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

2011

• Ida Wolden Bache & Øistein Røislanda & Kjersti Næss Torstensen, 2011, "Interest Rate Smoothing and "Calvo-Type" Interest Rate Rules: A Comment on Levine, McAdam, and Pearlman (2007)," International Journal of Central Banking, International Journal of Central Banking, volume 7, issue 3, pages 79-90, September.
• Askitas, Nikos & Zimmermann, Klaus F., 2011, "Nowcasting Business Cycles Using Toll Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5522, Feb.
• Ahmed Nawaz Hakro & Ikhtiar Ali Ghumro, 2011, "Determinants of foreign direct investment flows to Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 217-242, January-M.
• BIRMAN Andrei, 2011, "Some Empirical Aspects regarding the Relationship between Inflation and Economic Growth in Romania – the Speed Limit Effect," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011, "Practice and Prospects of Medium-term Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 153-171, February, DOI: 10.1515/jbnst-2011-0110.
• Schumacher Christian, 2011, "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 28-49, February, DOI: 10.1515/jbnst-2011-0104.
• Lenza Michele & Warmedinger Thomas, 2011, "A Factor Model for Euro-area Short-term Inflation Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 50-62, February, DOI: 10.1515/jbnst-2011-0105.
• Ricardo Mestre & Peter McAdam, 2011, "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 303-324, April.
• Reinhard Neck & Dmitri Blueschke & Klaus Weyerstrass, 2011, "Optimal macroeconomic policies in a financial and economic crisis: a case study for Slovenia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 38, issue 3, pages 435-459, July, DOI: 10.1007/s10663-010-9159-7.
• Mario Meichle & Angelo Ranaldo & Attilio Zanetti, 2011, "Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 435-453, December, DOI: 10.1007/s11408-011-0173-y.
• Marcelo Sánchez, 2011, "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, volume 8, issue 3, pages 247-273, September, DOI: 10.1007/s10368-010-0159-7.
• The Pham, 2011, "Growth, volatility and stabilisation policy in a DSGE model with nominal rigidities and learning-by-doing," International Economics and Economic Policy, Springer, volume 8, issue 3, pages 307-322, September, DOI: 10.1007/s10368-010-0173-9.
• Sumru Altug & Baris Tan & Gozde Gencer, 2011, "Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1101, Jan.
• Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011, "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1109, Apr.
• Sumru Altug & Erhan Uluceviz, 2011, "Leading Indicators of Real Activity and Inflation for Turkey, 2001-2010," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1134, Nov.
• Lena Draeger, 2011, "Inflation perceptions and expectations in Sweden - are media reports the 'missing link'?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-273, Feb, DOI: 10.3929/ethz-a-006341668.
• Boriss Siliverstovs, 2011, "Are GDP revisions predictable?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-281, May, DOI: 10.3929/ethz-a-006499473.
• Lena Draeger, 2011, "Endogenous persistence with recursive inattentiveness," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-285, Jul, DOI: 10.3929/ethz-a-006543954.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 762, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 771, Apr.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 773, May.
• 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," KIER Working Papers, Kyoto University, Institute of Economic Research, number 775, May.
• Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011, "Analyzing Fixed-event Forecast Revisions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 779, Jun.
• Delphine Boutin, 2011, "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201106, Jun.
• Delphine Boutin, 2011, "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1106, Jun.
• Dirk J. Bezemer, 2011, "Causes of Financial Instability: Don’t Forget Finance," Economics Working Paper Archive, Levy Economics Institute, number wp_665, Apr.
• Tomas Ramanauskas, 2011, "What Caused the Recent Boom-And-Bust Cycle in Lithuania? Evidence from a Macromodel with the Financial Sector," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 10, Jul.
• Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011, "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 9, Jun.
• Giorgio Di Giorgio & Guido Traficante, 2011, "The loss from uncertainty on policy targets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1104.
• Cecilia Frale & Valentina Raponi, 2011, "Revisions in ocial data and forecasting," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1194.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2011, "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 159.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201101.
