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

• Jan in 't Veld & Andrea Pagano & Marco Ratto & Werner Roeger & Istvan P. Szekely, 2012, "Sovereign debt sustainability scenarios based on an estimated model for Spain," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 466, Nov.
• Lukas Vogel & Werner Roeger & Bernhard Herz, 2012, "The performance of simple fiscal policy rules in monetary union," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 470, Nov.
• Laura Gonzalez Cabanillas & Alessio Terzi, 2012, "The accuracy of the European Commission's forecasts re-examined," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 476, Dec.
• Claudia FORONI & Massimiliano MARCELLINO, 2012, "A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables," Economics Working Papers, European University Institute, number ECO2012/07.
• Frédéric Karamé & Yannick Fondeur, 2012, "Can Google Data Help Predict French Youth Unemployment?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-03.
• Joao Madeira, 2012, "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers, University of Exeter, Department of Economics, number 1204.
• Jan Filáček & Branislav Saxa, 2012, "Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 6, issue 3, pages 244-264, October.
• Roman Horvath, 2012, "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 398-412, November.
• Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2012, "Monetary Policy Implications of Financial Frictions in the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 413-429, November.
• Joël CARIOLLE, 2012, "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Joël CARIOLLE, 2012, "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Brent Meyer & Guhan Venkatu, 2012, "Trimmed-mean inflation statistics: just hit the one in the middle," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1217, DOI: 10.26509/frbc-wp-201217.
• James M. Nason & Ellis W. Tallman, 2012, "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1221.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1227, DOI: 10.26509/frbc-wp-201227.
• Janet Koech & Mark A. Wynne, 2012, "Core import price inflation in the United States," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 131.
• Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-11, Dec.
• Carlos Madeira & Basit Zafar, 2012, "Heterogeneous inflation expectations and learning," Staff Reports, Federal Reserve Bank of New York, number 536.
• James M. Nason & Ellis W. Tallman, 2012, "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers, Federal Reserve Bank of Philadelphia, number 12-24.
• Sergey Tsukhlo, 2012, "Russian Industrial Enterprises in 2011," Published Papers, Gaidar Institute for Economic Policy, number 42, revised 2012.
• Gary Koop & Dimitris Korobilis, 2012, "Large time-varying parameter VARs," Working Papers, Business School - Economics, University of Glasgow, number 2012_04, Jan.
• Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012, "Food Prices and Inflation Targeting in Emerging Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00768906, Dec.
• Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012, "Forecasting Inflation Using Constant Gain Least Squares," Working Papers, National Institute of Economic Research, number 126, Feb.
• Rodrigo Mariscal & Andrew Powell, 2012, "Forecasting Inflation Risks in Latin America: A Technical Note," Research Department Publications, Inter-American Development Bank, Research Department, number 4785, Jun.
• Kateryna Onishchenko, 2012, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 4, issue 2, pages 111-135.
• Malte Knüppel & Guido Schultefrankenfeld, 2012, "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 87-139, September.
• Mr. Olivier Coibion & Mr. Yuriy Gorodnichenko, 2012, "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," IMF Working Papers, International Monetary Fund, number 2012/296, Dec.
• Katja Rietzler & Sabine Stephan, 2012, "Monthly recession predictions in real time: A density forecast approach for German industrial production," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 94-2012.
• Thomas Theobald, 2012, "Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 98-2012.
• Fabio Milani & Ashish Rajbhandari, 2012, "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers, University of California-Irvine, Department of Economics, number 111212, Jun.
• Cecilia Frale & Valentina Raponi, 2012, "WP 14 Revisions in official data and forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 14, Mar.
• Cecilia Frale & Valentina Raponi, 2012, "Revisions in official data and forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3, Mar.
• Sebastian Florian Enea & Silvia Palaºcã, 2012, "Globalization Versus Segregation - Business Cycles Synchronization In Europe," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 4, pages 668-692, December.
• Rülke Jan-Christoph, 2012, "Do Private Sector Forecasters Desire to Deviate From the German Council of Economic Experts?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 4, pages 414-428, August, DOI: 10.1515/jbnst-2012-0403.
• Siliverstovs Boriss & Kholodilin Konstantin A., 2012, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 4, pages 429-444, August, DOI: 10.1515/jbnst-2012-0404.
• William Barnett & Unal Eryilmaz, 2012, "An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201210, Aug, revised Aug 2012.
