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

2005

• 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(0x53c966a8), March.
• 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".
• Jorge Urrutia & A. G. Malliaris, 2005, "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Virén, Matti, 2005, "Inflation expectations and regime shifts in the euro area," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2005.

2004

• Eran Guse, 2004, "Expectational Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 97, Sep.
• National Bank of Belgium, 2004, "Economic projections for Belgium – autumn 2004," Economic Review, National Bank of Belgium, issue iv, pages 7-16, December.
• National Bank of Belgium, 2004, "Economic projections for Belgium, 2004-2005," Economic Review, National Bank of Belgium, issue ii, pages 7-35, June.
• Michael Graff, 2004, "Estimates of the output gap in real time: how well have we been doing?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/04, May.
• Oldřich Dědek, 2004, "Čtyři zamyšlení nad cílováním inflace v České republice
  [Four reflections on practising inflation targeting in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 2, DOI: 10.18267/j.polek.454.
• Florian Pelgrin & Michel Juillard, 2004, "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers, Society for Economic Dynamics, number 635.
• Sang-Kuck Chung & Bong-Han Kim, 2004, "Nonlinear Dynamics and Out¡-of¡-sample Forecasts of Real Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 223-255, DOI: 10.11644/KIEP.JEAI.2004.8.2.129.
• Stanica, Cristian, 2004, "MACROECONOMIC FORECASTING BASED ON A SAM MODEL OF THE ROMANIAN ECONOMY - Part I – Main Features of the Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 1, pages 92-96, February.
• Stanica, Cristian, 2004, "Macroeconomic Forecasting With A Sam Model For The Romanian Economy - Part Ii – Equations Of The Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 3, pages 66-73, August.
• Nicoletta Batini & Ryan Banerjee, 2004, "Inflation Dynamics in Seven Industrialised Open Economies," Computing in Economics and Finance 2004, Society for Computational Economics, number 116, Aug.
• Ondrej Kamenik, 2004, "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004, Society for Computational Economics, number 222, Aug.
• Kirstin Hubrich, 2004, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004, Society for Computational Economics, number 230, Aug.
• Serge Hayward, 2004, "Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model," Computing in Economics and Finance 2004, Society for Computational Economics, number 241, Aug.
• Toshiya Ishikawa, 2004, "Human Capital Accumulation, Time to Build, and Business Cycles," Computing in Economics and Finance 2004, Society for Computational Economics, number 329, Aug.
• Klaus Adam, 2004, "Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory," Computing in Economics and Finance 2004, Society for Computational Economics, number 338, Aug.
• Eran Guse, 2004, "Learning with Heterogeneous Expectations in an Evolutionary World," Computing in Economics and Finance 2004, Society for Computational Economics, number 99, Aug.
• Jedrzej Bialkowski, 2004, "Modelling Returns on Stock Indices for Western and Central European Stock Exchanges - a Markov Switching Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 2, issue 2, pages 81-100.
• Jean-Paul Lam & Greg Tkacz, 2004, "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue I, pages 89-126, March.
• Gilbert Cette & Christian Pfister, 2004, "Challenges of the “New Economy” for Monetary Policy," International Productivity Monitor, Centre for the Study of Living Standards, volume 8, pages 27-36, Spring.
• Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004, "Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc Model," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0204, Jun.
• Nicoletta Batini & Alejandro Justiniano & Paul Levine & Joseph Pearlman, 2004, "Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0804, Sep.
• Viv Hall & Angela Huang, 2004, "Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?," New Zealand Economic Papers, Taylor & Francis Journals, volume 38, issue 1, pages 49-63, DOI: 10.1080/00779950409544393.
• Nir, A., 2004, "A Behavioral Model of Conumption Patterns : The Effects of Cognitive Dissonance and Conformity," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-48.
• Gustavo A. Marrero, 2004, "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0410.
• Marco Vega, 2004, "Policy Makers Priors and Inflation Density Forecasts," Econometrics, University Library of Munich, Germany, number 0403005, Mar.
