Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Nowcasting

2007

• Ramaprasad Bhar & Biljana Nikolova, 2007, "Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 369-381.
• Caraiani, Petre, 2007, "An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 76-86, June.
• Raffaele Passaro, 2007, "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, volume 97, issue 6, pages 81-112, November-.
• Fiorella Triscritti, 2007, "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers, European University Institute, number 2007/11, Mar.
• Eric Schaling & Guangling Dave Liu & Rangan Gupta, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 051, Jul.
• Pami Dua & Anirvan Banerji, 2007, "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 3, pages 249-265, July, DOI: 10.1177/097380100700100301.
• Peter J. Klenow & Oleksiy Kryvtsov, 2007, "State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-007, Jul.
• Rolando Pelàez, 2007, "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, volume 32, issue 1, pages 239-246, April, DOI: 10.1007/s00181-006-0083-4.
• Roberto Dell’Anno & Miguel Gómez-Antonio & Angel Alañon-Pardo, 2007, "The shadow economy in three Mediterranean countries: France, Spain and Greece. A MIMIC approach," Empirical Economics, Springer, volume 33, issue 1, pages 197-197, July, DOI: 10.1007/s00181-007-0138-1.
• Roberto Dell’Anno & Miguel Gómez-Antonio & Angel Pardo, 2007, "The shadow economy in three Mediterranean countries: France, Spain and Greece. A MIMIC approach," Empirical Economics, Springer, volume 33, issue 1, pages 51-84, July, DOI: 10.1007/s00181-006-0084-3.
• Hiroyuki Nakata, 2007, "A Model of Financial Markets with Endogenously Correlated Rational Beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 431-452, March, DOI: 10.1007/s00199-005-0068-0.
• Erling Røed Larsen & Steffen Weum, 2007, "Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market," Discussion Papers, Statistics Norway, Research Department, number 506, Jun.
• Paul Levine & Joseph Pearlman, 2007, "Robust Monetary Rules under Unstructured and Structured Model Uncertainty," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0707, Oct.
• Nicoletta Batini & Paul Levine & Joseph Pearlman, 2007, "Monetary Rules in Emerging Economies with Financial Market Imperfections," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0807, Oct.
• Paul Levine & Joseph Pearlman & Richard Pierse, 2007, "Monetary Policy Coordination Revisited in a Two-Bloc DSGE Model," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0907, Oct.
• Paul Levine & Joseph Pearlman & Bo Yang, 2007, "The Credibility Problem Revisited: Thirty Years on from Kydland and Prescott," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1807, Nov.
• Melisso Boschi & Alessandro Girardi, 2007, "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 1, pages 9-24, DOI: 10.1080/09603100600592828.
• Bernd Meyer & Christian Lutz & Peter Schnur & Gerd Zika, 2007, "National Economic Policy Simulations with Global Interdependencies: A Sensitivity Analysis for Germany," Economic Systems Research, Taylor & Francis Journals, volume 19, issue 1, pages 37-55, DOI: 10.1080/09535310601164765.
• John Aldrich & Anna Staszewska, 2007, "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 14, issue 2, pages 143-166, DOI: 10.1080/13501780701394060.
• Jordi Galí, 2007, "Constant interest rate projections without the curse of indeterminacy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1057, Aug, revised Feb 2008.
• Hiroyuki NAKATA, 2007, "Communication, correlation of beliefs and asset price fluctuations," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 443-469.
• Mehrotra, Aaron & Rautava, Jouko, 2007, "Do sentiment indicators help to assess and predict actual developments of the Chinese economy?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2007.
• Jokivuolle, Esa & Kilponen, Juha & Kuusi, Tero, 2007, "GDP at risk in a DSGE model: an application to banking sector stress testing," Bank of Finland Research Discussion Papers, Bank of Finland, number 26/2007.
• Scharnagl, Michael & Schumacher, Christian, 2007, "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,09.
• Weber, Anke, 2007, "Heterogeneous expectations, learning and European inflation dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,16.
• Knüppel, Malte & Tödter, Karl-Heinz, 2007, "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,25.
