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

2012

• Jon Faust & Abhishek Gupta, 2012, "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17906, Mar.
• James H. Stock & Mark W. Watson, 2012, "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 18094, May.
• Bennett T. McCallum, 2012, "Determinacy, Learnability, Plausibility, and the Role of Money in New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18215, Jul.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18467, Oct.
• Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012, "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers, NIPE - Universidade do Minho, number 20/2012.
• Ricardo M. Sousa, 2012, "The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal," NIPE Working Papers, NIPE - Universidade do Minho, number 27/2012.
• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1210, Dec.
• Anne Sofie Jore & James Mitchell & Shaun Vahey, 2008, "Combining Forecast Densities from VARs with Uncertain Instabilities," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/18, Dec.
• Ray Barrell & Dawn Holland & Ian Hurst, 2012, "Fiscal Consolidation: Part 2. Fiscal Multipliers and Fiscal Consolidations," OECD Economics Department Working Papers, OECD Publishing, number 933, Feb, DOI: 10.1787/5k9fdf6bs78r-en.
• Ivan Savin & Peter Winker, 2013, "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 67-89, DOI: 10.1787/jbcma-2012-5k49pkpbf76j.
• Marco Malgarini & Antonio Paradiso, 2012, "Measuring capacity utilisation in the italian manufacturing sector: a comparison between time series and survey estimates," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 5-19, DOI: 10.1787/jbcma-2012-5k8znwp2nts8.
• Ellen E. Meade & Daniel L. Thornton, 2012, "The Phillips curve and US monetary policy: what the FOMC transcripts tell us," Oxford Economic Papers, Oxford University Press, volume 64, issue 2, pages 197-216, April.
• Efrem Castelnuovo, 2012, "What does a monetary policy shock do? An international analysis with multiple filters," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0145, May.
• Alessandro Flamini, 2012, "Heterogeneity in Sectoral Price Stickiness, Aggregate Dynamics and Monetary Policy Pitfalls with Real Shocks," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 023, Nov.
• Guido Ascari & Alessandro Flamini & Lorenza Rossi, 2012, "Nominal Rigidities, Supply Shocks and Economic Stability," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 024, Nov.
• Alessandro Flamini & Guido Ascari & Lorenza Rossi, 2012, "Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 025, Nov.
• Luis Ricardo Maertens & Gabriel Rodríguez, 2012, "Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-339.
• Mihaela Bratu (Simionescu), 2012, "Point forecasts based on the limits of the forecast intervals to improve the SPF predictions," Business and Economic Horizons (BEH), Prague Development Center, volume 8, issue 2, pages 1-11, December.
• Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012, "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 609-681.
• Zhang, Hewitt & Hu, Yannan & Hu, Bo, 2012, "House-price crash and macroeconomic crisis: a Hong Kong case study," MPRA Paper, University Library of Munich, Germany, number 35534, Mar.
• Farzanegan, Mohammad Reza, 2012, "Does the Iranian oil supply matter for the oil prices?," MPRA Paper, University Library of Munich, Germany, number 36030, Jan.
• Wolters, Maik Hendrik, 2012, "Evaluating point and density forecasts of DSGE models," MPRA Paper, University Library of Munich, Germany, number 36147, Jan.
• Albers, Scott & Albers, Andrew L., 2012, "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper, University Library of Munich, Germany, number 37771, Mar.
• Koop, Gary & Korobilis, Dimitris, 2012, "Large time-varying parameter VARs," MPRA Paper, University Library of Munich, Germany, number 38591, Feb.
• Givens, Gregory & Salemi, Michael, 2012, "Inferring monetary policy objectives with a partially observed state," MPRA Paper, University Library of Munich, Germany, number 39353, May.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A new model of trend inflation," MPRA Paper, University Library of Munich, Germany, number 39496.
• Melecky, Ales & Melecky, Martin, 2012, "Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky?
  [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fiscal Stance of the Czech Republic?]," MPRA Paper, University Library of Munich, Germany, number 39761, Jun.