• William Barnett & Unal Eryilmaz, 2012, "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201211, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Bifurcations in Continuous-Time Macroeconomic Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201226, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Unsolved Econometric Problems In Nonlinearity, Chaos, And Bifurcation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201231, Sep, revised Sep 2012.
• Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012, "Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 3, pages 754-773, October, DOI: 10.1007/s11146-010-9279-7.
• Eva Koeberl & Christian Mueller, 2012, "Catching a floating treasure," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-297, Jan, DOI: 10.3929/ethz-a-006959225.
• Michael J. Lamla & Samad Sarferaz, 2012, "Updating inflation expectations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-301, Mar, DOI: 10.3929/ethz-a-007154484.
• Boriss Siliverstovs, 2012, "Keeping a Finger on the Pulse of the Economy," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-302, Apr, DOI: 10.3929/ethz-a-007216957.
• Boriss Siliverstovs & Sergey Smirnov & Sergey Tsukhlo, 2012, "Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-306, Jul, DOI: 10.3929/ethz-a-007328340.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 821, Jun.
• Luis Lanteri, 2012, "Determinants of real prices of agricultural commodities. The role of inventories and macroeconomic factors (1960-2010)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 77, pages 189-217.
• Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012, "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/22, Oct.
• Julius Stakenas, 2012, "Generating short-term forecasts of the Lithuanian GDP using factor models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 13, Jun.
• Ginters Buss, 2012, "A New Real-Time Indicator for the Euro Area GDP," Working Papers, Latvijas Banka, number 2012/02, Jul.
• Ginters Buss, 2012, "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers, Latvijas Banka, number 2012/06, Dec.

2011

• Stefano Grassi & Tommaso Proietti, 2011, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-30, Sep.
• Adrian Pagan & Don Harding, 2011, "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-33, Sep.
• Vipin Arora, 2011, "Arbitrage and the Price of Oil," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-535, Jan.
• Vipin Arora, 2011, "Asset Value, Interest Rates and Oil Price Volatility," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-536, Jan.
• Spencer D. Krane, 2011, "Professional Forecasters' View of Permanent and Transitory Shocks to GDP," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 1, pages 184-211, January.
• Meredith J. Beechey & Benjamin K. Johannsen & Andrew T. Levin, 2011, "Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 104-129, April.
• Irrshad Kaseeram & Eleftherios Contogiannis, 2011, "The Impact of Inflation Targeting on Inflation Volatility in South Africa," The African Finance Journal, Africagrowth Institute, volume 13, issue Conferenc, pages 34-52.
• Verikios, George & Sullivan, Maura & Stojanovski, Pane & Giesecke, James & Woo, Gordon, 2011, "The Global Economic Effects of Pandemic Influenza," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332033.
• Isengildina-Massa, Olga & Tysinger, David & Gerard, Patrick & MacDonald, Stephen, 2011, "What Can we Learn from our Mistakes? Evaluating the Benefits of Correcting Inefficiencies in USDA Cotton Forecasts," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas, Southern Agricultural Economics Association, number 98811, DOI: 10.22004/ag.econ.98811.
• José Luis Da Costa Oreiro & Sergio Rubens Stancato De Souza & Celso Vila Nova De Souza & Kelly Pereira Guedes, 2011, "Um Modelo Keynes-Minsky Generalizado Deflutuações Cíclicas," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 226.
• Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011, "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 1-19, June.
• Philipp Maier, 2011, "Mixed Frequency Forecasts for Chinese GDP," Staff Working Papers, Bank of Canada, number 11-11, DOI: 10.34989/swp-2011-11.
• Cecilia Frale & Libero Monteforte, 2011, "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 788, Jan.
• Martina Cecioni & Stefano Neri, 2011, "The monetary transmission mechanism in the euro area: has it changed and why?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 808, Apr.
• Dzmitry Kruk, 2011, "The Impact of Directed Lending on Long-run Growth in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 14, Aug.
• Harding, Don & Pagan, Adrian, 2011, "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 86-95.
• Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 455-467.
• Beau, D. & Clerc, L. & Mojon, B., 2011, "Macro-prudential policy and the conduct of monetary policy," Occasional papers, Banque de France, number 8.
• L. Ferrara., 2011, "Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 135-144, Winter.
• Jamie Hall & Jarkko P. Jääskelä, 2011, "Inflation Volatility and Forecast Accuracy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 44, issue 4, pages 404-417, December, DOI: j.1467-8462.2011.00656.x.
