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

2010

• François Lescaroux, 2010, "The petroleum market: The ongoing oil price “shock” and the next “counter-shock”," International Economics, CEPII research center, issue 121, pages 99-130.
• Jan Filacek & Branislav Saxa, 2010, "Central Bank Forecasts as a Coordination Device," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/13, Dec.
• Filip Novotny & Marie Rakova, 2010, "Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/14, Dec.
• Herman Kamil & Jos� David Pulido & Jos� Luis Torres, 2010, "El IMACO": un �ndice mensual l�der de la actividad econ�mica en Colombia"," Borradores de Economia, Banco de la Republica, number 7129, Jun.
• Eliana Gonz�lez & Munir Jalil & Jose Vicente Romero Chamorro, 2010, "Inflaci�n y expectativas de inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 7307, Aug.
• Andrés Vélez, 2010, "valoracion de las quality options en los futuros de TES," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010, "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• María Rosa Álvarez Castrillón & Andr�s Ram�rez Hassan & Alejandro Rend�n Barrera, 2010, "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT.
• George Verikios & James McCaw & Jodie McVernon & Anthony Harris, 2010, "H1N1 influenza in Australia and its macroeconomic effects," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-212, Dec.
• Peter Broer & Jürgen Antony, 2010, "Linkages between the Financial and the Real Sector of the Economy: A Literature Survey," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 216, Dec.
• Minford, Patrick & Fan, Jingwen, 2010, "Can the Fiscal Theory of the price level explain UK inflation in the 1970s?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7630, Jan.
• Marcellino, Massimiliano & Musso, Alberto, 2010, "The Reliability of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7716, Feb.
• Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010, "Measuring Output Gap Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7742, Mar.
• Marcellino, Massimiliano & Musso, Alberto, 2010, "The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7763, Mar.
• Wieland, Volker & Wolters, Maik, 2010, "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7870, Jun.
• Muellbauer, John & Aron, Janine, 2010, "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7877, Jun.
• Altug, Sumru & Bildirici, Melike, 2010, "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7968, Aug.
• Galí, Jordi, 2010, "Are Central Banks' Projections Meaningful?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8027, Sep.
• Gabaix, Xavier & Carvalho, Vasco, 2010, "The Great Diversification and its Undoing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8044, Oct.
• Mario Coccia, 2010, "Positive and negative stress in business cycle behaviour," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201001, Jun.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745, Jan.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745R, Jan, revised Nov 2011.
• Igor Vetlov & Ricardo Mourinho Felix & Laure Frey & Tibor Hledik & Zoltan Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010, "The Implementation of Scenarios using DSGE Models," Working Papers, Central Bank of Cyprus, number 2010-10, Dec.
• Dorothea Lucke, 2010, "Deutsche Industrie kommt mit Schwung aus der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 47, pages 13-20.
• Boriss Siliverstovs & Konstantin A. Kholodilin, 2010, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 970.
• Sylvain Prado, 2010, "A Family Hitch : Econometrics of the New and the Used Car Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-4.
• Paul Levine, 2010, "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21853, Jan.
• Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010, "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21992, Jan.
• Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 2010, "Supply Side Interventions and Redistribution," Economic Journal, Royal Economic Society, volume 120, issue 543, pages 105-130, March.
• Koop, Gary & Korobilis, Dimitris, 2010, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-113.
• Rasmus Kattai, 2010, "Credit risk model for the Estonian banking sector," Bank of Estonia Working Papers, Bank of Estonia, number wp2010-01, Feb, revised 04 Feb 2010.
• Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010, "A new algorithm for solving dynamic stochastic macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 3, pages 388-403, March.
• Mansor H. Ibrahim, 2010, "An Empirical Analysis of Real Activity and Stock Returns in an Emerging Market," Economic Analysis and Policy, Elsevier, volume 40, issue 2, pages 263-271, September.
• Barnett, William A. & He, Susan, 2010, "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, volume 27, issue 6, pages 1345-1354, November.
• Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010, "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, volume 108, issue 1, pages 28-32, July.
• Clements, Michael P., 2010, "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, volume 54, issue 4, pages 536-549, May.
• Guse, Eran A., 2010, "Heterogeneous expectations, adaptive learning, and evolutionary dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 74, issue 1-2, pages 42-57, May.