• Atrianfar, Hamed & Barakchian, Seyed Mahdi, 2011, "Evaluation of Information Content of Economic Variables for Inflation Forecasting in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 3, issue 8, pages 1-42, September.
• Ágnes Horváth & Csaba Köber & Katalin Szilágyi, 2011, "MPM – The Magyar Nemzeti Bank’s monetary policy model," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 6, issue 2, pages 18-24, June.
• Vipin Arora & Pedro Gomis-Porqueras, 2011, "A Repayment Model of House Prices Oil Price Dynamics in a Real Business Cycle Model," Monash Economics Working Papers, Monash University, Department of Economics, number 11-11, Jun.
• Matthew Corder & Martin Weale, 2011, "Banking crises and recessions: what can leading indicators tell us?," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 33, Sep.
• Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
• K. Vela Velupillai, 2011, "The Phillips Machine, the Analogue Computing Tradition in Economics and Computability," Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
• Allan McRobie, 2011, "Business Cycles in the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 131-150.
• National Bank of Belgium, 2011, "Economic projections for Belgium – Autumn 2011," Economic Review, National Bank of Belgium, issue iii, pages 7-20, December.
• National Bank of Belgium, 2011, "Economic projections for Belgium – Spring 2011," Economic Review, National Bank of Belgium, issue i, pages 7-26, June.
• Piotr Białowolski, 2011, "Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor," NBP Working Papers, Narodowy Bank Polski, number 100.
• Harrison Hong & Motohiro Yogo, 2011, "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16712, Jan.
• William Poole & Robert H. Rasche & David C. Wheelock, 2011, "The Great Inflation: Did the Shadow Know Better?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16910, Mar.
• Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011, "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers, National Bureau of Economic Research, Inc, number 17424, Sep.
• Karev, M., 2011, "Revealed Preferences of the Bank of Russia. Simulation Approach," Journal of the New Economic Association, New Economic Association, issue 9, pages 72-97.
• Sushanta K. Mallick & Ricardo M. Sousa, 2011, "The real effects of financial stress in the Euro zone," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2011.
• Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011, "Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers, NIPE - Universidade do Minho, number 18/2011.
• Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011, "Fiscal Policy in the BRICs," NIPE Working Papers, NIPE - Universidade do Minho, number 19/2011.
• Urban Sila & Ricardo M. Sousa, 2011, "Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel," NIPE Working Papers, NIPE - Universidade do Minho, number 20/2011.
• Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2011, "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," NIPE Working Papers, NIPE - Universidade do Minho, number 24/2011.
• Gabriel, Vasco & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2011, "An Estimated DSGE Model of the Indian Economy," Working Papers, National Institute of Public Finance and Policy, number 11/95, Nov.
• Levine, Paul & Pearlman, Joseph, 2011, "Monetary and Fiscal Policy in a DSGE Model of India," Working Papers, National Institute of Public Finance and Policy, number 11/96, Nov.
• Sarah Drought & Chris McDonald, 2011, "Forecasting house price inflation: a model combination approach," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/07, Nov.
• Stéphanie Guichard & Elena Rusticelli, 2011, "A Dynamic Factor Model for World Trade Growth," OECD Economics Department Working Papers, OECD Publishing, number 874, May, DOI: 10.1787/5kg9zbvvwqq2-en.
• Cristina Conflitti, 2012, "Measuring Uncertainty and Disagreement in the European Survey of Professional Forecasters," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 2, pages 69-103, DOI: 10.1787/jbcma-2011-5kg0p9zzp26k.
• David R. F. Love, 2011, "Aggregate Comovements, Anticipation, and Business Cycles," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 1, pages 93-110, DOI: 10.1787/jbcma-2011-5kgg5k4plkzs.
• Benjamin Neudorfer & Michael Sigmund & Alexander Trachta, 2011, "Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 59-71.
• Stefan Kerbl & Michael Sigmund, 2011, "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.
• Stefan Kerbl, 2011, "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 174, Oct.
