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

2006

• 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, Jun, DOI: 10.24148/wp2006-20.
• 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.
• Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006, "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 415-437, DOI: 10.1002/for.996.
• William Barnett, 2006, "Comment on 'Chaotic Monetary Dynamics with Confidence'," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200602, Jan.
• William Barnett & Evgeniya Aleksandrovna Duzhak, 2006, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200608, Oct.
• William Barnett & Ikuyasu Usui, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200609, Oct.
• William Barnett & Yijun He, 2006, "Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200610, Nov.

2005

• Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005, "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 6, issue 3, pages 261-292.
• Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005, "Forecasting Quarterly Brazilian Gdp Growth Rate With Linear And Nonlinear Diffusion Index Models," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 029.
• Márcio Holland, 2005, "Monetary And Exchange Rate Policy In Brazil After Inflation Targeting," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 032.
• Anthony Garratt & Donald Robertson & Stephen Wright, 2005, "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0501, Jan.
• Marc-André Gosselin & René Lalonde, 2005, "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports, Bank of Canada, number 96, DOI: 10.34989/tr-96.
• Frédérick Demers & Annie De Champlain, 2005, "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers, Bank of Canada, number 05-44, DOI: 10.34989/swp-2005-44.
• Sylvain Martel, 2005, "Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?," Staff Working Papers, Bank of Canada, number 05-5, DOI: 10.34989/swp-2005-5.
• Laura D´Amato & PLidia Sanz & Juan Sotes Paladino, 2005, "Evaluating Alternative Core Inflation Measures for Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200501, May.
• Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005, "Cross-country differences in monetary policy transmission," Working Papers, Banco de España, number 0502, Jan.
• Adolfo L.Cobo, 2005, "Output Gap in Colombia: An Eclectic Approach," Borradores de Economia, Banco de la Republica de Colombia, number 327, Feb, DOI: 10.32468/be.327.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005, "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 785-813, December, DOI: 10.1111/j.1468-0084.2005.00141.x.
• Wh Boshoff, 2005, "The Properties Of Cycles In South African Financial Variables And Their Relation To The Business Cycle," South African Journal of Economics, Economic Society of South Africa, volume 73, issue 4, pages 694-709, December, DOI: 10.1111/j.1813-6982.2005.00047.x.
• Junjian Miao & Manuel Santos, 2005, "Numerical Solution of Dynamic Non-Optimal Economies," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-003, Jan.
• Wagner Piazza Gaglianone & Ana Luiza Louzada Pereira, 2005, "An Essay on the Foreign Exchange Rate Expectations in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 55-100.
• Guse, E., 2005, "Learning with Heterogeneous Expectations in an Evolutionary World," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0547, Oct.
• Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005, "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers, University of California, Davis, Department of Economics, number 211, Nov.
• Matteo Ciccarelli & Benoît Mojon, 2005, "Global Inflation," Working Papers Central Bank of Chile, Central Bank of Chile, number 357, Dec.
• S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005, "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography, UCLA Department of Economics, number 122247000000000855, Jan.
• Katerina Arnostova & Jaromir Hurnik, 2005, "The Monetary Transmission Mechanism in the Czech Republic (evidence from VAR analysis)," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/04, Dec.
• Octavio José Salcedo Parra & Marco Aguilera Prado, 2005, "Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Henk Kranendonk & Johan Verbruggen, 2005, "How to determine the contributions of domestic demand and exports to economic growth?," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 129, Nov.
• Orphanides, Athanasios & van Norden, Simon, 2005, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 4830, Jan.
• Adam, Klaus, 2005, "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4885, Jan.
• Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005, "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4910, Feb.
• Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers, Centre for Economic Policy Research, number 4976, Mar.
• Marcellino, Massimiliano, 2005, "Leading Indicators: What Have We Learned?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4977, Mar.
• Evans, Martin D.D., 2005, "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 5270, Oct.
• Tetlow, Robert J. & Ironside, Brian, 2005, "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers, Centre for Economic Policy Research, number 5305, Oct.
• Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005, "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005006, Mar.
• Adam, Klaus, 2005, "Learning To Forecast And Cyclical Behavior Of Output And Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 9, issue 1, pages 1-27, February.
• Ulrich Fritsche & Jörg Döpke, 2005, "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 498.
• Libor Krkoska & Utku Teksoz, 2005, "Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 94, Dec.
• Matteo Ciccarelli & Benoit Mojon, 2005, "Is inflation a global phenomenon?," Research Bulletin, European Central Bank, volume 3, pages 6-7.
• Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005, "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series, European Central Bank, number 482, May.
• Adam, Klaus, 2005, "Experimental evidence on the persistence of output and inflation," Working Paper Series, European Central Bank, number 492, Jun.
• Abadir, Karim & Talmain, Gabriel, 2005, "Distilling co-movements from persistent macro and financial series," Working Paper Series, European Central Bank, number 525, Sep.
• Ciccarelli, Matteo & Mojon, Benoît, 2005, "Global inflation," Working Paper Series, European Central Bank, number 537, Oct.