• Vipin Arora, 2011, "Asset Value, Interest Rates and Oil Price Volatility," The Economic Record, The Economic Society of Australia, volume 87, issue s1, pages 45-55, September, DOI: j.1475-4932.2011.00734.x.
• Bennett T. Mccallum, 2011, "Causality, Structure And The Uniqueness Of Rational Expectations Equilibria," Manchester School, University of Manchester, volume 79, issue s1, pages 551-566, June, DOI: j.1467-9957.2010.02215.x.
• Diego E. Vacaflores, 2011, "Monetary Stimulus: Through Wall Street or Main Street?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 14, issue 1, pages 9-40, June.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011, "Nowcasting GDP in real-time: A density combination approach," Working Paper, Norges Bank, number 2011/11, Sep.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011, "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2011, Sep.
• Francesco Ravazzolo & Philip Rothman, 2011, "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2011, Nov.
• Richard Harrison & Ryland Thomas & Iain de Weymarn, 2011, "The impact of permanent energy price shocks on the UK economy," Bank of England working papers, Bank of England, number 433, Jul.
• Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama, 2011, "The Quarterly Japanese Economic Model (Q-JEM): 2011 Version," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-11, Nov.
• Étienne Debauche & Éric Dubois & Pierre Leblanc, 2011, "La crise : quelles conséquences durables sur la croissance, l'emploi et les finances publiques ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 41-58.
• Françoise Charpin, 2011, "Réévaluation des modèles d'estimation précoce de la croissance," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 129-142.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/16, Apr.
• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/22, May.
• Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
• Onishchenko, Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/17, Jun.
• Michael Artis & Declan Curran & Marianne Sensier, 2011, "Investigating Agglomeration Economies in a Panel of European Cities and Regions," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0078, Apr.
• Michael Artis & Marianne Sensier, 2011, "Tracking Unemployment in Wales through Recession and into Recovery," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0079, Apr.
• Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011, "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 111.
• Lili Hao & Eric C.Y. Ng, 2011, "Predicting Canadian recessions using dynamic probit modelling approaches," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 4, pages 1297-1330, November, DOI: 10.1111/j.1540-5982.2011.01675.x.
• Jakub Rysanek & Jaromir Tonner & Osvald Vasicek, 2011, "Monetary Policy Implications of Financial Frictions in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/12, Dec.
• Pietro Bonaldi & Juan D. Prada & Andr�s Gonz�lez & Diego Rodr�guez, 2011, "Método numérico para la calibración de un modelo dsge," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Andr�s Gonz�lez & Sergio Ocampo & Diego Rodr�guez & Norberto Rodr�guez, 2011, "Asimetr�as del empleo y el producto, una aproximaci�n de equilibrio general," Borradores de Economia, Banco de la Republica, number 8890, Aug.
• Ramiro Rodríguez Revilla, 2011, "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT.
• Claudía María García Mazo & Jilmer Arley Moreno Martínez, 2011, "Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010," Revista Ecos de Economía, Universidad EAFIT.
• Juan Carlos Munoz Mora & Sebastián Aparicio Rincón & Manuel Mesa Aristizábal, 2011, "¿Qué la economía no es un juego? Evidencia del uso de Economía Experimental en cursos de Introducción a la Economía," Revista Ecos de Economía, Universidad EAFIT.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," Working Papers, COMISEF, number 046, Jan.
• George Verikios & Maura Sullivan & Pane Stojanovski & James Giesecke & Gordon Woo, 2011, "The Global Economic Effects of Pandemic Influenza," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-224, Oct.
• KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011021, May.
• KOROBILIS, Dimitris, 2011, "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011022, May.
• BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011036, Sep.
• Kulish, Mariano & Jones, Callum, 2011, "A Graphical Representation of an Estimated DSGE Model," Dynare Working Papers, CEPREMAP, number 3, May.
• Holden, Tom, 2011, "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers, CEPREMAP, number 4, May.
• Cantore, Cristiano & Levine, Paul, 2011, "Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics," Dynare Working Papers, CEPREMAP, number 9, Jul.
• Marcellino, Massimiliano, 2011, "Markov-switching MIDAS models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8234, Feb.
• Surico, Paolo & ,, 2011, "A Century of Inflation Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8292, Mar.
• Kollmann, Robert & Zeugner, Stefan, 2011, "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8327, Apr.