• Willie Lahari, 2011, "Assessing Business Cycle Synchronisation - Prospects for a Pacific Islands Currency Union," Working Papers, University of Otago, Department of Economics, number 1110, Oct, revised Oct 2011.
• Mark Setterfield & Andrew Budd, 2011, "A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features," Palgrave Macmillan Books, Palgrave Macmillan, chapter 13, in: Philip Arestis, "Microeconomics, Macroeconomics and Economic Policy", DOI: 10.1057/9780230313750_13.
• Alice Albonico & Sarantis Kalyvitis & Evi Pappa, 2011, "Real Business Cycles with Capital Maintenance," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 147, Jun.
• Erick Lahura & Marco Vega, 2011, "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-320.
• András Balatoni & Tamás Mellár, 2011, "Rövid távú elÅ‘rejelzÅ‘ modell Magyarországra," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2011/3, Sep.
• Charles Wyplosz, 2011, "Debt Sustainability Assessment: Mission Impossible," Review of Economics and Institutions, Università di Perugia, volume 2, issue 3.
• Bessonovs, Andrejs, 2011, "GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy," MPRA Paper, University Library of Munich, Germany, number 30211, Apr.
• Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011, "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper, University Library of Munich, Germany, number 30254, Apr.
• Korobilis, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 30380, Apr.
• Engemann, Kristie & Owyang, Michael T. & Wall, Howard J., 2011, "Where is an oil shock?," MPRA Paper, University Library of Munich, Germany, number 31383, Jun.
• Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011, "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper, University Library of Munich, Germany, number 31564, May.
• Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011, "Hierarchical shrinkage in time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 31827, Jun.
• D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011, "Are some forecasters really better than others?," MPRA Paper, University Library of Munich, Germany, number 32938.
• Qin, Duo & He, Xinhua, 2011, "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper, University Library of Munich, Germany, number 32994, Aug.
• Albers, Scott & Albers, Andrew L., 2011, "The Golden Mean, the Arab Spring and a 10-step analysis of American economic history," MPRA Paper, University Library of Munich, Germany, number 33004, Jul.
• Escañuela Romana, Ignacio, 2011, "Evidencia empírica sobre la predictibilidad de los ciclos bursátiles: el comportamiento del índice Dow Jones Industrial Average en las crisis bursátiles de 1929, 1987 y 2997
  [Empirical evidence on ," MPRA Paper, University Library of Munich, Germany, number 33150, Sep.
• Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011, "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper, University Library of Munich, Germany, number 33391, Sep.
• Dybczak, Kamil & Melecky, Martin, 2011, "Macroeconomic Shocks and the Fiscal Stance within the EU: A Panel Regression Analysis," MPRA Paper, University Library of Munich, Germany, number 33684, Sep.
• Ko, Jun-Hyung, 2011, "Productivity shocks and housing market inflations in new Keynesian models," MPRA Paper, University Library of Munich, Germany, number 33848, Sep.
• Skribans, Valerijs, 2011, "Development of System Dynamic Model of Latvia’s Economic Integration in the EU," MPRA Paper, University Library of Munich, Germany, number 34565.
• Zhang, Tongbin & Hu, Bo, 2011, "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper, University Library of Munich, Germany, number 34962, Nov.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Francisco, Ramirez, 2011, "Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
  [Models for Estimating the Output Gap: Application to the GDP of Dominican Republic]," MPRA Paper, University Library of Munich, Germany, number 38886.
• Ayala, Alfonso, 2011, "Un modelo de predicción de crisis financieras en los mercados emergentes: 1970 – 2009
  [A Prediction Model of Financial Crises in Emerging Markets: 1970 - 2009]," MPRA Paper, University Library of Munich, Germany, number 42403, Apr.
• Bilgili, Faik, 2011, "City price convergence in Turkey with structural breaks," MPRA Paper, University Library of Munich, Germany, number 54295, Oct.
• Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
• Božena Kadeřábková & Emilie Jašová, 2011, "Analýza ukazatele NAIRU na sektorové úrovni
  [Analysis of the Indicator NAIRU on the Sector Level]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 4, pages 508-525, DOI: 10.18267/j.polek.802.