• Aguiar-Conraria, Luis & Wen, Yi, 2005, "Understanding the Impact of Oil Shocks," Working Papers, Cornell University, Center for Analytic Economics, number 05-01, Jan.
• Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005, "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 333-349, December.
• Hayford, M. D. & Malliaris, A. G., 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, volume 163, issue 1, pages 20-29, May.
• Abad, Pilar & Novales, Alfonso, 2005, "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 15, issue 3, pages 229-254, July.
• Hubrich, Kirstin, 2005, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 119-136.
• Kaiser, Regina & Maravall, Agustin, 2005, "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 691-710.
• Mitra, Kaushik, 2005, "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, volume 56, issue 2, pages 263-272, February.
• Seonghwan Oh & Michael Waldman, 2005, "The Index of Leading Economic Indicators as a Source of Expectational Shocks," Eastern Economic Journal, Eastern Economic Association, volume 31, issue 1, pages 75-95, Winter.
• Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005, "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-14, May.
• Viv B. Hall, 2005, "An Australasian Currency, New Zealand Adopting The Us Dollar, Or An Independent Monetary Policy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-21, Sep.
• Emma Xiaoqin Fan & Jesus Felipe, 2005, "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-22, Oct.
• Keiichiro Kobayashi & Masaru Inaba, 2005, "Business Cycle Accounting for the Japanese Economy," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05023, Sep.
• Jan Filáèek, 2005, "Inflation Expectations and Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 7-8, pages 380-394, July.
• Martin D. D. Evans(Georgetown University and NBER), 2005, "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-02, May.
• Michael Groemling, 2005, "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers, University of Goettingen, Department of Economics, number 123, Jan.
• Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005, "The effect of oil price on industrial production and on stock returns," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 05/18, Sep.
• Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005, "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research, number 200505.
• Karine Michalon & Sandrine Lardic & François Dossou, 2005, "Earnings forecast bias - a statistical analysis," Post-Print, HAL, number halshs-00142773.
• Nymoen, Ragnar, 2005, "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum, Oslo University, Department of Economics, number 22/2005, Aug.
• Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005, "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 188, Sep, revised 01 Jun 2006.
• Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 190, Sep, revised 01 Jun 2006.
• Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005, "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 280.
• Massimiliano Marcellino & James Stock & Mark Watson, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 285.
• Massimiliano Marcellino, 2005, "Leading Indicators: What Have We Learned?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 286.
• Martin D. D. Evans, 2005, "Where Are We Now? Real-Time Estimates of the Macroeconomy," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 2, September.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
• Melisso Boschi & Alessandro Girardi, 2005, "Euro Area inflation: long-run determinants and short-run dynamics," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 60, Dec.
• Pedro José Pérez & José Ramón García & Luisa Escriche, 2005, "Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-07, Mar.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200517, Sep, revised Sep 2005.
• William Barnett & Yijun He, 2005, "Robustness of Inferences to Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200518, Oct, revised Oct 2005.
• José Cancelo & Estefanía Mourelle, 2005, "Modeling Cyclical Asymmetries in GDP: International Evidence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 3, pages 297-309, September, DOI: 10.1007/s11293-005-8172-x.
• OndŘej KamenÍk, 2005, "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Computational Economics, Springer;Society for Computational Economics, volume 25, issue 1, pages 167-187, February, DOI: 10.1007/s10614-005-6280-y.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005, "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche, CIRPEE, number 0527.
• Orphanides, Athanasios & van Norden, Simon, 2005, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 583-601, June.
• Mattias Villani & Malin Adolfson & Jesper Linde, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 32, Sep.
• National Bank of Belgium, 2005, "Economic projections for Belgium - Autumn 2005," Economic Review, National Bank of Belgium, issue iv, pages 7-15, December.
• National Bank of Belgium, 2005, "Economic projections for Belgium – spring 2005," Economic Review, National Bank of Belgium, issue ii, pages 7-31, June.
• Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel, 2005, "Structural Econometric Models in Forecasting Inflation at the National Bank of Poland," NBP Working Papers, Narodowy Bank Polski, number 31.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11285, May.
• Andrew Ang & Geert Bekaert & Min Wei, 2005, "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11538, Aug.
• Luís Francisco Aguiar-Conraria & Yi Wen, 2005, "Understanding the Impact of Oil Shocks," NIPE Working Papers, NIPE - Universidade do Minho, number 2/2005.
• O. Biau & H. Erkel-Rousse & N. Ferrari, 2005, "Individual responses to BTS and the Forecasting of Manufactured Production," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-12.
• Kirdan Lees & Troy Matheson, 2005, "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/02, Oct.
• Wiliam Branch & George W. Evans, 2005, "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-3, Feb, revised 01 Feb 2005.
• da Silva Filho, Tito Nícias Teixeira, 2005, "Is there too much certainty when measuring uncertainty," MPRA Paper, University Library of Munich, Germany, number 16383.
• Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada, 2005, "Um ensaio sobre expectativas da taxa de câmbio no Brasil
  [An essay on the foreign exchange rate expectations in Brazil]," MPRA Paper, University Library of Munich, Germany, number 20840.
