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

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• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Modelling real GDP per capita in the USA: cointegration test," Papers, arXiv.org, number 0811.0490, Nov.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," Papers, arXiv.org, number 0811.0896, Nov.
• Ivan O. Kitov, 2008, "GDP growth rate and population," Papers, arXiv.org, number 0811.2125, Nov.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009, "Leverage Causes Fat Tails and Clustered Volatility," Papers, arXiv.org, number 0908.1555, Aug, revised Jan 2010.
• Ivan Kitov & Oleg Kitov, 2013, "Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan," Papers, arXiv.org, number 1309.1757, Sep.
• Alice Albonico & Sarantis Kalyvitis & Evi Pappa, , "Capital Maintenance and Depreciation over the Business Cycle," DEOS Working Papers, Athens University of Economics and Business, number 1326.
• Angela Abbate & Massimiliano Marcellino, 2017, "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1756.
• Luis Fernando Melo & Martha Misas, 1998, "Análisis del Comportamiento de la Inflación Trimestral en Colombia Bajo Cambios de Régimen: Una Evidencia a Través del Modelo: "Switching" de Hamilton," Borradores de Economia, Banco de la Republica de Colombia, number 086, Feb, DOI: 10.32468/be.96.
• Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica de Colombia, number 418, Nov, DOI: 10.32468/be.418.
• Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007, "Pronósticos directos de la inflación colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 458, Oct, DOI: 10.32468/be.458.
• Andrés Langebaek R. & Eliana González Molano, 2007, "Inflación Y Precios Relativos En Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 459, Oct, DOI: 10.32468/be.459.
• Jose Luis Torres, 2007, "La estimación de la brecha del producto en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 462, Oct, DOI: 10.32468/be.462.
• Juan Manuel Julio Román, 2007, "The Fan Chart: The Technical Details Of The New Implementation," Borradores de Economia, Banco de la Republica de Colombia, number 468, Nov, DOI: 10.32468/be.468.
• Eliana Rocío González Molano, 2008, "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 504, Apr, DOI: 10.32468/be.504.
• Alejandro Reveiz & Carlos León, 2008, "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 506, Apr, DOI: 10.32468/be.506.
• Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008, "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 507, Apr, DOI: 10.32468/be.507.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008, "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia, Banco de la Republica de Colombia, number 508, Apr, DOI: 10.32468/be.508.
• Pietro Bonaldi & . Andrés González & Juan David Prada & Diego A.Rodríguez & Luis Eduardo Rojas, 2009, "Método numérico para la calibración de un modelo DSGE," Borradores de Economia, Banco de la Republica de Colombia, number 548, Jan, DOI: 10.32468/be.548.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica de Colombia, number 554, Mar, DOI: 10.32468/be.554.
• Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010, "El "IMACO": un índice mensual líder de la actividad económica en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 609, Jun, DOI: 10.32468/be.609.
• Eliana González & Munir Jalil & José Vicente Romero, 2010, "Inflación y expectativas de inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 618, Aug, DOI: 10.32468/be.618.
• Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011, "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia, Banco de la Republica de Colombia, number 663, Aug, DOI: 10.32468/be.663.
• Ana Aguilar & Rafael Guerra & Berenice Martinez, 2024, "Global inflation, inflation expectations and central banks in emerging markets," BIS Working Papers, Bank for International Settlements, number 1217, Oct.
• Tom Doan, 2025, "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components, Boston College Department of Economics, number RTZ00002, revised .
• Tom Doan, 2025, "RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model," Statistical Software Components, Boston College Department of Economics, number RTZ00104, revised .
• Mitsuhiro Osada & Takashi Nakazawa, , "Assessing Measures of Inflation Expectations: A Term Structure and Forecasting Power Perspective," Bank of Japan Review Series, Bank of Japan, number 24-E-4.
• Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2018, "Rules-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation is Low," Carleton Economic Papers, Carleton University, Department of Economics, number 18-08, Jul, revised 08 Mar 2019.
• Steve Ambler, 2016, "Ripple Effects: Oil Price Shocks and Monetary Policy," e-briefs, C.D. Howe Institute, number 245, Aug.
• Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
• Bennett T. McCallum & Edward Nelson, , "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1998-22.
• Michal Franta, 2018, "The Likelihood of Effective Lower Bound Events," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/3, May.
• Oliver D. Bunn & Robert J. Shiller, , "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1950.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2014_09, Jan, DOI: 10.1016/j.eneco.2013.11.003.
• Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
• Mohammad Reza FARZANEGAN & Gunther MARKWARDT, 2008, "The Effects of Oil Price Shocks on the Iranian Economy," EcoMod2008, EcoMod, number 23800037, Jul.
• Frauke SKUDELNY & Bettina LANDAU, 2008, "Pass-Through of External Shocks Along the Pricing Chain: A Panel Estimation Approach for the Euro Area," EcoMod2008, EcoMod, number 23800134, Jul.
• VÁRPALOTAI Viktor, 2010, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003, EcoMod, number 330700148, Jan.
• Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020, "Forecasting Macroeconomic Risks," Staff Reports, Federal Reserve Bank of New York, number 914, Feb.
• Yunjong Eo & James Morley, 2020, "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series, Institute of Economic Research, Korea University, number 2001.
• Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, , "A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 185.
• Anusha, , "Evaluating reliability of some symmetric and asymmetric univariate filters," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-030.
• Cecilia Frale, , "Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2008-2.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, , "Survey Data as Coincident or Leading Indicators," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3.
• Cecilia Frale & Libero Monteforte, , "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3.
• Libero Monteforte & Gianluca Moretti, , "Real time forecasts of inflation: the role of financial variables," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2011-6.
• William A. Barnett & Evgeniya A. Duzhak, 2014, "Structural Stability of the Generalized Taylor Rule," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201404, Sep, revised Sep 2014.
• Naveen Srinivasan & Parush Arora, 2020, "If Monetary Aggregates, then Divisia," Working Papers, Madras School of Economics,Chennai,India, number 2020-192, Jun.
• M.Venkata Raamasrinivas & Naveen Srinivasan, 2020, "A Constant Gain Learning Framework to understand the behaviour of US Inflation and Unemployment in the 2nd half of 20th century," Working Papers, Madras School of Economics,Chennai,India, number 2020-194, Jun.
• Parijat Maitra & Naveen Srinivasan, 2020, "Inventory Cycles and Business Cycles – Has the relationship lost its importance over the years: A Time-Varying Parameter Approach using U.S. Data," Working Papers, Madras School of Economics,Chennai,India, number 2020-198, Jun.
• Sri Rajitha Tattikota & Naveen Srinivasan, 2021, "Integration of Econometric Models and Machine Learning- Study on US Inflation and Unemployment," Working Papers, Madras School of Economics,Chennai,India, number 2021-207, Jun.