• William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004, "The Nonlinear Skeletons in the Closet," Econometrics, University Library of Munich, Germany, number 0405003, May.
• Viv Hall & Angela Huang, 2004, "WOULD ADOPTING THE US DOLLAR HAVE LED TO IMPROVED INFLATION, OUTPUT AND TRADE BALANCES FOR NEW ZEALAND IN THE 1990s?," Macroeconomics, University Library of Munich, Germany, number 0401001, Jan.
• Yijun He & William A. Barnett, 2004, "Singularity Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0409024, Sep, revised 13 Oct 2004.
• Guse, Eran A., 2004, "Expectational business cycles," Bank of Finland Research Discussion Papers, Bank of Finland, number 19/2004.
• Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein, 2004, "Real-time Data for Norway: Challenges for Monetary Policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,26.
• Marc-André Gosselin & René Lalonde, 2004, "Modélisation « PAC » du secteur extérieur de l'économie américaine," Staff Working Papers, Bank of Canada, number 04-3, DOI: 10.34989/swp-2004-3.
• Jean-Paul Lam, 2004, "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Staff Working Papers, Bank of Canada, number 04-9, DOI: 10.34989/swp-2004-9.
• Regina Kaiser & Agustín Maravall, 2004, "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers, Banco de España, number 0417, Oct.
• Pilar Bengoechea & Gabriel Pérez-Quirós, 2004, "A useful tool to identify recessions in the euro-area," Working Papers, Banco de España, number 0419, Nov.
• Alberto Baffigi & Antonio Bassanetti, 2004, "Turning-point indicators from business surveys: real-time detection for the euro area and its major member countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 500, Jun.
• Mustapha Baghli & Véronique Brunhes-Lesage & Olivier de Bandt & Henry Fraisse & Jean-Pierre Villetelle, 2004, "MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments," Working papers, Banque de France, number 106.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2004, "Inflation and the Markup in the Euro Area," Working papers, Banque de France, number 114.
• Marco Sorge, 2004, "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers, Bank for International Settlements, number 165, Dec.
• George Hondroyiannis & Sophia Lazaretou, 2004, "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers, Bank of Greece, number 13, Jun.
• David R.F. Love & Jean-Francois Lamarche, 2004, "Anticipation and Real Business Cycles," Working Papers, Brock University, Department of Economics, number 0703, Sep, revised Sep 2007.
• Bharat Barot, 2004, "How accurate are the Swedish forecasters on GDB-Growth, CPI-inflation and unemployment? (1993 - 2001)," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 47, issue 2, pages 249-278.
• Françoise Charpin & Catherine Mathieu, 2004, "Un indicateur de croissance à court terme au Royaume-Uni," Revue de l'OFCE, Presses de Sciences-Po, volume 89, issue 2, pages 231-251.
• Georg Goldrian, 2004, "Handbuch der umfragebasierten Konjunkturforschung," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 15.
• Ulrich Adler, 2002, "Bewegungslose Arbeit, gefesselter Blick : Sehen und Arbeit bei neuen Produktionsmethoden ; sozioökonomische Evaluation des Verbundvorhabens - Entwicklung von Methoden zur Identifikation visueller Ursa," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 15.
• Jiri Podpiera, 2004, "Consumers, Consumer Prices and the Czech Business Cycle Identification," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/04, May.
• Snower, Dennis & Karanassou, Marika & Sala, Hector, 2004, "Unemployment in the EU: Institutions, Prices and Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4243, Feb.
• Muellbauer, John & Nunziata, Luca, 2004, "Forecasting (and Explaining) US Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4584, Aug.
• Toshiya Ishikawa, 2004, "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c009_016, Jun.
• Jörg Döpke & Ulrich Fritsche, 2004, "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 399.
• Tilman Brück & Rudolf Zwiener, 2004, "Fiscal Policy Rules for Stabilisation and Growth: A Simulation Analysis of Deficit and Expenditure Targets in a Monetary Union," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 427.
• Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004, "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series, European Central Bank, number 340, Apr.
• Hondroyiannis, George & Lazaretou, Sophia, 2004, "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series, European Central Bank, number 370, Jun.
• Roma, Moreno & Skudelny, Frauke & Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina, 2004, "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series, European Central Bank, number 374, Jul.
• Morgan, Julian & Locarno, Alberto & Vallés, Javier & Berben, Robert-Paul, 2004, "Cross-country differences in monetary policy transmission," Working Paper Series, European Central Bank, number 400, Oct.
• Fushang Liu & Kajal Lahiri, 2004, "Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts," Econometric Society 2004 Australasian Meetings, Econometric Society, number 329, Aug.
• Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2004, "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 411, Aug.
• Simon M. Potter & Edward E. Leamer, 2004, "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 490, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2004, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 576, Aug.
• Svensson, Lars E. O. & Woodford, Michael, 2004, "Indicator variables for optimal policy under asymmetric information," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 4, pages 661-690, January.
• Ireland, Peter N., 2004, "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1205-1226, March.
• Barrell, Ray & Pina, Alvaro M., 2004, "How important are automatic stabilisers in Europe? A stochastic simulation assessment," Economic Modelling, Elsevier, volume 21, issue 1, pages 1-35, January.
• Canova, Fabio & Ciccarelli, Matteo, 2004, "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, volume 120, issue 2, pages 327-359, June.
• den Haan, Wouter J. & Sumner, Steven W., 2004, "The comovement between real activity and prices in the G7," European Economic Review, Elsevier, volume 48, issue 6, pages 1333-1347, December.
• Keiichiro KOBAYASHI & Kengo NUTAHARA, 2008, "Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 08018, Jun.
• Pilar Bengoechea & Gabriel Pérez Quirós, 2004, "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 215, Oct.
• Athanasios Orphanides & Simon van Norden, 2004, "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-68.
• Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004, "Indeterminacy with inflation-forecast-based rules in a two-bloc model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 797.
• Ludovic Dobbelaere & Bart Hertveldt, 2004, "Working Paper 13-04 - 10 jaar Economische Begroting : Een terugblik op de kwaliteit van de vooruitzichten," Working Papers, Federal Planning Bureau, Belgium, number 200413, Jun.
• Françoise Charpin & Catherine Mathieu, 2004, "Un indicateur de croissance à court terme au Royaume-Uni," Post-Print, HAL, number hal-01020087, Apr, DOI: 10.3917/reof.089.0231.
• M. Berlemann & K. Dimitrova & Nikolay Nenovsky, 2004, "Assessing Market Expectations on Exchange Rates and Inflation: A Pilot Forecasting System for Bulgaria," Post-Print, HAL, number halshs-00259473.
• Kaushik Mitra, 2004, "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 04/19, Jul, revised Jul 2004.
• Fujiwara, Ippei & Koga, Maiko, 2004, "A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 1, pages 123-142, March.
• Mr. Andreas Billmeier, 2004, "Measuring a Roller Coaster: Evidenceon the Finnish Output Gap," IMF Working Papers, International Monetary Fund, number 2004/057, Apr.
• Oppenländer Karl Heinrich, 2004, "Neuere Ansätze in der Konjunkturforschung durch die Verwendung von Konjunkturindikatoren / New Approaches in Business Cycle Research: The Application of Business Cycle Indicators," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 152-165, February, DOI: 10.1515/jbnst-2004-1-212.
• Heilemann Ullrich, 2004, "Besser geht’s nicht – Genauigkeitsgrenzen von Konjunkturprognosen / As Good as it Gets – Limits of Accuracy of Macroeconomic Short Term Forecasts," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 51-64, February, DOI: 10.1515/jbnst-2004-1-205.
• Benner Joachim & Meier Carsten-Patrick, 2004, "Prognosegüte alternativer Früh Indikatoren für die Konjunktur in Deutschland / Forecasting Performance of Alternative Indicators for the German Economy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 639-652, December, DOI: 10.1515/jbnst-2004-0602.