• Marcellino, Massimiliano & Schumacher, Christian, 2007, "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,34.
• Hogrefe, Jens, 2007, "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-12.
• Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007, "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-058.

2006

• Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006, "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 78.
• Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006, "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series, Economics, The University of Manchester, number 0631.
• Clark, Todd E. & McCracken, Michael W., 2006, "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1127-1148, August, DOI: 10.1353/mcb.2006.0068.
• Don Harding & Adrian Pagan, 2006, "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 963.
• Robert Dixon & David Shepherd, 2006, "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series, The University of Melbourne, number 968.
• National Bank of Belgium, 2006, "Economic projections for Belgium – Autumn 2006," Economic Review, National Bank of Belgium, issue iii, pages 7-15, December.
• National Bank of Belgium, 2006, "Economic projections for Belgium – Spring 2006," Economic Review, National Bank of Belgium, issue i, pages 7-26, June.
• Christophe Van Nieuwenhuyze, 2006, "A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts," Working Paper Research, National Bank of Belgium, number 80, Mar.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0332, Dec.
• James H. Stock & Mark W. Watson, 2006, "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12324, Jun.
• Julio J. Rotemberg, 2006, "Cyclical Wages in a Search-and-Bargaining Model with Large Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 12415, Aug.
• Patrick J. Kehoe, 2006, "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12575, Oct.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12772, Dec.
• G. Biau & O. Biau & L. Rouviere, 2006, "Nonparametric Forecasting of the Manufacturing Output Growth with Firm-level Survey Data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2006-06.
• Roland Meeks, 2006, "Credit Shocks and Cycles: a Bayesian Calibration Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W11, Aug.
• Khoon Lek Goh & Daniel Lawrence, 2006, "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series, New Zealand Treasury, number 06/10, Jul.
• Peter Hoeller & Claude Giorno, 2006, "Nothing Ventured, Nothing Gained: The Long-Run Fiscal Reward of Structural Reforms," OECD Economics Department Working Papers, OECD Publishing, number 493, Jun, DOI: 10.1787/658801348663.
• Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
• Nigel Pain & Isabell Koske & Marte Sollie, 2006, "Globalisation and Inflation in the OECD Economies," OECD Economics Department Working Papers, OECD Publishing, number 524, Nov, DOI: 10.1787/377011785643.
• Pelinescu Elena, 2006, "Modelarea inflaţiei în România," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Madhavi Bokil & Axel Schimmelpfennig, 2006, "Three Attempts at Inflation Forecasting in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 3, pages 341-368.
• Everts, Martin, 2006, "Sectoral and Industrial Business Cycles," MPRA Paper, University Library of Munich, Germany, number 1176, Jun.
• Everts, Martin, 2006, "Duration of Business Cycles," MPRA Paper, University Library of Munich, Germany, number 1219, Apr.
• Mendoza Lugo, Omar & Pedauga, Luis Enrique, 2006, "Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela
  [Exchange rate pass-through on prices of goods and services in Venezuela]," MPRA Paper, University Library of Munich, Germany, number 14874, Dec.
• Ghent, Andra, 2006, "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper, University Library of Munich, Germany, number 180, Aug.
• dong, congcong, 2006, "世界经济长波导论:对危机与萧条的研究及预测
  [An Introduction to World Economic Long Wave-Crises and Depressions: From Study to Anticipation]," MPRA Paper, University Library of Munich, Germany, number 2106, Feb, revised 01 Mar 2006.
• Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006, "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper, University Library of Munich, Germany, number 22065.
• Kitov, Ivan, 2006, "The Japanese economy," MPRA Paper, University Library of Munich, Germany, number 2737.
• Foresti, Pasquale, 2006, "Testing for Granger causality between stock prices and economic growth," MPRA Paper, University Library of Munich, Germany, number 2962, revised 2007.
• Barnett, William A. & Duzhak, Evgeniya, 2006, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 402, Oct.
• Odia Ndongo, Yves Francis, 2006, "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper, University Library of Munich, Germany, number 552, Oct.