• Kilian, Lutz & Inoue, Atsushi, 2011, "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8419, Jun.
• David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler & German Dabat, 2011, "Co-movements in commodity prices: A note based on network analysis," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2011-21, Oct.
• Brevik, Frode & d’Addona, Stefano, 2010, "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1419-1446, December.
• Christian Dreger & Konstantin A. Kholodilin, 2011, "Speculative Bubble on Housing Markets: Elements of an Early Warning System," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 1, issue 4, pages 3-9.
• Christian Dreger & Konstantin A. Kholodilin, 2011, "Spekulative Preisentwicklung an den Immobilienmärkten: Elemente eines Frühwarnsystems," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 37/38, pages 2-9.
• Dorothea Lucke, 2011, "Die deutsche Industrie - ein Fels in der Brandung?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 49, pages 3-11.
• Christian Dreger & Konstantin A. Kholodilin, 2011, "An Early Warning System to Predict the House Price Bubbles," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1142.
• Paul Viefers, 2011, "Bayesian Inference for the Mixed-Frequency VAR Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1172.
• Barbara Rossi, 2011, "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics, number 11-20.
• Franziska Ohnsorge & Yevgeniya, 2011, "Forecasting growth in eastern Europe and central Asia," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 137, Dec.
• Robert Kollmann & Stefan Zeugner, 2011, "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-009, Apr.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-39.
• Koop, Gary & Korobilis, Dimitris, 2011, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-40.
• Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011, "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-47.
• Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-68, Jun.
• Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011, "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 10, pages 1659-1670, October.
• Carboni, Giacomo & Ellison, Martin, 2011, "Inflation and output volatility under asymmetric incomplete information," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 1, pages 40-51, January.
• Berardi, Michele, 2011, "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 5, pages 776-792, May.
• Sharify, Nooraddin & Sancho, Ferran, 2011, "A new approach for the input-output price model," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 188-195, January.
• Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011, "The impact of oil price changes on Spanish and euro area consumer price inflation," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 422-431, January.
• Sharify, Nooraddin & Sancho, Ferran, 2011, "A new approach for the input–output price model," Economic Modelling, Elsevier, volume 28, issue 1, pages 188-195, DOI: 10.1016/j.econmod.2010.09.012.
• Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011, "The impact of oil price changes on Spanish and euro area consumer price inflation," Economic Modelling, Elsevier, volume 28, issue 1, pages 422-431, DOI: 10.1016/j.econmod.2010.08.006.
• Marcellino, Massimiliano & Musso, Alberto, 2011, "The reliability of real-time estimates of the euro area output gap," Economic Modelling, Elsevier, volume 28, issue 4, pages 1842-1856, July.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, volume 28, issue 5, pages 2307-2318, September.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011, "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 77-87, January.
• El-Shagi, Makram, 2011, "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 3, pages 298-319, DOI: 10.1016/j.najef.2011.05.002.
• Roy, Saktinil & Kemme, David M., 2011, "What is really common in the run-up to banking crises?," Economics Letters, Elsevier, volume 113, issue 3, pages 211-214, DOI: 10.1016/j.econlet.2011.07.007.
• Li, Cheng, 2011, "Consumer expectation and output growth: The case of China," Economics Letters, Elsevier, volume 113, issue 3, pages 298-300, DOI: 10.1016/j.econlet.2011.08.023.
• Farzanegan, Mohammad Reza, 2011, "Oil revenue shocks and government spending behavior in Iran," Energy Economics, Elsevier, volume 33, issue 6, pages 1055-1069, DOI: 10.1016/j.eneco.2011.05.005.
• Bańbura, Marta & Rünstler, Gerhard, 2011, "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 333-346, DOI: 10.1016/j.ijforecast.2010.01.011.
• Dovern, Jonas & Weisser, Johannes, 2011, "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 452-465, DOI: 10.1016/j.ijforecast.2010.05.016.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 529-542, DOI: 10.1016/j.ijforecast.2010.02.006.
• Blaskowitz, Oliver & Herwartz, Helmut, 2011, "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1058-1065, October.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
• Banbura, Marta & Rünstler, Gerhard, 2011, "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 333-346, April.
• Dovern, Jonas & Weisser, Johannes, 2011, "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 452-465, April.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 529-542, April.
