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

2003

• 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, IZA Network @ LISER, 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.
• Timotej Jagric, 2003, "Forecasting with leading economic indicators - a non-linear approach," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 1, pages 68-83, DOI: 10.18267/j.pep.207.
• Marika Karanassou & Hector Sala & Dennis J. Snower, 2003, "Unemployment in the European Union: Institutions, Prices, and Growth," Working Papers, Queen Mary University of London, School of Economics and Finance, number 493, Jun.
• Tim Robinson & Andrew Stone & Marileze van Zyl, 2003, "The Real-time Forecasting Performance of Phillips Curves," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-12, Dec.
• Francesc Obiols-Homs, 2003, "Incomplete Unemployment Insurance and Aggregate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 3, pages 602-636, July, DOI: 10.1016/S1094-2025(03)00005-X.
• Stanica, Cristian Nicolae, 2003, "A Deterministic Method For Short-Term Gdp Evaluation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 122-132, June.
• Dobrescu, Emilian, 2003, "Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 23-49, December.
• Croitoru, Lucian & Tarhoaca, Cornel, 2003, "The Romanian Growth Potential – A Cge Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 7-22, December.
• Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara, 2003, "Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 25-31, December.
• Dobrescu, Emilian, 2003, "Possible Evolutions Of The Romanian Economy (Macromodel Estimations)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 32-63, December.
• Michael W. McCracken & Todd E. Clark, 2003, "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003, Society for Computational Economics, number 183, Aug.
• Serena Ng & Jean Boivin, 2003, "Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data," Computing in Economics and Finance 2003, Society for Computational Economics, number 255, Aug.
• Angelini & Henry & Mestre, 2003, "Factor based leading indicators for euro area business cycle: A comparative assessment," Computing in Economics and Finance 2003, Society for Computational Economics, number 260, Aug.
• Bruce McGough, 2003, "Shocking Escapes," Computing in Economics and Finance 2003, Society for Computational Economics, number 294, Aug.
• Klaus Adam, 2003, "Learning to Forecast and Cyclical Behavior of Output and Inflation," Computing in Economics and Finance 2003, Society for Computational Economics, number 297, Aug.
• Eric Swanson & Gary Anderson & Andrew Levin, 2003, "Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy," Computing in Economics and Finance 2003, Society for Computational Economics, number 64, Aug.
• Richard Etter & Michael Graff, 2003, "Estimating and Forecasting Production and Orders in Manufacturing Industry from Business Survey Data: Evidence from Switzerland, 1990-2003," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 139, issue IV, pages 507-533, December.
• Thomas Mayer, 2003, "The macroeconomic Loss Function: a Critical Note," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 6, pages 347-349, DOI: 10.1080/1350485032000056891.
• Eijffinger, S.C.W. & Beugelsdijk, S., 2003, "The Effectiveness of Structural Policy in the European Union : An Empirical Analysis for the EU-15 During the Period 1995-2001," Other publications TiSEM, Tilburg University, School of Economics and Management, number b49148f9-6d69-49ac-93c1-1.
• Australian Treasury, 2003, "The economic impact of Severe Acute Respiratory Syndrome (SARS)," Economic Roundup, The Treasury, Australian Government, issue 2, pages 43-60, July.
• Francisco J. Sáez & Luis A. Puch, 2003, "Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0301.
• Lucrezia Reichlin, 2003, "Factor models in large cross sections of time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10179.
• Lucrezia Reichlin, 2003, "Factor models in large cross sections of time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/249802, Jan.
• Philip Arestis & Elias Karakitsos, 2003, "The conditions for a Sustainable U.S. Recovery: The Role of Investment," General Economics and Teaching, University Library of Munich, Germany, number 0306001, Jun.
• Philip Arestis & Elias Karakitsos, 2003, "How Long Can the U.S. Consumers Carry the economy on Their Shoulders?," General Economics and Teaching, University Library of Munich, Germany, number 0306003, Jun.
• Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics, University Library of Munich, Germany, number 0309002, Sep.
• Andrea de Panizza, 2003, "I processi cumulativi nella crisi del debito degli anni 80: una lettura dai casi di Argentina, Brasile e Messico Cumulative processes in the 1980s debt crisis: an analysis from Argentina, Brazil and Mexico's case studies," Macroeconomics, University Library of Munich, Germany, number 0309004, Sep.
• Niek J. Nahuis & W. Jos Jansen, 2003, "Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries," Macroeconomics, University Library of Munich, Germany, number 0309013, Sep.
• Adam, Klaus, 2003, "Learning to Forecast and Cyclical Behavior of Output and Inflation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/01.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 223.
• Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2003, "Unemployment in the European Union: A dynamic reappraisal," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 2933.