• He, Yijun & Barnett, William A., 2006, "Existence of bifurcation in macroeconomic dynamics: Grandmont was right," MPRA Paper, University Library of Munich, Germany, number 756, Nov.
• Vitek, Francis, 2006, "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 797, Mar.
• Vitek, Francis, 2006, "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 801, Jun.
• Ahec Šonje, Amina & Katarina, Bacic, 2006, "A composite leading indicator for a small transition economy: the case of Croatia," MPRA Paper, University Library of Munich, Germany, number 83135, Feb, revised Apr 2006.
• Mulraine, Millan L. B., 2006, "Real Exchange Rate Dynamics With Endogenous Distribution Costs," MPRA Paper, University Library of Munich, Germany, number 9, Sep.
• Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
• Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
• Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
• Mejra Festić, 2006, "Procyclicality of Financial and Real Sector in Transition Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 4, pages 315-349, DOI: 10.18267/j.pep.291.
• Carlo Altavilla & Matteo Ciccarelli, 2006, "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2006, Apr.
• Wilfredo Toledo, 2006, "Avances tecnologicos y las fluctuaciones economicas: evidencia del sector de la manufactura de Puerto Rico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 3, issue 1, pages 35-61, Julio-Dic.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006, "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers, Banco Central de Reserva del Perú, number 2006-004, Jun.
• Keiichiro Kobayashi & Masaru Inaba, 2006, "Business cycle accounting for the Japanese economy," 2006 Meeting Papers, Society for Economic Dynamics, number 313.
• Kevin J. Lansing, 2006, "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers, Society for Economic Dynamics, number 758.
• Mario Gómez & Ivonne Dalila Gómez, 2006, "Correlación de la producción cíclica manufacturera de México y EUA comprobada con el análisis espectral," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 51-75.
• Alessio D’Ignazio & Emanuele Giovannetti, 2006, "Antitrust Analysis for the Internet Upstream Market: a BGP Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 037, Apr.
• Liam Graham & Stephen Wright, 2006, "Inspecting the noisy mechanism: the stochastic growth model with partial information," Computing in Economics and Finance 2006, Society for Computational Economics, number 207, Jul.
• Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2006, "Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 215, Jul.
• Oscar Mauricio Valencia, 2006, "Fiscal Policy and Microstructure of Treasury Bonds," Computing in Economics and Finance 2006, Society for Computational Economics, number 328, Jul.
• M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006, "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006, Society for Computational Economics, number 386, Jul.
• Paul Levine & Peter McAdam & Joseph Pearlman, 2006, "Welfare Gains from Monetary Commitment in a Model of the Euro-Area," Computing in Economics and Finance 2006, Society for Computational Economics, number 403, Jul.
• Paul Levine & Joseph Pearlman & Richard Pierse, 2006, "Linear-Quadratic Approximation, Efficiency and Target-Implementability," Computing in Economics and Finance 2006, Society for Computational Economics, number 441, Jul.
• Jim Granato & Eran Guse & Sunny Wong, 2006, "Learning From the Expectations of Others," Computing in Economics and Finance 2006, Society for Computational Economics, number 449, Jul.
• Kevin J. Lansing, 2006, "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Computing in Economics and Finance 2006, Society for Computational Economics, number 488, Jul.
• William A. Barnett & Evgeniya A. Duzhak, 2006, "Bifurcation analysis of New Keynesian models," Computing in Economics and Finance 2006, Society for Computational Economics, number 55, Jul.
• Caesar Lack, 2006, "Forecasting Swiss inflation using VAR models," Economic Studies, Swiss National Bank, number 2006-02.
• Subal Khumbhakar, 2006, "Specification and estimation of nonstandard profit functions," Empirical Economics, Springer, volume 31, issue 1, pages 243-260, March, DOI: 10.1007/s00181-005-0043-4.
• Jörg Döpke & Ulrich Fritsche, 2006, "Growth and inflation forecasts for Germany a panel-based assessment of accuracy and efficiency," Empirical Economics, Springer, volume 31, issue 3, pages 777-798, September, DOI: 10.1007/s00181-005-0050-5.