• Sakuragawa, Masaya & Hosono, Kaoru, 2011, "Fiscal sustainability in Japan," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 4, pages 434-446, DOI: 10.1016/j.jjie.2011.10.002.
• Mazumder, Sandeep, 2011, "Cost-based Phillips Curve forecasts of inflation," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 553-567, DOI: 10.1016/j.jmacro.2011.04.004.
• Phillips, Kerk L. & Spencer, David E., 2011, "Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 582-594, DOI: 10.1016/j.jmacro.2011.02.007.
• Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011, "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 784-792, DOI: 10.1016/j.jmacro.2011.04.002.
• Galí, Jordi, 2011, "Are central banks' projections meaningful?," Journal of Monetary Economics, Elsevier, volume 58, issue 6, pages 537-550, DOI: 10.1016/j.jmoneco.2011.11.004.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011, "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-16, Jun.
• Vipin Arora & Pedro Gomis-Porqueras, 2011, "Oil Price Dynamics in a Real Business Cycle Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-17, Jun.
• Vipin Arora & Rod Tyers, 2011, "Asset Arbitrage and the Price of Oil," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-21, Jul.
• Onishchenko Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/04e, Nov.
• Kristina Mi?in, 2011, "Poreznom politikom do generatora gospodarskog razvoja s posebnim naglaskom na porezno potican razvoj životnih osiguranja," Ekonomija Economics, Rifin d.o.o., volume 18, issue 1, pages 57-72.
• Artis, Michael & Curran, Declan & Sensier, Marianne, 2011, "Investigating agglomeration economies in a panel of European cities and regions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58459, Apr.
• Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011, "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-22, Jun.
• Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-17, Jun.
• Doaa Akl Ahmed, 2011, "Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 1-28, November.
• Filip Novotný & Marie Raková, 2011, "Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 4, pages 348-366, August.
• Frédéric Reynes & Yasser Yeddir-Tamsamani & Gaël Callonec, 2011, "Presentation of the Three-ME model: Multi-sector Macroeconomic Model for the Evaluation of Environmental and Energy policy," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-10, May.
• Raphael Auer, 2011, "Exchange rate pass-through, domestic competition and inflation -- evidence from the 2005/08 revaluation of the Renminbi," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 68.
• Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011, "Where is an oil shock?," Working Papers, Federal Reserve Bank of St. Louis, number 2011-016, DOI: 10.20955/wp.2011.016.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2011, "Do Phillips curves conditionally help to forecast inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-40.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011, "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers, Financial Markets Group, number dp677, Mar.
• M. Caivano & L. Rodano & S. Siviero, 2011, "The Transmission of the Global Financial Crisis to the Italian Economy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 70, issue 3, pages 1-32, December.
• Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011, "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-18, Sep.
• Peter Fuleky & Carl S. Bonham, 2011, "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201110, Jun.
• M. Ali Choudhary, 2011, "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print, HAL, number hal-00704670, Jun, DOI: 10.1080/00036846.2011.566190.
• Michele Berardi, 2011, "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Post-Print, HAL, number hal-00796301, Mar, DOI: 10.1016/j.jedc.2011.01.010.
• Jihène Bousrih, 2011, "Degree of openness and inflation targeting policy: Model of a small open economy," Post-Print, HAL, number halshs-00603207, May.
• Jihène Bousrih, 2011, "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print, HAL, number halshs-00603217, Apr.
• Michael Funke & Hao Yu & Aaron Mehrota, 2011, "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21112, Dec.
• Lena Dräger, 2011, "Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201101, Feb.
• Lena Dräger, 2011, "Endogenous Persistence with Recursive Inattentiveness," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201103, Jul.
• Jonung, Lars & Lindén, Staffan, 2011, "The forecasting horizon of inflationary expectations and perceptions in the EU. Is it really 12 months?," Working Papers, Lund University, Department of Economics, number 2011:5, Jan.
• Matthew S. Yiu & Kenneth K. Chow, 2011, "Nowcasting Chinese GDP: Information Content of Economic and Financial Data," Working Papers, Hong Kong Institute for Monetary Research, number 042011, Feb.
• Eduardo Lora & Andrew Powell & Pilar Tavella, 2011, "How Will the Food Price Shock Affect Inflation in Latin America and the Caribbean?," Research Department Publications, Inter-American Development Bank, Research Department, number 4719, Apr.
• Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011, "Input And Output Inventories In General Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 4, pages 1179-1213, November, DOI: j.1468-2354.2011.00664.x.