• Blair, Andrew R. & Mandelker, Gershon N. & Saaty, Thomas L. & Whitaker, Rozann, 2010, "Forecasting the resurgence of the U.S. economy in 2010: An expert judgment approach," Socio-Economic Planning Sciences, Elsevier, volume 44, issue 3, pages 114-121, September.
• E. M. Bentour & W. A. Razzak, 2010, "Real Interest Rates, Bubbles and Monetary Policy in the GCC countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_03, Jan.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-10, Apr.
• Don Harding, 2010, "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-25, Sep.
• Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010, "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-34, Dec.
• Guillermo Benavides, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 2, pages 1-27.
• Oguz Kaynar & Serkan Tastan & Ferhan Demirkoparan, 2010, "Ham Petrol Fiyatlarinin Yapay Sinir Aglari ile Tahmini," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 559-573.
• Ritschl, Albrecht & Salferaz, Samad, 2010, "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28726.
• Cassou, Steven P. & Vázquez Pérez, Jesús, 2010, "New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Apr.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2010, "Second-Order Approximation of Dynamic Models with Time-Varying Risk," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1021, revised Dec 2010.
• Bentancor, Andrea & Pincheira, Pablo, 2010, "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 305, pages 129-154, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2010, "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 275-312, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010, "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-19, Mar.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Are Forecast Updates Progressive?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-24, Apr.
• Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010, "Combining Non-Replicable Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-44, Jul.
• Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-56, Sep.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010, "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-74, Dec.
• Tausch, Arno, 2010, "Paul Boccara's analysis of global capitalism. the return of the Bourbons, and the breakdown of the Brussels / Paris neo-liberal consensus," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 12, pages 105-147, Fall.
• Paul Levine, 2010, "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers, eSocialSciences, number id:2761, Aug.
• Pami Dua & Anirvan Banerji, 2010, "A Leading Index for the Indian Economy," Working Papers, eSocialSciences, number id:2935, Oct.
• Lars Jonung & Staffan Linden, 2010, "The forecasting horizon of inflationary expectations and perceptions in the EU – Is it really 12 months?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 435, Dec.
• Massimiliano Marcellino & Alberto Musso, 2010, "the Reliability of Real Time Estimates of the EURO Area Output Gap," Economics Working Papers, European University Institute, number ECO2010/06.
• Xuanhua Xu & Bin Pan, 2010, "Capital Liquidity and Residents’ Consumption Decision: An Asymmetry Analysis of Economic Prosperity," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 4, pages 622-639, December.
• Francesco D’Amuri & Juri Marcucci, 2010, "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers, Fondazione Eni Enrico Mattei, number 2010.31, Mar.
• Robert J. Tetlow, 2010, "Real-time model uncertainty in the United States: 'Robust' policies put to the test," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-15.
• Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010, "Input and output inventories in general equilibrium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1004.
• Ellen E. Meade & Daniel L. Thornton, 2010, "The Phillips curve and US monetary policy: what the FOMC transcripts tell us," Working Papers, Federal Reserve Bank of St. Louis, number 2010-017, DOI: 10.20955/wp.2010.017.
• S. Boragan Aruoba & Francis X. Diebold, 2010, "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers, Federal Reserve Bank of Philadelphia, number 10-5.
• Vitor Castro & Ricardo M. Sousa, 2010, "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-19, Sep.
• Ullrich Heilemann & Herman O. Stekler, 2010, "Has the Accuracy of German Macroeconomic Forecasts Improved?," Working Papers, The George Washington University, The Center for Economic Research, number 2010-001, Feb, revised Feb 2012.
• William D. Larson, 2010, "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers, The George Washington University, The Center for Economic Research, number 2010-004, Dec, revised Feb 2011.
• Byron Ganges, 2010, "Alternative Policies for US Economic Recovery," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2010-02, Feb.
• F. Gerard Adams & Byron Ganges, 2010, "Why Hasn’t the US Economic Stimulus Been More Effective? The Debate on Tax and Expenditure Multipliers," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2010-10, Jul.
• Byron Gangnes, 2010, "The Employment Effects of Fiscal Policy: How Costly are ARRA Jobs?," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2010-16, Dec.
• Peter Fuleky & Carl Bonham, 2010, "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2010-17R1, Dec, revised Jul 2013.