• Subal Kumbhakar, 2006, "Specification and estimation of nonstandard profit functions," Empirical Economics, Springer, volume 31, issue 3, pages 799-799, September, DOI: 10.1007/s00181-006-0054-9.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-101/4, Nov.
• Matti Viren, 2006, "Inflation Expectations and Regime Shifts," Discussion Papers, Aboa Centre for Economics, number 5, Apr.
• Babutsidze, Zakaria, 2006, "(S,s) Pricing: Does the Heterogeneity Wipe Out the Asymmetry on Micro Level?," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-033.
• Anthony Garratt & Donald Robertson & Stephen Wright, 2006, "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 521-542, May, DOI: 10.1002/jae.850.
• Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006, "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 703-725, September, DOI: 10.1002/jae.886.
• Clements, Michael P, 2006, "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 772.
• John Aldrich & Anna Staszewska, 2006, "The experiment in macroeconometrics," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 12, May.
• Curran, Declan & Funke, Michael, 2006, "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 6/2006.
• Knetsch, Thomas A., 2006, "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,12.
• Schumacher, Christian & Breitung, Jörg, 2006, "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,33.
• Ziegler, Christina & Eickmeier, Sandra, 2006, "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,42.
• Ciccarelli, Matteo & Mojon, Benoît, 2006, "Global Inflation," Kiel Working Papers, Kiel Institute for the World Economy, number 1337.
• Döhrn, Roland, 2006, "Improving Business Cycle Forecasts' Accuracy - What Can We Learn from Past Errors?," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 51.
• Osterloh, Steffen, 2006, "Accuracy and properties of German business cycle forecasts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-087.
• Clements, Michael P., , "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers, University of Warwick - Department of Economics, number 269742, DOI: 10.22004/ag.econ.269742.
• Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006, "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-15.
• Márcio Holland, 2006, "Exchange Rate Volatility and the Fear of Floating in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 2, pages 279-292.
• Lukas Vogel & Werner Roeger & Bernhard Herz, 2006, "Optimal Simple Rules for Fiscal Policy in a Monetary Union," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 021, Dec.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006, "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers, Bank of Canada, number 06-14, DOI: 10.34989/swp-2006-14.
• Anna Piretti & Charles St-Arnaud, 2006, "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers, Bank of Canada, number 06-22, DOI: 10.34989/swp-2006-22.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers, Bank of Canada, number 06-4, DOI: 10.34989/swp-2006-4.
• Ian Christensen & Ali Dib, 2006, "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Staff Working Papers, Bank of Canada, number 06-9, DOI: 10.34989/swp-2006-9.
• Laura D´Amato & Lidia Sanz & Juan M. Sotes Paladino (ed.), 2006, "Evaluating Alternative Core Inflation Measures for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 01, ISBN: ARRAY(0x7f220fe8), November.
• Verónica Balzarotti, 2006, "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200606, Dec.
• Anton Nakov, 2006, "Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate," Working Papers, Banco de España, number 0637, Dec.
• Patrizio Pagano & Massimiliano Pisani, 2006, "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 585, Mar.
• Timmermann Allan & Capistrán Carlos, 2006, "Disagreement and Biases in Inflation Expectations," Working Papers, Banco de México, number 2006-07, Jun.
• Timmermann Allan & Capistrán Carlos, 2006, "Forecast Combination with Entry and Exit of Experts," Working Papers, Banco de México, number 2006-08, Sep.
• José Luis Torres, 2006, "Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 365, Feb, DOI: 10.32468/be.365.
• Norberto Rodríguez N. & José Luis Torres T. & Andrés Velasco M., 2006, "La estimación de un indicador de brecha del producto a partir de encuestas y datos reales," Borradores de Economia, Banco de la Republica de Colombia, number 392, Apr, DOI: 10.32468/be.392.
• Jean-Stéphane Mésonnier, 2006, "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers, Banque de France, number 157.
• Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
• Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
• Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006, "Forecasting inflation with an uncertain output gap," Working Paper, Norges Bank, number 2006/02, Mar.
• Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, 2006, "The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model," Bank of England working papers, Bank of England, number 303, Aug.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2006, "Inflation Forecasts and the New Keynesian Phillips Curve," Working Papers, Bank of Greece, number 38, May.
• Alan Cosme Rodrigues da Silva & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Myrian Beatriz Eiras das Neves, 2006, "Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 97-118.
• Granato, J. & Guse, E. & Sunny Wong, M.C., 2006, "Learning from the Expectations of Others," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0605, Feb.
• Bermingham, Colin, 2006, "How Useful is Core Inflation for Forecasting Headline Inflation?," Research Technical Papers, Central Bank of Ireland, number 11/RT/06, Sep.
• D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006, "(Un)Predictability and Macroeconomic Stability," Research Technical Papers, Central Bank of Ireland, number 5/RT/06, Jun.
• Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006, "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/1, Jan.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 382, Dec.
• Andr�s Gonz�lez & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflaci�n y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica, number 2851, Nov.
• Norberto Rodr�guez N & Jos� Luis Torres & Andr�s Velasco M., 2006, "La estimaci�n de un indicador de brecha del producto a partir de encuestas y datos reales," Borradores de Economia, Banco de la Republica, number 3000, Feb.
• Jos� Luis Torres, 2006, "Modelos para la Inflaci�n B�sica de Bienes Transables y No Transables en Colombia," Borradores de Economia, Banco de la Republica, number 3246, Jan.
• Fabia A de Carvalho & Mauricio S. Bugarin, 2006, "Inflation Expectations in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 101-145.
• Rotemberg, Julio J., 2006, "Cyclical Wages in a Search-and-Bargaining Model with Large Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5791, Aug.
• Kolver Hernandez, 2006, "State-Dependent Nominal Rigidities & Disinflation Programs in Small Open Economies," Working Papers, University of Delaware, Department of Economics, number 06-13.
• Tsoulfidis, L. & Dergiades, Th., 2006, "The Inflation-Capacity Utilization Conundrum: Evidence from the Canadian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Anthony S. Tay, 2006, "Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22480, Jan.
• Libor Krkoska & Utku Teksoz, 2006, "Forecasting inflation for transition countries: How accurate are the EBRD forecasts?," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 98, Sep.
• Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006, "(Un)Predictability and macroeconomic stability," Working Paper Series, European Central Bank, number 605, Apr.
• Tetlow, Robert J. & Ironside, Brian, 2006, "Real-time model uncertainty in the United States: the Fed from 1996-2003," Working Paper Series, European Central Bank, number 610, Apr.
• Diron, Marie, 2006, "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series, European Central Bank, number 622, May.
• McAdam, Peter & Levine, Paul & Pearlman, Joseph G., 2006, "Inflation forecast-based-rules and indeterminacy: a puzzle and a resolution," Working Paper Series, European Central Bank, number 643, Jun.
• Bruce McGough, 2006, "Shocking Escapes," Economic Journal, Royal Economic Society, volume 116, issue 511, pages 507-528, April.
• Vladislav Damjanovic & Charles Nolan, 2006, "Aggregation and Optimization with State-Dependent Pricing: A Comment," Econometrica, Econometric Society, volume 74, issue 2, pages 565-573, March.
• Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006, "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 12, pages 2477-2508, December.
• Batini, Nicoletta & Justiniano, Alejandro & Levine, Paul & Pearlman, Joseph, 2006, "Robust inflation-forecast-based rules to shield against indeterminacy," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1491-1526.
• Branch, William A. & Evans, George W., 2006, "A simple recursive forecasting model," Economics Letters, Elsevier, volume 91, issue 2, pages 158-166, May.
• Boivin, Jean & Ng, Serena, 2006, "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 169-194, May.
• Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006, "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 499-526.
• Kobayashi, Keiichiro & Inaba, Masaru, 2006, "Business cycle accounting for the Japanese economy," Japan and the World Economy, Elsevier, volume 18, issue 4, pages 418-440, December.
• Barnett, William A., 2006, "Comments on "Chaotic monetary dynamics with confidence"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 253-255, March.