• W. Jos Jansen & Niek J. Nahuis, 2004, "Which survey indicators are useful for monitoring consumption? Evidence from European countries," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 2, pages 89-98, DOI: 10.1002/for.903.
• Lars-Erik Öller & Lasse Koskinen, 2004, "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 197-214, DOI: 10.1002/for.905.
• William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1, 2004, "The Nonlinear Skeletons in the Closet," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200403, May, revised May 2004.
• Yijun He & William Barnett, 2004, "Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200412, Oct, revised Oct 2004.

2003

• James H. Stock & Mark W.Watson, 2003, "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, volume 41, issue 3, pages 788-829, September.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series, Hamburg Institute of International Economics, number 26169, DOI: 10.22004/ag.econ.26169.
• Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher, 2003, "Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico," Staff Working Papers, Bank of Canada, number 03-17, DOI: 10.34989/swp-2003-17.
• Lynda Khalaf & Maral Kichian, 2003, "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers, Bank of Canada, number 03-7, DOI: 10.34989/swp-2003-7.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet & Emmanuel Michaux, 2003, "Forecasting Inflation using Economic Indicators: the Case of France," Working papers, Banque de France, number 101.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2003, "Forecasting Inflation in the Euro Area," Working papers, Banque de France, number 102.
• Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
• Jozef Vuchelen & Maria Gutierrez, 2003, "Do the OECD forecasts for the belgian economy contain information?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 46, issue 2, pages 31-64.
• Thomas Mayer, 2003, "The Macroeconomic Loss Function: A Critical Note," Working Papers, University of California, Davis, Department of Economics, number 5, Jan.
• Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003, "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 114, Feb.
• Athanasios Orphanides & Simon van Norden, 2003, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers, CIRANO, number 2003s-01, Jan.
• Eijffinger, Sylvester & Beugelsdijk, Maaike, 2003, "The Effectiveness of Structural Policy in the European Union: An Empirical Analysis for the EU-15 during the Period 1995-2001," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3879, Apr.
• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003, "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3893, May.
• Kilian, Lutz & Manganelli, Simone, 2003, "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3918, Jun.
• Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003, "Dating and Forecasting the Belgian Business Cycle," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003018, Sep.
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Linear and Log-Linear Approximation," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 117, revised .
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Finite Elements Method," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 118, revised .
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Chebyshev Polynomials," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 119, revised .
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Perturbation (2nd and 5th order)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 120, revised .
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Value Function Iteration," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 121, revised .
• Juan F. Rubio-Ramirez, 2003, "Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 92, revised .
• Gustav Adolf Horn, 2003, "US Outlook and German Confidence: Does the Confidence Channel Work?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 324.
• Kilian, Lutz & Manganelli, Simone, 2003, "The central bank as a risk manager: quantifying and forecasting inflation risks," Working Paper Series, European Central Bank, number 226, Apr.
• Hubrich, Kirstin, 2003, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series, European Central Bank, number 247, Aug.
• Robin L. Lumsdaine & Eswar S. Prasad, 2003, "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, volume 113, issue 484, pages 101-127, January.
• Honkapohja, Seppo & Mitra, Kaushik, 2003, "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 8, pages 1437-1457, June.
• Boileau, Martin & Normandin, Michel, 2003, "Labor hoarding, superior information, and business cycle dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 2, pages 397-418, November.
• Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003, "Unemployment in the European Union: a dynamic reappraisal," Economic Modelling, Elsevier, volume 20, issue 2, pages 237-273, March.
• Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003, "Assessment criteria for output gap estimates," Economic Modelling, Elsevier, volume 20, issue 3, pages 529-562, May.
• Awokuse, Titus O. & Yang, Jian, 2003, "The informational role of commodity prices in formulating monetary policy: a reexamination," Economics Letters, Elsevier, volume 79, issue 2, pages 219-224, May.
• Giordani, Paolo & Soderlind, Paul, 2003, "Inflation forecast uncertainty," European Economic Review, Elsevier, volume 47, issue 6, pages 1037-1059, December.