• 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, Programme National Persée, volume 103, issue 3, pages 41-57, DOI: 10.3406/ecofi.2011.5868.
• Ildeberta Abreu, 2011, "International organisations’ vs. private analysts’ forecasts: an evaluation," Working Papers, Banco de Portugal, Economics and Research Department, number w201120.
• Adrian Pagan & Don Harding, 2011, "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series, National Centre for Econometric Research, number 75, Oct.
• Lahura, Erick & Vega, Marco, 2011, "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-019, Dec.
• Maria Bejan, 2011, "Code and data files for "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)"," Computer Codes, Review of Economic Dynamics, number 07-86, revised .
• Maria Bejan, 2011, "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 4, pages 667-685, October, DOI: 10.1016/j.red.2011.06.003.
• Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
• Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series, Rimini Centre for Economic Analysis, number 35_11, Jul.
• Fei Han & Thiam Hee Ng, 2011, "ASEAN-5 Macroeconomic Forecasting Using a GVAR Model," Working Papers on Regional Economic Integration, Asian Development Bank, number 76, Mar.
• Sebastian Fossati, 2011, "Dating U.S. Business Cycles with Macro Factors," Working Papers, University of Alberta, Department of Economics, number 2011-05, May.
• K. Batu Tunay, 2011, "Forecasting Recessions in Turkey with Qual-VAR Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 1-51.
• Dospinescu, Andrei Silviu, 2011, "Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 72-87, March.
• Jagric, Timotej & Beko, Jani, 2011, "How Good are the Growth and Inflation Forecasts for Slovenia?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 47-67, December.
• Ajit R. Joshi & Debashis Acharya, 2011, "Inflation Model for India in the Context of Open Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 12, issue 1, pages 39-59, March, DOI: 10.1177/139156141001200103.
• Octav Negurita, 2011, "Factors That Contribute To The Formation Of Inflation," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 3, issue 3 (Novemb, pages 629-635.
• Alessandro Flamini, 2011, "Price Stickiness Asymmetry, Persistence and Volatility in a New Keynesian Model," Working Papers, The University of Sheffield, Department of Economics, number 2011013, May, revised May 2011.
• Badi Baltagi & Jörg Breitung, 2011, "Introduction to the special issue," Empirical Economics, Springer, volume 40, issue 1, pages 1-4, February, DOI: 10.1007/s00181-010-0425-0.
• Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011, "Estimating the natural rates in a simple New Keynesian framework," Empirical Economics, Springer, volume 40, issue 3, pages 755-777, May, DOI: 10.1007/s00181-010-0366-7.
• Badi Baltagi & Panicos Demetriades, 2011, "Introduction to the special issue," Empirical Economics, Springer, volume 41, issue 1, pages 1-5, August, DOI: 10.1007/s00181-011-0466-z.
• Ulrich Fritsche & Vladimir Kuzin, 2011, "Analysing convergence in Europe using the non-linear single factor model," Empirical Economics, Springer, volume 41, issue 2, pages 343-369, October, DOI: 10.1007/s00181-010-0385-4.
• Stephane Dees & Arthur Saint-Guilhem, 2011, "The role of the United States in the global economy and its evolution over time," Empirical Economics, Springer, volume 41, issue 3, pages 573-591, December, DOI: 10.1007/s00181-010-0407-2.
• Volker Wieland & Maik Wolters, 2011, "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 247-292, June, DOI: 10.1007/s00199-010-0549-7.
• António Afonso & Ricardo Sousa, 2011, "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 10, issue 1, pages 61-82, April, DOI: 10.1007/s10258-011-0071-2.
• Gonzalo Fernández-de-Córdoba & José Torres, 2011, "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 3, pages 379-399, September, DOI: 10.1007/s13209-010-0036-1.
• Gary Koop & Dimitris Korobilis, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 1118, Apr.
• Gary Koop & Dimitris Korobilis, 2011, "Forecasting Inflation Using Dynamic Model Averaging," Working Papers, University of Strathclyde Business School, Department of Economics, number 1119, Apr.
