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

• 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 (IfW Kiel), 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 (IfW Kiel), 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.
• Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-002, Jan.
• Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012, "Now-Casting and the Real-Time Data Flow," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-026, Aug.
• Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012, "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1287-1312, December, DOI: j.1468-0297.2012.02524.x.
• Muhammed Monjurul Quadir, 2012, "The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 480-487.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-11.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• Koop, Gary & Korobilis, Dimitris, 2012, "Large Time-Varying Parameter VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-14.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012, "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-46.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012, "The dynamics of UK and US inflation expectations," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3120-3133, DOI: 10.1016/j.csda.2011.07.008.
• Cantore, C. & Levine, P., 2012, "Getting normalization right: Dealing with ‘dimensional constants’ in macroeconomics," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1931-1949, DOI: 10.1016/j.jedc.2012.05.009.
• Damjanovic, Vladislav & Nolan, Charles, 2012, "S,s pricing in a dynamic equilibrium model with heterogeneous sectors," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 550-567, DOI: 10.1016/j.jedc.2011.11.009.
• Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012, "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1101-1120, DOI: 10.1016/j.jedc.2012.03.006.
• Kollmann, Robert & Zeugner, Stefan, 2012, "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1267-1283, DOI: 10.1016/j.jedc.2012.03.010.
• Arora, Vipin & Tyers, Rod, 2012, "Asset arbitrage and the price of oil," Economic Modelling, Elsevier, volume 29, issue 2, pages 142-150, DOI: 10.1016/j.econmod.2011.08.022.
• Argov, Eyal, 2012, "The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel," Economic Modelling, Elsevier, volume 29, issue 2, pages 408-420, DOI: 10.1016/j.econmod.2011.11.011.
• Castro, Vítor & Sousa, Ricardo M., 2012, "How do central banks react to wealth composition and asset prices?," Economic Modelling, Elsevier, volume 29, issue 3, pages 641-653, DOI: 10.1016/j.econmod.2012.01.006.
• Ibarra, Raul, 2012, "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1305-1313, DOI: 10.1016/j.econmod.2012.04.017.
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012, "The Halle Economic Projection Model," Economic Modelling, Elsevier, volume 29, issue 4, pages 1461-1472, DOI: 10.1016/j.econmod.2012.02.010.
• Tiwari, Aviral Kumar, 2012, "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain," Economic Modelling, Elsevier, volume 29, issue 5, pages 1571-1578, DOI: 10.1016/j.econmod.2012.05.010.
• Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, volume 29, issue 6, pages 2174-2182, DOI: 10.1016/j.econmod.2012.04.011.
• Lombardo, Giovanni & McAdam, Peter, 2012, "Financial market frictions in a model of the Euro area," Economic Modelling, Elsevier, volume 29, issue 6, pages 2460-2485, DOI: 10.1016/j.econmod.2012.06.024.
• Mandler, Martin, 2012, "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 228-245, DOI: 10.1016/j.najef.2012.01.003.
• Krüger, Jens J. & Hoss, Julian, 2012, "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, volume 114, issue 3, pages 284-287, DOI: 10.1016/j.econlet.2011.11.005.
• Hartmann, Matthias & Herwartz, Helmut, 2012, "Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis," Economics Letters, Elsevier, volume 115, issue 2, pages 144-147, DOI: 10.1016/j.econlet.2011.12.036.
• Fendel, Ralf & Rülke, Jan-Christoph, 2012, "Are heterogeneous FOMC forecasts consistent with the Fed’s monetary policy?," Economics Letters, Elsevier, volume 116, issue 1, pages 5-7, DOI: 10.1016/j.econlet.2011.12.132.
• Mandler, Martin, 2012, "Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions," Economics Letters, Elsevier, volume 116, issue 3, pages 422-425, DOI: 10.1016/j.econlet.2012.04.027.