• Wong, Shirly Siew-Ling & Puah, Chin-Hong & Abu Mansor, Shazali & Liew, Venus Khim-Sen, 2012, "Early warning indicator of economic vulnerability," MPRA Paper, University Library of Munich, Germany, number 39944.
• Sokolov, Yuri, 2012, "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper, University Library of Munich, Germany, number 40096, Jul.
• Barnett, William & Eryilmaz, Unal, 2012, "An analytical and numerical search for bifurcations in open economy New Keynesian models," MPRA Paper, University Library of Munich, Germany, number 40426, Aug.
• Barnett, William A. & Eryilmaz, Unal, 2012, "Hopf bifurcation in the Clarida, Gali, and Gertler model," MPRA Paper, University Library of Munich, Germany, number 40668, Aug.
• Artiach, Miguel, 2012, "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper, University Library of Munich, Germany, number 41267, Jun.
• Cavallari, Lilia, 2012, "Markups and Entry in a DSGE Model," MPRA Paper, University Library of Munich, Germany, number 41816, Oct.
• Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012, "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper, University Library of Munich, Germany, number 42484, Oct.
• Arora, Vipin & Lieskovsky, Jozef, 2012, "Natural Gas and U.S. Economic Activity," MPRA Paper, University Library of Munich, Germany, number 42659, Nov.
• Dybczak, Kamil & Melecky, Martin, 2012, "EU Fiscal Stance Vulnerability: Are the Old Members the Gold Members?," MPRA Paper, University Library of Munich, Germany, number 42837, Nov.
• Kitov, Ivan & Kitov, Oleg, 2012, "Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching," MPRA Paper, University Library of Munich, Germany, number 43392, Dec.
• Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria, 2012, "Income Transfer as Model of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 45494, Dec.
• Skribans, Valerijs, 2012, "European Union Economy System Dynamic Model Development," MPRA Paper, University Library of Munich, Germany, number 49170.
• Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012, "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper, University Library of Munich, Germany, number 50929, Oct.
• Bataa, Erdenebat, 2012, "The Composite Leading Indicator of Mongolia," MPRA Paper, University Library of Munich, Germany, number 72415, Dec.
• Aleš Melecký & Martin Melecký, 2012, "Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky?
  [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fiscal Stance of the Czech Republic?]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 6, pages 723-742, DOI: 10.18267/j.polek.874.
• Gary Koop, 2012, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 143-167, September.
• Alejandro Rodriguez Arana, 2012, "La curva de Phillips en Mexico: ¿Existe una relacion de largo plazo entre la inflacion y la brecha del producto?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 9, issue 1, pages 57-81, Enero-Jun.
• Peter Tulip & Stephanie Wallace, 2012, "Estimates of Uncertainty around the RBA's Forecasts," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2012-07, Nov.
• Olena Chyruk & Luca Benzoni & Andrea Ajello, 2012, "Core and `Crust': Consumer Prices and the Term Structure of Interest Rates," 2012 Meeting Papers, Society for Economic Dynamics, number 922.
• Gary Koop & Dimitris Korobilis, 2012, "Large Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 11_12, Mar.
• Dospinescu, Andrei Silviu, 2012, "Local Environment Analysis and Rules Inferring Procedure in an Agent-Based Model – Applications in Economics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 128-143, March.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
• Katja Drechsel & Rolf Scheufele, 2012, "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers, Swiss National Bank, number 2012-16.
• Knut Aastveit & Tørres Trovik, 2012, "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, volume 42, issue 1, pages 95-119, February, DOI: 10.1007/s00181-010-0429-9.
• Maximiano Pinheiro & Paulo Esteves, 2012, "On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information," Empirical Economics, Springer, volume 42, issue 3, pages 639-665, June, DOI: 10.1007/s00181-010-0447-7.
• Dmitri Blueschke & Viktoria Blueschke-Nikolaeva & Reinhard Neck & Klaus Weyerstrass, 2012, "Macroeconomic Policies for Slovenia after the “Great Recession”," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 2, issue 2, pages 54-93, December, DOI: 10.14208/BF03353837.
• Nils Jannsen & Julia Richter, 2012, "Kapazitätsauslastung im Ausland als Indikator für die deutschen Investitionsgüterexporte," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 92, issue 12, pages 833-837, December, DOI: 10.1007/s10273-012-1464-2.