• He, Yijun & Barnett, William A., 2006, "Singularity bifurcations," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 5-22, March.
• Bruck, Tilman & Zwiener, Rudolf, 2006, "Fiscal policy rules for stabilisation and growth: A simulation analysis of deficit and expenditure targets in a monetary union," Journal of Policy Modeling, Elsevier, volume 28, issue 4, pages 357-369, May.
• Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006, "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-14, Apr.
• Kajal Lahiri & Fushang Liu, 2006, "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20012-9.
• Karsten Neuhoff & Federico Ferrario & Michael Grubb & Etienne Gabel & Kim Keats, 2006, "Emission projections 2008-2012 versus NAPs II," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0631, Nov.
• Victor Bystrov, 2006, "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers, European University Institute, number ECO2006/12.
• Andreas Billmeier, 2006, "Measuring a Roller Coaster: Evidence on the Finnish Output Gap," Finnish Economic Papers, Finnish Economic Association, volume 19, issue 2, pages 69-83, Autumn.
• Julio J. Rotemberg, 2006, "Cyclical wages in a search and bargaining model with large firms," Working Papers, Federal Reserve Bank of Boston, number 06-5.
• Julio J. Rotemberg, 2006, "Cyclical wages in a search-and-bargaining model with large firms," Proceedings, Federal Reserve Bank of San Francisco.
• Gary S. Anderson & Andrew T. Levin & Eric T. Swanson, 2006, "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-01, Jan, DOI: 10.24148/wp2006-01.
• Kevin J. Lansing, 2008, "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-15, Aug, DOI: 10.24148/wp2006-15.
• Eric T. Swanson, 2006, "The relative price and relative productivity channels for aggregate fluctuations," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-20.
• Brian Ironside & Robert J. Tetlow, 2006, "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-08.
• Andrew Ang & Geert Bekaert & Min Wei, 2006, "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-15.
• Patrick J. Kehoe, 2006, "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report, Federal Reserve Bank of Minneapolis, number 379, DOI: 10.21034/sr.379.
• Robert W. Rich & Joseph Tracy, 2006, "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports, Federal Reserve Bank of New York, number 253, Jul.
• Dean Croushore, 2006, "An evaluation of inflation forecasts from surveys using real-time data," Working Papers, Federal Reserve Bank of Philadelphia, number 06-19.
• Tommaso Mancini Griffoli, 2006, "Monetary Policy with Endogenous Firm Entry and Sticky Entry Costs," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 09-2006, Apr.
• Declan Curran & Michael Funke, 2006, "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20606, Jun.
• Ulrich Fritsche & Joerg Doepke, 2006, "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200602, Feb.
• Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006, "Forecasting inflation with an uncertain output gap," Memorandum, Oslo University, Department of Economics, number 11/2006, May.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2006, "U.S. natural rate dynamics reconsidered," Memorandum, Oslo University, Department of Economics, number 13/2006, May.
• Ansgar Belke & Thorsten Polleit & Wim Kösters & Martin Leschke, 2006, "Money matters for inflation in the euro area," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 279/2006.
• Meyer, Bernd & Lutz, Christian & Schnur, Peter & Zika, Gerd, 2006, "National economic policy simulations with global interdependencies : a sensitivity analysis for Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200612.
• Lei Lei Song, 2006, "The Comovement between Fuel Prices and the General Price level in Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2006n17, Aug.
• Peter Flaschel & Christian Proano & Willi Semmler, 2006, "Currency Crises and Monetary Policy in Economies with Partial Dollarisation of Liabilities," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 05-2006, Jun.
• Ivan O. Kitov, 2006, "GDP growth rate and population," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 42.
• Katarina Bacic & Maruska Vizek, 2006, "A Brand New CROLEI: Do We Need a New Forecasting Index?," Financial Theory and Practice, Institute of Public Finance, volume 30, issue 4, pages 311-346.
• Donald Robertson & Anthony Garratt & Stephen Wright, 2006, "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 521-542, DOI: 10.1002/jae.850.
• Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006, "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 703-725, DOI: 10.1002/jae.886.