None

• Croushore Dean, 2010, "An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-32, May, DOI: 10.2202/1935-1690.1677.
• Kobayashi Keiichiro & Nutahara Kengo, 2010, "Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-26, September, DOI: 10.2202/1935-1690.2094.
• Tortorice Daniel Louis, 2012, "Unemployment Expectations and the Business Cycle," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 1, pages 1-49, January, DOI: 10.1515/1935-1690.2276.
• Lewis Vivien & Markiewicz Agnieszka, 2009, "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-24, April, DOI: 10.2202/1935-1690.1854.
• Pagano Patrizio & Pisani Massimiliano, 2009, "Risk-Adjusted Forecasts of Oil Prices," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-28, June, DOI: 10.2202/1935-1690.1626.
• Smith Penelope & Summers Peter M, 2009, "Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-19, September, DOI: 10.2202/1935-1690.1741.
• Swanson Eric T, 2006, "The Relative Price and Relative Productivity Channels for Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-39, October, DOI: 10.2202/1534-6005.1293.
• Feroli Michael, 2004, "Monetary Policy and the Information Content of the Yield Spread," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-17, September, DOI: 10.2202/1534-5998.1156.
• Kim Soyoung, 2006, "Counter-Cyclical and Counter-Inflation Monetary Policy Rules and Comovement Properties of Money Growth," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-39, August, DOI: 10.2202/1534-5998.1324.
• Franke Reiner, 2012, "Microfounded Animal Spirits in the New Macroeconomic Consensus," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 4, pages 1-41, October, DOI: 10.1515/1558-3708.1898.
• Jagric Timotej, 2003, "A Nonlinear Approach to Forecasting with Leading Economic Indicators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1135.
• Selover David D. & Jensen Roderick V. & Kroll John, 2003, "Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-39, October, DOI: 10.2202/1558-3708.1119.
• Süssmuth Bernd & Woitek Ulrich, 2005, "Some New Results on Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-35, September, DOI: 10.2202/1558-3708.1185.
• Gloria Jarne, Julio Sánchez-Chóliz, Francisco Fatás-Villafranca, None, ""S-shaped" Economic Dynamics. The Logistic and Gompertz curves generalized," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
• Javier Bianchi & Enrique Mendoza, 2020, "A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 254-283, August, DOI: 10.1016/j.red.2020.06.001.
• Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022, "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 44, pages 225-243, April, DOI: 10.1016/j.red.2021.03.003.