar, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 10161, Sep.
• Minford, Patrick & Ou, Zhirong & Fan, Jingwen, 2014, "The role of fiscal policy in Britain's Great Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10240, Nov.
• Petrella, Ivan & Drechsel, Thomas & Antolín-Díaz, Juan, 2014, "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers, Centre for Economic Policy Research, number 10272, Nov.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Oscar, 2014, "Betting the House," CEPR Discussion Papers, Centre for Economic Policy Research, number 10305, Dec.
• Marcellino, Massimiliano & Foroni, Claudia, 2014, "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 9815, Feb.
• Ray C. Fair, 2014, "The Financial Crisis and Macroeconomic Activity: 2008-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1944, Mar, revised Feb 2015.
• Antonis Michis, 2014, "Time Scale Evaluation of Economic Forecasts," Working Papers, Central Bank of Cyprus, number 2014-1, Feb.
• Shyam Gouri Suresh & Mark Setterfield, 2014, "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Working Papers, Davidson College, Department of Economics, number 14-03, Feb.
• Mark Setterfield & Shyam Gouri Suresh, 2014, "Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics," Working Papers, Davidson College, Department of Economics, number 14-11, Jun, DOI: 10.1016/j.strueco.2016.03.001.
• Paul Viefers & Ferdinand Fichtner & Simon Junker & Maximilian Podstawski, 2014, "Filtering German Economic Conditions from a Large Dataset: The New DIW Economic Barometer," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1414.
• Anderton, Robert & Elding, Catherine & Haroutunian, Stephan & Jarvis, Valerie & Aranki, Ted & Rusinova, Desislava & Labhard, Vincent & Jacquinot, Pascal & Dieppe, Alistair & Szörfi, Béla, 2014, "Potential output from a euro area perspective," Occasional Paper Series, European Central Bank, number 156, Nov.
• Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014, "Does the federal reserve staff still beat private forecasters?," Working Paper Series, European Central Bank, number 1635, Feb.
• Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014, "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series, European Central Bank, number 1688, Jul.
• Dées, Stéphane & Güntner, Jochen, 2014, "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series, European Central Bank, number 1724, Aug.
• Van Robays, Ine & Belu Mănescu, Cristiana, 2014, "Forecasting the Brent oil price: addressing time-variation in forecast performance," Working Paper Series, European Central Bank, number 1735, Sep.
• Nicoletti, Giulio & Wacker, Konstantin M. & Lodge, David, 2014, "Measuring financial conditions in major non-euro area economies," Working Paper Series, European Central Bank, number 1743, Nov.
• El Mehdi Ferrouhi, 2014, "Moroccan Banks Analysis Using CAMEL Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 3, pages 622-627.
• Gokcen Ogruk, 2014, "Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 4, pages 909-919.
• Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío, 2014, "México: la combinación de las predicciones mensuales de inflación mediante encuestas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Guerrero, Víctor & Islas C., Alejandro & Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío, 2014, "Mexico: Combining monthly inflation predictions from surveys," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014, "Large Bayesian VARMAs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-06, Sep.
• Lester, Robert & Pries, Michael & Sims, Eric, 2014, "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 17-36, DOI: 10.1016/j.jedc.2013.08.012.
• Albonico, Alice & Kalyvitis, Sarantis & Pappa, Evi, 2014, "Capital maintenance and depreciation over the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 273-286, DOI: 10.1016/j.jedc.2013.12.008.
• Guse, Eran A., 2014, "Adaptive learning, endogenous uncertainty, and asymmetric dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 355-373, DOI: 10.1016/j.jedc.2014.01.020.
• Pfajfar, Damjan & Žakelj, Blaž, 2014, "Experimental evidence on inflation expectation formation," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 147-168, DOI: 10.1016/j.jedc.2014.04.012.
• Brinca, Pedro, 2014, "Distortions in the neoclassical growth model: A cross-country analysis," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 1-19, DOI: 10.1016/j.jedc.2014.07.013.
• 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.
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• 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.
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• 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.