• Byron Gangnes, 2010, "Alternative Policies for US Economic Recovery," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201002, Feb.
• F. Gerard Adams & Byron Gangnes, 2010, "Why Hasn’t the US Economic Stimulus Been More Effective? The Debate on Tax and Expenditure Multipliers," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201010, Jul.
• F. Gerard Adams & Byron Gangnes, 2010, "The Employment Effects of Fiscal Policy: How Costly Are ARRA Jobs?," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201026, Dec.
• Giacomo Carboni & Martin Ellison, 2010, "Inflation and output volatility under asymmetric incomplete information," Post-Print, HAL, number hal-00753043, Nov, DOI: 10.1016/j.jedc.2010.08.003.
• Jihène Bousrih, 2010, "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print, HAL, number halshs-00460136, Jan.
• Jihène Bousrih, 2010, "Degree of openess and inflation targeting policy : model of small open economy," Post-Print, HAL, number halshs-00496405, Jun.
• Sylvain Prado, 2010, "A Family Hitch: Econometrics of the New and the Used Car Markets," Working Papers, HAL, number hal-04140927.
• Ulrich Fritsche & Ullrich Heilemann, 2010, "Too Many Cooks? The German Joint Diagnosis and Its Production," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201001, Jan.
• Durevall, Dick & Loening, Josef L. & Birru, Yohannes A., 2010, "Inflation Dynamics and Food Prices in Ethiopia," Working Papers in Economics, University of Gothenburg, Department of Economics, number 478, Dec, revised 03 Jun 2013.
• Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010, "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 247, Sep.
• Lundholm, Michael, 2010, "Are Inflation Forecasts from Major Swedish Forecasters Biased?," Research Papers in Economics, Stockholm University, Department of Economics, number 2010:10, Jun.
• Lundholm, Michael, 2010, "Sveriges Riksbank's Inflation Interval Forecasts 1999-2005," Research Papers in Economics, Stockholm University, Department of Economics, number 2010:11, Jun.
• Michael Bordo & Ali Dib & Lawrence Schembri, 2010, "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 51-99, September.
• Carlos Garcia & Pablo Gonzalez & Antonio Moncado, 2010, "Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv262, Dec.
• Mr. Paul L Levine & Emanuela Lotti & Nicoletta Batini & Young-Bae Kim, 2010, "Informal Labour and Credit Markets: A Survey," IMF Working Papers, International Monetary Fund, number 2010/042, Feb.
• Bousrih Jihene, 2010, "Degree of Openness and Inflation Targeting Policy: Model of a Small Open Economy," Working Papers, International Network for Economic Research - INFER, number 2010.2.
• Oliver Hossfeld, 2010, "US Money Demand, Monetary Overhang, and Inflation," Working Papers, International Network for Economic Research - INFER, number 2010.4.
• Kajal Lahiri & Xuguang Sheng, 2010, "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 514-538, DOI: 10.1002/jae.1167.
• Kirstin Hubrich & Kenneth D. West, 2010, "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 574-594, DOI: 10.1002/jae.1176.
• Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010, "Combining forecast densities from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 621-634, DOI: 10.1002/jae.1162.
• Pablo A. Guerron-Quintana, 2010, "What you match does matter: the effects of data on DSGE estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 5, pages 774-804, DOI: 10.1002/jae.1106.
• Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010, "Practice and prospects of medium-term economic forecasting," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2010-12, Aug.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010, "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 109-131, DOI: 10.1002/for.1142.
• Christian Kascha & Francesco Ravazzolo, 2010, "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 231-250, DOI: 10.1002/for.1147.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010, "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 1-10, February, DOI: 10.1007/s11294-009-9247-2.
• Asuncion Beamonte & Pilar Gargallo & Manuel Salvador, 2010, "Analysis of housing price by means of STAR models with neighbourhood effects: a Bayesian approach," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 227-240, June, DOI: 10.1007/s10109-010-0115-7.
• Rangan Gupta & Sonali Das, 2010, "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 3, pages 294-319, October, DOI: 10.1007/s11146-008-9163-x.
• Sang Hoon Kang & Seong-Min Yoon, 2010, "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, volume 26, pages 431-451.
• Sumru Altug & Melike Bildirici, 2010, "Business Cycles around the Globe: A Regime Switching Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1009, Mar.