• Wallis, Kenneth F., 2003, "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, volume 19, issue 2, pages 165-175.
• Svensson, Lars E. O. & Woodford, Michael, 2003, "Indicator variables for optimal policy," Journal of Monetary Economics, Elsevier, volume 50, issue 3, pages 691-720, April.
• van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-10, Mar.
• Kristoffer P. NIMARK, 2003, "Monetary Policy Performance and the Accuracy of Observations," Economics Working Papers, European University Institute, number ECO2003/08.
• S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003, "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-27.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003, "Some results on the solution of the neoclassical growth model," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-34.
• Jinill Kim & Sunghyun Henry Kim & Ernst Schaumburg & Christopher A. Sims, 2003, "Calculating and using second order accurate solutions of discrete time dynamic equilibrium models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-61.
• Nicoletta Batini & Paul Levine & Joseph Pearlman, 2003, "Indeterminacy with inflation-forecast-cased rules in a two-bloc model," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Todd E. Clark & Michael W. McCracken, 2003, "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 03-06.
• Gary Koop & Simon M. Potter, 2003, "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports, Federal Reserve Bank of New York, number 163, Mar.
• Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003, "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 151, Sep.
• Nimark, Kristoffer P., 2003, "Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 157, Dec.
• Pedro José Pérez Vázquez, 2003, "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, volume 27, issue 3, pages 565-591, September.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003, "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 235.
• Kitamura, Tomiyuki & Koike, Ryoji, 2003, "The Effectiveness of Forecasting Methods Using Multiple Information Variables," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 21, issue 1, pages 105-143, February.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003, "Unemployment in the European Union: Institutions, Prices, and Growth," IZA Discussion Papers, Institute of Labor Economics (IZA), number 899, Oct.
• Várpalotai, Viktor, 2003, "Dezinflációs számítások dezaggregált kibocsátási résekre alapozó makromodellel
  [Disinflation simulations with a disaggregated output gap-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 287-314.
• Fabio ALESSANDRINI, 2003, "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 03.02, Feb.
• Gary Koop & Simon Potter, 2003, "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/16, Jan.
• Philip Arestis & Elias Karakitsos, 2003, "The Conditions for Sustainable U.S. Recovery: The Role of Investment," Economics Working Paper Archive, Levy Economics Institute, number wp_378, May.
• Philip Arestis & Elias Karakitsos, 2003, "How Long Can the U.S. Consumers Carry the Economy on Their Shoulders?," Economics Working Paper Archive, Levy Economics Institute, number wp_380, May.
• André Kurmann, 2003, "Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model: Extended Version," Cahiers de recherche, CIRPEE, number 0344.
• Viktor Várpalotai, 2003, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2003/4.
• Zoltán M. Jakab & Mihály András Kovács, 2003, "Explaining the Exchange Rate Pass-Through in Hungary: Simulations with the NIGEM Model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2003/5.
• Viv Hall & Angela Huang, 2003, "Would Adopting the US Dollar Have Led to Improved Inflation, Output and Trade Balances for New Zealand in the 1990s?," Motu Working Papers, Motu Economic and Public Policy Research, number 03_14, Sep.
• Lars E. O. Svensson & Michael Woodford, 2003, "Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 9430, Jan.
• Jean Boivin & Serena Ng, 2003, "Are More Data Always Better for Factor Analysis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9829, Jul.
• Franck Sédillot & Nigel Pain, 2003, "Indicator Models of Real GDP Growth in Selected OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 364, Jul, DOI: 10.1787/275257320252.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-002, Nov.
• S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003, "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-003, Nov.
• Kitchen, John & Monaco, Ralph, 2003, "Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System," MPRA Paper, University Library of Munich, Germany, number 21068, Oct, revised Oct 2003.
• Rapacciuolo, Ciro, 2003, "Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana
  [A simple model for the short term forecasting of Italian inflation]," MPRA Paper, University Library of Munich, Germany, number 7714, Jun.