• Nielsen, Hannah, 2003, "Inflation Expectations in the EU: Results from Survey Data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,13.
• Heilemann, Ullrich & Stekler, H. O., 2003, "Has the accuracy of German macroeconomic forecasts improved?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,31.
• Hüfner, Felix P. & Lahl, David, 2003, "What Determines the ZEW Indicator?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-48.

2002

• Hamilton, James D & Kim, Dong Heon, 2002, "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 2, pages 340-360, May.
• Marco Corazza & A. G. Malliaris, 2002, "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 2, pages 65-98, June.
• Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002, "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/02, Dec.
• Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
• Aureliano Angel Bressan & João Eustáquio de Lima, 2002, "Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 12, issue 1, pages 117-140, January-J.
• F. Hild, 2002, "French inflation forecasts," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2002-12.
• Ray Barrell, 2002, "How Important are Automatic Stabilisers in Europe? A Stochastic Simulation Assessment," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 196, Mar.
• W A Razzak, 2002, "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/03, Mar.
• Edda Claus & Iris Claus, 2002, "How many jobs? A leading indicator model of New Zealand employment," Treasury Working Paper Series, New Zealand Treasury, number 02/13, Jun.
• Peter M. Summers, 2002, "Comment on International Shocks and the Role of Domestic Policy in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 5, issue 2, pages 171-173, June.
• Janine Aron & John Muellbauer, 2002, "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, volume 49, issue Special i, pages 185-213.
• D'Ecclesia, Rita Laura & Gallo, Crescenzio, 2002, "Price-caps and Efficient Pricing for the Electricity Italian Market," MPRA Paper, University Library of Munich, Germany, number 10048, Jul.
• Bruno, Giancarlo & Malgarini, Marco, 2002, "An Indicator of Economic Sentiment for the Italian Economy," MPRA Paper, University Library of Munich, Germany, number 42331.
• Marika Karanassou & Hector Sala & Dennis J. Snower, 2002, "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers, Queen Mary University of London, School of Economics and Finance, number 480, Dec.
• Dobrescu, Emilian, 2002, "Updated Scenarios For The Romanian Economy Medium-Term Dynamics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-16, March.
• Scutaru, Cornelia, 2002, "Previsional Estimates Of The Romanian Economy In 2001 - The "Dobrescu" Macromodel Of The Romanian Transition Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 30-38, June.
• Dobrescu, Emilian, 2002, "Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 5-38, December.
• Emilio Colombo & Luca Matteo Stanca, 2002, "Il contenuto informativo dell’attività fieristica per l’analisi congiunturale," Rivista di Politica Economica, SIPI Spa, volume 92, issue 5, pages 57-96, September.
• Nicoletta Batini & Joe Pearlman, 2002, "Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules," Computing in Economics and Finance 2002, Society for Computational Economics, number 182, Jul.
• Israel Sancho & maximo Camacho, 2002, "Spanish diffusion indexes," Computing in Economics and Finance 2002, Society for Computational Economics, number 276, Jul.
• Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002, "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, volume 27, issue 2, pages 233-254.
• J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth, 2002, "Are Hodrick-Prescott `forecasts' rational?," Empirical Economics, Springer, volume 27, issue 4, pages 631-643.
• Eduardo L. Giménez & José María Martín-Moreno, 2002, "On the role of money in a business cycle model of a small open economy: The case of Spain," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 3, pages 159-177.
• Emilio Dominguez & Alfonso Novales, 2002, "A factor model of term structure slopes in Eurocurrency markets," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 9, pages 585-593, DOI: 10.1080/13504850110111199.
• Emilio Dominguez & Alfonso Novales, 2002, "Can forward rates be used to improve interest rate forecasts?," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 7, pages 493-504, DOI: 10.1080/09603100010007346.
• Wouter J. den Haan, 2002, "The Comovement between Real Activity and Prices in the G7," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-092/2, Sep.
• Pilar Abad & Alfonso Novales, 2002, "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0221.
• Pilar Abad & Alfonso Novales, 2002, "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0222.
• Alfonso Novales & Emilio Domínguez, 2002, "A factor model of term structure slopes in eurocurrency markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0224.
• Alfonso Novales & Emilio Domínguez, 2002, "Can forward rates be used to improve interest rate forecasts?"," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0225.
• Alfonso Novales & Emilio Domínguez, 2002, "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0226.
• Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002, "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers, University of Connecticut, Department of Economics, number 2002-34, Oct, revised Jun 2005.
• Luis A. Rivas, 2002, "Core Inflation and Inflation Targeting in a Developing Economy," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0207, May, revised Sep 2003.
• William A. Barnett & Yijun He, 2002, "Bifurcations in Macroeconomic Models," Macroeconomics, University Library of Munich, Germany, number 0210006, Oct.