• Konstantin Kholodilin & Boriss Siliverstovs, 2010, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-251, Jan, DOI: 10.3929/ethz-a-005975867.
• Michael Graff & Jan-Egbert Sturm, 2010, "The information content of capacity utilisation rates for output gap estimates," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-269, Nov, DOI: 10.3929/ethz-a-010703548.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 714, Aug.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers, Kyoto University, Institute of Economic Research, number 720, Aug.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers, Kyoto University, Institute of Economic Research, number 722, Sep.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 744, Dec.
• Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010, "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 8, Aug.

2009

• Nikolaos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 55, issue 2, pages 107-120.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
• Luis J. Álvarez & Samuel Hurtado & Isabel Sánchez & Carlos Thomas, 2009, "The impact of oil price changes on Spanish and euro area consumer price inflation," Occasional Papers, Banco de España, number 0904, Oct.
• Andrea Nobili, 2009, "Composite indicators for monetary analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 713, May.
• Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009, "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers, Banco de México, number 2009-05, Jul.
• Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009, "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers, Banco de México, number 2009-14, Nov.
• Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009, "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 417-427.
• Capistrán, Carlos & Timmermann, Allan, 2009, "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 428-440.
• Faust, Jon & Wright, Jonathan H., 2009, "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 468-479.
• Claire C l rier, 2009, "Forecasting inflation in France," Working papers, Banque de France, number 262.
• Vladimir Borgy & Laurent Clerc & Jean-Paul Renne, 2009, "Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?," Working papers, Banque de France, number 263.
• Claudio Borio & Mathias Drehmann, 2009, "Assessing the risk of banking crises - revisited," BIS Quarterly Review, Bank for International Settlements, March.
• Emi Nakamura, 2009, "Deconstructing The Success Of Real Business Cycles," Economic Inquiry, Western Economic Association International, volume 47, issue 4, pages 739-753, October, DOI: 10.1111/j.1465-7295.2008.00141.x.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 683-713, October, DOI: 10.1111/j.1468-0084.2009.00557.x.
• Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009, "Does forecast combination improve Norges Bank inflation forecasts?," Working Paper, Norges Bank, number 2009/01, Jan.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009, "Combining VAR and DSGE forecast densities," Working Paper, Norges Bank, number 2009/23, Nov.
• Nikos G. Zonzilos & Zacharias G. Bragoudakis & Georgia I. Pavlou, 2009, "An analysis of the reliability of first (flash) quarterly national account data releases for Greece," Economic Bulletin, Bank of Greece, issue 32, pages 39-51, May.
• Eyal Argov, 2009, "The Choice of a Foreign Price Measure in a Bayesian Estimated New-Keynesian Model for Israel," Bank of Israel Working Papers, Bank of Israel, number 2009.04, Jun.
• Akira Otani & Shigenori Shiratsuka & Ryoko Tsurui & Takeshi Yamada, 2009, "Macro Stress-Testing on the Loan Portfolio of Japanese Banks," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-1, Mar.
• Ha-Hyun Jo & Sun-Oong Hwang, 2009, "Forecasting Economic Variables Using Disaggregated Data for Consumer Expectations: A Comparison of Forecast Combination Methods (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 1, pages 1-38, March.
• David R.F. Love, 2009, "Accuracy of Deterministic Extended-Path Solution Methods for Dynamic Stochastic Optimization Problems in Macroeconomics," Working Papers, Brock University, Department of Economics, number 0907, Nov.
• David R.F. Love, 2009, "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers, Brock University, Department of Economics, number 0908, Nov.
• Stéphane Sorbe, 2009, "Un modèle de prix de l'immobilier pour estimer l'ampleur de la bulle américaine," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 173-187.
• D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009, "Macroeconomic Forecasting and Structural Change," Research Technical Papers, Central Bank of Ireland, number 8/RT/09, Oct.
• Oscar Jorda & Travis Berge, 2009, "The Classification of Economic Activity into Expansions and Recessions," Working Papers, University of California, Davis, Department of Economics, number 308, Nov.
• Fan, Jingwen & Minford, Patrick, 2009, "Can the Fiscal Theory of the price level explain UK inflation in the 1970s?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/26, Nov, revised Mar 2011.
• Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009, "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0022, Apr.