• Rülke, Jan-Christoph, 2012, "Do professional forecasters in Asian–Pacific countries believe in the monetary neutrality?," Economics Letters, Elsevier, volume 117, issue 1, pages 178-181, DOI: 10.1016/j.econlet.2012.04.104.
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Who believes in the Taylor principle? Evidence from the Livingston survey," Economics Letters, Elsevier, volume 117, issue 1, pages 96-98, DOI: 10.1016/j.econlet.2012.04.085.
• Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012, "Probability models and robust policy rules," European Economic Review, Elsevier, volume 56, issue 2, pages 246-262, DOI: 10.1016/j.euroecorev.2011.08.005.
• Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012, "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 309-314, DOI: 10.1016/j.ijforecast.2011.05.003.
• Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012, "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 557-574, DOI: 10.1016/j.ijforecast.2011.12.004.
• Hong, Harrison & Yogo, Motohiro, 2012, "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 473-490, DOI: 10.1016/j.jfineco.2012.04.005.
• Ng, Eric C.Y., 2012, "Forecasting US recessions with various risk factors and dynamic probit models," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 112-125, DOI: 10.1016/j.jmacro.2011.11.001.
• Hendrickson, Joshua R., 2012, "An overhaul of Federal Reserve doctrine: Nominal income and the Great Moderation," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 304-317, DOI: 10.1016/j.jmacro.2012.02.002.
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2012, "How does fiscal policy react to wealth composition and asset prices?," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 874-890, DOI: 10.1016/j.jmacro.2012.04.001.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012, "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 402-412, DOI: 10.1016/j.qref.2012.08.002.
• Roy, Saktinil & Kemme, David M., 2012, "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 270-294, DOI: 10.1016/j.iref.2012.04.001.
• James M. Nason & Ellis W. Tallman, 2012, "Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-44, Oct.
• Yingying Lu & Alison Stegman & Yiyong Cai, 2012, "Emissions Intensity Targeting: From China's 12th Five Year Plan to its Copenhagen Commitment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-45, Oct.
• Zedginidze Zviad, 2012, "Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 12/07e, Apr.
• Banu TANRIOVER & Nebiye YAMAK, 2012, "Parasal Soklarin Asimetrik Etkileri: Teori ve Turkiye Uygulamasi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 339-350.
• Boriss Siliverstovs, 2012, "Are GDP Revisions Predictable? Evidence for Switzerland," EcoMod2012, EcoMod, number 4219, Jul.
• Pincheira, Pablo & García, Álvaro, 2012, "En busca de un buen marco de referencia predictivo para la inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 313, pages 85-123, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Pedauga, Luis Enrique & Sáez, Francisco & Velázquez, Agustín, 2012, "Simulación de un modelo de equilibrio general computable para Venezuela," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 314, pages 415-448, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Fabio Milani & Ashish Rajbhandari, 2012, "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Advances in Econometrics, Emerald Group Publishing Limited, "DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments", DOI: 10.1108/S0731-9053(2012)0000028009.
• Paul Levine, 2012, "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 5, issue 1, pages 70-88, April, DOI: 10.1108/17538251211224141.
• Jihene Bousrih, 2012, "Degree of openness and inflation targeting policy: model of a small open economy," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 3, pages 232-246, July, DOI: 10.1108/17576381211245962.
• Fernando de Llano Paz & Anxo Calvo Silvosa & Martín Portos García, 2012, "The Problem of Determining the Energy Mix: from the Portfolio Theory to the Reality of Energy Planning in the Spanish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-30.
• Jan in't Veld & Martin Larch & Marieke Vandeweyer, 2012, "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 29.
• Jan in’t Veld & Martin Larch & Marieke Vandeweyer, 2012, "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 546211.
• Christian Buelens, 2012, "Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 451, Mar.
• Jan in 't Veld & Martin Larch & Marieke Vandeweyer, 2012, "Automatic Fiscal Stabilisers: What they are and what they do," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 452, Apr.
• João Medeiros, 2012, "Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 459, Jul.