• Klaus Adam, 2002, "Adaptive Learning and Cyclical Behavior of Output and Inflation," Macroeconomics, University Library of Munich, Germany, number 0211013, Nov.
• Sell, Friedrich L., 2002, "Optimism, pessimism and the unforeseen: Modelling an endogenous business cycle driven by strong beliefs," Working Papers in Economics, Bundeswehr University Munich, Economic Research Group, number 2002,1.
• Schröder, Michael & Hüfner, Felix P., 2002, "Forecasting economic activity in Germany: how useful are sentiment indicators?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-56.
• Awokuse, Titus O. & Yang, Jian, 2002, "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers, University of Delaware, Department of Food and Resource Economics, number 15834, DOI: 10.22004/ag.econ.15834.
• Kevin Moran & Veronika Dolar, 2002, "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Staff Working Papers, Bank of Canada, number 02-18, DOI: 10.34989/swp-2002-18.
• Robert Amano & Kim McPhail & Hope Pioro & Andrew Rennison, 2002, "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Staff Working Papers, Bank of Canada, number 02-20, DOI: 10.34989/swp-2002-20.
• Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002, "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 456, Dec.
• Jozef Vuchelen & Maria Gutierrez, 2002, "The quality of a consensus forecast for economic growth in Belgium, 1981-2001," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 45, issue 1, pages 67-90.
• Thomas Mayer, 2002, "The Macroeconomic Loss Function: A Critical Note," CESifo Working Paper Series, CESifo, number 771.
• Seppo Honkapohja & Kaushik Mitra, 2002, "Learning Stability in Economies with Heterogenous Agents," CESifo Working Paper Series, CESifo, number 772.
• Wolfgang Gerstenberger, 2002, "Von den Problemen einer Konjunkturprognose im Juli 2002," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 9, issue 04, pages .3-5, June.
• Wolfgang Nierhaus, 2002, "Konjunkturperspektiven 2002/2003," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 9, issue 04, pages .6-17, June.
• Gernot Nerb, 2002, "Weltkonjunktur: Erste Zeichen einer Erholung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 55, issue 05, pages 39-48, March.
• Gernot Nerb & Anna Wolf, 2002, "Weltwirtschaftsklima hat sich deutlich verschlechtert - Ergebnisse des 78. World Economic Survey (WES) vom Oktober 2002," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 55, issue 24, pages 45-57, December.
• Klaus Schmidt-Hebbel & Alejandro Werner, 2002, "Inflation Targeting in Brazil, Chile, and Mexico: Performance, Credibility, and the Exchange Rate," Working Papers Central Bank of Chile, Central Bank of Chile, number 171, Aug.
• Juan Manuel Julio & Silvia Juliana Mera & Alejandro Rev�iz H�rault, 2002, "La curva Spot (Cero Cupón)," Lecturas en Finanzas, Banco de la República, number 2960, Jul, DOI: 10.32468/be.213.
• Klaus Schmidt-Hebbel & Alejandro M. Werner, 2002, "Inflation Targeting in Brazil, Chile, and Mexico: Performance, Credibility, and the Exchange Rate," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 31-90.
• Reichlin, Lucrezia, 2002, "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3285, Mar.
• Muellbauer, John & Aron, Janine, 2002, "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3595, Oct.
• Janine Aron & John Muellbauer, 2002, "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2002-04.
• Tilman Brück & Andreas Cors & Klaus F. Zimmermann & Rudolf Zwiener, 2002, "Stability Criteria and Convergence: The Role of the System of National Accounts for Fiscal Policy in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 318.
• Honkapohja, Seppo & Mitra, Kaushik, 2002, "Learning stability in economics with heterogeneous agents," Working Paper Series, European Central Bank, number 120, Jan.
• Wallis, Kenneth F., 2002, "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 181, Aug.
• Malliaris, A. G., 2002, "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 72-92, May.
• Sbordone, Argia M., 2002, "Prices and unit labor costs: a new test of price stickiness," Journal of Monetary Economics, Elsevier, volume 49, issue 2, pages 265-292, March.
• Peter Hans Matthews & Ivan T. Kandilov, 2002, "The Cost of Job Loss and the "New" Phillips Curve," Eastern Economic Journal, Eastern Economic Association, volume 28, issue 2, pages 181-202, Spring.
• Joshua C C Chan & Gary Koop & Simon M Potter, 2012, "A New Model of Trend Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-08, Feb.
• Jaromír Beneš & David Vávra & Jan Vlèek, 2002, "Støednìdobá makroekonomická predikce makroekonomické modely v analytickém systému ÈNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 52, issue 4, pages 197-231, April.
• Penelope A. Smith & Peter M. Summers, 2002, "Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2002n21, Nov.