• Deborah Gefang & Gary Koop & Simon Potter, 2011, "The Dynamics of UK and US Inflation Expectations," Working Papers, University of Strathclyde Business School, Department of Economics, number 1120, Apr.
• Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1137, Jun.
• Cristiano Cantore & Paul Levine, 2011, "Getting Normalization Right: Dealing with 'Dimensional Constants' in Macroeconomics," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0511, Jun.
• Grassi, Stefano & Proietti, Tommaso, 2011, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 07/2011, Sep.
• Martin Schneider & Gerhard Fenz, 2011, "Transmission of business cycle shocks between the US and the euro area," Applied Economics, Taylor & Francis Journals, volume 43, issue 21, pages 2777-2793, DOI: 10.1080/00036840903373311.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 6, pages 583-619, DOI: 10.1080/07474938.2011.586614.
• A. Nazif Çatik & Mehmet Karaçuka, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 2, pages 275-293, April, DOI: 10.3846/16111699.2011.620135.
• Don Harding & Adrian Pagan, 2011, "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 86-95, January, DOI: 10.1198/jbes.2009.08005.
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011, "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 455-467, October, DOI: 10.1198/jbes.2011.10042.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-003/4, Jan.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-123/4, Aug.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.
• Pfajfar, D. & Zakelj, B., 2011, "Inflation Expectations and Monetary Policy Design : Evidence from the Laboratory (Replaces CentER DP 2009-007)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-091.
• Pfajfar, D. & Zakelj, B., 2011, "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Replaced by CentER DP 2012-072)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-053.
• Lutz Kilian & Clara Vega, 2011, "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 660-671, May.
• K. Vela Velupillai, 2011, "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1112.
• Saed Khalil & Stephen Kinsella, 2011, "Bad banks choking good banks: simulating balance sheet contagion," Working Papers, Geary Institute, University College Dublin, number 201126, Oct.
• Stephen Kinsella, 2011, "Words to the Wise: Stock Flow Consistent Modeling of Financial Instability," Working Papers, Geary Institute, University College Dublin, number 201130, Nov.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-03.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011, "Evaluating Macroeconomic Forecasts: A 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 2011-11.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-15.
• 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," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-16.
• Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-24.
• Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
• Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011, "Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 43-60.
• Jan-Christoph Rülke, 2011, "Do private sector forecasters desire to deviate from the German council of economic experts?," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 11-04, Jun.
• Jan-Christoph Rülke, 2011, "Are central bank projections rational?," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 11-05, Aug.
• Josip Tica, 2011, "Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi," EFZG Occasional Publications (Department of Macroeconomics), Faculty of Economics and Business, University of Zagreb, chapter 11, "Zbornik radova: Kriza: Preobrazba ili propast? (ur. Obadić, Alka; Šimurina, Jurica; Tica, Josip, izdavač: Ekonomski fakultet Zagreb)".
• Josip Tica, 2011, "Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1105, Nov.
• Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011, "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 35/2011.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,13.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,14.
• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,35.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011, "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2011-10.
• Hess, Dieter & Orbe, Sebastian, 2011, "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-13.
• Ludwig, Björn, 2011, "Warum der Baseler Ausschluss für Bankenaufsicht mit seinem antizyklischen Kapitalpuffer falsch liegt," CIW Discussion Papers, University of Münster, Center for Interdisciplinary Economics (CIW), number 7/2011.
• Catik, A. Nazif & Karaçuka, Mehmet, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 20.
• Chang, Chia-ling & Chen, Shu-heng, 2011, "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-25.
• Falch, Nina Skrove & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2011-6.
• Skrove Falch, Nina & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 5, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2011-.
• Roos, Michael W.M. & Schmidt, Ulrich, 2011, "The importance of time series extrapolation for macroeconomic expectations," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1723.
• Keesookpuna, Chutipong & Mitomob, Hitoshi, 2011, "Cloud computing and prospective business and economic impacts in developing country: A case study of Thailand," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues, International Telecommunications Society (ITS), number 52181.