• Lahiri, Kajal & Liu, Fushang, 2005, "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper, University Library of Munich, Germany, number 21693.
• Boschi, Melisso & Girardi, Alessandro, 2005, "Does one monetary policy fit all? the determinants of inflation in EMU countries," MPRA Paper, University Library of Munich, Germany, number 28554.
• Mulraine, Millan L. B., 2005, "Investment-Specific Technology Shocks in a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 7, Jan, revised Aug 2006.
• António Rua & Cláudia Duarte, 2005, "Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case," Working Papers, Banco de Portugal, Economics and Research Department, number w200502.
• Andrew Stone & Troy Wheatley & Louise Wilkinson, 2005, "A Small Model of the Australian Macroeconomy: An Update," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-11, Dec.
• Manuel Santos & Jianjun Miao, 2005, "Numerical Solution of Dynamic Non-Optimal Economies," 2005 Meeting Papers, Society for Economic Dynamics, number 266.
• Albu, Lucian Liviu, 2005, "A Dynamic Model To Estimate The “Pure” Productivity," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 1, pages 30-34.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005, "A Model To Forecast The Monthly Inflation In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 37-58.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005, "Impulse Analyses Of The Romanian Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 4, pages 5-24.
• Michel Juillard & Ondra Kamenik, 2005, "Solving SDGE Models: Approximation About The Stochastic Steady State," Computing in Economics and Finance 2005, Society for Computational Economics, number 106, Nov.
• Eric Swanson & Gary Anderson & Andrew Levin, 2005, "Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2005, Society for Computational Economics, number 146, Nov.
• Ali Dib & Kevin Moran, 2005, "Forecasting with the New-Keynesian Model: An Experiment with Canadian Data," Computing in Economics and Finance 2005, Society for Computational Economics, number 235, Nov.
• J. Huston McCulloch, 2005, "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005, Society for Computational Economics, number 239, Nov.
• Tom Bernhardsen & ØYvind Eitrheim, 2005, "Real-time data for Norway: Output gap revisions and challenges for monetary policy," Computing in Economics and Finance 2005, Society for Computational Economics, number 274, Nov.
• Marco Raberto & Andrea Teglio, 2005, "A dynamic model of a monetary production economy under the disequilibrium economics approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 320, Nov.
• Stefano Eusepi & Stefania D'Amico, 2005, "Estimating the Deep Parameters of RBC Model with Learning," Computing in Economics and Finance 2005, Society for Computational Economics, number 404, Nov.
• Willem Boshoff, 2005, "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers, Stellenbosch University, Department of Economics, number 02/2005.
• Geert B. Woltjer, 2005, "Decisions and Macroeconomics: Development and Implementation of a Simulation Game," The Journal of Economic Education, Taylor & Francis Journals, volume 36, issue 2, pages 139-144, April, DOI: 10.3200/JECE.36.2.139-144.
• Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005, "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0505.
• Nicholas Apergis & Stephen M. Miller & Alexandros Panethimitakis & Athanassios Vamvakidis, 2005, "Inflation Targeting and Output Growth: Evidence from Aggregate European Data," Working papers, University of Connecticut, Department of Economics, number 2005-06, Mar.
• Frode Brevik & Stefano d'Addona, 2005, "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-24, Dec.
• Hashem Dezhbakhsh & Daniel Levy, 2005, "Periodic Properties of Interpolated Time Series," Econometrics, University Library of Munich, Germany, number 0505004, May.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," GE, Growth, Math methods, University Library of Munich, Germany, number 0509002, Sep.
• William Barnett, 2005, "Comment on 'Chaotic Monetary Dynamics with Confidence'," Macroeconomics, University Library of Munich, Germany, number 0505017, May.
• Millan L. B. Mulraine, 2005, "Investment-Specific Technology Shocks in a Small Open Economy," Macroeconomics, University Library of Munich, Germany, number 0506009, Jun.
• Yijun He & William Barnett, 2005, "Robustness of Inferences to Singularity Bifurcations," Macroeconomics, University Library of Munich, Germany, number 0510019, Oct, revised 24 Oct 2005.
• Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005, "(Un)Predictability and Macroeconomic Stability," Macroeconomics, University Library of Munich, Germany, number 0510024, Oct.
• Martin Melecky & Daniel Buncic, 2005, "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics, University Library of Munich, Germany, number 0511026, Nov.
• Francis Vitek, 2005, "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics, University Library of Munich, Germany, number 0512018, Dec, revised 06 Feb 2006.
• A G Malliaris, 2005, "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, ISBN: ARRAY(0x760ce1c0), September.
• Fwu-Ranq Chang & A. G. Malliaris, 2005, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005, "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Mary E. Malliaris, 2005, "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Silvana Stefani, 2005, "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jerome L. Stein, 2005, "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005, "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marco Corazza & A. G. Malliaris, 2005, "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Ramaprasad Bhar & A. G. Malliaris, 2005, "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• M. D. Hayford & A. G. Malliaris, 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".