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

• 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.
• 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, IZA Network @ LISER, 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.
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• 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 the predictability of stock market cycles: the beh," 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
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• Ayala, Alfonso, 2011, "Un modelo de predicción de crisis financieras en los mercados emergentes: 1970 – 2009
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• 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
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• 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.