• Giancarlo Bruno & Marco Malgarini, 2002, "An Indicator of Economic Sentiment for the Italian Economy," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 28, Oct.
• Lumsdaine, Robin L. & Prasad, Eswar, 2002, "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers, IZA Network @ LISER, number 487, Apr.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002, "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers, IZA Network @ LISER, number 531, Jul.
• Hüfner Felix P. & Schröder Michael, 2002, "Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich / Forecasting German industrial Production: An Econometric Comparison of ifo- and ZEW-Business Expectations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 3, pages 316-336, June, DOI: 10.1515/jbnst-2002-0303.

2001

• Marc-André Gosselin & Greg Tkacz, 2001, "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers, Bank of Canada, number 01-18, DOI: 10.34989/swp-2001-18.
• Fuchun Li & Greg Tkacz, 2001, "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers, Bank of Canada, number 01-21, DOI: 10.34989/swp-2001-21.
• Maral Kichian, 2001, "On the Nature and the Stability of the Canadian Phillips Curve," Staff Working Papers, Bank of Canada, number 01-4, DOI: 10.34989/swp-2001-4.
• Paolo carnazza & Giuseppe Parigi, 2001, "The Evolution of Confidence for European Consumers and Businesses in France, Germany and Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 406, Jun.
• Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001, "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Empirical studies of structural changes and inflation".
• Camilo E Tovar, 2008, "DSGE models and central banks," BIS Working Papers, Bank for International Settlements, number 258, Sep.
• Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011, "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers, Bank for International Settlements, number 349, Jul.
• Heather M. Anderson & Farshid Vahid, 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, volume 40, issue 4, pages 541-566, December, DOI: 10.1111/1467-8454.00141.
• Gabriel Desgranges & Giorgio Negroni, 2001, "Apprentissage et équilibres à taches solaires. Un point de vue divinatoire," Revue économique, Presses de Sciences-Po, volume 52, issue 3, pages 583-593.
• Pami Dua & Anirvan Banerji, 2001, "A Leading Index for the Indian Economy," Working papers, Centre for Development Economics, Delhi School of Economics, number 90, Mar.
• Wolfgang Nierhaus, 2001, "Konjunkturprognosen und Prognoserisiko," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 16, pages 17-21, October.
• Gernot Nerb, 2001, "Weltkonjunktur: Abwärtstrend setzt sich fort - Besserung erwartet," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 17, pages 15-21, October.
• Hans-Werner Sinn & Wolfgang Nierhaus & Wolfgang Meister, 2001, "Vor der Talsohle," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 24, pages 27-42, January.
• Andrés Acuña & Carlos Oyarzún, 2001, "Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy," Working Papers, Departamento de Economía, Universidad de Concepción, number 06-2001.
• Kilian, Lutz & Ivanov, Ventzislav, 2001, "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2685, Jan.
• Den Haan, Wouter & Sumner, Steven, 2001, "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2801, May.
• Muellbauer, John & Nunziata, Luca, 2001, "Credit, the Stock Market and Oil: Forecasting US GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2906, Aug.
• Canova, Fabio & Ciccarelli, Matteo, 2001, "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2961, Sep.
• Martin Boileau & Michel Normandin, 2001, "Labor Hoarding, Superior Information and Business Cycle Dynamics," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 129, Mar.
• Anderson, Heather M. & Vahid, Farshid, 2001, "Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 482-505, September.
• Roy Batchelor, 2001, "Confidence indexes and the probability of recession: a Markov switching model," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 107-124, January.
• Bryan L. Boulier & H. O. Stekler & Jeremy Dutra, 2001, "Measuring the Onset of the Great Depression: Then and Now," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 137-151, January.
• Mehdi Mosthaghimi, 2001, "Are the New U.S. Composite Leading Economic Indicators More Informative?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 205-213, January.
• Gangadhar Darbha, 2001, "Identification of Cyclical Phases: A Dynamic Factor- Markov Switching Model for India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 215-229, January.
• Micheal P. Niemira, 2001, "An AHP-Based Composite Cyclical-Performance Index," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 241-250, January.
• Robert S. Goldfarb & H. O. Stekler, 2001, "Combining the Results of rationality Studies: What Did We know and When Did We know It?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 269-300, January.
• Pami Dua & Anirvan Banerji, 2001, "An Indicator Approach to Business and Growth Rate Cycles: The Case of India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 55-78, January.
• Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001, "Assessment criteria for output gap estimates," Working Paper Series, European Central Bank, number 54, Apr.
• Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001, "Diffusion index-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 61, Apr.
• Wallis, Kenneth F., 2001, "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series, European Central Bank, number 83, Nov.
• Batini, Nicoletta & Nelson, Edward, 2001, "Optimal horizons for inflation targeting," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 891-910, June.