• Drechsel, Katja & Scheufele, Rolf, 2011, "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2011.
• van Deuverden, Kristina & Scheufele, Rolf, 2011, "Mittelfristprojektion des IWH: Wirtschaftsentwicklung und Staatsfinanzen – Eine Vorausschau der Jahre 2011 bis 2015," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 17, issue 1, pages 33-49.
• Arbeitskreis Konjunktur des IWH & Kiel Economics, 2011, "Konjunktur aktuell: Aufschwung in Deutschland setzt sich kraftvoll fort," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 17, issue 3, pages 96-120.
• Arbeitskreis Konjunktur des IWH & Kiel Economics, 2011, "Konjunktur aktuell: Schulden- und Vertrauenskrise bringt Rezessionsgefahr nach Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 17, issue 9, pages 298-328.
• Bredemeier, Christian & Goecke, Henry, 2011, "Sticky Prices vs. Sticky Information – A Cross-Country Study of Inflation Dynamics," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 255.
• Kitlinski, Tobias & Schmidt, Torsten, 2011, "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 301.
• Wolters, Maik H., 2011, "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48723.

2010

• Balázs Krusper & Gábor Pellényi, 2010, "Impacts of fiscal adjustments in Western European countries on the Hungarian economy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 5, issue 4, pages 17-23, December.
• Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
• National Bank of Belgium, 2010, "Economic projections for Belgium – Autumn 2010," Economic Review, National Bank of Belgium, issue iii, pages 7-20, December.
• National Bank of Belgium, 2010, "Economic projections for Belgium – Spring 2010," Economic Review, National Bank of Belgium, issue i, pages 7-25, June.
• V. Baugnet & D. Dury, 2010, "Energy markets and the macroeconomy," Economic Review, National Bank of Belgium, issue ii, pages 61-82, September.
• Kishor N. Kundan, 2010, "The Superiority of Greenbook Forecasts and the Role of Recessions," NBP Working Papers, Narodowy Bank Polski, number 74.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010, "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Crime: Lessons For and From Latin America".
• Masaya Sakuragawa & Kaoru Hosono, 2010, "Fiscal Sustainability in Japan," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Policy and Crisis".
• Ruediger Bachmann & Steffen Elstner & Eric R. Sims, 2010, "Uncertainty and Economic Activity: Evidence from Business Survey Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 16143, Jun.
• Jordi Galí, 2010, "Are Central Banks' Projections Meaningful?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16384, Sep.
• Menzie D. Chinn & Kavan J. Kucko, 2010, "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16398, Sep.
• Vasco M. Carvalho & Xavier Gabaix, 2010, "The Great Diversification and its Undoing," NBER Working Papers, National Bureau of Economic Research, Inc, number 16424, Sep.
• Vítor Castro & Ricardo M. Sousa, 2010, "How Do Central Banks React to Wealth Composition and Asset Prices?," NIPE Working Papers, NIPE - Universidade do Minho, number 26/2010.
• Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010, "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers, NIPE - Universidade do Minho, number 29/2010.
• Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010, "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers, NIPE - Universidade do Minho, number 31/2010.
• Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010, "A Floating versus managed exchange rate regime in a DSGE model of India," Working Papers, National Institute of Public Finance and Policy, number 10/70, Apr.
• Levine, Paul, 2010, "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers, National Institute of Public Finance and Policy, number 10/72, Jul.
• C. Minodier, 2010, "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-01.
• Yvan Guillemette, 2010, "A Simulation Model of Federal, Provincial and Territorial Government Accounts for the Analysis of Fiscal-Consolidation Strategies in Canada," OECD Economics Department Working Papers, OECD Publishing, number 800, Aug, DOI: 10.1787/5km7pf8xkvxs-en.
• Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010, "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 1, pages 1-22, DOI: 10.1787/jbcma-2010-5kmmsxgf2qbs.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010, "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, volume 56, issue 2, pages 192-220, June.