• Klaus Abberger & Wolfgang Nierhaus & Shynar Shaikh, 2009, "Findings of the Signal Approach for Financial Monitoring in Kazakhstan," CESifo Working Paper Series, CESifo, number 2774.
• Gerit Vogt, 2009, "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007, "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Karrar Hussain, 2009, "Monetary Policy Channels of Pakistan and Their Impact on Real GDP and Inflation," CID Working Papers, Center for International Development at Harvard University, number 41, Oct.
• Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009, "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
• Pietro Bonaldi & Andr�s Gonz�lez & Juan David Prada & Diego A. Rodr�guez, 2009, "M�todo num�rico para la calibraci�n de un modelo DSGE," Borradores de Economia, Banco de la Republica, number 5265, Jan.
• Carlos Esteban Posada & Jorge Andr�s Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica, number 5388, Mar.
• Dora Elena Jiménez Giraldo & Bernardo Alberto Zapata Bonett, 2009, "Modelo de Equilibrio General Dinámico para una Pequena Economía Abierta," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8002, Nov.
• Ignacio Velez-Pareja, 2009, "Metodos de pronostico," Proyecciones Financieras y Valoración, Master Consultores, number 5675, Jun.
• Peter B. Dixon & Maureen T. Rimmer, 2009, "Forecasting with a CGE model: does it work?," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-197, May.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7197, Mar.
• Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009, "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7206, Mar.
• Kilian, Lutz & Vigfusson, Robert J., 2009, "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7284, Apr.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7445, Sep.
• Den Haan, Wouter & Cai, Xiaoming, 2009, "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7508, Oct.
• Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009, "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7542, Nov.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7546, Nov.
• Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009, "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7585, Dec.
• Ritschl, Albrecht & Sarferaz, Samad, 2009, "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7610, Dec.
• Dikaios Tserkezos, 2009, "Evaluation of the Diachronic Performance of the OECD Macroeconomic Forecasts for Greece," Working Papers, University of Crete, Department of Economics, number 0902, Mar.
• Mario Coccia, 2009, "Forecast horizon of 5th – 6th – 7th long wave and short-period of contraction in economic cycles," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200904, Dec.
• Mario Coccia, 2009, "Possible technological determinants and primary energy resources of future long waves," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200905, Dec.
• Mario Coccia, 2009, "Business cycles and the scale of economic shock," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200906, Dec.
• Luca Colombo & Gerd Weinrich, 2009, "Persistent disequilibrium dynamics and economic policy," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0086, Mar.
• Quante, R. & Meyr, H. & Fleischmann, M., 2009, "Revenue management and demand fulfillment: matching applications, models, and software," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36060.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 25, pages 402-408.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Sommerpause bei der Arbeitslosigkeit: Google-gestützte Prognose signalisiert Entspannung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 33, pages 561-566.
• Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009, "Regionale Konjunkturunterschiede kein Hinderungsgrund für Geldpolitik im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 46, pages 806-809.
• Dorothea Lucke, 2009, "Talsohle durchschritten: Nachfrage nach Industriegütern legt wieder zu," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 49, pages 861-868.
• Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009, "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 859.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 899.
• Nikos Askitas & Klaus F. Zimmermann, 2009, "A Summer Break for the Unemployment Rate: Google-Assisted Forecasting Signals Easing," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 25, pages 176-181.
• Georg Erber & Ulrich Fritsche, 2009, "Productivity Growth in Germany: No Sustainable Economic Recovery in Sight," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 3, pages 19-25.
• Sujata Kar, 2009, "Statistical Tools as Measures of Core Inflation for India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 225-245.
• Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009, "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers, Duke University, Department of Economics, number 09-09.
• Hwee Kwan Chow & Keen Meng Choy, 2009, "Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22074, Jan.
• Kalina Dimitrova, 2009, "Директен И Индиректен Подход За Прогнозиране На Инфлацията В България," Working paper series, Agency for Economic Analysis and Forecasting, number 12009bg.
• Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009, "Macroeconomic Forecasting and Structural Change," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_020.
• Lucia Alessi & Carsten Detken, 2009, "Global liquidity as an early warning indicator for asset price boom/bust cycles," Research Bulletin, European Central Bank, volume 8, pages 7-9.
• Pagano, Patrizio & Pisani, Massimiliano, 2009, "Risk-adjusted forecasts of oil prices," Working Paper Series, European Central Bank, number 999, Jan.