• Joshua Chan & Gary Koop & Simon Potter, 2012, "A New Model of Trend Inflation," Working Papers, University of Strathclyde Business School, Department of Economics, number 1202, Feb.
• Tom Holden, 2012, "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1412, Oct.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012, "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 695-707, February, DOI: 10.1080/14697688.2012.674301.
• Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012, "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1209.
• S. Boragan Aruoba & Cagri Sarikaya, 2012, "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1219.
• Huseyin Cagri Akkoyun & Mahmut Gunay, 2012, "Nowcasting Turkish GDP Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1233.
• Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012, "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-016/1, Feb.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
• Pfajfar, D. & Zakelj, B., 2012, "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-072.
• Maritta Paloviita and Matti Viren, 2012, "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers, Aboa Centre for Economics, number 76, Nov.
• Maritta Paloviita and Matti Viren, 2012, "Are individual survey expectations internally consistent?," Discussion Papers, Aboa Centre for Economics, number 77, Nov.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012, "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1081-1096, November.
• Antonello D'Agostino & Paolo Surico, 2012, "A Century of Inflation Forecasts," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1097-1106, November.
• Antoine Godin & Stephen Kinsella, 2012, "Leverage, liquidity and crisis: A simulation study," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1205.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-14, Jun.
• Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working papers, University of Connecticut, Department of Economics, number 2012-38, Nov, revised Dec 2013.
• Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012, "Interpreting the Hours-Technology time-varying relationship," Studies in Economics, School of Economics, University of Kent, number 1201, Jan.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_15.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
• Jan-Christoph Rülke & Maria Silgoner & Julia Wörz, 2012, "Herding Behavior of Business Cycle Forecasters in Times of Economic Crises," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 12-03, Sep.
• Gary Koop & Dimitris Korobilis, 2012, "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 3, pages 867-886, August, DOI: 10.1111/j.1468-2354.2012.00704.x.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
• Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012, "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 4, pages 715-732, June, DOI: 10.1111/j.1538-4616.2012.00507.x.
• Michał Bernardelli & Monika Dędys, 2012, "Ukryte modele Markowa w analizie wyników testu koniunktury gospodarczej [Hidden Markov Models in Analysis of Results of Business Tendency Surveys]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 159-181, .
• Bartosz Olesiński, 2012, "Propozycja prostego, wyprzedzającego wskaźnika koniunktury w przemyśle [Proposition of a Simple Leading Industrial Confidence Indicator]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 215-227, .
• Dirk J Bezemer, 2012, "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-22, DOI: 10.1142/S0219525912500476.
• N. Kundan Kishor, 2012, "Modeling Inflation In India: The Role Of Money," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 04, pages 1-19, DOI: 10.1142/S0217590812500282.
• Korte, Niko, 2012, "Predictive power of confidence indicators for the Russian economy," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2012.
• Ponomarenko, Alexey, 2012, "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2012.
• Paloviita, Maritta & Virén, Matti, 2012, "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers, Bank of Finland, number 37/2012.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012, "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-08.
• Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012, "House price forecasts in times of crisis: Do forecasters herd?," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 318.
• Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012, "Housing starts in Canada, Japan, and the United States: Do forecasters herd?," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 320.
• Croonenbroeck, Carsten & Stadtmann, Georg, 2012, "Evaluating Phillips curve based inflation forecasts in Europe: A note," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 329.
• Reimers, Hans-Eggert, 2012, "Early warning indicator model of financial developments using an ordered logit," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 06/2012.
• Dreger, Christian & Kholodilin, Konstantin A., 2012, "An early warning system to predict the speculative house price bubbles," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-44.
• Qin, Duo & He, Xinhua, 2012, "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-56.
• Wolters, Maik Hendrik, 2012, "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 59.
• Wieland, Volker & Wolters, Maik Hendrik, 2012, "Forecasting and policy making," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 62.
• El-Shagi, Makram & von Schweinitz, Gregor, 2012, "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2012.
• El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012, "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2012.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & El-Shagi, Makram & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Schultz, Birgit & Zeddies, , 2012, "Konjunktur aktuell: Deutsche Wirtschaft überwindet die kurze Schwächephase," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 18, issue 3, pages 80-113.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Schultz, Birgit & Zeddies, Götz & Dovern, Jon, 2012, "Konjunktur aktuell: Eurokrise nimmt deutscher Konjunktur den Wind aus den Segeln," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 18, issue 8-9, pages 228-258.
• Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte, 2012, "Mittelfristige Projektion der wirtschaftlichen Entwicklung," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 18, issue 8-9, pages 259-262.
• Johannes Tang Kristensen, 2012, "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-28, Jun.
• John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review, American Economic Association, volume 102, issue 3, pages 53-58, May.
• Boriss Siliverstovs, 2012, "Are GDP Revisions Predictable? Evidence for Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 4, pages 299-326, DOI: 10.3790/aeq.58.4.299.
• Araujo-Enciso, Sergio Rene, , "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122545, DOI: 10.22004/ag.econ.122545.
• Bratu (Simionescu), Mihaela, 2012, "Point forecasts based on the limits of the forecast intervals to improve the SPF predictions," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 8, issue 2, pages 1-11, December, DOI: 10.22004/ag.econ.249375.
• Clements, Michael P., , "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers, University of Warwick - Department of Economics, number 270653, DOI: 10.22004/ag.econ.270653.
• Seymur Agayev, 2012, "Determinants Of Inflation Rate In Transition Economies; Panel Data Analysis," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 59-72, March.
• Nebiye Yamak & Banu Tanriover, 2012, "Asymmetric Business Cycle : Theory And Application," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 2, pages 17-24, June.
• José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2012, "Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 3b, pages 703-734.
• Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012, "A Note on the Uniqueness of Solutions to Rational Expectations Models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 319, Dec.
• Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012, "System Reduction and the Accuracy of Solutions of DSGE Models: A Note," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 320, Dec.
• Christian Pierdzioch, 2012, "Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 87-96, May.
• Emilie Jašová & Božena Kaderábková, 2012, "Comparing NAIRU and Economic Cycle from the Perspective of Labour Market in the Countries of the Visegrad Group," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-23.
• Lise Pichette, 2012, "Extracting Information from the Business Outlook Survey Using Statistical Approaches," Discussion Papers, Bank of Canada, number 12-8, DOI: 10.34989/sdp-2012-8.
• Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden, 2012, "Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting," Staff Working Papers, Bank of Canada, number 12-16, DOI: 10.34989/swp-2012-16.
• Claudia Godbout & Marco J. Lombardi, 2012, "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers, Bank of Canada, number 12-7, DOI: 10.34989/swp-2012-7.
• Concha Artola & Enrique Galán, 2012, "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers, Banco de España, number 1203, Apr.
• Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012, "The dynamics of hours worked and technology," Working Papers, Banco de España, number 1238, Nov.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012, "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 847, Jan.
• Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012, "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 853, Feb.
• Francesco D'Amuri & Juri Marcucci, 2012, "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 891, Nov.
• Delajara Marcelo, 2012, "Synchronization between the business cycles of Mexico and the United States. New evidence from the analysis of regional coincident indexes," Working Papers, Banco de México, number 2012-01, May.
• Christian Bustamante & Luis E. Rojas, 2012, "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia, Banco de la Republica de Colombia, number 696, Mar, DOI: 10.32468/be.696.
• Sergio Ocampo Díaz, 2012, "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia, Banco de la Republica de Colombia, number 707, May, DOI: 10.32468/be.707.
• Juan Pablo Zárate Perdomo & Adolfo Léon Cobo Serna & Jose Eduardo Gómez González, 2012, "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 708, May, DOI: 10.32468/be.708.
• Jair Ojeda-Joya & José E. Gómez-González, 2012, "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia, Banco de la Republica de Colombia, number 709, May, DOI: 10.32468/be.709.
• Carlos Gustavo Cano Sanz & César Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres & Evelyn Yohana Tique Calderón, 2012, "El mercado mundial del café y su impacto en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 710, May, DOI: 10.32468/be.710.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica de Colombia, number 723, Jul, DOI: 10.32468/be.723.
• Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012, "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 728, Aug, DOI: 10.32468/be.728.
• Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012, "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 68, pages 218-272, June, DOI: 10.32468/Espe.6805.
• Juan José Echavarría & Andrés González, 2012, "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 69, pages 14-66, December, DOI: 10.32468/Espe.6901.
• Simon Dubecq & Christian Gourieroux, 2012, "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working papers, Banque de France, number 368.
• Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2012, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers, Banque de France, number 383.
• Marie Bessec & Othman Bouabdallah, 2012, "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Working papers, Banque de France, number 384.
• Denis Beau & Laurent Clerc & Benoit Mojon, 2012, "Macro-Prudential Policy and the Conduct of Monetary Policy," Working papers, Banque de France, number 390.
• Philippe Andrade & Eric Ghysels & Julien Idier., 2012, "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers, Banque de France, number 407.
• Marie Bessec, 2012, "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers, Banque de France, number 409.
• Laurent Ferrara, 2012, "Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
• Mathias Drehmann & Mikael Juselius, 2012, "Do debt service costs affect macroeconomic and financial stability?," BIS Quarterly Review, Bank for International Settlements, September.
• Domić Alan, 2012, "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, volume 3, issue 2, pages 6-13, September, DOI: 10.2478/v10305-012-0008-y.
• Michael W. M. Roos & Ulrich Schmidt, 2012, "The Importance of Time‐Series Extrapolation for Macroeconomic Expectations," German Economic Review, Verein für Socialpolitik, volume 13, issue 2, pages 196-210, May.
• Sumru Altug & Bilin Neyapti & Mustafa Emin, 2012, "Institutions and Business Cycles," International Finance, Wiley Blackwell, volume 15, issue 3, pages 347-366, December, DOI: 10.1111/j.1468-2362.2013.12000.x.
• Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2012, "Does Forecast Combination Improve Norges Bank Inflation Forecasts?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 2, pages 163-179, April, DOI: j.1468-0084.2011.00639.x.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012, "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, volume 114, issue 3, pages 1018-1052, September, DOI: j.1467-9442.2012.01706.x.
• Audrone Jakaitiene & Stephane Dees, 2012, "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, volume 35, issue 3, pages 331-350, March, DOI: j.1467-9701.2011.01433.x.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
• Alina Barnett & Haroon Mumtaz & Konstantinos Theodoridis, 2012, "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers, Bank of England, number 450, May.
• Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012, "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers, Bank of Israel, number 2012.06, Apr.
• Eyal Argov & Alon Binyamini & Eliezer Borenstein & Irit Rozenshtrom, 2012, "Ex-Post Evaluation of Monetary Policy," Bank of Israel Working Papers, Bank of Israel, number 2012.07, May.
• Keewha Kim, 2012, "Oil Price Shocks and the Macroeconomic Activity: Analyzing Transmission Channels using the New Keynesian Structural Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 1, pages 1-29, March.
• M. Falagiarda & M. Marzo, 2012, "A DSGE model with Endogenous Term Structure," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp830, Jun.
• Richard W. Evans & Kerk L. Phillips, 2012, "Simulating Utah State Pension Reform," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2012-01, Apr.
• Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012, "Explaining Irish Inflation during the Financial Crisis," Economic Letters, Central Bank of Ireland, number 13/EL/12, Dec.
• Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012, "Explaining Irish Inflation During the Financial Crisis," Research Technical Papers, Central Bank of Ireland, number 09/RT/12, Dec.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Liu, Chunping & Minford, Patrick, 2012, "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/21, Aug.
• Hamilton, James Douglas & Kim, Dong Heon, 2000, "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt69v8p1m9, Sep.
• Albrecht Ritschl, 2012, "Reparations, Deficits, and Debt Default: the Great Depression in Germany," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1149, Jun.
• Robert Lehmann & Klaus Wohlrabe, 2012, "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series, CESifo, number 3956.
• Wolfgang Nierhaus, 2012, "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 19, issue 05, pages 29-37, October.
• Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012, "Food Prices and Inflation Targeting in Emerging Economies," Working Papers, CEPII research center, number 2012-33, Nov.
• Andrés Salamanca Lugo, 2012, "Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Christian Bustamante & Luis E. Rojas, 2012, "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia, Banco de la Republica, number 9383, Mar.
• Sergio Ocampo D�az, 2012, "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia, Banco de la Republica, number 9595, May.
• Juan Pablo Z�rate Perdomo & Adolfo Le�n Cobo & Jos� Eduardo G�mez G�nzalez, 2012, "Lecciones de las crisis financieras recientes para el dise�o e implementaci�n de las pol�ticas monetaria y financiera en Colombia," Borradores de Economia, Banco de la Republica, number 9601, May.
• Jair Ojeda-Joya & Jos� E. G�mez-Gonz�lez, 2012, "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia, Banco de la Republica, number 9603, May.
• Carlos Gustavo Cano Sanz & Cesar Vallejo Mej�a & Edgar Caicedo Garc�a & Juan Sebastian Amador Torres, 2012, "El mercado mundial del caf� y su impacto en Colombia," Borradores de Economia, Banco de la Republica, number 9612, May.
• Alexander Guar�n & Andr�s Gonz�lez & Daphn� Skandalis & Daniela S�nchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica, number 9826, Jul.
• Juan Jos� Echavarr�a & Andr�s gonz�lez & Enrique L�pez & Norberto Rodr�guez, 2012, "Choques internacionales reales y financieros y su impacto sobre la econom�a colombiana," Borradores de Economia, Banco de la Republica, number 9884, Aug.
• Andrés González & Sergio Ocampo & Diego Rodr�guez & Norberto Rodr�guez, 2012, "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 68, pages 218-272, DOI: 10.32468/Espe.6805.
• Juan José Echavarría & Andr�s Gonz�lez & Enrique L�pez & Norberto Rodr�guez, 2012, "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 69, pages 14-66, DOI: 10.32468/Espe.6901.
• Luis N. Lanteri, 2012, "Determinantes de los precios reales de las materias primas agrícolas. El papel de los inventarios y de los factores macroeconómicos (1960-2010)," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Oscar Andrés Espinosa Acuna - Paola Andrea Vaca González, 2012, "Impacto de los precios internacionales del petróleo WTI y los alimentos en la inflación y en el crecimiento sectorial y macroeconómico en Colombia. Un análisis para el siglo XXI," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 10034, Sep.
• Oscar Hernán Cerquera Losada, Cristian Felipe Orjuela Yacue Camilo Fabiam Gómez Segura, 2012, "Racionalidad incompleta: una nueva forma de analizar las crisis económicas," Revista CIFE, Universidad Santo Tomás.
• Sergio Ocampo Díaz, 2012, "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-28.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2012, "Sistema de Inferencia Difuso para la Inflación en Colombia," Documentos de Trabajo, Universidad Católica de Colombia, number 9815, Feb.
• Flamini, Alessandro & Ascari, Guido & Rossi, Lorenza, 2012, "Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation," Dynare Working Papers, CEPREMAP, number 24, Dec.
• Altug, Sumru & Neyapti, Bilin & Emin, Mustafa, 2012, "Institutions and Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8728, Jan.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012, "Prior Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8755, Jan.
• Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8828, Feb.
• Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012, "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8917, Mar.
• Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012, "Now-casting and the real-time data flow," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9112, Sep.
• Minford, Patrick & Liu, Chunping, 2012, "Comparing behavioural and rational expectations for the US post-war economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9132, Sep.
• Simon Dubecq & Christian Gouriéroux, 2012, "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working Papers, Center for Research in Economics and Statistics, number 2012-03, Feb.
• Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012, "Estimators For Persistent And Possibly Nonstationary Data With Classical Properties," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 1003-1036, October.
• John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1852, Mar.
• Dorothea Lucke, 2012, "German Industry - a Tower of Strength?," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 2, issue 1, pages 15-23.
• Dorothea Lucke, 2012, "Deutsche Industrie stemmt sich gegen die Krise im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 79, issue 48, pages 16-24.